Probabilistic analysis of complex Gaussian elimination without pivoting

DOI10.1016/J.LAA.2004.01.005MaRDI QIDQ1827483zbMATH OpenOpenAlexFDO

Authors M. C. Yeung

Publication date 6 August 2004

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2004.01.005

zbMATH Keywords

Gaussian eliminationnumerical resultsnumerical stabilitydensity functionSchur complementLU factorizationprobabilistic analysisgrowth factorGaussian matrixPivot

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Direct numerical methods for linear systems and matrix inversion (65F05)

Recommendations

• Probabilistic Analysis of Gaussian Elimination Without Pivoting
• A geometric analysis of Gaussian elimination. II
• Average-Case Stability of Gaussian Elimination
• Smoothed Analysis of the Condition Numbers and Growth Factors of Matrices
• Large Growth Factors in Gaussian Elimination with Pivoting

Cites work

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• A Collection of Problems for Which Gaussian Elimination with Partial Pivoting is Unstable
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• Numerical inverting of matrices of high order
• Probabilistic Analysis of Gaussian Elimination Without Pivoting
• ROUNDING-OFF ERRORS IN MATRIX PROCESSES
• Smoothed Analysis of the Condition Numbers and Growth Factors of Matrices
• Smoothed analysis of algorithms: why the simplex algorithm usually takes polynomial time
• The 70th anniversary of the distribution of random matrices: A survey
• The Probability of Large Diagonal Elements in the $QR$ Factorization
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• The smallest eigenvalue of a large dimensional Wishart matrix

Cited in

(7)

• Average-case analysis of the Gaussian elimination with partial pivoting
• Randomized preprocessing versus pivoting
• Distribution of the number of pivots needed using Gaussian elimination with partial pivoting on random matrices
• scientific article; zbMATH DE number 3928192 (Why is no real title available?)
• Numerically safe Gaussian elimination with no pivoting
• Average-Case Stability of Gaussian Elimination
• Random matrices generating large growth in LU factorization with pivoting

Describes a project that uses

Uses Software

• Matlab
• mctoolbox

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