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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2006 Volume 334, Pages 193–211 (Mi znsl232)

An estimate of the round-off error in the elimination problem

A. O. Rodnikov, B. A. Samokish

Saint-Petersburg State University

Abstract: The paper demonstrates that in computing a linear form $(g,x)$ of the solution of a system of linear equations $Ax=f$, the round-off error depends on the quantities $\|A^{-1}f\|$ and $\|A^{T^{-1}}g\|$ rather than on the condition number of the coefficient matrix $A$. Estimates of the inherent and round-off errors in solving the above problem by the orthogonalization method are provided. Numerical results confirming theoretical conclusions are presented.

UDC: 518.512.25

Received: 14.09.2006


 English version:
Journal of Mathematical Sciences (New York), 2007, 141:6, 1678–1689

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© Steklov Math. Inst. of RAS, 2025