On the numerical stability of Huang's and related methods (Q762880)

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On the numerical stability of Huang's and related methods
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    On the numerical stability of Huang's and related methods (English)
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    1985
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    This paper presents an analysis of \textit{H. Y. Huang}'s method [J. Optimization Theory Appl. 16, 429-445 (1975; Zbl 0291.90038)] and similar methods for solving systems of linear simultaneous equations, which not only derives their termination properties but which also permits bounds on propagated errors to be determined. The accuracy of Huang's method is shown to be proportional to the condition number of the matrix of coefficients of the equations. Finally, a class of methods having optimal stability characteristics is identified.
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    Huang method
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    numerical stability
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    error propagation
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    direct method
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