Supporting GENP with Random Multipliers
Numerical Analysis
2013-12-16 v1
Abstract
We prove that standard Gaussian random multipliers are expected to stabilize numerically both Gaussian elimination with no pivoting and block Gaussian elimination. Our tests show similar results where we applied circulant random multipliers instead of Gaussian ones.
Cite
@article{arxiv.1312.3805,
title = {Supporting GENP with Random Multipliers},
author = {Victor Y. Pan and Guoliang Qian and Xiaodong Yan},
journal= {arXiv preprint arXiv:1312.3805},
year = {2013}
}
Comments
14 pages