Quantization in Control Systems and Forward Error Analysis of Iterative Numerical Algorithms

The use of control theory to study iterative algorithms, which can be considered as dynamical systems, opens many opportunities to find new tools for analysis of algorithms. In this paper we show that results from the study of quantization effects in control systems can be used to find systematic ways for forward error analysis of iterative algorithms. The proposed schemes are applied to the classical iterative methods for solving a system of linear equations. The obtained bounds are compared with bounds given in the numerical analysis literature.