Mulvey/finan512 graph

Matrix: Mulvey/finan512

Description: Portfolio optim, 512 scenarios, Ed Rothberg, SGI, John Mulvey,Princeton

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  • Matrix group: Mulvey
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  • download as a MATLAB mat-file, file size: 5 MB. Use UFget(752) or UFget('Mulvey/finan512') in MATLAB.
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    Mulvey/finan512

    Matrix properties
    number of rows74,752
    number of columns74,752
    nonzeros596,992
    structural full rank?yes
    structural rank74,752
    # of blocks from dmperm1
    # strongly connected comp.1
    entries not in dmperm blocks0
    explicit zero entries0
    nonzero pattern symmetrysymmetric
    numeric value symmetrysymmetric
    typereal
    structuresymmetric
    Cholesky candidate?yes
    positive definite?yes

    authorA. Berger, J. Mulvey, E. Rothberg, R. Vanderbei
    editorE. Rothberg
    date1997
    kindeconomic problem
    2D/3D problem?no

    Ordering statistics:AMD METIS
    nnz(chol(P*(A+A'+s*I)*P'))2,837,714 1,794,080
    Cholesky flop count6.3e+08 1.5e+08
    nnz(L+U), no partial pivoting5,600,676 3,513,408
    nnz(V) for QR, upper bound nnz(L) for LU7,132,462 6,680,096
    nnz(R) for QR, upper bound nnz(U) for LU15,382,253 15,578,620

    Maintained by Tim Davis, last updated 30-Sep-2008.
    Matrix pictures by cspy, a MATLAB function in the CSparse package.
    Matrix graphs by Yifan Hu, AT&T Labs Visualization Group.