Improved backward error bounds for LU and Cholesky factorizations

DOI10.1137/130927231MaRDI QIDQ2923365zbMATH OpenOpenAlexWikidataFDO

Authors Claude-Pierre Jeannerod, Siegfried M. Rump

Publication date 15 October 2014

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

Full work available at URL https://hal.inria.fr/hal-00841361/file/RumpJeannerod14.pdf

zbMATH Keywords

Cholesky factorizationLU factorizationrounding error analysisfloating-point summationtriangular system solvingbackward error bound

Mathematics Subject Classification ID

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

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Cited in

(17)

• An improved shifted CholeskyQR based on columns
• Improved error bounds for floating-point products and Horner's scheme
• A radix-independent error analysis of the Cornea-Harrison-Tang method
• Formal proofs of rounding error bounds. With application to an automatic positive definiteness check
• Error estimates for the summation of real numbers with application to floating-point summation
• Mathematically rigorous global optimization in floating-point arithmetic
• Improved rigorous perturbation bounds for the LU and QR factorizations.
• Floating-point arithmetic on the test bench. How are verified numerical solutions calculated?
• Roundoff-Error-Free Basis Updates of LU Factorizations for the Efficient Validation of Optimality Certificates
• Mixed and componentwise condition numbers for matrix decompositions
• Forward roundoff error analysis of the LU and Cholesky factorizations
• Stochastic rounding and its probabilistic backward error analysis
• A note on rounding-error analysis of Cholesky factorization
• On relative errors of floating-point operations: optimal bounds and applications
• Sharp estimates for perturbation errors in summations
• A New Approach to Probabilistic Rounding Error Analysis
• Analyzing vector orthogonalization algorithms

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