Title
Fast verification of solutions of matrix equations
Abstract
Summary.   In this paper, we are concerned with a matrix equation where A is an real matrix and x and b are n-vectors. Assume that an approximate solution is given together with an approximate LU decomposition. We will present fast algorithms for proving nonsingularity of A and for calculating rigorous error bounds for . The emphasis is on rigour of the bounds. The purpose of this paper is to propose different algorithms, the fastest with flops computational cost for the verification step, the same as for the LU decomposition. The presented algorithms exclusively use library routines for LU decomposition and for all other matrix and vector operations.
Year
DOI
Venue
2002
10.1007/s002110100310
Numerische Mathematik
Keywords
Field
DocType
matrix equation
Linear algebra,Mathematical optimization,Algebra,Mathematical analysis,Matrix (mathematics),Matrix decomposition,Decomposition method (constraint satisfaction),Stone method,Gauss–Seidel method,Mathematics,LU decomposition,Cholesky decomposition
Journal
Volume
Issue
ISSN
90
4
0029-599X
Citations 
PageRank 
References 
19
2.38
2
Authors
2
Name
Order
Citations
PageRank
Shin'ichi Oishi128037.14
Siegfried M. Rump2774102.83