Matrix: GHS_psdef/finance256

Description: Gould, Hu, & Scott: linear programming problem from Pothen & Kumfert

GHS_psdef/finance256 graph
(undirected graph drawing)


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  • Matrix group: GHS_psdef
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  • download as a MATLAB mat-file, file size: 438 KB. Use UFget(1261) or UFget('GHS_psdef/finance256') in MATLAB.
  • download in Matrix Market format, file size: 436 KB.
  • download in Rutherford/Boeing format, file size: 347 KB.

    Matrix properties
    number of rows37,376
    number of columns37,376
    structural full rank?yes
    structural rank37,376
    # of blocks from dmperm1
    # strongly connected comp.1
    explicit zero entries0
    nonzero pattern symmetrysymmetric
    numeric value symmetrysymmetric
    Cholesky candidate?yes
    positive definite?no

    authorA. Berger, J. Mulvey, E. Rothberg, R. Vanderbei
    editorN. Gould, Y. Hu, J. Scott
    kindoptimization problem
    2D/3D problem?no

    Ordering statistics:result
    nnz(chol(P*(A+A'+s*I)*P')) with AMD1,704,398
    Cholesky flop count6.2e+08
    nnz(L+U), no partial pivoting, with AMD3,371,420
    nnz(V) for QR, upper bound nnz(L) for LU, with COLAMD3,628,213
    nnz(R) for QR, upper bound nnz(U) for LU, with COLAMD7,857,994

    SVD-based statistics:
    null space dimension1,554
    full numerical rank?no
    singular value gap8.49666e+09

    singular values (MAT file):click here
    SVD method used:s = svd (full (A))

    GHS_psdef/finance256 svd

    For a description of the statistics displayed above, click here.

    Maintained by Tim Davis, last updated 12-Mar-2014.
    Matrix pictures by cspy, a MATLAB function in the CSparse package.
    Matrix graphs by Yifan Hu, AT&T Labs Visualization Group.