Scaling for Numerical Stability in Gaussian Elimination
From MaRDI portal
Publication:3875216
DOI10.1145/322139.322148zbMath0435.65035OpenAlexW2030638350WikidataQ130992413 ScholiaQ130992413MaRDI QIDQ3875216
Publication date: 1979
Published in: Journal of the ACM (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/322139.322148
Gaussian eliminationnumerical stabilityscalingsparse Gaussian eliminationbackward error analysispivotingequilibrationill conditioningroundoff analysis
Roundoff error (65G50) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05) Conditioning of matrices (15A12)
Related Items (58)
Backward error and condition number analysis for the indefinite linear least squares problem ⋮ Error analysis of the Björck-Pereyra algorithms for solving Vandermonde systems ⋮ Small sample statistical condition estimation for the total least squares problem ⋮ An error estimate for matrix equations ⋮ Condition numbers and perturbation analysis for the Tikhonov regularization of discrete ill-posed problems ⋮ Condition numbers and their condition numbers ⋮ Iterative Refinement Implies Numerical Stability for Gaussian Elimination ⋮ Sylvester's equation: Accuracy and computational stability ⋮ Sensitivity analysis for the generalized Cholesky block downdating problem ⋮ Sign regular matrices and Neville elimination ⋮ Evaluating products of matrix pencils and collapsing matrix products ⋮ Checking robust nonsingularity of tridiagonal matrices in linear time ⋮ Stability of parallel algorithms for polynomial evaluation ⋮ Structured mixed and componentwise condition numbers of some structured matrices ⋮ Some characterizations of the distribution of the condition number of a complex Gaussian matrix ⋮ On the augmented system approach to sparse least-squares problems ⋮ A self-correcting matrix iteration for the Moore-Penrose generalized inverse ⋮ Polynomial bases on the numerical solution of the multivariate discrete moment problem ⋮ A contribution to the theory of condition ⋮ On mixed and componentwise condition numbers for indefinite least squares problem ⋮ Neville elimination: An efficient algorithm with application to chemistry ⋮ A fast parallel Björck-Pereyra-type algorithm for solving Cauchy linear equations ⋮ Iterative refinement enhances the stability of \(QR\) factorization methods for solving linear equations ⋮ Gaussian elimination: When is scaling beneficial! ⋮ On condition numbers for Moore–Penrose inverse and linear least squares problem involving Kronecker products ⋮ Condition numbers for the nonlinear matrix equation and their statistical estimation ⋮ Mixed and componentwise condition numbers for rectangular structured matrices ⋮ A geometric analysis of Gaussian elimination. II ⋮ A condition analysis of the weighted linear least squares problem using dual norms ⋮ Componentwise perturbation theory for linear systems with multiple right- hand sides ⋮ The structured sensitivity of Vandermonde-like systems ⋮ Statistical Condition Estimation for Linear Systems ⋮ Mixed, componentwise condition numbers and small sample statistical condition estimation of Sylvester equations ⋮ On perturbation bounds of Kronecker product linear systems and their level-2 condition numbers ⋮ On condition numbers for least squares with quadric inequality constraint ⋮ An arithmetic for matrix pencils: theory and new algorithms ⋮ A collection of examples where Neville elimination outperforms Gaussian elimination ⋮ Stability of parallel algorithms to evaluate Chebyshev series ⋮ Condition numbers for a linear function of the solution of the linear least squares problem with equality constraints ⋮ Using dual techniques to derive componentwise and mixed condition numbers for a linear function of a linear least squares solution ⋮ Parameter estimation for signals described by differential equations ⋮ Perturbation analysis and condition numbers of symmetric algebraic Riccati equations ⋮ Perturbation analysis of saddle-point problems ⋮ Perturbation analysis and condition numbers of scaled total least squares problems ⋮ Perturbation bound of singular linear systems ⋮ Conditions of matrices in discrete tension spline approximations of DMBVP ⋮ Relations between condition numbers and the convergence of the Jacobi method for real positive definite matrices ⋮ On mixed and componentwise condition numbers for Moore–Penrose inverse and linear least squares problems ⋮ Generating Extreme-Scale Matrices With Specified Singular Values or Condition Number ⋮ Structured perturbations and symmetric matrices ⋮ Improving Multifrontal Methods by Means of Block Low-Rank Representations ⋮ Numerical evaluation of the \(p\)th derivative of Jacobi series ⋮ Component-wise perturbation analysis and error bounds for linear least squares solutions ⋮ Scaled pivoting in Gauss and Neville elimination for totally positive systems ⋮ Ill-conditioned matrices and the integration of stiff ODEs ⋮ Solving symmetric indefinite systems in an interior-point method for linear programming ⋮ Perron-Frobenius theory for complex matrices ⋮ Sensitivity analysis for the block Cholesky downdating problem
This page was built for publication: Scaling for Numerical Stability in Gaussian Elimination