Pivot probabilities and norm effects in Gaussian elimination for $β$-ensembles
Pivot probabilities and norm effects in Gaussian elimination for $β$-ensembles
We analyze pivot probabilities in Gaussian elimination with partial pivoting (GEPP) for $2 \times 2$ random matrix ensembles. For GUE matrices, we resolve a previously reported discrepancy between theoretical predictions and empirical observations by deriving the exact pivot probability under standard LAPACK-style implementations. We further show that Dumitriu-Edelman tridiagonal $β$-ensembles agree with the earlier theoretical expectations.
Kenji Gunawan、John Peca-Medlin
物理学
Kenji Gunawan,John Peca-Medlin.Pivot probabilities and norm effects in Gaussian elimination for $β$-ensembles[EB/OL].(2025-07-01)[2025-07-16].https://arxiv.org/abs/2506.20470.点此复制
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