Improved Backward Error Bounds for LU and Cholesky Factorizations

DOI10.1137/130927231zbMath1309.65031OpenAlexW2047319360WikidataQ114074343 ScholiaQ114074343MaRDI QIDQ2923365

Claude-Pierre Jeannerod, Siegfried Michael Rump

Publication date: 15 October 2014

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-00841361/file/RumpJeannerod14.pdf

zbMATH Keywords

Cholesky factorizationLU factorizationrounding error analysisfloating-point summationtriangular system solvingbackward error bound

Mathematics Subject Classification ID

Roundoff error (65G50) Direct numerical methods for linear systems and matrix inversion (65F05)

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