Scaling for numerical stability in Gaussian elimination
RD Skeel - Journal of the ACM (JACM), 1979 - dl.acm.org
RD Skeel
Journal of the ACM (JACM), 1979•dl.acm.orgRoundoff error m the solution of hnear algebraic systems is stud, ed using a more reahstsc
notion of what st means to perturb a problem, namely, that each datum: s subject to a
relatwely small change Th: s, s particularly appropriate for sparse linear systems The
condition number: s determined for th: s approach The effect of scahng on the stabdlty of
Gaussmn ellmmat, on is stud: ed, and st is d: scovered that the proper way to scale a system
depends on the right-hand s: de However, ff only the norm of the error is of concern, then …
notion of what st means to perturb a problem, namely, that each datum: s subject to a
relatwely small change Th: s, s particularly appropriate for sparse linear systems The
condition number: s determined for th: s approach The effect of scahng on the stabdlty of
Gaussmn ellmmat, on is stud: ed, and st is d: scovered that the proper way to scale a system
depends on the right-hand s: de However, ff only the norm of the error is of concern, then …
Abstract
Roundoff error m the solution of hnear algebraic systems is stud, ed using a more reahstsc notion of what st means to perturb a problem, namely, that each datum: s subject to a relatwely small change Th: s, s particularly appropriate for sparse linear systems The condition number: s determined for th: s approach The effect of scahng on the stabdlty of Gaussmn ellmmat, on is stud: ed, and st is d: scovered that the proper way to scale a system depends on the right-hand s: de However, ff only the norm of the error is of concern, then there~ sa good way to scale that does not depend on the right-hand stde
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