Probabilistic analysis of complex Gaussian elimination without pivoting

DOI10.1016/j.laa.2004.01.005zbMath1057.65010OpenAlexW2141684379MaRDI QIDQ1827483

Man-Chung Yeung

Publication date: 6 August 2004

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2004.01.005

zbMATH Keywords

numerical resultsSchur complementprobabilistic analysisGaussian eliminationnumerical stabilityLU factorizationdensity functiongrowth factorGaussian matrixPivot

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Probabilistic methods, stochastic differential equations (65C99)

Uses Software

• Matlab
• mctoolbox

Cites Work

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• Condition Numbers of Random Triangular Matrices
• Smoothed analysis of algorithms
• A Collection of Problems for Which Gaussian Elimination with Partial Pivoting is Unstable
• Numerical inverting of matrices of high order
• ROUNDING-OFF ERRORS IN MATRIX PROCESSES
• Numerical Inverting of Matrices of High Order. II

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