矩阵条件数及高斯算法平滑分析的进一步研究-软件学报.pdfVIP

1000-9825/2004/15(05)0650 ©2004 Journal of Software 软 件 学 报 Vol.15, No.5 ∗ 矩阵条件数及高斯算法平滑分析的进一步研究 + 杨智应 , 朱 洪, 宋建涛 (复旦大学 计算机科学与工程系,上海 200433) (复旦大学 智能信息处理实验室,上海 200433) Further Study on the Smoothed Analysis of Condition Number of Matrix and Gaussian Algorithm + YANG Zhi-Ying , ZHU Hong, SONG Jian-Tao (Department of Computer Science and Engineering, Fudan University, Shanghai 200433, China) (Intelligent Information Processing Laboratory, Fudan University, Shanghai 200433, China) + Corresponding author: E-mail: 011021391@, zhiy_yang@ 163.net, Received 2003-03-24; Accepted 2003-10-08 Yang ZY, Zhu H, Song JT. Further study on the smoothed analysis of condition number of matrix and Gaussian algorithm. Journal of Software, 2004,15(5):650~659. /1000-9825/15/650.htm Abstract: Smoothed analysis aims to explain the success of algorithms that work well in practice while performing poorly in worst-case analysis. High performance computers have been used extensively in solving large scale linear systems and decomposition of matrix. The simplest and most implemented method of solving linear systems is Gaussian elimination (Gaussian algorithm). Natural implementations of Gaussian elimination use O(n3) arithmetric operations to solve a system of n linear equations in n variables. If the coefficients of these equations are specified using m bits, in the worst case it suffices to perform the elimination using mn bits of precision, because the elimination may produce large intermediate entries. However, a large number of experiments in numerical anal