Monitoring the numerical stability of Gaussian elimination |
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Authors: | Dr. P. A. Businger |
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Affiliation: | (1) Bell Telephone Laboratories, Mountain Avenue, 07974 Murray Hill, N.J., USA |
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Abstract: | Complete pivoting is known to be numerically preferable to partial pivoting for solving systems of linear algebraic equations by Gaussian elimination. However, partial pivoting requires less computational work. Hence we should like to use partial pivoting provided we can easily recognize numerical difficulties. We propose an effective and inexpensive test for this purpose. |
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