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On the numerical stability of Huang's and related methods
Authors:C. G. Broyden
Affiliation:(1) Department of Computer Science, University of Essex, Wivenhoe Park, Colchester, Essex, England
Abstract:This paper presents an analysis of Huang's and similar methods for solving systems of linear simultaneous equations, which not only derives their termination properties but which also permits bounds on propagated errors to be determined. The accuracy of Huang's method is shown to be proportional to the condition number of the matrix of coefficients of the equations. Finally, a class of methods having optimal stability characteristics is identified.The author is indebted to CNR for financial support while a Visiting Professor at the University of Bergamo, Bergamo, Italy.
Keywords:Linear systems  Huang's method  numerical stability  error propagation
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