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Error estimates for the solution of linear systems. (English) Zbl 0944.65050
The author proposes some estimates for the norm of the error of an approximate solution of a linear system obtained by a direct or iterative method. The estimates are valid for any nonsingular matrix and do not require the knowledge of the norm of the matrix or of its inverse, nor of some eigenvalues estimates.
MSC:
65F35Matrix norms, conditioning, scaling (numerical linear algebra)