Roundoff-error-free algorithms for solving linear systems via Cholesky and LU factorizations

DOI10.1287/IJOC.2015.0653MaRDI QIDQ2802247zbMATH OpenOpenAlexWikidataFDO

Authors Adolfo R. Escobedo, Erick Moreno-Centeno

Publication date 25 April 2016

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/30d7b1ce78a453fd91e9c1c8451528ae55e6e98c

zbMATH Keywords

computational complexityCholesky factorizationexact algorithmsmatrix factorizationsLU factorizationroundoff errorsexact mathematical programmingsolving linear systems

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Complexity and performance of numerical algorithms (65Y20) Roundoff error (65G50)

Recommendations

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• Forward roundoff error analysis of the LU and Cholesky factorizations
• Solution of dense linear systems via roundoff-error-free factorization algorithms. Theoretical connections and computational comparisons

Cites work

• scientific article; zbMATH DE number 1253960 (Why is no real title available?)
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• Improving the accuracy of linear programming solvers with iterative refinement
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• Solving sparse rational linear systems
• Solving very sparse rational systems of equations
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• Systems of distinct representatives and linear algebra
• The final NETLIB-LP results

Cited in

(9)

• Exact solution of sparse linear systems via left-looking roundoff-error-free Lu factorization in time proportional to arithmetic work
• Algorithm 1021: SPEX Left LU, Exactly Solving Sparse Linear Systems via a Sparse Left-looking Integer-preserving LU Factorization
• Expediting exact linear programming solvers via integer preserving factorization
• Solution of dense linear systems via roundoff-error-free factorization algorithms. Theoretical connections and computational comparisons
• Roundoff-Error-Free Basis Updates of LU Factorizations for the Efficient Validation of Optimality Certificates
• Exact Matrix Factorization Updates for Nonlinear Programming
• Exact QR factorizations of rectangular matrices
• Roundoff-error-free QR factorization via integer-preserving Gram Schmidt orthogonalization
• Exactly solving sparse rational linear systems via roundoff-error-free Cholesky factorizations

Describes a project that uses

Uses Software

• QSopt-Exact
• QSopt_ex

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