Supporting GENP with Random Multipliers

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.

14 pages

Cited by in corpus (1)

• Random Multipliers Numerically Stabilize Gaussian and Block Gaussian Elimination: Proofs and an Extension to Low-rank Approximation