What about almost singular matrices

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Problem

Implement Gaussian elimination for solving systems of equations, C ·X = Y. Compare your implementation against a popular library routine for:

(a) Speed: How does the run time compare, for both dense and sparse coefficient matrices?

(b) Accuracy: What are the size of the numerical residuals CX - Y, particularly as the condition number of the matrix increases.

(c) Stability: Does your program crash on a singular matrix? What about almost singular matrices, created by adding a little random noise to a singular matrix?

Reference no: EM131942633

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