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.