Backward error 2026-10-18
A backward error measures a perturbation of the input data for which the computed result is an exact solution of the perturbed problem. Specify which data may change and which norm measures the perturbation. For a linear system , holding fixed gives , the negative linear-system residual. The corresponding forward error also depends on the condition number.
The linear-system residual is computable without knowing . The forward error is the actual difference from the desired solution. For an invertible matrix,Keeping fixed, the approximate vector exactly solves with . Thus, for , is the relative backward error when only the right-hand side may change. For a vector norm and its induced operator norm,A small relative linear-system residual ensures a small relative forward error when the condition number is moderate; an ill-conditioned matrix can amplify it. The bound follows directly from and .[ref]
2.8 Conditioning of linear systems. Fundamentals of Numerical Computation by Tobin A. Driscoll and others; §2.8.1, Theorem 2.8.1, equation (2.8.6), right-hand-side perturbation bound applied with Δb = −r
For the Jacobi iteration for a three-variable tridiagonal system, the first linear-system residual is , while the first forward error is . In the Euclidean norm, the relative forward error is and the relative linear-system residual is . Its spectral condition number of a positive-definite matrix is , so the bound is about . The bound is a guarantee, not an equality. In floating-point arithmetic, recompute the linear-system residual from the current vector when checking termination; a small update alone need not certify a small forward error.