Modified error bounds for approximate solutions of dense linear systems

被引:2
|
作者
Minamihata, Atsushi [1 ]
Ogita, Takeshi [2 ]
Rump, Siegfried M. [3 ,4 ]
Oishi, Shin'ichi [4 ]
机构
[1] Chuo Univ, Dept Informat & Syst Engn, Tokyo, Japan
[2] Tokyo Womans Christian Univ, Div Math Sci, Tokyo, Japan
[3] Hamburg Univ Technol, Inst Reliable Comp, Hamburg, Germany
[4] Waseda Univ, Fac Sci & Engn, Tokyo, Japan
关键词
Linear system; Verified solution; Error bound; H-matrix;
D O I
10.1016/j.cam.2019.112546
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We derive verified error bounds for approximate solutions of dense linear systems. There are verification methods using an approximate inverse of a coefficient matrix as a preconditioner, where the preconditioned coefficient matrix is likely to be an H-matrix (also known as a generalized diagonally dominant matrix). We focus on two inclusion methods of matrix multiplication for the preconditioning and propose verified error bounds adapted to the inclusion methods. These proposed error bounds are tighter than conventional ones, especially in critically ill-conditioned cases. Numerical results are presented showing the effectiveness of the proposed error bounds. (C) 2019 Elsevier B.V. All rights reserved.
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页数:11
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