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Small Bounds for the Solution of Systems of Linear Equations

  • S. M. Rump
  • E. Kaucher
Part of the Computing Supplementum book series (COMPUTING, volume 2)

Abstract

An algorithm is presented to solve a system of linear equations Ax = b of high order. There are no restrictions for A; A may be a floating-point or interval matrix. The algorithm leads to small, guaranteed bounds for the Solution even for ill-conditioned matrices. It takes about six times the Computing time needs for the usual floating-point Gaussian algorithm with comparable accuracy.

Keywords

Double Precision Interval Arithmetic Decimal Digit Single Precision Interval Vector 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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    Kaucher, E., Klatte, R., Rump, S. M.: Der dynamische Intervallrechner, Bericht des Instituts für Angewandte Mathematik der Universität Karlsruhe, September 1978, 15 p.Google Scholar
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Copyright information

© Springer-Verlag 1980

Authors and Affiliations

  • S. M. Rump
  • E. Kaucher
    • 1
  1. 1.Institut für Angewandte MathematikUniversität KarlsruheKarlsruheFederal Republic of Germany

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