Stability of the Gauss-Huard algorithm with partial pivoting

@article{Dekker1997StabilityOT,
  title={Stability of the Gauss-Huard algorithm with partial pivoting},
  author={T. J. Dekker and Walter Hoffmann and Kitty Potma},
  journal={Computing},
  year={1997},
  volume={58},
  pages={225-244}
}
This paper considers elimination methods to solve dense linear systems, in particular a variant of Gaussian elimination due to Huard [13]. This variant reduces the system to an equivalent diagonal system just like Gauss-Jordan elimination, but does not require more floating-point operations than Gaussian elimination. To preserve stability, a pivoting strategy using column interchanges, proposed by Hoffmann [10], is incorporated in the original algorithm. An error analysis is given showing that… CONTINUE READING

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