The Triangular Matrices of Gaussian Elimination and Related Decompositions

TitleThe Triangular Matrices of Gaussian Elimination and Related Decompositions
Publication TypeReports
Year of Publication1998
AuthorsStewart G.W
Date Published1998/10/15/
InstitutionInstititue for Advanced Computer Studies, Univ of Maryland, College Park
KeywordsTechnical Report
Abstract

It has become a commonplace that triangular systems are solved tohigher accuracy than their condition would warrant. This observation is
not true in general, and counterexamples are easy to construct. However,
it is often true of the triangular matrices from pivoted LU or QR
decompositions. It is shown that this fact is closely connected with the
rank-revealing character of these decompositions.
(Also cross-referenced as UMIACS-TR-95-91)
URLhttp://drum.lib.umd.edu/handle/1903/759