Stable algorithm for updating denseLUfactorization after row or column exchange and row and column addition or deletion
From MaRDI portal
Publication:4327873
DOI10.1080/02331939208843741zbMath0814.65029OpenAlexW2000161184MaRDI QIDQ4327873
Publication date: 18 June 1995
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331939208843741
Numerical mathematical programming methods (65K05) Linear programming (90C05) Direct numerical methods for linear systems and matrix inversion (65F05)
Related Items (3)
Experimental analysis of local searches for sparse reflexive generalized inverses ⋮ On the use of dense matrix techniques within sparse simplex ⋮ Sensitivity method for basis inverse representation in multistage stochastic linear programming problems
Cites Work
- Unnamed Item
- Unnamed Item
- On error growth in the Bartels-Golub and Fletcher-Matthews algorithms for updating matrix factorizations
- Maintaining LU factors of a general sparse matrix
- Manifestations of the Schur complement
- A stabilization of the simplex method
- Stable modification of explicitLU factors for simplex updates
- A Survey of Condition Number Estimation for Triangular Matrices
- Updating the Inverse of a Matrix
- A sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases
- Further Development of a Primal-Dual Interior Point Method
- Matrix augmentation and partitioning in the updating of the basis inverse
- Updating the Triangular Factorization of a Matrix
- The Accuracy of Solutions to Triangular Systems
- Updated triangular factors of the basis to maintain sparsity in the product form simplex method
- The simplex method of linear programming using LU decomposition
This page was built for publication: Stable algorithm for updating denseLUfactorization after row or column exchange and row and column addition or deletion
