Super-fast validated solution of linear systems

DOI10.1016/J.CAM.2005.07.038MaRDI QIDQ861871zbMATH OpenOpenAlexFDO

Authors Takeshi Ogita, Siegfried M. Rump

Publication date 2 February 2007

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.2005.07.038

zbMATH Keywords

numerical resultsCholesky decompositioninterval arithmeticsparse linear systemsself-validating methodssymmetric positive definite matrixINTLABverified error boundssuper-fast validation algorithm

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Interval and finite arithmetic (65G30) Algorithms with automatic result verification (65G20)

Recommendations

• scientific article; zbMATH DE number 524107
• Fast verified solutions of linear systems
• Validated Solutions of Saddle Point Linear Systems
• Fast verification of solutions of matrix equations
• Computation of sharp rigorous componentwise error bounds for the approximate solutions of systems of linear equations

Cites work

• scientific article; zbMATH DE number 1694910 (Why is no real title available?)
• scientific article; zbMATH DE number 3682951 (Why is no real title available?)
• scientific article; zbMATH DE number 1440908 (Why is no real title available?)
• scientific article; zbMATH DE number 3313812 (Why is no real title available?)
• Accuracy and Stability of Numerical Algorithms
• Accurate Sum and Dot Product
• Computation of sharp rigorous componentwise error bounds for the approximate solutions of systems of linear equations
• Design, implementation and testing of extended and mixed precision BLAS
• Fast verification of solutions of matrix equations
• Interval Methods for Systems of Equations

Cited in

(10)

• Rigorous verification of feasibility
• Interval arithmetic for nonlinear problem solving
• scientific article; zbMATH DE number 6890177 (Why is no real title available?)
• Superfast Multifrontal Method for Large Structured Linear Systems of Equations
• Shifted Cholesky QR for computing the QR factorization of ill-conditioned matrices
• Solving systems of linear fuzzy equations by parametric functions -- an improved algorithm
• Correct approximation of IEEE 754 floating-point arithmetic for program verification
• Validated Solutions of Saddle Point Linear Systems
• Fast verified solutions of linear systems
• On verified numerical computations in convex programming

Describes a project that uses

Uses Software

• BLAS
• INTLAB
• mctoolbox
• Harwell-Boeing sparse matrix collection
• XBLAS

This page was built for publication: Super-fast validated solution of linear systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q861871)