A new upper bound for the growth factor in Gaussian elimination with complete pivoting
Name
Bulletin of London Math Soc - 2025 - Bisain - A new upper bound for the growth factor in Gaussian elimination with complete.pdf
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Published version
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435.66 KB
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Adobe PDF
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eda28a3b92911cdc0035ab9ea74cdb27
Author(s) โข โข
Bisain, Ankit
Edelman, Alan
Urschel, John
Date Issued
February 26, 2025
Journal
Bulletin of the London Mathematical Society
Publisher
Wiley
Citation
Bisain, A., Edelman, A. and Urschel, J. (2025), A new upper bound for the growth factor in Gaussian elimination with complete pivoting. Bull. London Math. Soc., 57: 1369-1387.
Version
Final published version
Abstract
The growth factor in Gaussian elimination measureshow large the entries of an LU factorization can be rel-ative to the entries of the original matrix. It is a keyparameter in error estimates, and one of the most fun-damental topics in numerical analysis. We produce anupper bound of ๐ 0.2079 ln ๐+0.91 for the growth factor inGaussian elimination with complete pivoting โ the firstimprovement upon Wilkinsonโs original 1961 bound of2 ๐ 0.25 ln ๐+0.5.
MIT Department
Massachusetts Institute of Technology. Department of Mathematics
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Creative Commons Attribution
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DOI of Published Version
https://doi.org/10.1112/blms.70034