A model for understanding numerical stability

DOI10.1093/IMANUM/DRL037MaRDI QIDQ3437231zbMATH OpenOpenAlexFDO

Authors Folkmar Bornemann

Publication date 14 May 2007

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0503100

zbMATH Keywords

backward stability analysisGaussian eliminationmodel of roundoff error analysisnumerical examplenumerical stability

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Roundoff error (65G50)

Abstract: We present a model of roundoff error analysis that combines simplicity with predictive power. Though not considering all sources of roundoff within an algorithm, the model is related to a recursive roundoff error analysis and therefore capable of correctly predicting stability or instability of an algorithm. By means of nontrivial examples, such as the componentwise backward stability analysis of Gaussian elimination with a single iterative refinement step, we demonstrate that the model even yields quantitative backward error bounds that show all the known problem-dependent terms (with the exception of dimension-dependent constants, which are the weak spot of any a priori analysis). The model can serve as a convenient tool for teaching or as a heuristic device to discover stability results before entering a further, detailed analysis.

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