An estimate of the round-off error in the elimination problem
Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part XIX, Tome 334 (2006), pp. 193-211

Voir la notice de l'article provenant de la source Math-Net.Ru

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.
@article{ZNSL_2006_334_a13,
     author = {A. O. Rodnikov and B. A. Samokish},
     title = {An estimate of the round-off error in the elimination problem},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {193--211},
     publisher = {mathdoc},
     volume = {334},
     year = {2006},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2006_334_a13/}
}
TY  - JOUR
AU  - A. O. Rodnikov
AU  - B. A. Samokish
TI  - An estimate of the round-off error in the elimination problem
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2006
SP  - 193
EP  - 211
VL  - 334
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2006_334_a13/
LA  - ru
ID  - ZNSL_2006_334_a13
ER  - 
%0 Journal Article
%A A. O. Rodnikov
%A B. A. Samokish
%T An estimate of the round-off error in the elimination problem
%J Zapiski Nauchnykh Seminarov POMI
%D 2006
%P 193-211
%V 334
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZNSL_2006_334_a13/
%G ru
%F ZNSL_2006_334_a13
A. O. Rodnikov; B. A. Samokish. An estimate of the round-off error in the elimination problem. Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part XIX, Tome 334 (2006), pp. 193-211. http://geodesic.mathdoc.fr/item/ZNSL_2006_334_a13/