Crout Algorithm with Accumulated Inner Product
Abstract
A posteriori forward error analysis is applied to the Crout algorithm with inner product accumulation in solving system of linear algebraic equations of the type Ax = b. By attributing the generated round-off errors properly to the matrices A and b, it is shown, under certain reasonable assumptions, that the computed x satisfies a new perturbed system such that (A + delta A)x = b + delta b and the upper bounds for delta A and delta b in infinite norm are shown to be proportional to n, the system order. This is an improvement over the results where the inner products are not accumulated.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1972
- Accession Number
- AD0741775
Entities
People
- Nai-kuan Tsao
Organizations
- Air Force Research Laboratory