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Estimate of a domain containing the solution of a system of linear algebraic equations

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Abstract

An estimate of the deviation of the solution of linear algebraic equations from the solution of a “frozen” system, under sufficiently small variations of the system's coefficients, is given within the framework of linear error theory.

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Literature cited

  1. D. K. Faddeev and V. N. Faddeeva, “On natural norms for estimating the solution of a finite computational problem,” Zh. Vychisl. Mat. Mat. Fiz.,9, No. 1, 3–13 (1969).

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  2. D. K. Faddeev and V. N. Faddeeva, “On the solution of linear algebraic systems,” Zh. Vychisl. Mat. Mat. Fiz.,14, No. 3, 539–559 (1974).

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  3. E. Hansen, “On linear algebraic equations with interval coefficients,” in: Topics in Interval Analysis, E. Hansen (ed.), Clarendon Press, Oxford (1969), pp. 35–46.

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Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 90, pp. 227–228, 1979.

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Faddeev, D.K. Estimate of a domain containing the solution of a system of linear algebraic equations. J Math Sci 20, 2068–2069 (1982). https://doi.org/10.1007/BF01680571

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  • DOI: https://doi.org/10.1007/BF01680571

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