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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

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✦ 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.


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