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On Numerical Stability in Large Scale Linear Algebraic Computations

Result description

In iterative methods, rounding errors have two main effects: They can delay convergence and they can limit the maximal attainable accuracy. We present some examples of rounding error analysis that are fundamental to justify numerically computed results.

Keywords

linear algebraic systemseigenvalue problemsconvergencenumerical stabilitybackward erroraccuracyLanczos methodconjugate gradient methodGMRES method

The result's identifiers

Alternative languages

  • Result language

    angličtina

  • Original language name

    On Numerical Stability in Large Scale Linear Algebraic Computations

  • Original language description

    In iterative methods, rounding errors have two main effects: They can delay convergence and they can limit the maximal attainable accuracy. We present some examples of rounding error analysis that are fundamental to justify numerically computed results.

  • Czech name

    O numerické stabilitě v rozsáhlých algebraických výpočtech

  • Czech description

    V iteračních metodách, zaokrouhlovací chyby se projevují dvěma účinky: zpožďují konvergenci a omezují maximálně dosažitelnou přesnost řešení. Uvádíme příklady analýzy zaokrouhlovacích chyb zásadně pro odůvodnění vypočtených výsledků.

Classification

  • Type

    Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

Others

  • Publication year

    2005

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Zeitschrift für angewandte Mathematik und Mechanik

  • ISSN

    0044-2267

  • e-ISSN

  • Volume of the periodical

    85

  • Issue of the periodical within the volume

    5

  • Country of publishing house

    DE - GERMANY

  • Number of pages

    19

  • Pages from-to

    307-325

  • UT code for WoS article

  • EID of the result in the Scopus database

Result type

Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

Jx

CEP

BA - General mathematics

Year of implementation

2005