English

Pivot probabilities and norm effects in Gaussian elimination for $\beta$-ensembles

Probability 2025-07-02 v2 Numerical Analysis Numerical Analysis

Abstract

We analyze pivot probabilities in Gaussian elimination with partial pivoting (GEPP) for 2×22 \times 2 random matrix ensembles. For GUE matrices, we resolve a previously reported discrepancy between theoretical predictions and empirical observations by deriving the exact pivot probability under standard LAPACK-style implementations. We further show that Dumitriu-Edelman tridiagonal β\beta-ensembles agree with the earlier theoretical expectations.

Keywords

Cite

@article{arxiv.2506.20470,
  title  = {Pivot probabilities and norm effects in Gaussian elimination for $\beta$-ensembles},
  author = {Kenji Gunawan and John Peca-Medlin},
  journal= {arXiv preprint arXiv:2506.20470},
  year   = {2025}
}