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Verified numerical computations for large-scale linear systems

Katsuhisa Ozaki, Takeshi Terao, Takeshi Ogita, Takahiro Katagiri (2021)

Applications of Mathematics

This paper concerns accuracy-guaranteed numerical computations for linear systems. Due to the rapid progress of supercomputers, the treatable problem size is getting larger. The larger the problem size, the more rounding errors in floating-point arithmetic can accumulate in general, and the more inaccurate numerical solutions are obtained. Therefore, it is important to verify the accuracy of numerical solutions. Verified numerical computations are used to produce error bounds on numerical solutions....

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