2020/05/21 by Nam Van Tran, Van Tran, Nam, Júlia Justino +3
Computer Science · Mathematics · #Mathematical and Theoretical Analysis #Numerical Methods and Algorithms #Polynomial and algebraic computation #math.CO #msc:03H05 #msc:15A06 #msc:15B33 #msc:65G99
paper · pdf · doi:10.48550/arxiv.2005.10647
47 pages
arxiv created 2020/10/29 · arxiv updated 2020/10/30
The explicit formula for the elements of the successive intermediate matrices of the Gauss-Jordan elimination procedure for the solution of systems of linear equations is applied to error analysis. Stability conditions in terms of relative uncertainty and size of determinants are given such that the Gauss-Jordan procedure leads to a solution respecting the original imprecisions in the right-hand member. The solution is the same as given by Cramer's Rule. Imprecisions are modelled by scalar neutrices, which are convex groups of (nonstandard) real numbers. The resulting calculation rules extend informal error calculus, and permit to keep track of the errors at every stage.