BIT Numerical Mathematics

, Volume 36, Issue 2, pp 189–205 | Cite as

Roundoff error analysis of algorithms based on Krylov subspace methods

  • M. Arioli
  • C. Fassino
Article

Abstract

We study the roundoff error propagation in an algorithm which computes the orthonormal basis of a Krylov subspace with Householder orthonormal matrices. Moreover, we analyze special implementations of the classical GMRES algorithm, and of the Full Orthogonalization Method. These techniques approximate the solution of a large sparse linear system of equations on a sequence of Krylov subspaces of small dimension. The roundoff error analyses show upper bounds for the error affecting the computed approximated solutions.

Key words

Krylov subspace methods GMRES roundoff error analysis 

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Copyright information

© BIT Foundation 1996

Authors and Affiliations

  • M. Arioli
    • 1
  • C. Fassino
    • 2
  1. 1.Istituto di Analisi NumericaConsiglio Nazionale delle RicerchePaviaItaly
  2. 2.II Universita degli Studi di RomaDipartimento di MatematicaRomaItaly

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