Inversion of extremely ill-conditioned matrices in floating-point

DOI10.1007/BF03186534zbMath1185.65050MaRDI QIDQ849178

Siegfried Michael Rump

Publication date: 25 February 2010

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jjiam/1265033781

zbMATH Keywords

numerical examplescondition numberapproximate inverserounding errormultiplicative correctionfloating-point computationsaccurate dot productaccurate summationerror-free transformationsextremely ill-conditioned matrix

Mathematics Subject Classification ID

Roundoff error (65G50) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05) Conditioning of matrices (15A12)

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Uses Software

• Matlab
• INTLAB
• mctoolbox

Cites Work

• Convergence of Rump's method for inverting arbitrarily ill-conditioned matrices
• A floating-point technique for extending the available precision
• Accurate Floating-Point Summation Part II: Sign, K-Fold Faithful and Rounding to Nearest
• A Class of Arbitrarily Ill Conditioned Floating-Point Matrices
• Accuracy and Stability of Numerical Algorithms
• Accurate Floating-Point Summation Part I: Faithful Rounding
• Accurate Sum and Dot Product
• Unnamed Item

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