An empirical estimate of the relative error of the computed solution x of Ax = b
G. Loizou · The Computer Journal · 1968
An empirical method is described for providing, with a minimum of effort, useful estimates for the relative errors in individual components of the computed solution x of the system of linear equations Ax = b. The estimate for the error is in no sense a rigorous upper bound, but in view of the economy of effort it is felt that extensions of the method described here a valuable addition to known methods of a posteriori error analyses.