Roundoff-Error-Free Algorithms for Solving Linear Systems via Cholesky and LU Factorizations

@article{Escobedo2015RoundoffErrorFreeAF,
  title={Roundoff-Error-Free Algorithms for Solving Linear Systems via Cholesky and LU Factorizations},
  author={Adolfo R. Escobedo and Erick Moreno-Centeno},
  journal={INFORMS J. Comput.},
  year={2015},
  volume={27},
  pages={677-689}
}
LU and Cholesky factorizations are computational tools for efficiently solving linear systems that play a central role in solving linear programs and several other classes of mathematical programs. In many documented cases, however, the roundoff errors accrued during the construction and implementation of these factorizations lead to the misclassification of feasible problems as infeasible and vice versa. Hence, reducing these roundoff errors or eliminating them altogether is imperative to… 
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