• Backward rounding error in the Choleski decomposition (Mar 18 2009)
    % This example illustrates the fact that the standard backward
    % rounding-error bound for the Cholesky decomposition can be much larger
    % than the backward error itself.  It generates a symmetric positive
    % definite matrix of order n with norm 1 and condition number 10^t.  It
    % then computes the Cholesky factor R in single precision and the
    % backward error A - R'*R in double precision.  The classical bound is
    % printed out for comparison (see Higham, Accuracy and Stability of
    % Numerical Algorithms, 2nd edition, p. 198).
    
  • Convergence of a divergent sum (Mar 18 2009)
    % This script can be used to explain how a divergent sum can converge in
    % finite precision arithmetic--in this case in 2-digit decimal
    % floating-point arithmetic.  In the first run, the sum becomes
    % stationary when it reaches a value of 3.9.  The second run prints out
    % enough additional information to show what is going on.  The teacher
    % can supply running comments.
    
  • Rounding error and the quadratic formula (Mar 18 2009)
    % This example solves a quadratic equation using the standard quadratic
    % formula.  The smallest root is completely inaccurate.  A cure is
    % illustrated.   The script produces comments as it proceeds.
    
  • Properties of iterative refinement (Mar 18 2009)
    % This script generates a a matrix A of order 100 with condition number
    % 10^sig.  It also generates the right hand side of a linear system Ax=b
    % and an approximate solution xt that is accurate to about 16-sig
    % decimal digits.  The linear system is then solved with an underlying
    % precision of rho decimal digits and performs four steps of iterative
    % refiniment with the residual evaluated in tau-digit decimal floating
    % point arithmetic.