什么时候枢纽交换是不必要的?

ACM '74 Pub Date : 1900-01-01 DOI:10.1145/1408800.1408917
W. Kahan
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引用次数: 0

摘要

通过高斯消去法求解线性系统Ax = b通常需要关键的相互变化,旨在抑制中间结果的爆炸性增长,否则,通过舍入,计算将会失效。但是,这些由数字需求驱动的交换,经常与“稀疏性”等组合需求相冲突。我们将证明两种特殊情况,即当A是正定的或对角占优时,交换是稳定性所不需要的,这是一种更频繁的情况的例子;A的值域位于不含零的半平面上。这种情况,与某些电网和一些边值问题有关,至少在原则上允许对需要携带的额外保护数字的数量进行估计,以防止爆炸性增长,而不是在没有交换的情况下获得的结果。
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When are pivotal interchanges not necessary?
Solving a linear system Ax = b by Gaussian Elimination usually entails pivotal inter-changes designed to inhibit that explosive growth of intermediate results which would otherwise, through roundoff, vitiate the calculation. But these interchanges, motivated by numerical desiderata, frequently conflict with combinatorial desiderata like "Sparsity". We shall show that two special cases in which interchanges are well known not to be needed for stability, namely, when A is positive definite or diagonally dominant, are examples of a more frequent situation; A's field of values lies in a half-plane not containing zero. This situation, which is associated with certain electric networks and some boundary value problems, allows at least in principle for an estimate of the number of extra guard digits that need be carried to prevent explosive growth from blighting results obtained without interchanges.
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