On error growth in the Bartels-Golub and Fletcher-Matthews algorithms for updating matrix factorizations (Q1096336)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On error growth in the Bartels-Golub and Fletcher-Matthews algorithms for updating matrix factorizations |
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On error growth in the Bartels-Golub and Fletcher-Matthews algorithms for updating matrix factorizations (English)
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1987
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Matrix updating techniques play a large role in numerical optimization. The Bartels-Golub and Fletcher-Matthews methods are two possible updates for the LU-factorization when columns are exchanged. In this paper, the stability of these updates is considered. It is shown that serious loss of accuracy can occur in both cases. Artificially constructed examples are used to illustrate exponential error growth.
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matrix update
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rank-1 change
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active-set strategy
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Bartels-Golub method
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numerical examples
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Fletcher-Matthews methods
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LU-factorization
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stability
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exponential error growth
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