On the Symmetric Componentwise Relative Backward Error for Linear Systems of Equations
Author(s) -
Stanley C. Eisenstat,
Serge Gratton,
David Titley-Péloquin
Publication year - 2017
Publication title -
siam journal on matrix analysis and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.268
H-Index - 101
eISSN - 1095-7162
pISSN - 0895-4798
DOI - 10.1137/140986566
Subject(s) - mathematics , upper and lower bounds , order (exchange) , mathematical analysis , economics , finance
We derive an upper bound on the symmetric componentwise relative backward error for symmetric linear systems of equations. Since the bound can be computed efficiently and, except for some artificial examples, seems to be of the same order of magnitude as the true symmetric componentwise backward error, we believe that it is suitable for practical use. Our results also provide new insight into the relationship between the symmetric and unsymmetric backward errors.
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