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)


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.


Double Precision Interval Arithmetic Decimal Digit Single Precision Interval Vector 
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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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