Basic HTML version of Foils prepared 6 December 96
| The algorithm proceeds in M steps. |
| 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. |