Good pivots for small sparse matrices

Code

• github.com/jakobmoosbauer/pivots
  OfficialIn papernone★ 0

Abstract

For sparse matrices up to size 8 8, we determine optimal choices for pivot selection in Gaussian elimination. It turns out that they are slightly better than the pivots chosen by a popular pivot selection strategy, so there is some room for improvement. We then create a pivot selection strategy using machine learning and find that it indeed leads to a small improvement compared to the classical strategy.

Tasks

Reproductions