Efficient iterative algorithms for bounding the inverse of a matrix

bounding the inverse of a matrix convergence interval analysis interval arithmetic interval Schulz's methods iterative methods matrix inversion numerical example

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Iterative numerical methods for linear systems (65F10) Interval and finite arithmetic (65G30)

Review text

We are considering iterative methods for bounding the inverse of a matrix, which make use of interval arithmetic. We present a class of methods as a combination of ordinary Schulz's methods for only approximating the inverse matrix [see \textit{P. Forster}, Numer. Math. 12, 211-214 (1968; Zbl 0165.502)] and of well-known interval Schulz's methods [see (*) \textit{G. Alefeld} and the first author, Introduction to Interval Computations (1983; Zbl 0552.65041)]. Two convergence theorems are proved. Our methods are shown to be asymptotically of the same order of convergence as the ordinary Schulz's methods being part of them. Therefore we are getting considerably more efficient interval methods by our approach than by the classical interval Schulz's methods in (*) or the first author [Z. Angew. Math. Mech. 69, 115-120 (1989; Zbl 0684.65027)]. A numerical example is given.

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