A method of obtaining verified solutions for linear systems suited for Java

摘要

Recent development of Java's optimization techniques makes Java one of the most useful programming languages for numerical computations. This paper proposes a numerical method of obtaining verified approximate solutions of linear systems. Usual methods for verified computations use switches of rounding modes defined in IEEE standard 754. However, such switches of rounding modes have not been supported in Java. This method avoids using directed rounding, so that it is implementable on a wide range of programming languages including Java. Numerical experiments using Java illustrate that the method can give a very accurate error bound for an approximate solution of a linear system with almost same computational cost as that for calculating an approximate inverse by the Gaussian elimination. (c) 2005 Elsevier B.V. All rights reserved.