On the symmetric componentwise relative backward error for linear systems of equations
| Autor: | Serge Gratton, David Titley-Peloquin, Stanley C. Eisenstat |
|---|---|
| Přispěvatelé: | Centre National de la Recherche Scientifique - CNRS (FRANCE), Institut National Polytechnique de Toulouse - Toulouse INP (FRANCE), Université Toulouse III - Paul Sabatier - UT3 (FRANCE), Université Toulouse - Jean Jaurès - UT2J (FRANCE), Université Toulouse 1 Capitole - UT1 (FRANCE), Université McGill (CANADA), Yale University (USA), Institut de Recherche en Informatique de Toulouse - IRIT (Toulouse, France), Institut National Polytechnique de Toulouse - INPT (FRANCE), Yale University [New Haven], Algorithmes Parallèles et Optimisation (IRIT-APO), Institut de recherche en informatique de Toulouse (IRIT), Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées, Institut National Polytechnique (Toulouse) (Toulouse INP), McGill University = Université McGill [Montréal, Canada] |
| Jazyk: | angličtina |
| Rok vydání: | 2017 |
| Předmět: |
Componentwise backward error
Linear system 010103 numerical & computational mathematics 0102 computer and information sciences [INFO.INFO-NA]Computer Science [cs]/Numerical Analysis [cs.NA] 01 natural sciences Upper and lower bounds Analyse numérique Mathematics::Numerical Analysis 010201 computation theory & mathematics Symmetric backward error Calculus Applied mathematics 0101 mathematics Analysis Order of magnitude Mathematics |
| Zdroj: | SIAM Journal on Matrix Analysis and Applications SIAM Journal on Matrix Analysis and Applications, Society for Industrial and Applied Mathematics, 2017, 38 (4), pp.1100-1115. ⟨10.1137/140986566⟩ |
| ISSN: | 0895-4798 1095-7162 |
| Popis: | International audience; We derive an upper bound on the symmetric componentwise relative backward error for symmetric linear systems of equations. Since the bound can be computed efficiently and, except for some artificial examples, seems to be of the same order of magnitude as the true symmetric componentwise backward error, we believe that it is suitable for practical use. Our results also provide new insight into the relationship between the symmetric and unsymmetric backward errors. |
| Databáze: | OpenAIRE |
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