Abstract
There has recently been an upsurge of work on the (by now) classical problem of the stability of Gaussian elimination e.g., the papers of Trefethen & Schreiber [5], and Higham and Higham [2]. This short note describes some experimental results in this area derived by the author. They are described more fully in a technical report [4].
- J. T. Goodman, C. B. Moler, Three numerical experiments with Gaussian elimination, LINPACK Working Note 8, Argonne National Laboratory, AMD Tech. Memo. 311.Google Scholar
- N. J. Higham, D. J. Higham, Large growth factors in Gaussian elimination with pivoting, S.I.A.M. Journal on Matrix Anal. and Appl., vol 10, 1989, pp 155--164.Google ScholarCross Ref
- N. L. Johnson, S. Kotz, Distributions in Statistics: Continuous Univariate Distributions vol 1, John Wiley, New York, 1970.Google Scholar
- A. J. MacLeod, The distribution of the growth factor in Gaussian elimination with partial pivoting. Unpublished technical report, available from author.Google Scholar
- L. N. Trefethen, R. S. Schreiber, Average-case stability of Gaussian elimination. N.A. Report 88-3, Dept. of Mathematics, M.I.T.Google Scholar
- J. H. Wilkinson, Rounding Errors in Algebraic Processes, H.M.S.O., London, 1963. Google ScholarDigital Library
Index Terms
- Some statistics on Gaussian elimination with partial pivoting
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