The Schur aggregation and solving ill conditioned linear systems: the convergence theorem

DOI10.1007/S13370-012-0066-XzbMATH Open1276.65018OpenAlexW2071151591MaRDI QIDQ384796FDOQ384796

Authors: Abdramane Sermé, Jean W. Richard 

Publication date: 28 November 2013

Published in: Afrika Matematika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13370-012-0066-x

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zbMATH Keywords

singular value decompositionpreconditioningill conditioned linear systemiterative refinement or improvementSchur aggregationSMW formula

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Linear equations (linear algebraic aspects) (15A06) Numerical computation of matrix norms, conditioning, scaling (65F35)

Cites Work

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• A probabilistic remark on algebraic program testing
• Accuracy and Stability of Numerical Algorithms
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• Accurate Floating-Point Summation Part I: Faithful Rounding
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• The Accuracy of Floating Point Summation
• Accurate Sum and Dot Product
• Certification of numerical computation of the sign of the determinant of a matrix
• Additive preconditioning and aggregation in matrix computations
• A floating-point technique for extending the available precision
• Methods of aggregation
• Error bounds from extra-precise iterative refinement

Cited In (2)

• Backward error analysis of the extended iterative refinement or improvement algorithm for solving ill conditioned linear system
• On the errors of the extended iterative refinement/improvement algorithm combined with the additive preconditioning and the Schur aggregation techniques

Uses Software

• Matlab

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