Abstract

Error estimates are derived for the following methods: the sweepout method for tridiagonal systems, the method of square roots, the bordering method, and the method of reflection matrices. The book of S. K. Godunov is devoted to the last method; he altered the method so that it takes any matrix into a bidiagonal matrix; a considerable part of that book is devoted to the error of this alteration. In the present paper the method of reflection matrices is studied in the form in which it is expounded in the familiar book of D. K. Faddeev and V. N. Faddeeva. Recurrent formulas are obtained for the sweepout method which make it possible to successively estimate errors of the components of the solution vector. In the method of square roots the error of the solution vector is estimated by the quantity

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