Gaussian elimination
@inproceedings{Higham2011GaussianE,
title={Gaussian elimination},
author={N. Higham},
year={2011}
}As the standard method for solving systems of linear equations, Gaussian elimination GE is one of the most important and ubiquitous numerical algorithms. [...] Key Method Pivoting strategies for ensuring numerical stability are described. Special properties of GE for certain classes of structured matrices are summarized. How to implement GE in a way that efficiently exploits the hierarchical memories of modern computers is discussed.Expand
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