A geometric approach for computing a posteriori error bounds for the solution of a linear system (Q1179535): Difference between revisions
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Latest revision as of 09:50, 30 July 2024
scientific article
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English | A geometric approach for computing a posteriori error bounds for the solution of a linear system |
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A geometric approach for computing a posteriori error bounds for the solution of a linear system (English)
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26 June 1992
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The author describes a geometric approach to the computation of a posteriori error bounds for the solution of a linear system. Given the linear system \(Ax=b\) with computed solution \(\bar x\) and an approximation \(R\) to \(A^{-1}\) he uses \(R\) to compute a guaranteed error bound for \(\bar x\). As an example the case of a small well-conditioned system is considered. The author also formulates some remarks on the case of ill-conditioned systems, in particular on systems with a Hilbert matrix.
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convex polyhedron
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geometric approach
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a posteriori error bounds
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ill- conditioned systems
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Hilbert matrix
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