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 language | English |
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Pages (from-to) | 124-136 |
Number of pages | 12 |
Journal | BIT |
Volume | 33 |
Issue number | 1 |
DOIs | |
Publication status | Published - Mar 1993 |
Keywords
- AMS (MOS) subject classifications: 65F05, 65G05
- backward error
- condition number
- error estimate
- LAPACK
- Lyapunov equation
- perturbation bound
- Sylvester equation