A note on the instability of Gaussian elimination |
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Authors: | Webb Miller |
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Affiliation: | (1) Computer Science Department, The Pennsylvania State University, 16802 University Park, Pennsylvania, U.S.A. |
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Abstract: | It is well-known that Gaussian elimination is very sensitive to round-off errors if row interchanges are not performed. In this note we make precise and prove the fact that there exist sets of data for which that algorithm leads to improper results regardless of how many digits are carried in the computation.Our research was supported in part by NSF grant GJ-797. |
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