Method for verifying solutions of sparse linear systems with general coefficients
Takeshi Terao and
Katsuhisa Ozaki
Applied Mathematics and Computation, 2025, vol. 490, issue C
Abstract:
This paper proposes a verification method for sparse linear systems Ax=b with general and nonsingular coefficient matrices. A verification method produces the error bound for a given approximate solution. Practical methods use one of two approaches. One approach is to verify the computed solution of the normal equation ATAx=ATb by exploiting symmetric and positive definiteness; however, the condition number of ATA is the square of that for A. The other approach applies an approximate inverse of A; however, the approximate inverse of A may be dense even if A is sparse. Additionally, several other methods have been proposed; however, they are considered impractical due to various issues. Here, this paper provides a computing method for verified error bounds using the previous verification method and the latest equilibration. The proposed method can reduce the fill-in and is applicable to many problems. Moreover, we will show the efficiency of an iterative refinement method to obtain accurate solutions.
Keywords: Verified numerical computation; Sparse linear system; Minimum singular value; Accurate computation (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:490:y:2025:i:c:s0096300324006659
DOI: 10.1016/j.amc.2024.129204
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