A new upper bound for the growth factor in Gaussian elimination with complete pivoting

Bisain, Ankit; Edelman, Alan; Urschel, John

doi:10.1112/blms.70034

Title: A new upper bound for the growth factor in Gaussian elimination with complete pivoting

Journal Article · 25 February 2025 · Bulletin of the London Mathematical Society

DOI: https://doi.org/10.1112/blms.70034 · OSTI ID:2524090

Bisain, Ankit ^[1]; Edelman, Alan ^[1]; Urschel, John ^[1]

Department of Mathematics Massachusetts Institute of Technology Cambridge Massachusetts USA

Abstract The growth factor in Gaussian elimination measures how large the entries of an LU factorization can be relative to the entries of the original matrix. It is a key parameter in error estimates, and one of the most fundamental topics in numerical analysis. We produce an upper bound of for the growth factor in Gaussian elimination with complete pivoting — the first improvement upon Wilkinson's original 1961 bound of .

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Sponsoring Organization:: USDOE

Grant/Contract Number:: AR0001211; AR0001222

OSTI ID:: 2524090

Journal Information:: Bulletin of the London Mathematical Society, Journal Name: Bulletin of the London Mathematical Society; ISSN 0024-6093

Publisher:: WileyCopyright Statement

Country of Publication:: Country unknown/Code not available

Language:: English

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