4/11/2019 Gauss Elimination with Partial Pivoting

Gaussian Elimination with Partial Pivoting

Terry D. Johnson
10.001 Fall 2000

In the problem below, we have order of magnitude differences between coefficients in the different
rows.

Step 0a: Find the entry in the left column with the largest absolute value. This entry is called the
pivot.

Step 0b: Perform row interchange (if necessary), so that the pivot is in the first row.

Step 1: Gaussian Elimination

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Step 2: Find new pivot

Step 3: Switch rows (if necessary)

Step 4: Gaussian Elimination

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Step 5: Find new pivot

Step 6: Switch rows (if necessary)

Step 7: Gaussian Elimination

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Step 8: Back Substitute

-0.2x4 = -0.05; x4 = 4
100x3 + 200x4 = 800; x3 = 0
x2 + 2x3 + x4 =4; x2 = 0
x1 + 2x2 + x3 = 1; x1 = 1

Pivoting helps reduce rounding errors; you are less likely to add/subtract with very small number
(or very large) numbers.

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