Pivoting strategy for rank-one modification of \(LDM^ t\)-like factorization

DOI10.1007/BF02145382zbMath0810.65024OpenAlexW2066547055MaRDI QIDQ1192645

Masahiko Sagae, Kunio Tanabe

Publication date: 27 September 1992

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02145382

zbMATH Keywords

numerical exampleinterior point methodspivoting strategysingular matrixrank-one correctionquasi- Newton methodsmatrix updatingsymbolic factorizationincomplete factorization algorithmrank-one modification algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Direct numerical methods for linear systems and matrix inversion (65F05)

Cites Work

• A new polynomial-time algorithm for linear programming
• Triangular factors of modified matrices
• On the Modification of LDL T Factorizations
• Newton-type methods for unconstrained and linearly constrained optimization
• Methods for Computing and Modifying the LDV Factors of a Matrix
• Least Squares Computations by Givens Transformations Without Square Roots
• Unnamed Item

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