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Analysis of pairwise pivoting in Gaussian elimination. (English) Zbl 0551.65014

The method of Gaussian elimination using triangularization by elementary stabilized matrices constructed by pairwise pivoting is analyzed. It is shown that a variant of this scheme which is suitable for implementation on a parallel computer is numerically stable although the bound is larger than the one for the standard partial pivoting algorithm.

MSC:

65F05 Direct numerical methods for linear systems and matrix inversion
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