Sharper Probabilistic Backward Error Analysis for Basic Linear Algebra Kernels with Random Data
نویسندگان
چکیده
منابع مشابه
Computable backward error bounds for basic algorithms in linear algebra
Standard error estimates in numerical linear algebra are often of the form γk|R||S| where R,S are known matrices and γk := ku/(1−u) with u denoting the relative rounding error unit. Recently we showed that for a number of standard problems γk can be replaced by ku for any order of computation and without restriction on the dimension. Such problems include LUand Cholesky decomposition, triangula...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2020
ISSN: 1064-8275,1095-7197
DOI: 10.1137/20m1314355