Distribution of the number of pivots needed using Gaussian elimination with partial pivoting on random matrices

DOI10.1214/23-AAP2023MaRDI QIDQ6590458zbMATH OpenFDO

Authors

Publication date 21 August 2024

Published in The Annals of Applied Probability (Search for Journal in Brave)

zbMATH Keywords

Gaussian eliminationuniversalitypartial pivotingStirling numbers of the first kindnumerical linear algebrabutterfly matrices

Mathematics Subject Classification ID

Factorization of matrices (15A23) Random matrices (probabilistic aspects) (60B20) Numerical linear algebra (65F99)

Recommendations

• Average-case analysis of the Gaussian elimination with partial pivoting
• Probabilistic analysis of complex Gaussian elimination without pivoting
• Growth factors of orthogonal matrices and local behavior of Gaussian elimination with partial and complete pivoting
• Probabilistic Analysis of Gaussian Elimination Without Pivoting
• Randomized preprocessing versus pivoting

Cites work

• scientific article; zbMATH DE number 3443655 (Why is no real title available?)
• scientific article; zbMATH DE number 3108006 (Why is no real title available?)
• A probabilistic approach to stirling numbers of the first kind
• Accuracy and Stability of Numerical Algorithms
• Analytic combinatorics
• Circular law
• Error Analysis of Direct Methods of Matrix Inversion
• Growth Factors of Random Butterfly Matrices and the Stability of Avoiding Pivoting
• How to generate random matrices from the classical compact groups
• Improved analysis of the subsampled randomized Hadamard transform
• On spectral and numerical properties of random butterfly matrices
• On the Eigenvalues of Random Matrices
• On the Stirling numbers of the first kind arising from probabilistic and statistical problems
• Outliers in spectrum of sparse Wigner matrices
• Random matrices: universality of ESDs and the circular law
• Randomized numerical linear algebra: Foundations and algorithms
• Review of the stirling numbers, their generalizations and Statistical Applications
• Singularity of random Bernoulli matrices
• The Discrete Cosine Transform
• The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
• The Subgroup Algorithm for Generating Uniform Random Variables
• The sparse circular law under minimal assumptions
• Universality and the circular law for sparse random matrices
• Using Random Butterfly Transformations to Avoid Pivoting in Sparse Direct Methods

Cited in

(1)

• Growth factors of orthogonal matrices and local behavior of Gaussian elimination with partial and complete pivoting

This page was built for publication: Distribution of the number of pivots needed using Gaussian elimination with partial pivoting on random matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6590458)