Random permutations using GEPP
Abstract: Gaussian elimination with partial pivoting (GEPP) remains the most widely used solver for dense linear systems for . We study the permutation that arises in the GEPP factorization , encoded by the permutation matrix factor . When the input matrix is random, so is . For random scalar butterfly matrices of size $2n$ (a recursively defined family originally introduced to eliminate the need for pivoting altogether), we give the exact GEPP factorization and fully classify the induced permutation as an element of a $2$-Sylow subgroup of contained in the separable permutations. Moreover, the uniform-angle model induces the uniform distribution on this subgroup. For the GOE, GUE, and iid Bernoulli models, the induced permutation is never exactly uniform for . We give the precise rate of departure from uniformity at the leading pivot for the GOE and GUE, and give evidence that this non-uniformity vanishes asymptotically in the permuton sense. In contrast, for banded random matrices of sublinear bandwidth, including the tridiagonal -Hermite ensembles, the induced permutation converges to the diagonal permuton. We further show that the resulting pivot probabilities are sensitive to implementation choices: standard LAPACK routines compare complex pivot candidates using the rather than norm, changing the GUE(2) pivot probability from to $2/3$. Together these results establish a new connection between random matrix theory and permutation combinatorics through numerical linear algebra.
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