Maintaining LU factors of a general sparse matrix

Philip E. Gill, Walter Murray, Michael A. Saunders, Margaret Wright

Research output: Contribution to journalArticle

Abstract

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).

Original languageEnglish (US)
Pages (from-to)239-270
Number of pages32
JournalLinear Algebra and Its Applications
Volume88-89
Issue numberC
DOIs
StatePublished - 1987

Fingerprint

Sparse matrix
Factorization
Update
Replacement
LU Factorization
Deletion
Updating
Computing

ASJC Scopus subject areas

  • Algebra and Number Theory
  • Numerical Analysis

Cite this

Maintaining LU factors of a general sparse matrix. / Gill, Philip E.; Murray, Walter; Saunders, Michael A.; Wright, Margaret.

In: Linear Algebra and Its Applications, Vol. 88-89, No. C, 1987, p. 239-270.

Research output: Contribution to journalArticle

Gill, Philip E. ; Murray, Walter ; Saunders, Michael A. ; Wright, Margaret. / Maintaining LU factors of a general sparse matrix. In: Linear Algebra and Its Applications. 1987 ; Vol. 88-89, No. C. pp. 239-270.
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