Fast verification of solutions of matrix equations

DOI10.1007/s002110100310zbMath0999.65015OpenAlexW2077793630MaRDI QIDQ1348935

Siegfried Michael Rump, Shin'ichi Oishi

Publication date: 21 May 2002

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002110100310

zbMATH Keywords

linear systemspreconditioningfast algorithmsGaussian eliminationresult verificationnonsingularity\(LU\)-decompositiondirected roundingunderflowrigorous error boundsfloating point analysis

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05) Algorithms with automatic result verification (65G20)

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Tight and efficient enclosure of matrix multiplication by using optimized BLAS ⋮ Fast verified solutions of linear systems ⋮ Direct methods for linear systems with inexact input data ⋮ Numerical verification methods for spherical \(t\)-designs ⋮ On verified numerical computations in convex programming ⋮ Super-fast validated solution of linear systems ⋮ A method of obtaining verified solutions for linear systems suited for Java ⋮ Verified numerical computations for large-scale linear systems. ⋮ A method for verifying the accuracy of numerical solutions of symmetric saddle point linear systems ⋮ Fast enclosure for solutions of Sylvester equations ⋮ Verified eigenvalue and eigenvector computations using complex moments and the Rayleigh-Ritz procedure for generalized Hermitian eigenvalue problems ⋮ Fast algorithms for floating-point interval matrix multiplication ⋮ An algorithm for automatically selecting a suitable verification method for linear systems ⋮ Fast interval matrix multiplication ⋮ A sharp error bound of the approximate solutions for saddle point linear systems ⋮ Fast enclosure of matrix eigenvalues and singular values via rounding mode controlled computation ⋮ Fast inclusion of interval matrix multiplication ⋮ Rigorous numerics for localized patterns to the quintic Swift-Hohenberg equation ⋮ Fast enclosure for solutions in underdetermined systems ⋮ Modified error bounds for approximate solutions of dense linear systems ⋮ Convergence of Rump’s method for computing the Moore-Penrose inverse

Uses Software

• Matlab
• BLAS
• mctoolbox

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