How Accurate is inv(A)*b?
For numerical linear algebra practitioners, it corrects a widespread misconception about the accuracy of using computed inverses.
The paper shows that solving Ax = b via x = inv(A)*b is as accurate as the best backward-stable solvers, contradicting common textbook advice. It provides a self-contained numerical analysis and literature review.
Several widely-used textbooks lead the reader to believe that solving a linear system of equations Ax = b by multiplying the vector b by a computed inverse inv(A) is inaccurate. Virtually all other textbooks on numerical analysis and numerical linear algebra advise against using computed inverses without stating whether this is accurate or not. In fact, under reasonable assumptions on how the inverse is computed, x = inv(A)*b is as accurate as the solution computed by the best backward-stable solvers. This fact is not new, but obviously obscure. We review the literature on the accuracy of this computation and present a self-contained numerical analysis of it.