The University of Arizona

Please note that this event has ended!

Distribution of the number of pivots needed using GEPP on random matrices

Mathematical Physics and Probability Seminar

Distribution of the number of pivots needed using GEPP on random matrices
Series: Mathematical Physics and Probability Seminar
Location: MATH 402
Presenter: John Peca-Medlin, University of Arizona

Gaussian elimination with partial pivoting (GEPP) remains the most common method to solve dense linear systems. Each GEPP step uses a row transposition pivot movement if needed to ensure the leading pivot entry is maximal in magnitude for the leading column of the remaining untriangularized subsystem. We will use theoretical and numerical approaches to study how often this pivot movement is needed. We provide full distributional descriptions for the number of pivot movements needed using GEPP using particular Haar random ensembles, as well as compare these models to other common transformations from randomized numerical linear algebra. Additionally, we introduce new random ensembles with fixed pivot movement counts and fixed sparsity, $\alpha$. Experiments estimating the empirical spectral density (ESD) of these random ensembles leads to a new conjecture on a universality class of random matrices with fixed sparsity whose scaled ESD converges to a measure on the complex unit disk that depends on $\alpha$ and is an interpolation of the uniform measure on the unit disk and the Dirac measure at the origin.


(zoom link: https://arizona.zoom.us/j/81196695512)