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2008

Updating an LU Factorization with Pivoting

13 years 3 months ago
Updating an LU Factorization with Pivoting
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.
Enrique S. Quintana-Ortí, Robert A. van de
Added 29 Dec 2010
Updated 29 Dec 2010
Type Journal
Year 2008
Where TOMS
Authors Enrique S. Quintana-Ortí, Robert A. van de Geijn
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