Stability of the Gauss-Huard algorithm with partial pivoting

DOI10.1007/BF02684391MaRDI QIDQ1362360zbMATH OpenOpenAlexFDO

Authors T. J. Dekker, Walter Hoffmann, Kitty Potma

Publication date 13 January 1998

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02684391

zbMATH Keywords

Gauss-Huard eliminationGauss-Jordan eliminationGaussian eliminationLU factorizationnumerical experimentsparallel algorithmspivoting strategiesstability

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Parallel numerical computation (65Y05)

Review text

The paper deals with the stability of a stabilized version of the Gauss-Huard elimination, a variant of the Gaussian elimination, using partial pivoting with column interchanges calculating in floating-point arithmetic and given machine precision when solving dense linear systems. This variant reduces the system to an equivalent diagonal system like Gauss-Jordan elimination, but without requiring more floating-point operations than Gaussian elimination. It is proved that Huard's elimination is as stable as Gauss-Jordan elimination with the appropriate pivoting strategy. Numerical experiments verifying the error analysis are supplied.

Recommendations

• Simultaneous backward stability of Gauss and Gauss–Jordan elimination
• Stability of a pivoting strategy for parallel Gaussian elimination
• Analysis of Pairwise Pivoting in Gaussian Elimination
• On the backward stability of Gauss-Jordan elimination

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Cited in

(5)

• The Gauss-Huard algorithm and LU factorization
• Simultaneous backward stability of Gauss and Gauss–Jordan elimination
• An homage to Joseph-Louis Lagrange and Pierre Huard
• Average-case analysis of the Gaussian elimination with partial pivoting
• Clustered Gauss-Huard algorithm for the solution of Ax = b

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