Direct Solution Method for System of Linear Equations

Details Direct Solution Method for System of Linear Equations Direct Solution Method for System of Linear Equations

2011-04-29

arxiv.org/abs/1104.5639v1

Mathematics

Numerical Analysis

5 pages, C++ and Python code available

Scientific paper

Direct solution of simultaneous linear equations is regarded to be slow for
large systems of equations and requires special treatment to avoid numerical
instability. A new method is proposed that addresses the numerical instability
without any special treatments. The method uses the orthogonal matrices to
achieve numerical stability.

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