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Author Hanson, Richard J. ♦ Wisniewski, John A.
Source ACM Digital Library
Content type Text
Publisher Association for Computing Machinery (ACM)
File Format PDF
Language English
Subject Keyword Modified givens transformations ♦ Numerical linear algebra ♦ Linear programming ♦ Linear programming test cases
Abstract An efficient and numerically stable method is presented for the problem of updating an orthogonal decomposition of a matrix of column (or row) vectors. The fundamental idea is to add a column (or row) analogous to adding an additional row of data in a linear least squares problem. A column (or row) is dropped by a formal scaling with the imaginary unit, √-1, followed by least squares addition of the column (or row). The elimination process for the procedure is successive application of the Givens transformation in modified (more efficient) form. These ideas are illustrated with an implementation of the revised simplex method. The algorithm is a general purpose one that does not account for any particular structure or sparsity in the equations. Some suggested computational tests for determining signs of various controlling parameters in the revised simplex algorithm are mentioned. A simple means of constructing test cases and some sample computing times are presented.
Description Affiliation: Sandia Labs., Albuquerque, NM (Hanson, Richard J.; Wisniewski, John A.)
Age Range 18 to 22 years ♦ above 22 year
Educational Use Research
Education Level UG and PG
Learning Resource Type Article
Publisher Date 2005-08-01
Publisher Place New York
Journal Communications of the ACM (CACM)
Volume Number 22
Issue Number 4
Page Count 7
Starting Page 245
Ending Page 251


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Source: ACM Digital Library