Verified error bounds for linear systems through the Lanczos process

DOI10.1023/A:1009976221447MaRDI QIDQ1971079zbMATH OpenFDO

Authors Andre Weinberg, Andreas Frommer

Publication date 22 March 2000

Published in Reliable Computing (Search for Journal in Brave)

zbMATH Keywords

Lanczos processverified computationsverified error boundsresult verification

Mathematics Subject Classification ID

Algorithms with automatic result verification (65G20)

Recommendations

• 2-norm error bounds and estimates for Lanczos approximations to linear systems and rational matrix functions
• Tight enclosures of solutions of linear systems
• Computation of sharp rigorous componentwise error bounds for the approximate solutions of systems of linear equations
• Verified bounds for least squares problems and underdetermined linear systems
• Theoretical error bounds on the convergence of the Lanczos and block-Lanczos methods

Cited in

(3)

• 2-norm error bounds and estimates for Lanczos approximations to linear systems and rational matrix functions
• Verification May be Better than Estimation
• Strict upper and lower bounds of quantities in linear second-order systems

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