Markowitz scheme for the sparse WZ factorization
Abstract
In this paper the authors present problems which can appear when a sparse square matrix(without any special structure) is factorized to a product of matrices W and Z. The fill-in problemis considered, and the manners of its solving – by permuting both rows and columns with amodified Markowitz scheme among others. The results of numerical experiments for sparsematrices of various sizes are presented and they show the Markowitz scheme applicability.
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PDFDOI: http://dx.doi.org/10.17951/ai.2007.6.1.85-94
Date of publication: 2015-01-04 00:00:00
Date of submission: 2016-04-27 10:20:01
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