Average-case analysis of the Gaussian elimination with partial pivoting

DOI10.1007/S00440-024-01276-2MaRDI QIDQ6550175zbMATH OpenFDO

Authors Han Huang, Konstantin E. Tikhomirov

Publication date 4 June 2024

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

Gaussian eliminationrandom matrixpartial pivotingGEPP

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Random matrices (algebraic aspects) (15B52)

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Cites work

• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• Accuracy and Stability of Numerical Algorithms
• An elementary proof of the restricted invertibility theorem
• Average-Case Stability of Gaussian Elimination
• Concentration inequalities. A nonasymptotic theory of independence
• Condition numbers of random matrices
• Eigenvalues and Condition Numbers of Random Matrices
• Error Analysis of Direct Methods of Matrix Inversion
• High-dimensional probability. An introduction with applications in data science
• Invertibility of ``large submatrices with applications to the geometry of Banach spaces and harmonic analysis
• John's decompositions: Selecting a large part
• On sharp bounds for marginal densities of product measures
• On the complete pivoting conjecture for a hadamard matrix of order 12
• Probabilistic Analysis of Gaussian Elimination Without Pivoting
• Random matrices: overcrowding estimates for the spectrum
• Restricted invertibility revisited
• Small ball probabilities for linear images of high-dimensional distributions
• Small ball probability for the condition number of random matrices
• Smoothed Analysis of the Condition Numbers and Growth Factors of Matrices

Cited in

(3)

• Accuracy and stability of quaternion Gaussian elimination
• Distribution of the number of pivots needed using Gaussian elimination with partial pivoting on random matrices
• Growth factors of orthogonal matrices and local behavior of Gaussian elimination with partial and complete pivoting

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