Gaussian Elimination with Partial Pivoting (GEPP)
Input
An $n \times n$ matrix $A$ with entries over the rationals and an integer $l$.
Problem
Is the pivot value for the $l^\text{th}$ column positive when Gaussian elimination with partial pivoting is performed on $A$?
Definitions
Partial pivoting is a technique used to obtain numerical stability in which rows of the matrix are exchanged so that the largest value in a given column can be used to perform the elimination.
Status
$\P$-complete (Vavasis [1]).
Remarks
The standard Gaussian elimination algorithm requires $O(n^3)$ operations. Since the size of the numbers involved can be bounded by a polynomial in $n$ (see [1]), the problem is in $\P$. The reduction to show hardness is from NANDCVP.
The reduction does not rely on large numbers; therefore, it shows that the problem is strongly $\P$-complete. Another decision problem that is strongly complete for $\P$ based on Gaussian elimination with partial pivoting is as follows: given matrix $A$, and integers $i$ and $j$, is the pivot used to eliminate the $j^\text{th}$ column taken from the initial $i^\text{th}$ row?
Vavasis also shows that Gaussian elimination with complete pivoting is $\P$-complete. In complete pivoting both rows and columns are interchanged so that the largest remaining matrix entry can be used as a pivot. Complete pivoting is known to be numerically stable. The reduction for complete pivoting does not show the problem is strongly $\P$-complete. This question is open. Some additional references regarding the parallel complexities of this and related problems are (Borodin, von zur Gathen, and Hopcroft [2], Csanky [3], Ibarra, Moran, and Rosier [4], Mulmuley [5], and Pan and Reif [6]). For further open questions see GEPPFF and LUD.
References
- S. Vavasis (1989). Gaussian elimination with pivoting is P-complete.
- A. Borodin, J. von zur Gathen, and J. E. Hopcroft (1982). Fast parallel matrix and GCD computations.
- L. Csanky (1976). Fast parallel matrix inversion algorithms.
- O. H. Ibarra, S. Moran, and L. E. Rosier (1980). A note on the parallel complexity of computing the rank of order n matrices.
- K. Mulmuley (1987). A fast parallel algorithm to compute the rank of a matrix over an arbitrary field.
- V. Pan and J. H. Reif (1989). Fast and efficient parallel solution of dense linear systems.
- Greenlaw, R., Hoover, H. J., and Ruzzo, W. L. (1995). Limits to Parallel Computation: P-Completeness Theory. Oxford University Press. Problem A.8.4.