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The Computer Journal 1968 11(1):91-94; doi:10.1093/comjnl/11.1.91
© 1968 by British Computer Society
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An empirical estimate of the relative error of the computed solution x of Ax = b

G. Loizou *

Computer Center, Queen Mary College, London, UK

An empirical method is described for providing, with a minimum of effort, useful estimates for the relative errors in individual components of the computed solution x of the system of linear equations Ax = b. The estimate for the error is in no sense a rigorous upper bound, but in view of the economy of effort it is felt that extensions of the method described here a valuable addition to known methods of a posteriori error analyses.

First received June 1967. revised form, September 1967.

* Computer Center, Queen Mary College, London, E.1.

§ Present address: Mathematics Department, Birkbeck College, London, W.C.1.


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