Analysis of Pairwise Pivoting in Gaussian Elimination

Authors:
D. C. Sorensen
Affiliations:
Division of Mathematics and Computer Science, Argonne National Laboratory
Venue:
IEEE Transactions on Computers
Year:
1985

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Abstract

The method of Gaussian elimination using triangularization by elementary stabilized matrices constructed by pairwise pivoting is analyzed. It is shown that a variant of this scheme which is suitable for implementation on a paralle computer is numerically stable although the bound is larger than the one for the standard partial pivoting algorithm.