Modifying Pivot Elements in Gaussian Elimination

DOI10.2307/2005924MaRDI QIDQ4045502zbMATH OpenOpenAlexFDO

Authors G. W. Stewart

Publication date 1974

Full work available at URL https://doi.org/10.2307/2005924

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

Cited in

(7)

• Symbiosis between linear algebra and optimization
• The augmented system variant of IPMs in two-stage stochastic linear programming computation
• Computational methods of linear algebra
• A practical solution for KKT systems
• The role of the augmented system in interior point methods
• A Sherman-Morrison approach to the solution of linear systems
• A decomposition procedure for nearly-symmetric matrices with applications to some nonlinear problems

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