# coding: utf-8
# # Why pivoting is a good idea
# In[15]:
import numpy as np
import numpy.linalg as la
# In[43]:
A = np.array([
[1e-20, 1],
[1, 1],
])
# Now find an elimination matrix and go to town:
# In[44]:
U = A.copy()
# In[45]:
M = np.eye(2)
M[1,0] = -A[1,0]/A[0,0]
# In[46]:
U = M.dot(U)
U
# In[47]:
M
# Now define `L`:
# In[48]:
L = la.inv(M)
# In[49]:
L.dot(U) - A
# * Problem?
# * Is the lower right hand entry of `U` correct?
# * Now try with pivoting.