Good pivots for small sparse matrices

06/02/2020

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by   Manuel Kauers, et al.

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For sparse matrices up to size 8 × 8, we determine optimal choices for pivot selection in Gaussian elimination. It turns out that they are slightly better than the pivots chosen by a popular pivot selection strategy, so there is some room for improvement. We then create a pivot selection strategy using machine learning and find that it indeed leads to a small improvement compared to the classical strategy.