Accurate solution of dense linear systems. II: Algorithms using directed rounding

DOI10.1016/J.CAM.2012.09.024MaRDI QIDQ1932771zbMATH OpenOpenAlexFDO

Authors Siegfried M. Rump

Publication date 21 January 2013

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2012.09.024

zbMATH Keywords

(extremely) ill-conditioned matricesdata with tolerancesill-conditioned linear systemsinner boundslinear systemsrigorous error bounds

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Ill-posedness and regularization problems in numerical linear algebra (65F22) Algorithms with automatic result verification (65G20)

Review text

The author investigates how extra-precise evaluation of dot products can be used to solve ill-conditioned linear systems rigorously and accurately. Moreover, in this Part II of it they use directed rounding to nearest and methods different from the four basic floating-point operations. For Part I see [ibid. 242, 157--184 (2013; Zbl 1255.65084)].

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Cited in

(10)

• Accurate solution of dense linear systems I: Algorithms in rounding to nearest
• Correct approximation of IEEE 754 floating-point arithmetic for program verification
• Modified error bounds for approximate solutions of dense linear systems
• A method for verifying the accuracy of numerical solutions of symmetric saddle point linear systems
• Verified numerical computations for large-scale linear systems.
• Enclosing Chebyshev expansions in linear time
• scientific article; zbMATH DE number 7373353 (Why is no real title available?)
• Computing enclosures for the matrix exponential
• Verified eigenvalue and eigenvector computations using complex moments and the Rayleigh-Ritz procedure for generalized Hermitian eigenvalue problems
• Method for verifying solutions of sparse linear systems with general coefficients

Describes a project that uses

Uses Software

• INTLIB
• Matlab
• VERSOFT
• PROFIL/BIAS
• INTLAB
• b4m

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