Residual-error conjecture for the recursive tridiagonal inversion algorithm
Let be a nonsingular matrix whose inverse has only nonzero elements in the lower triangle. Let be the inverse computed numerically by algorithm (KWbasic), let denote the machine precision, let denote the condition number of , and assume that for some constant . Residual-error conjecture. The computed inverse satisfies
\max\left\{\left\\|XA-I\right\\|_1,\left\\|AX-I\right\\|_1\right\}\leq\varepsilon K(n)\operatorname{cond}(A),for some . This is obtained conditionally from the authors' preceding presumption about the computed inverse norm; the text says that a formal proof of that assumption may be difficult, so the claim remains open.
References
Primary source
Paweł Keller and Iwona Wróbel, “On recursive algorithms for inverting tridiagonal matrices”, arXiv:1509.09264 (2015).
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