Stochastic Arithmetic, theory and experiments

Autor: Alt, René, Lamotte, Jean-Luc, Markov, Svetoslav
Přispěvatelé: Performance et Qualité des Algorithmes Numériques (PEQUAN), Laboratoire d'Informatique de Paris 6 (LIP6), Université Pierre et Marie Curie - Paris 6 (UPMC)-Centre National de la Recherche Scientifique (CNRS)-Université Pierre et Marie Curie - Paris 6 (UPMC)-Centre National de la Recherche Scientifique (CNRS), Publications, Lip6
Jazyk: angličtina
Rok vydání: 2010
Předmět:
Zdroj: Serdica Journal of Computing
Serdica Journal of Computing, 2010, 4 (1), pp.1-10
Serdica Journal of Computing, Institute of Mathematics and Informatics Bulgarian Academy of Sciences, 2010, 4 (1), pp.1-10
ISSN: 1312-6555
1314-7897
Popis: * The third author was partially supported by the Bulgarian NSF Project DO 02-359/2008.
Stochastic arithmetic has been developed as a model for exact computing with imprecise data. Stochastic arithmetic provides confidence intervals for the numerical results and can be implemented in any existing numerical software by redefining types of the variables and overloading the operators on them. Here some properties of stochastic arithmetic are further investigated and applied to the computation of inner products and the solution to linear systems. Several numerical experiments are performed showing the efficiency of the proposed approach.
Databáze: OpenAIRE