Roundoff Error Analysis of Algorithms Based on Krylov Subspace Methods
نویسنده
چکیده
We study the roundoff error propagation in an algorithm which computes the orthonormal basis of a Krylov subspace with Householder orthonormal matrices . Moreover, we analyze special implementations of the classical GMRES algorithm, and of the Full Orthogonalization Method . These techniques approximate the solution of a large sparse linear system of equations on a sequence of Krylov subspaces of small dimension . The roundoff error analyses show upper bounds for the error affecting the computed approximated solutions . AMS subject classification : 65F05 .
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