Gaussian elimination with partial pivoting is the most favored technique for solution of a system of linear algebraic equations. However, in the existing form the algorithm requires the entire data before it can be implemented. In some applications, the data matrix is recursively augmented with new row and column vectors. Recomputing the entire solution from a scratch becomes expensive /spl Oscr/(n/sup 4/). We propose an order-recursive version of Gaussian elimination with complexity /spl Oscr/(n/sup 3/) to solve the recursively augmented system of equation.
Order-recursive Gaussian elimination
IEEE Transactions on Aerospace and Electronic Systems ; 32 , 1 ; 396-400
1996-01-01
814752 byte
Article (Journal)
Electronic Resource
English
Order-Recursive Gaussian Elimination
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