TY - JOUR
T1 - Maintaining LU factors of a general sparse matrix
AU - Gill, Philip E.
AU - Murray, Walter
AU - Saunders, Michael A.
AU - Wright, Matgaret H.
N1 - Funding Information:
‘This research was supported by the U.S. Department of Energy Contract DE-AA03 76SFOO326, PA No. DE-AS03-76ER72018; National Science Foundation Grants DCR-8413211 and ECS-8312142; the Office of Naval Research Contract NOOO14-89K~343; and the U.S. Army Research Office Contract DAAG29-84-KX1156. f We dedicate this paper to Dr. James H. Wilkinson in recognition of his profound influence
PY - 1987/4
Y1 - 1987/4
N2 - We describe a set of procedures for computing and updating an LU factorization of a sparse matrix A, where A may be square (possibly singular) or rectangular. The procedures include a Markowitz factorization and a Bartels-Golub update, similar to those of Reid (1976, 1982). The updates provided are addition, deletion or replacement of a row or column of A, and rank-one modification. (Previously, column replacement has been the only update available.). Various design features of the implementation (LUSOL) are described, and computational comparisons are made with the LA05 and MA28 packages of Reid (1976) and Duff (1977).
AB - We describe a set of procedures for computing and updating an LU factorization of a sparse matrix A, where A may be square (possibly singular) or rectangular. The procedures include a Markowitz factorization and a Bartels-Golub update, similar to those of Reid (1976, 1982). The updates provided are addition, deletion or replacement of a row or column of A, and rank-one modification. (Previously, column replacement has been the only update available.). Various design features of the implementation (LUSOL) are described, and computational comparisons are made with the LA05 and MA28 packages of Reid (1976) and Duff (1977).
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U2 - 10.1016/0024-3795(87)90112-1
DO - 10.1016/0024-3795(87)90112-1
M3 - Article
AN - SCOPUS:38249033855
SN - 0024-3795
VL - 88-89
SP - 239
EP - 270
JO - Linear Algebra and Its Applications
JF - Linear Algebra and Its Applications
IS - C
ER -