A fast LU decomposition algorithm for the sparse revised simplex method
Conference
·
OSTI ID:54443
- State Univ. of New York, Buffalo, NY (United States)
- Transtech Parallel Systems Corp., Ithaca, NY (United States)
Many algorithms reduce fill-ins in LU decomposition by rearranging columns and rows of the sparse matrix. We take a different approach for the LU decomposition in the revised simplex algorithm. The basis matrix in this algorithm is extremely sparse and there are many column and row singletons. We propose a new algorithm to rearrange the column and row singletons iteratively. This algorithm reduces the size of the submatrix to be factorized to minimal. It reduces fill-ins and computation time drastically. This algorithm has been tested on many realistic data from netlib, ranging from small-scale to large-scale.
- OSTI ID:
- 54443
- Report Number(s):
- DOE/ER/25151--1-Vol.1; CONF-930331--Vol.1; CNN: Contract DABT63-91-k-0005
- Country of Publication:
- United States
- Language:
- English
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