Summary
2007 International Symposium on Nonlinear Theory and its Applications
2007
Session Number:18PM2-E
Session:
Number:18PM2-E-4
Tight Error Bounds for Approximate Solutions of Linear Systems
Takeshi Ogita, Shin’ichi Oishi,
pp.345-348
Publication Date:2007/9/16
Online ISSN:2188-5079
DOI:10.34385/proc.41.18PM2-E-4
Summary:
This paper is concerned with the problem of verifying the accuracy of an approximate solution of a linear system. A fast method is developed for calculating both lower and upper error bounds of the approximate solution, which are as tight as needed, with verifying the nonsingularity of the coefficient matrix. Numerical results are presented elucidating the performance of the proposed verification method.