Abstract
We use verified computations and the Lanczos process to obtain guaranteed lower and upper bounds on the 2-norm and the energy-norm error of an approximate solution to a symmetric positive definite linear system. The upper bounds require the a priori knowledge of a lower bound on the smallest eigenvalue.
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© 1999 Springer Science+Business Media Dordrecht
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Frommer, A., Weinberg, A. (1999). Verified Error Bounds for Linear Systems Through the Lanczos Process. In: Csendes, T. (eds) Developments in Reliable Computing. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-1247-7_20
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DOI: https://doi.org/10.1007/978-94-017-1247-7_20
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-5350-3
Online ISBN: 978-94-017-1247-7
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