Perturbation theory and backward error for AX-XB=C

Nicholas J. Higham

    Research output: Contribution to journalArticlepeer-review

    Abstract

    Because of the special structure of the equations AX-XB=C the usual relation for linear equations "backward error = relative residual" does not hold, and application of the standard perturbation result for Ax=b yields a perturbation bound involving sep (A, B)-1 that is not always attainable. An expression is derived for the backward error of an approximate solution Y; it shows that the backward error can exceed the relative residual by an arbitrary factor. A sharp perturbation bound is derived and it is shown that the condition number it defines can be arbitrarily smaller than the sep(A, B)-1-based quantity that is usually used to measure sensitivity. For practical error estimation using the residual of a computed solution an "LAPACK-style" bound is shown to be efficiently computable and potentially much smaller than a sep-based bound. A Fortran 77 code has been written that solves the Sylvester equation and computes this bound, making use of LAPACK routines. © 1993 BIT Foundations.
    Original languageEnglish
    Pages (from-to)124-136
    Number of pages12
    JournalBIT
    Volume33
    Issue number1
    DOIs
    Publication statusPublished - Mar 1993

    Keywords

    • AMS (MOS) subject classifications: 65F05, 65G05
    • backward error
    • condition number
    • error estimate
    • LAPACK
    • Lyapunov equation
    • perturbation bound
    • Sylvester equation

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