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Zapiski Nauchnykh Seminarov POMI, 2006, Volume 334, Pages 193–211
(Mi znsl232)
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An estimate of the round-off error in the elimination problem
A. O. Rodnikov, B. A. Samokish Saint-Petersburg State University
Abstract:
The paper demonstrates that in computing a linear form $(g,x)$ of the solution of a system of linear equations $Ax=f$, the round-off error depends on the quantities $\|A^{-1}f\|$ and $\|A^{T^{-1}}g\|$ rather than on the condition number of the coefficient matrix $A$. Estimates of the inherent and round-off errors in solving the above problem by the orthogonalization method are provided. Numerical results confirming theoretical conclusions are presented.
Received: 14.09.2006
Citation:
A. O. Rodnikov, B. A. Samokish, “An estimate of the round-off error in the elimination problem”, Computational methods and algorithms. Part XIX, Zap. Nauchn. Sem. POMI, 334, POMI, St. Petersburg, 2006, 193–211; J. Math. Sci. (N. Y.), 141:6 (2007), 1678–1689
Linking options:
https://www.mathnet.ru/eng/znsl232 https://www.mathnet.ru/eng/znsl/v334/p193
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Abstract page: | 277 | Full-text PDF : | 84 | References: | 39 |
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