Improved Error Bounds for Underdetermined System Solvers

DOI10.1137/0614001MaRDI QIDQ4033810zbMATH OpenOpenAlexWikidataFDO

Authors Nicholas J. Higham, James Demmel

Publication date 16 May 1993

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0614001

zbMATH Keywords

condition numberunderdetermined systembackward errorminimum norm solutionrounding error analysisiterative refinement\(QR\) factorizationseminormal equationscomponentwise error boundsrow scaling

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Roundoff error (65G50) Orthogonalization in numerical linear algebra (65F25)

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Cited in

(19)

• Enclosing Moore-Penrose inverses
• Error estimates and Lipschitz constants for best approximation in continuous function spaces
• On the estimation of numerical error bounds in linear algebra based on discrete stochastic arithmetic
• A new error-control for initial value solvers
• A novel partitioning method for accelerating the block Cimmino algorithm
• On perturbation bounds of Kronecker product linear systems and their level-2 condition numbers
• Enhancing Block Cimmino for Sparse Linear Systems with Dense Columns via Schur Complement
• Cancellable biometrics and annotations on biohash
• Convergence of Rump's method for computing the Moore-Penrose inverse.
• Tikhonov regularization and randomized GSVD
• Simple varieties for limited precision points
• Stable border bases for ideals of points
• Fast enclosure for solutions in underdetermined systems
• On mixed and componentwise condition numbers for Moore–Penrose inverse and linear least squares problems
• Perturbation bound of singular linear systems
• Improved error bounds for freezing solutions of linear boundary value problems
• Improved componentwise verified error bounds for least squares problems and underdetermined linear systems
• LNLQ: an iterative method for least-norm problems with an error minimization property
• Iterative refinement enhances the stability of \(QR\) factorization methods for solving linear equations

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