On numerical stability in large scale linear algebraic computations

DOI10.1002/ZAMM.200410185MaRDI QIDQ4680363zbMATH OpenOpenAlexFDO

Authors Zdeněk Strakoš, Jörg Liesen

Publication date 1 June 2005

Published in ZAMM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/zamm.200410185

zbMATH Keywords

accuracyalgorithmsbackward errorbackward stabilityconjugate gradient methodconvergenceeigenvalue problemserror boundsgeneralised minimal residual methodGMRES methoditerative methodsLanczos methodlinear algebraic systemsnumerical examplesnumerical stabilityrounding errors

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Algorithms with automatic result verification (65G20) Roundoff error (65G50)

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Cites work

• An Iterative Least-Square Method Suitable for Solving Large Sparse Matrices
• Do we fully understand the symmetric Lanczos algorithm yet?
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• Methods of conjugate gradients for solving linear systems
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• Private Observation, Communication and Collusion
• The Lanczos and conjugate gradient algorithms in finite precision arithmetic

Cited in

(11)

• Rounding error analysis of two-stage iterative methods for large linear systems
• Distribution of the discretization and algebraic error in numerical solution of partial differential equations
• Interplay between discretization and algebraic computation in adaptive numerical solution of elliptic PDE problems
• Numerical stability of a cyclic adi iteration
• The stable iterative algorithms with the CADNA library for solving sparse linear systems
• Computational Complexity and Numerical Stability of Linear Problems
• Error accumulation in solving sparse systems of linear algebraic equations with a principal diagonal
• scientific article; zbMATH DE number 2078353 (Why is no real title available?)
• Inexact half-quadratic optimization for linear inverse problems
• On the cost of iterative computations
• Numerical stability of algorithms at extreme scale and low precisions

Describes a project that uses

Uses Software

• LSQR
• mctoolbox

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