Alphabeta Math
TheoremStatement: Literature-sourcedProof: AI-adaptedPipeline-generatedprecheck passaudited 2026-08-29
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Residual bounds on forward error for a nonsingular linear system

Statement

Let n≥1, let p∈Q with p≥1, let A∈GL⁡n(R), let b∈Rn with b≠0, let x=A−1b, and let x^∈Rn be an approximate solution with residual r:=b−Ax^ and error e:=x−x^. Then r=Ae and e=A−1r, and the following bounds hold:

  1. Absolute bounds. ∥e∥p  ≤  ∥A−1∥p ∥r∥p,∥r∥p  ≤  ∥A∥p ∥e∥p.
  2. Relative bounds. 1κp(A) ∥r∥p∥b∥p  ≤  ∥e∥p∥x∥p  ≤  κp(A) ∥r∥p∥b∥p, where κp(A) is the condition number of The condition number kappa_p(A) = ||A||_p ||A^{-1}||_p of a nonsingular linear system.

In words: a small residual bounds the forward error below by ∥r∥p/∥A∥p, but bounds it above only up to the condition number κp(A).

Facts & Assumptions

Given: An invertible matrix A∈GL⁡n(R) with n≥1, b≠0, x=A−1b, x^∈Rn, r=b−Ax^ and e=x−x^.

[L1]

A−1A=In (Invertible matrices and the general linear group GL⁡n(F)), and matrix multiplication distributes over addition, so A(x−x^)=Ax−Ax^ (Matrix multiplication is associative, unital, distributive, and compatible with scalar multiplication).

[L2]

Compatibility: ∥My∥p≤∥M∥p∥y∥p (Induced matrix norms are compatible with matrix-vector multiplication, submultiplicative, and satisfy ||I|| = 1).

[L3]

κp(A)=∥A∥p∥A−1∥p (The condition number kappa_p(A) = ||A||_p ||A^{-1}||_p of a nonsingular linear system).

Proof

technique · direct
1.1givenL1algebra

Since Ax=b, the residual is r=b−Ax^=Ax−Ax^=A(x−x^)=Ae, using distributivity of [L1].

2.1step 1.1L1algebra

Multiplying r=Ae on the left by A−1 and using [L1] gives e=A−1r.

2.2step 1.1L2algebra

The lower absolute bound. Applying [L2] to A at the vector e in step 1.1 gives ∥r∥p=∥Ae∥p≤∥A∥p∥e∥p.

3.1step 2.1L2algebra

The upper absolute bound. Applying [L2] to A−1 at the vector r in step 2.1 gives ∥e∥p=∥A−1r∥p≤∥A−1∥p∥r∥p.

3.2step 2.2L2L3algebra

The lower relative bound. From x=A−1b and [L2], ∥x∥p≤∥A−1∥p∥b∥p, so 1/∥b∥p≤∥A−1∥p/∥x∥p; combining with step 2.2 gives ∥r∥p/∥b∥p≤∥A∥p∥A−1∥p∥e∥p/∥x∥p=κp(A)∥e∥p/∥x∥p by [L3], which rearranges to the lower bound on ∥e∥p/∥x∥p.

4.1step 3.1L2L3algebra

The upper relative bound. From b=Ax and [L2], ∥b∥p≤∥A∥p∥x∥p, and b≠0 forces ∥x∥p>0, so 1/∥x∥p≤∥A∥p/∥b∥p; multiplying by step 3.1 gives ∥e∥p/∥x∥p≤∥A−1∥p∥A∥p∥r∥p/∥b∥p=κp(A)∥r∥p/∥b∥p by [L3].

5.1step 3.1step 2.2step 4.1step 3.2∎

Claim 1 is steps 3.1 and 2.2, and claim 2 is steps 4.1 and 3.2.

Depends on

Used by

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Sources