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
Download MATLAB Rutherford Boeing Matrix Market
Notes
This matrix is the nonzero pattern of Mulvey/finan512