Numerical bounds for the solution of linear systems with symmetric positive definite matrices

• H. J. Dobner University of Karlsruhe-Alemania

Palabras clave: linear systems, symmetric matrices, large sparse systems, conjugate gradient for estimating the error

Resumen

We consider linear systems with symmetric positive definite matrices. For those problems we presenta new melhod for estimating a posteriori the error produced by a numerical solution. The method is especially intended for large sparse systems. This approach has been applied successfully to linear systems arising in process simulation with the conjugate gradient method as underlying scheme.