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arXiv · 2608.19189

Entry growth in Gaussian elimination

Rikhav Shah·John Urschel
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Abstract

Gaussian elimination is one of the oldest algorithms in mathematics, and the most popular method for solving an unstructured linear system. Its stability in finite precision is controlled by its growth factor, which measures how large the entries produced during elimination can become. Understanding the worst-case behavior of this quantity has been a central problem in numerical analysis since the 1940s. Here we make a significant leap in that understanding, settling several open problems. In particular, we determine the asymptotic behavior of the maximum growth factor under complete and rook pivoting, proving that both are quasi-polynomial in dimension. We also show that the exponential growth under partial pivoting persists for sparse matrices and that randomized partial pivoting suffers the same instability. In contrast, we show that every non-singular matrix has a row permutation with polynomial growth, though finding the optimal row permutation is NP-hard.

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Rikhav Shah, John Urschel. 2026-08-31. Entry growth in Gaussian elimination. https://arxiv.org/abs/2608.19189

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