A sharp error bound of the approximate solutions for saddle point linear systems

DOI10.1016/J.CAM.2014.09.003MaRDI QIDQ464634zbMATH OpenOpenAlexFDO

Authors Shinya Miyajima

Publication date 28 October 2014

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.2014.09.003

zbMATH Keywords

fast algorithmconvergence accelerationnumerical resulterror estimationrounding errorverified error boundsaddle point linear systems

Mathematics Subject Classification ID

Roundoff error (65G50) Iterative numerical methods for linear systems (65F10)

Recommendations

• Numerical validation of solutions of saddle point matrix equations
• Computation of sharp rigorous componentwise error bounds for the approximate solutions of systems of linear equations
• Tight enclosures of solutions of linear systems
• Validated Solutions of Saddle Point Linear Systems
• Numerical solution of saddle point problems

Cites work

• scientific article; zbMATH DE number 635657 (Why is no real title available?)
• scientific article; zbMATH DE number 1440908 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Accelerated Hermitian and skew-Hermitian splitting iteration methods for saddle-point problems
• Accuracy and Stability of Numerical Algorithms
• An iterative method with variable relaxation parameters for saddle-point problems
• Fast verification of solutions of matrix equations
• Numerical validation of solutions of saddle point matrix equations
• On interval systems \([x] = [A][x] + [b]\) and the powers of interval matrices in complex interval arithmetics
• Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hemitian positive semidefinite linear systems
• Restrictively preconditioned conjugate gradient methods for systems of linear equations
• Validated Solutions of Saddle Point Linear Systems
• Verified bounds for least squares problems and underdetermined linear systems

Cited in

(6)

• Fine error bounds for approximate asymmetric saddle point problems
• Maximum Attainable Accuracy of Inexact Saddle Point Solvers
• On the estimation of numerical error bounds in linear algebra based on discrete stochastic arithmetic
• Sharp stability and approximation estimates for symmetric saddle point systems
• Modified error bounds for approximate solutions of dense linear systems
• Numerical validation of solutions of saddle point matrix equations

Describes a project that uses

Uses Software

• INTLAB
• mctoolbox

This page was built for publication: A sharp error bound of the approximate solutions for saddle point linear systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q464634)