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Math Help - Numerical Analysis problem

  1. #1
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    Question Numerical Analysis problem

    Let PAQ = LR be the triangular descomposition with Pivot's search strategy in the remaining matrix A\in\mathbb R^{n\times n}. Prove that for A^{ - 1} = (a_{ij}^{*}),

    <br />
\big|a_{ij}^{*}\big|\le n\cdot2^{2n - 4}\max\Bigg\{\frac1{|r_{11}|},\ldots,\frac1{|r_{nn  }|}\Bigg\}.<br />


    Last edited by jorgeston; April 11th 2008 at 12:14 PM.
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