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SUMMARY:The Sherman-Morrison formula: numerical instability and stabilisat
 ion via iterative refinement - Behnam Hashemi (University of Leicester)
DTSTART:20260423T140000Z
DTEND:20260423T150000Z
UID:TALK242539@talks.cam.ac.uk
CONTACT:Georg Maierhofer
DESCRIPTION:<p>Owing to its simplicity and efficiency\, the Sherman-Morris
 on (SM) formula has seen widespread use across various scientific and engi
 neering applications for solving rank-one perturbed linear systems of the 
 form $(A + u v^T) x = b$. Although the formula dates back at least to 1944
 \, its numerical stability properties have remained an open question and c
 ontinue to be a topic of current research.</p><p>We analyse the backward s
 tability of the SM formula and show\, both theoretically and through numer
 ical experiments\, that it is unstable in a scenario that is increasingly 
 common in scientific computing. We then address an open question posed by 
 Nick Higham regarding the proportionality of the SM backward error bound t
 o the condition number of A.</p><p>Finally\, we integrate fixed-precision 
 iterative refinement (IR) into the SM framework to develop the SM-IR algor
 ithm. We prove that\, under reasonable assumptions\, IR enhances the backw
 ard error of the SM formula and present practical evidence supporting the 
 eventual backward stability of SM-IR. Since SM-IR reuses previously comput
 ed decompositions\, it retains the efficiency of the original SM algorithm
 . This is joint work with Yuji Nakatsukasa (University of Oxford).</p>
LOCATION:Centre for Mathematical Sciences\, MR14
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