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 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 -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}
}