Row pivoting

  • row swapping can help us avoid division by zero
  • pivot elements: diagonal elements of the upper triangular matrix U
  • row pivoting: when doing LU-factorization in column j, choose the row index (aka pivot element) that corresponds to the largest absolute value to swap rows
  • Theorem: row-pivoted LU factorization works iff original matrix is invertible (i.e., is non-singular)