Stability of the Gauss-Huard algorithm with partial pivoting

作者: T. J. Dekker , W. Hoffmann , K. Potma

DOI: 10.1007/BF02684391

关键词:

摘要: This paper considers elimination methods to solve dense linear systems, in particular a variant of Gaussian due Huard [13]. reduces the system an equivalent diagonal just like Gauss-Jordan elimination, but does not require more floating-point operations than elimination. To preserve stability, pivoting strategy using column interchanges, proposed by Hoffmann [10], is incorporated original algorithm. An error analysis given showing that Huard’s method as stable with appropriate strategy. result proven similar way proof stability for [4]. Numerical experiments are reported which verify theoretical Gauss-Huard

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