Which pivot to solve linear systems?

  • Authors:
  • David-Olivier Azulay;Ian Gambini

  • Affiliations:
  • Lab. d'Informatique de Marseille Faculte des Sciences de Luminy, Universite de la Mediterranee IUT-GTR, 163 Avenue de Luminy, Case 920, 13288 Marseille, Cedex, France;Lab. d'Informatique de Marseille Faculte des Sciences de Luminy, Universite de la Mediterranee IUT-GTR, 163 Avenue de Luminy, Case 920, 13288 Marseille, Cedex, France

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2002

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Abstract

According to the specified goal, that is to say better numerical precision and/or better efficiency, we can select the most adapted method to solve linear systems of equations. As it exists several pivots which may guaranty a perfect result with the use of the floating-point unit, we were motivated by an exact calculation at low cost for our problem. We have compared all the alternatives and we present a panorama of the already available pivots with two improvements. Exact calculations instead of approximated ones have been implemented with 2% of runtime overcost in our example.