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On the robustness of Gaussian elimination with partial pivoting

Academic Article
Publication Date:
2000
abstract:
It has been recently shown that large growth factors might occur in Gaussian Elimination with Partial Pivoting (GEPP) also when solving some plausibly natural systems. In this note we argue that this potential problem could be easily solved, with much smaller risk of failure, by very small (and low cost) modifications of the basic algorithm, thus confirming its inherent robustness. To this end, we first propose an informal model with the goal of providing further support to the comprehension of the stability properties of GEPP. We then report the results of numerical experiments that confirm the viewpoint embedded in the model. Basing on the previous observations, we finally propose a simple scheme that could be turned into (even more) accurate software for the solution of linear systems.
Iris type:
01.01 Articolo in rivista
Keywords:
Gaussian elimination; Pivoting; Stability
List of contributors:
Favati, Paola
Authors of the University:
FAVATI PAOLA
Handle:
https://iris.cnr.it/handle/20.500.14243/283804
Published in:
BIT (NORD. TIDSKR. INF-BEHANDL.)
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http://www.scopus.com/record/display.url?eid=2-s2.0-0042686345&origin=inward
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