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Article Dans Une Revue SIAM Journal on Matrix Analysis and Applications Année : 2017

On the symmetric componen twise relative backward error for linear systems of equations

Résumé

We derive an upper bound on the symmetric componentwise relative backward error for symmetric linear systems of equations. Since the bound can be computed efficiently and, except for some artificial examples, seems to be of the same order of magnitude as the true symmetric componentwise backward error, we believe that it is suitable for practical use. Our results also provide new insight into the relationship between the symmetric and unsymmetric backward errors.
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Dates et versions

hal-02147985 , version 1 (05-06-2019)

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Stanley Eisenstadt, Serge Gratton, David Titley-Peloquin. On the symmetric componen twise relative backward error for linear systems of equations. SIAM Journal on Matrix Analysis and Applications, 2017, 38 (4), pp.1100-1115. ⟨10.1137/140986566⟩. ⟨hal-02147985⟩
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