From Sylvester's determinant identity to Cramer's rule
From MaRDI portal
Publication:6252900
arXiv1407.1412MaRDI QIDQ6252900FDOQ6252900
Xing-Ping Liu, Hou-Biao Li, Ting-Zhu Huang, Tongxiang Gu
Publication date: 5 July 2014
Abstract: The object of this paper is to introduce a new and fascinating method of solving large linear equations, based on Cramer's rule or Gaussian elimination but employing Sylvester's determinant identity in its computation process. In addition, a scheme suitable for parallel computing is presented for this kind of generalized Chi`{o}'s determinant condensation processes, which makes this new method have a property of natural parallelism. Finally, some numerical experiments also confirm our theoretical analysis.
Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10)
This page was built for publication: From Sylvester's determinant identity to Cramer's rule
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6252900)
