On Direct Solutions of Linear Algebraic Systems.
HAWAII UNIV HONOLULU DEPT OF ELECTRICAL ENGINEERING
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A brief survey of the direct methods used in solving linear algebraic systems are presented in Chapter 2 together with a new algorithm in finding the solution or the inverse of the system. The relationship between the relative error of the solution and the system condition or machine precision is explored in Chapter 3. It is found that the relative error upper bound is linear proportional to 2 to the -t power where t is the number of bits used for the fractional part of a machine number in floating-point computations. Finally some remedies for solving ill-conditioned systems are described in Chapter 3. The related computer programs are listed in the Appendices. Author
- Statistics and Probability