Estimation of the sensitivity of linear and nonlinear algebraic problems

DOI10.1016/0024-3795(91)90207-DMaRDI QIDQ1175272zbMATH OpenFDO

Authors Siegfried M. Rump

Publication date 25 June 1992

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL http://tubdok.tub.tuhh.de/handle/11420/300

zbMATH Keywords

automatic error-controlcondition numberseigenvaluesnonlinear systemsrigorous boundssensitivity analysissingular valuesweighted perturbations

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Roundoff error (65G50) Numerical computation of solutions to systems of equations (65H10)

Review text

Methods are described to compute rigorous bounds for the sensitivity of linear or nonlinear systems of equations to weighted perturbations in the input data. Together with rigorous estimation of the solution, the sensitivity analysis comes with very low cost and offers the advantage that, rather than a single number representing the condition of the problem in use, a whole sensitivity vector can be computed representing variations of individual components of the solution. The methods described can be implemented very effectively on digital computers.

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Cited in

(9)

• scientific article; zbMATH DE number 1617950 (Why is no real title available?)
• Rigorous Sensitivity Analysis for Systems of Linear and Nonlinear Equations
• Sensitivity calculations for iteratively solved problems
• scientific article; zbMATH DE number 3972077 (Why is no real title available?)
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• An experiment with arithmetic precision in linear algebra computations
• On the Sensitivity of Solution Components in Linear Systems of Equations
• Sensitivity operator and approximate algorithm for parameter estimation
• scientific article; zbMATH DE number 804653 (Why is no real title available?)

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Uses Software

• ACRITH-XSC
• ADOL-C

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