Computational complexity and numerical stability of linear problems
Olga HoltzUniversity of California, Berkeley, USA
Noam ShomronMassachusetts Institute of Technology, Cambridge, USA
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We survey classical and recent developments in numerical linear algebra, focusing on two issues: computational complexity, or arithmetic costs, and numerical stability, or performance under roundoff error. We present a brief account of the algebraic complexity theory as well as the general error analysis for matrix multiplication and related problems. We emphasize the central role played by the matrix multiplication problem and discuss historical and modern approaches to its solution.