Abstract
It is shown that componentwise relative error bounds can be computed efficiently in connection with direct linear system solving. No restriction is made on the data matrix. In a series of experiments the effectiveness of the componentwise approach is demonstrated and compared to the conventional normwise approach as incorporated in the numerical linear algebra library LAPACK.
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© 1997 Springer-Verlag Berlin Heidelberg
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Hörmann, B., Ullrich, C.P. (1997). Componentwise error bounds and direct linear system solving. In: Vulkov, L., Waśniewski, J., Yalamov, P. (eds) Numerical Analysis and Its Applications. WNAA 1996. Lecture Notes in Computer Science, vol 1196. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-62598-4_93
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DOI: https://doi.org/10.1007/3-540-62598-4_93
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