On numerical stability in large scale linear algebraic computations

DOI10.1002/zamm.200410185zbMath1069.65030MaRDI QIDQ4680363

Zdeněk Strakoš, Jörg Liesen

Publication date: 1 June 2005

Published in: ZAMM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/zamm.200410185

zbMATH Keywords

algorithms; convergence; numerical examples; Lanczos method; accuracy; error bounds; conjugate gradient method; iterative methods; numerical stability; eigenvalue problems; GMRES method; rounding errors; linear algebraic systems; backward error; backward stability; generalised minimal residual method

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

65F10: Iterative numerical methods for linear systems

65G50: Roundoff error

65G20: Algorithms with automatic result verification

Related Items

Inexact Half-Quadratic Optimization for Linear Inverse Problems, Distribution of the discretization and algebraic error in numerical solution of partial differential equations, Interplay between discretization and algebraic computation in adaptive numerical solutionof elliptic PDE problems

Uses Software

• LSQR
• mctoolbox

Cites Work

• Private Observation, Communication and Collusion
• An Iterative Least-Square Method Suitable for Solving Large Sparse Matrices
• On the Compatibility of a Given Solution With the Data of a Linear System
• Methods of conjugate gradients for solving linear systems
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