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An Unsymmetrized Multifrontal LU Factorization

✍ Scribed by Amestoy, Patrick R.; Puglisi, Chiara


Book ID
118215364
Publisher
Society for Industrial and Applied Mathematics
Year
2002
Tongue
English
Weight
186 KB
Volume
24
Category
Article
ISSN
0895-4798

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Updating an LU Factorization with Pivoti
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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