1973IMA Journal of Applied MathematicsRequires access

Some Condition-Number bounds for the Gaussian Elimination Process

C. G. BROYDN

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Abstract

It is well-known that Gaussian Elimination is equivalent to LU decomposition. This paper shows that if Gaussian Elimination is applied to a well-conditioned matrix, and if an increase in element size is observed during the elimination process, then both the triangular factors will be badly conditioned. It is further shown that the effect of partial pivoting is to place an upper bound upon the condition number of the lower triangular factor.

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What this paper is about

It is well-known that Gaussian Elimination is equivalent to LU decomposition. This paper shows that if Gaussian Elimination is applied to a well-conditioned matrix, and if an increase in element size is observed during the elimination process, then both the triangular factors will be badly conditioned. It is further shown that the effect of partial pivoting is to place an upper bound upon the condition number of the lower triangular factor.

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Available abstract

It is well-known that Gaussian Elimination is equivalent to LU decomposition. This paper shows that if Gaussian Elimination is applied to a well-conditioned matrix, and if an increase in element size is observed during the elimination process, then both the triangular factors will be badly conditioned. It is further shown that the effect of partial pivoting is to place an upper bound upon the condition number of the lower triangular factor.

Key concepts: Gaussian elimination, Triangular matrix, Gaussian, Condition number, Mathematics, LU decomposition, Upper and lower bounds, Matrix (chemical analysis)

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