Convergence of Rump's method for inverting arbitrarily ill-conditioned matrices

DOI10.1016/J.CAM.2006.05.022MaRDI QIDQ2372948zbMATH OpenOpenAlexFDO

Authors Shin'ichi Oishi, Kunio Tanabe, Takeshi Ogita, Siegfried M. Rump

Publication date 17 July 2007

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2006.05.022

zbMATH Keywords

convergencepreconditioningerror analysisnumerical experimentsmatrix inversionill-conditioned matrixaccurate dot product

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cites work

• A Class of Arbitrarily Ill Conditioned Floating-Point Matrices
• Accuracy and Stability of Numerical Algorithms
• Accurate Sum and Dot Product
• Design, implementation and testing of extended and mixed precision BLAS
• On condition numbers and the distance to the nearest ill-posed problem
• The Arithmetic of the Digital Computer: A New Approach

Cited in

(12)

• scientific article; zbMATH DE number 3905731 (Why is no real title available?)
• The exact dot product as basic tool for long interval arithmetic
• Iterative refinement for ill-conditioned linear systems
• On verified numerical computations in convex programming
• Inversion of extremely ill-conditioned matrices in floating-point
• Convergence analysis of an algorithm for accurate inverse Cholesky factorization
• Convergence of Rump's method for computing the Moore-Penrose inverse.
• An algorithm for automatically selecting a suitable verification method for linear systems
• Convergence analysis of accurate inverse Cholesky factorization
• Fast verified solutions of linear systems
• Very fast and exact accumulation of products
• Parametric inverse of severely ill-conditioned Hermitian matrices in signal processing

Describes a project that uses

Uses Software

• XBLAS
• mctoolbox
• BLAS

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