Method for Verifying Solutions of Sparse Linear Systems with General Coefficients
<|reference_start|>Method for Verifying Solutions of Sparse Linear Systems with General Coefficients: This paper proposes a verification method for sparse linear systems $Ax=b$ with general and nonsingular coefficients. A verification method produces the error bound for a given approximate solution. Conventional methods use one of two approaches. One approach is to verify the computed solution of the normal equation $A^TAx=A^Tb$ by exploiting symmetric and positive definiteness; however, the condition number of $A^TA$ is the square of that for $A$. The other approach uses an approximate inverse matrix of the coefficient; however, the approximate inverse may be dense even if $A$ is sparse. Here, we propose a method for the verification of solutions of sparse linear systems based on $LDL^T$ decomposition. The proposed method can reduce the fill-in and is applicable to many problems. Moreover, an efficient iterative refinement method is proposed for obtaining accurate solutions.<|reference_end|>
@article{terao2024method,
    title={Method for Verifying Solutions of Sparse Linear Systems with General
  Coefficients},
    author={Takeshi Terao and Katsuhisa Ozaki},
    journal={arXiv preprint arXiv:2406.02033},
    year={2024},
    archivePrefix={arXiv},
    eprint={2406.02033},
    primaryClass={math.NA cs.NA}
}