Affiliation:
1. University of Virginia, Charlottesville, Virginia
2. Division of Applied Mathematics Brown University, Providence, Rhode Island
Abstract
An error analysis of direct methods (i.e., Gaussian elimination or triangular factorization) of solving simultaneous linear algebraic equations is performed in the backward mode, in which the computational errors are expressed as perturbations on the data. Bounds are found for perturbations on the coefficients of the equations, leaving the right-hand sides unchanged. These bounds can be evaluated concurrently with the computation itself, with only a small increase in computing effort. Because they use information obtained during the solution process, these bounds avoid exaggerating the magnitude of the error, and so are also useful as error estimates.
Publisher
Association for Computing Machinery (ACM)
Subject
Artificial Intelligence,Hardware and Architecture,Information Systems,Control and Systems Engineering,Software
Reference5 articles.
1. WILKINSON J .H .
Rounding Errors in Algebraic Processes. Prentice-Hall Englewood Cliffs N. J. 1963.]] --. Rounding Errors in Algebraic Processes. Prentice-Hall Englewood Cliffs N. J. 1963.]]
2. Error Analysis of Direct Methods of Matrix Inversion
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