ALGORITHMS FOR SPARSE GAUSSIAN ELIMINATION WITH PARTIAL PIVOTING

摘要

In this paper we compare several algorithms for sparse Gaussian elimination with column interchanges. The algorithms are all derived from the same basic elimination scheme, and they differ mainly in implementation details. We examine their theoretical behavior and compare their perfor¬mances on a number of test problems with that of a high quality complete threshold pivoting code. Our conclusion is that partial pivoting codes perform quite well and that they should be considered for sparse problems whenever pivoting for numerical stability is required.