
doi: 10.1137/0909067
The authors discuss effective well-conditioning of the linear system \(Ax=b\). The condition number \(K(A)=\| A\| \| A^{-1}\|\) is often an overly conservative measure of the sensitivity of x under perturbations of \(\Delta\) A and \(\Delta\) b to A and b respectively. Two practical cases in which the sensitivity of x may be significantly less than the worst case predicted by K(A) are presented. The first characterizes a class of Vandermonde matrices and right-hand-sides and the second a FFT-based fast Poisson solver, for each of which accurate solutions may be obtained. For Vandermonde systems \textit{N. J. Higham} [Numer. Math. 50, 613-532 (1987; Zbl 0595.65029)] has shown that the algorithm of \textit{A. Björck} and \textit{V. Pereyra} [Math. Comput. 24, 893-903 (1971; Zbl 0221.65054)] gives relative errors in the non-zero components of x which are independent of K(A) provided that scalars \(\alpha_ j\) of the Vandermonde matrix are in ascending order and that the elements of the right-hand side b oscillate in sign. The computation of accurate solutions to the discretized one-dimensional Poisson problem is discussed and the authors' experiments indicate that a fast Poisson solver composed entirely of fast sine transforms will have better numerical performance than the more common fast transform with tridiagonal solving.
Roundoff error, Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation, Numerical computation of matrix norms, conditioning, scaling, Vandermonde matrices, Numerical solution of discretized equations for boundary value problems involving PDEs, fast sine transforms, Direct numerical methods for linear systems and matrix inversion, sensitivity, well-conditioning, fast Poisson solver, error analysis, condition number
Roundoff error, Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation, Numerical computation of matrix norms, conditioning, scaling, Vandermonde matrices, Numerical solution of discretized equations for boundary value problems involving PDEs, fast sine transforms, Direct numerical methods for linear systems and matrix inversion, sensitivity, well-conditioning, fast Poisson solver, error analysis, condition number
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