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Stability and Accuracy Assessments
  Z. Bai and R. Li

This section reviews some basic results that are readily applicable to assess the accuracy of computed eigenvalues and eigenvectors. We only assume the availability of residual vectors, which are usually available upon the exit of a successful computation. If not, they can be computed at marginal cost afterwards.

For the treatment of error estimation of computed eigenvalues and eigenvectors of dense Hermitian eigenproblems, see Chapter 4 of the LAPACK Users' Guide [12].


Susan Blackford 2000-11-20