Abstract

The application of the Richardson second order iterative method to positive definite, symmetric linear equations is investigated. Absolute and statistical bounds for the round-off error are derived. The statistical theory agrees well with numerical experiments, until the accumulated round-off error becomes of the order of magnitude of the error in the computed solution. After this point the statistical dependence between the local round-off errors makes the observed variances larger than the theoretical variances.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.