Average-case analysis of the Gaussian elimination with partial pivoting

DOI10.1007/S00440-024-01276-2zbMATH Open1542.65036MaRDI QIDQ6550175FDOQ6550175

Authors: Han Huang, Konstantin E. Tikhomirov 

Publication date: 4 June 2024

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

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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)

Cites Work

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• Random matrices: overcrowding estimates for the spectrum
• Restricted invertibility revisited
• Probabilistic Analysis of Gaussian Elimination Without Pivoting
• Small ball probability for the condition number of random 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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