From Sylvester's determinant identity to Cramer's rule
Numerical Analysis
2014-07-08 v1
Abstract
The object of this paper is to introduce a new and fascinating method of solving large linear equations, based on Cramer's rule or Gaussian elimination but employing Sylvester's determinant identity in its computation process. In addition, a scheme suitable for parallel computing is presented for this kind of generalized Chi\`{o}'s determinant condensation processes, which makes this new method have a property of natural parallelism. Finally, some numerical experiments also confirm our theoretical analysis.
Cite
@article{arxiv.1407.1412,
title = {From Sylvester's determinant identity to Cramer's rule},
author = {Hou-biao Li and Ting-Zhu Huang and Tong-xiang Gu and Xing-Ping Liu},
journal= {arXiv preprint arXiv:1407.1412},
year = {2014}
}
Comments
15 pages, 4 figures