ORDER-RECURSIVE GAUSSIAN-ELIMINATION

Gaussian elimination with partial pivoting is the most favored techniq ue for solution of a system of linear algebraic equations. However, in the existing form, the algorithm requires the entire data before it c an be implemented. In some applications, the data matrix is recursivel y augmented with new row and column vectors. Recomputing the entire so lution from a scratch becomes expensive O(n(4)). We propose an order-r ecursive version of Gaussian elimination with complexity O(n(3)), to s olve the recursively augmented system of equation.