Browsing by Subject "roundoff errors"
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(2016-08-01)LU and Cholesky factorizations play a central role in solving linear and mixed-integer programs. In many documented cases, the round-off errors accrued during the construction and implementation of these factorizations ...
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(2022-07-08)When solving the system of equations Ax = b with finite precision arithmetic, it is well known that x can be computed more efficiently and numerically stably via the application of the factorization of A, rather than by ...