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Accelerating Linear System Solutions Using Randomization Techniques
2013
ACM Transactions on Mathematical Software
We show in this paper how linear algebra calculations can be enhanced by statistical techniques in the case of a square linear system Ax = b. We study a random transformation of A that enables us to avoid pivoting and then to reduce the amount of communication. Numerical experiments show that this randomization can be performed at a very aordable computational price while providing us with a satisfying accuracy when compared to partial pivoting. This random transformation called Partial Random
doi:10.1145/2427023.2427025
fatcat:rbb5bn2dbrhq7bhr3wxtfoh45a