On the estimation of numerical error bounds in linear algebra based on discrete stochastic arithmetic

DOI10.1016/J.APNUM.2012.01.001zbMATH Open1272.65040OpenAlexW2010206499MaRDI QIDQ413622FDOQ413622

Wenbin Li, Steffen Kieß, Sven Simon

Publication date: 7 May 2012

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2012.01.001

zbMATH Keywords

algorithmerror boundlinear algebrarounding errordiscrete stochastic arithmetic

Mathematics Subject Classification ID

Roundoff error (65G50)

Cites Work

• CADNA: a library for estimating round-off error propagation
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• Accuracy and Stability of Numerical Algorithms
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• Structured Backward Error and Condition of Generalized Eigenvalue Problems
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• Improved Error Bounds for Underdetermined System Solvers
• On the perturbation of \(LU\) and Cholesky factors
• A Survey of Condition Number Estimation for Triangular Matrices
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• Error analysis of algorithms for computing the projection of a point onto a linear manifold
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• Componentwise perturbation bounds for some matrix decompositions
• A note on backward perturbations for the Hermitian eigenvalue problem
• Discrete stochastic arithmetic for validating results of numerical software
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• A Posteriori Error Bounds for Gaussian Elimination
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• Monte Carlo Confidence Intervals
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• Optimal Backward Perturbation Bounds for Underdetermined Systems
• Experience with a Matrix Norm Estimator
• An Error Analysis of a Method for Solving Matrix Equations
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• Error analysis of an algorithm for solving an undetermined linear system

Cited In (1)

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Uses Software

• CADNA
• LAPACK
• mctoolbox
• DGELSS
• MPACK

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