DOE OSTI · 2524090
A new upper bound for the growth factor in Gaussian elimination with complete pivoting
Abstract
Abstract The growth factor in Gaussian elimination measures how large the entries of an LU factorization can be relative to the entries of the original matrix. It is a key parameter in error estimates, and one of the most fundamental topics in numerical analysis. We produce an upper bound of for the growth factor in Gaussian elimination with complete pivoting — the first improvement upon Wilkinson's original 1961 bound of .
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Bisain, Ankit [Department of Mathematics Massachusetts Institute of Technology Cambridge Massachusetts USA], Edelman, Alan [Department of Mathematics Massachusetts Institute of Technology Cambridge Massachusetts USA], Urschel, John [Department of Mathematics Massachusetts Institute of Technology Cambridge Massachusetts USA]. 2025-02-26. A new upper bound for the growth factor in Gaussian elimination with complete pivoting. https://doi.org/10.1112/blms.70034
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