Fast verification of solutions of matrix equations
نویسندگان
چکیده
In this paper, we are concerned with a matrix equation Ax = b where A is an n× n real matrix and x and b are n-vectors. Assume that an approximate solution e x is given together with an approximate LU decomposition. We will present fast algorithms for proving nonsingularity of A and for calculating rigorous error bounds for ‖A−1b − e x‖∞. The emphasis is on rigour of the bounds. The purpose of this paper is to propose different algorithms, the fastest with 2 3 n3 flops computational cost for the verification step, the same as for the LU decomposition. The presented algorithms exclusively use library routines for LU decomposition and for all other matrix and vector operations.
منابع مشابه
The (R,S)-symmetric and (R,S)-skew symmetric solutions of the pair of matrix equations A1XB1 = C1 and A2XB2 = C2
Let $Rin textbf{C}^{mtimes m}$ and $Sin textbf{C}^{ntimes n}$ be nontrivial involution matrices; i.e., $R=R^{-1}neq pm~I$ and $S=S^{-1}neq pm~I$. An $mtimes n$ complex matrix $A$ is said to be an $(R, S)$-symmetric ($(R, S)$-skew symmetric) matrix if $RAS =A$ ($ RAS =-A$). The $(R, S)$-symmetric and $(R, S)$-skew symmetric matrices have a number of special properties and widely used in eng...
متن کاملExistence of ground state solutions for a class of nonlinear elliptic equations with fast increasing weight
This paper is devoted to get a ground state solution for a class of nonlinear elliptic equations with fast increasing weight. We apply the variational methods to prove the existence of ground state solution.
متن کاملA Fast and Accurate Expansion-Iterative Method for Solving Second Kind Volterra Integral Equations
This article proposes a fast and accurate expansion-iterative method for solving second kind linear Volterra integral equations. The method is based on a special representation of vector forms of triangular functions (TFs) and their operational matrix of integration. By using this approach, solving the integral equation reduces to solve a recurrence relation. The approximate solution of integra...
متن کاملRanks of the common solution to some quaternion matrix equations with applications
We derive the formulas of the maximal andminimal ranks of four real matrices $X_{1},X_{2},X_{3}$ and $X_{4}$in common solution $X=X_{1}+X_{2}i+X_{3}j+X_{4}k$ to quaternionmatrix equations $A_{1}X=C_{1},XB_{2}=C_{2},A_{3}XB_{3}=C_{3}$. Asapplications, we establish necessary and sufficient conditions forthe existence of the common real and complex solutions to the matrixequations. We give the exp...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Numerische Mathematik
دوره 90 شماره
صفحات -
تاریخ انتشار 2002