一类迭代法的舍入误差分析

Round-off Error Analysis of A Class of Iterations

本文给出了解线性方程组的最速下降法(钭量法)和残量法的舍入误差分析,在此基础上证明了这两类方法都是数值稳定的。文中所得出的结论优于Wosniakowski的相应结果。

In this paper we perform the roundlng-error analysis of the steepest-descent iteration and residual iteration for the solution of a large system of linear equations Ax=b where A is an Hermitian and positive definite matrix. We show that both of the iterations are numerically stable.