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An error estimate for matrix equations

Published Web Location

http://www.sciencedirect.com/science/article/B6TYD-4BT8HTH-3/2/10a890257d09a0133562e7672ee4ff87
Abstract

This paper proposes a new method for estimating the error in the solution of matrix equations. The estimate is based on the adjoint method in combination with small sample statistical theory. It can be implemented simply and is inexpensive to compute. Numerical examples are presented which illustrate the power and effectiveness of the new method. (C) 2004 IMACS. Published by Elsevier B.V. All rights reserved.

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