An error estimate for matrix equations

Authors:
Yang Cao;Linda Petzold
Affiliations:
Department of Computer Science, University of California, Santa Barbara, CA;Department of Computer Science, University of California, Santa Barbara, CA
Venue:
Applied Numerical Mathematics
Year:
2004

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Abstract

This paper proposes a new method for estimating the error in the solution of matrix equations. The estimate is based on the adjoint method in combination with small sample statistical theory. It can be implemented simply and is inexpensive to compute. Numerical examples are presented which illustrate the power and effectiveness of the new method.