Mulvey/pfinan512
Portfolio optim, 512 scenarios, Ed Rothberg, SGI, John Mulvey,Princeton
Name |
pfinan512 |
Group |
Mulvey |
Matrix ID |
753 |
Num Rows
|
74,752 |
Num Cols
|
74,752 |
Nonzeros
|
596,992 |
Pattern Entries
|
596,992 |
Kind
|
Duplicate Economic Problem |
Symmetric
|
Yes |
Date
|
1997 |
Author
|
A. Berger, J. Mulvey, E. Rothberg, R. Vanderbei |
Editor
|
E. Rothberg |
Structural Rank |
74,752 |
Structural Rank Full |
true |
Num Dmperm Blocks
|
1 |
Strongly Connect Components
|
1 |
Num Explicit Zeros
|
0 |
Pattern Symmetry
|
100% |
Numeric Symmetry
|
100% |
Cholesky Candidate
|
yes |
Positive Definite
|
no |
Type
|
binary |