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Some improvements of the Gaussian elimination method for solving simultaneous linear equations

机译:高斯消元法求解联立线性方程组的一些改进

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Although it is known that Gaussian elimination method for solving simultaneous linear equations is not asymptotically optimal, it is still one of the most useful methods for solving systems of moderate size. This paper proposes some ideas how to speed-up the standard method. First, the trick which takes the advantage of the eventual symmetry of the system is presented, which speeds up the calculation by the factor slightly less than 2. Second, it is shown that by using some rearrangement of the calculation, it is possible to get additional speed-up, no matter whether the system is symmetric or not, although the eventual symmetry additionally doubles the execution speed. This rearrangement is performed using similar approach as in LU factorization, but retaining basic features of the Gaussian elimination method, like producing the triangular form of the system. As the required modifications in the original method are quite simple, the improved method may be used in all engineering applications where the original Gaussian elimination is used.
机译:尽管已知用于求解联立线性方程组的高斯消除方法不是渐近最优的,但它仍然是求解中等大小系统的最有用方法之一。本文提出了一些加快标准方法的思路。首先,提出了利用系统最终对称性的技巧,将计算速度提高了略小于2的倍数。其次,它表明通过使用某种重新排列的计算,可以得到尽管最终的对称性使执行速度加倍,但无论系统是否对称,都可以提高速度。使用与LU分解中相似的方法执行此重排,但是保留了高斯消除方法的基本特征,例如生成系统的三角形形式。由于原始方法所需的修改非常简单,因此改进的方法可用于使用原始高斯消去法的所有工程应用中。

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