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GROWTH FACTORS OF RANDOM BUTTERFLY MATRICES AND THE STABILITY OF AVOIDING PIVOTING.

Authors :
PECA-MEDLIN, JOHN
TROGDON, THOMAS
Source :
SIAM Journal on Matrix Analysis & Applications. 2023, Vol. 44 Issue 3, p945-970. 26p.
Publication Year :
2023

Abstract

Random butterfly matrices were introduced by Parker in 1995 to remove the need for pivoting when using Gaussian elimination. The growing applications of butterfly matrices have often eclipsed the mathematical understanding of how or why butterfly matrices are able to accomplish these given tasks. To help begin to close this gap using theoretical and numerical approaches, we explore the impact on the growth factor of preconditioning a linear system by butterfly matrices. These results are compared to other common methods found in randomized numerical linear algebra. In these experiments, we show that preconditioning using butterfly matrices has a more significant dampening impact on large growth factors than other common preconditioned and a smaller increase to minimal growth factor systems. Moreover, we are able to determine the full distribution of the growth factors for a subclass of random butterfly matrices. Previous results by Trefethen and Schreiber relating to the distribution of random growth factors were limited to empirical estimates of the first moment for Ginibre matrices. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
08954798
Volume :
44
Issue :
3
Database :
Academic Search Index
Journal :
SIAM Journal on Matrix Analysis & Applications
Publication Type :
Academic Journal
Accession number :
173209252
Full Text :
https://doi.org/10.1137/22M148762X