# 10 Error Bounds for Solving Ax=b     continued...

No matter what algorithm is used to solve Ax=b, one can compute very cheaply given the approximate solution . Just use the following formula

In the case of dense matrices, this formula costs just flops to evaluate, must less than the required by Gaussian elimination. With many iterative methods, is available anyway. To summarize, one can bound the error in the computed solution by

It remains to describe how to estimate the condition number . is easy to compute from its definition, so we concentrate on . An obvious approach is to compute explicitly, and then compute its infinity norm. This approach would cost twice again as much as solving Ax=b in the first place, and so is not done. Instead, we settle for approximations to which can be computed very cheaply once the factorization PA=LU has been produced by Gaussian elimination. In fact, one can usually estimate to within a factor of two with just work, given PA=LU. Since computing PA=LU costs using Gaussian elimination, estimating the condition number is a negligible and worthwhile extra cost. Note that computing the condition number to within a factor of two is more than accurate enough for an error bound; indeed, an order-of-magnitude estimate is enough to say how many correct decimal places are in the answer. The algorithm for estimating is described in [113,114,115], and implemented in LAPACK. The routines which compute error bounds have the same names as above, but with an 'x' appended. For example, the routine that solves Ax=b for general, dense A and computes error bounds is called sgesvx.

(See exercise 13.)