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

error growthfirst-order differential equationGaussian elimination with partial pivotingnumerical stabilityVolterra integral equations of the second kind

Mathematics Subject Classification ID

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

Recommendations

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Cited in

(13)

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

Describes a project that uses

Uses Software

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

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