Title :
Order-recursive Gaussian elimination
Author_Institution :
Dept. of Electr. Eng., Wright State Univ., Dayton, OH, USA
Abstract :
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 𝒪(n 4). We propose an order-recursive version of Gaussian elimination with complexity 𝒪(n 3) to solve the recursively augmented system of equation.
Keywords :
Gaussian processes; filtering theory; linear algebra; recursive estimation; data matrix; linear algebraic equations; order-recursive Gaussian elimination; order-recursive version; partial pivoting; recomputing; recursively augmented system of equation; Argon; Computational efficiency; Eigenvalues and eigenfunctions; Equations; Filtering theory; Interpolation; Kalman filters; Optical computing; Signal processing; Signal processing algorithms; Vectors;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
