LU Factor Tolerance
- Type
Floating point number
- Range
[1,1e20]
- Default
5
This option affects the stability and sparsity of the basis factorization \(B = LU\) during refactorization. Smaller values for this option favor stability, while larger values favor sparsity. The default value usually strikes a good compromise between stability and sparsity.
For large and relatively dense problems, 25.0 (say) may give a marked improvement in sparsity without impairing stability to a serious degree.
For certain very special structures (e.g., band matrices) it may be necessary to reduce the value of this option to below 2.0 in order to achieve stability.
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