A new upper bound for the growth factor in Gaussian elimination with complete pivoting
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 .
Authors
- Alan Edelman (ORCID: https://orcid.org/0000-0001-7676-3133)
- John Urschel
- Ankit Bisain
Institutions
- Massachusetts Institute of Technology (US)
Publication Details
- Journal
- Bulletin of the London Mathematical Society
- Published
- 2025-02-26
- DOI
- https://doi.org/10.1112/blms.70034
- Citations
- 2
- Primary Topic
- Matrix Theory and Algorithms
- Type
- article
- Field-Weighted Citation Impact
- 3.01
Funders
- National Science Foundation
- U.S. Department of Energy
- United States Agency for International Development
- Norges Forskningsråd