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Recovery from Numerical Instability during Basis Reinversion

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Abstract

Most of the preassigned pivot agenda algorithms that extend the Hellerman-Rarick P3 algorithm assume that the input matrix is nonsingular. Due to numerical instability, this assumption may be violated and these algorithms fail. We present a modification of theP3 algorithm which includes a procedure to recover from this type of numerical instability.The recovery procedure is integrated into P3 in such a way that all previous work can be maintained and it reduces the likelihoodthat additional recovery will be required.

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Authors and Affiliations

  1. Department of Computer Science and Engineering, School of Engineering and Applied Science, Southern Methodist University, Dallas, Texas, 75275

    Jeffery L. Kennington & Riad A.K. Mohamed

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  1. Jeffery L. Kennington
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  2. Riad A.K. Mohamed
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Kennington, J.L., Mohamed, R.A. Recovery from Numerical Instability during Basis Reinversion. Computational Optimization and Applications 8, 57–71 (1997). https://doi.org/10.1023/A:1008658514906

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  • DOI: https://doi.org/10.1023/A:1008658514906

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