Updating an LU factorization with pivoting

被引：34
|
作者：
Quintana-Orti, Enrique S. [1 ]
Van De Geijn, Robert A. [2 ]
机构：
[1] Univ Jaime I, Dept Ingn & Ciencia Computadores, Castellon de La Plana 12071, Spain
[2] Univ Texas Austin, Dept Comp Sci, Austin, TX 78712 USA
来源：
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 2008年 / 35卷 / 02期
关键词：
algorithms; performance; LU factorization; linear systems; updating; pivoting;
D O I：
10.1145/1377612.1377615
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
We show how to compute an LU factorization of a matrix when the factors of a leading principle submatrix are already known. The approach incorporates pivoting akin to partial pivoting, a strategy we call incremental pivoting. An implementation using the Formal Linear Algebra Methods Environment (FLAME) application programming interface (API) is described. Experimental results demonstrate practical numerical stability and high performance on an Intel Itanium2 processor-based server.
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页码：1 / 16
页数：16
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