On the Error in QR Integration

DOI10.1137/06067818XzbMath1170.65068MaRDI QIDQ3631911

Luca Dieci, Erik S. Van Vleck

Publication date: 22 June 2009

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

Lyapunov exponents; error bounds; backward error analysis; forward error analysis; integral separation; QR methods; QR-factorization; orthogonal integration

Mathematics Subject Classification ID

15A23: Factorization of matrices

34A30: Linear ordinary differential equations and systems

65L05: Numerical methods for initial value problems involving ordinary differential equations

65L70: Error bounds for numerical methods for ordinary differential equations

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