symmetric component-wise perturbation

Hello.

I'm trying solve the following problem and I didn't find any reference
to the solution so far.

I'm solving a system of linear equations Ax = b with a sparse matrix A
which is symmetric and positive definite. If I have an approximate
solution y to the exact one x with the residual r = b-Ay, it is known
how to compute the perturbation matrix E with the same structure as A
such that (A+E)y=b, i.e., such that y is the solution of some
perturbed problem and the perturbation is somehow restricted.

I would be very happy if someone could be able to compute the E such
that it is also symmetric or give me a reference to some paper where
this is solved.

Thank you in advance

Pavel J.

.

Relevant Pages

  • Re: symmetric component-wise perturbation
    ... I'm trying solve the following problem and I didn't find any reference ... I'm solving a system of linear equations Ax = b with a sparse matrix A ... perturbed problem and the perturbation is somehow restricted. ...
    (sci.math.num-analysis)
  • Re: symmetric perturbation
    ... is an explicit way how to construct such a perturbation ... and/or can give me a reference to some book or paper dealing with this ...
    (sci.math.num-analysis)
  • Re: symmetric perturbation
    ... is an explicit way how to construct such a perturbation ... and/or can give me a reference to some book or paper dealing with this ...
    (sci.math.num-analysis)