Basic HTML version of Foils prepared 6 December 96

Foil 40 Sequential LU Algorithm

From Full Matrices - December 4, 1995 CPS615 Basic Simulation Track for Computational Science -- Fall Semester 95. by Geoffrey C. Fox, Nancy J. McCracken
1 The algorithm proceeds in M steps.
2 At the start of step k, we identify the row, r, containing the largest value of |Ai,k| for k £ i < M. If r ¹ k then rows r and k are exchanged. This is called partial pivoting, and is done to improve the numerical stability. After the exchange the element that is now Ak,k is called the pivot.
in Table To:

© on Tue Oct 7 1997