Systems Optimization Laboratory
Stanford, CA 94305-4121 USA
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LUMOD: Updating a dense square factorization L*C = U
- AUTHOR:
M. A. Saunders.
- CONTENTS: Fortran software for updating a dense square factorization
L*C = U when rows and columns of C are added, deleted or
replaced.
(Suitable as basis package for dense simplex method,
or for updating sparse factorizations via the
Schur-complement method.)
L is square, stored by rows in a 1-D array.
It is a product of stabilized elementary transformations.
U is upper triangular, stored by rows in a 1-D array.
The dimension of C, L and U may change. If maxn
is the largest C allowed for, the total storage is
maxn^2 for L and maxn(maxn+1)/2 for U.
- REFERENCES: Stabilized elementary transformations are described in
J. H. Wilkinson, The Algebraic Eigenvalue Problem,
Clarendon Press, Oxford (1965).
- RELEASE: f77 files are well tested.
DOWNLOADS:
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