Gaussian Elimination with Partial Pivoting Can Fail in Practice

DOI10.1137/S0895479892239755MaRDI QIDQ4313383zbMATH OpenOpenAlexFDO

Authors Leslie Foster

Publication date 16 November 1994

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479892239755

zbMATH Keywords

numerical stabilityfirst-order differential equationVolterra integral equations of the second kinderror growthGaussian elimination with partial pivoting

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Roundoff error (65G50) Numerical methods for integral equations (65R20) Numerical solution of boundary value problems involving ordinary differential equations (65L10)

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Cited in

(11)

• Growth factor and expected growth factor of some pivoting strategies
• A collection of examples where Neville elimination outperforms Gaussian elimination
• scientific article; zbMATH DE number 3890607 (Why is no real title available?)
• Hadamard matrices: insights into their growth factor and determinant computations
• The growth factor and efficiency of Gaussian elimination with rook pivoting
• Floating-point arithmetic on the test bench. How are verified numerical solutions calculated?
• Gaussian elimination: When is scaling beneficial!
• On the robustness of Gaussian elimination with partial pivoting
• Random matrices generating large growth in LU factorization with pivoting
• Probabilistic analysis of complex Gaussian elimination without pivoting
• Some new results on the maximum growth factor in Gaussian elimination

Describes a project that uses

Uses Software

• Algorithm 694
• Harwell-Boeing sparse matrix collection
• Regularization tools

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