Elimination with partial pivoting
Partial pivoting swaps rows to choose a largest-magnitude available entry in the pivot column before eliminating below it.
Key knowledge
Partial pivoting swaps rows to choose a largest-magnitude available entry in the pivot column before eliminating below it. The row permutation can be represented by PA=LU.
Conditions and scope
- Apply the same row permutation to the right-hand side.
- Pivoting improves numerical behavior but does not remove problem ill-conditioning or guarantee small growth for every matrix.
Sources · 1
References
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Evidence and review
Section 2.6, Definition 2.6.1 and Algorithm 2.6.1.
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Entry details
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- math-partial-pivoting
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- university-core.1
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