Updating an LU Factorization with Pivoti
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Quintana-Ortí, Enrique S.; Van De Geijn, Robert A.
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Article
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2008
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Association for Computing Machinery
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English
⚖ 714 KB
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