2000 character limit reached
A New Upper Bound For the Growth Factor in Gaussian Elimination with Complete Pivoting (2312.00994v4)
Published 2 Dec 2023 in math.NA and cs.NA
Abstract: The growth factor in Gaussian elimination measures how large the entries of an LU factorization can be relative to the entries of the original matrix. It is a key parameter in error estimates, and one of the most fundamental topics in numerical analysis. We produce an upper bound of $n{0.2079 \ln n +0.91}$ for the growth factor in Gaussian elimination with complete pivoting -- the first improvement upon Wilkinson's original 1961 bound of $2 \, n {0.25\ln n +0.5}$.