| Article ID: | iaor19981421 |
| Country: | Netherlands |
| Volume: | 8 |
| Issue: | 1 |
| Start Page Number: | 57 |
| End Page Number: | 71 |
| Publication Date: | Jul 1997 |
| Journal: | Computational Optimization and Applications |
| Authors: | Kennington Jeffery L., Mohamed Riad A.K. |
| Keywords: | Numerical instability |
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 the P3 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 likelihood that additional recovery will be required.