The algebraic eigenvalue problem
The algebraic eigenvalue problem
Error Analysis of Direct Methods of Matrix Inversion
Journal of the ACM (JACM)
Rounding Errors in Algebraic Processes
Rounding Errors in Algebraic Processes
Scaling for Numerical Stability in Gaussian Elimination
Journal of the ACM (JACM)
Software for roundoff analysis, II
ACM Transactions on Mathematical Software (TOMS)
Growth factor and expected growth factor of some pivoting strategies
Journal of Computational and Applied Mathematics
Hi-index | 48.22 |
The stability of the Gauss-Jordan algorithm with partial pivoting for the solution of general systems of linear equations is commonly regarded as suspect. It is shown that in many respects suspicions are unfounded, and in general the absolute error in the solution is strictly comparable with that corresponding to Gaussian elimination with partial pivoting plus back substitution. However, when A is ill conditioned, the residual corresponding to the Gauss-Jordan solution will often be much greater than that corresponding to the Gaussian elimination solution.