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Systems Optimization Laboratory

Stanford University
Dept of Management Science and Engineering (MS&E)

Huang Engineering Center

Stanford, CA 94305-4121  USA

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.