Monitoring the numerical stability of Gaussian elimination
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Complete pivoting is known to be numerically preferable to partial pivoting for solving systems of linear algebraic equations by Gaussian elimination. However, partial pivoting requires less computational work. Hence we should like to use partial pivoting provided we can easily recognize numerical difficulties. We propose an effective and inexpensive test for this purpose.
KeywordsMathematical Method Algebraic Equation Numerical Stability Linear Algebraic Equation Gaussian Elimination
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