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Pivot size in gaussian elimination

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Abstract

LetA = (a ij ) be a real n x n matrix such that |a ij | < 1. It has been conjectured by WILKINSON that if the process of Gaussian elimination with complete pivoting is applied to A then all the pivots are less than or equal to n in absolute value. This conjecture is proved forn=4.

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Sponsored by the Mathematics Research Center, United States Army, Madison, Wisconsin, under Contract No.: DA-31-124-ARO-D-462.

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Cryer, C.W. Pivot size in gaussian elimination. Numer. Math. 12, 335–345 (1968). https://doi.org/10.1007/BF02162514

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  • DOI: https://doi.org/10.1007/BF02162514

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