Updating an LU Factorization with Pivoting

✍ Scribed by Quintana-Ortí, Enrique S.; Van De Geijn, Robert A.

• Book ID: 115528556
• Publisher: Association for Computing Machinery
• Year: 2008
• Tongue: English
• Weight: 714 KB
• Volume: 35
• Category: Article
• ISSN: 0098-3500
• DOI: 10.1145/1377612.1377615

✦ Synopsis

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.