DYNAMIC PROGRAMMING AND GAUSSIAN ELIMINATION.
Abstract
In a previous paper (On some applications of dynamic programming to matrix theory, Illinois J. Math., 1:297-301 (1957)), Bellman has shown that the functional equation technique of dynamic programming leads to an algorithm for solving linear equations when the matrix is a Jacobi matrix. The purpose of this note is to show that the algorithm is essentially the same as Gaussian elimination. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 21, 1960
- Accession Number
- AD0616561
Entities
People
- R. Sherman Lehman
Organizations
- RAND Corporation