Stochastic Arithmetic Linear Algebra Imprecise Data CESTAC Method
Issue Date:
2010
Publisher:
Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Citation:
Serdica Journal of Computing, Vol. 4, No 1, (2010), 1p-10p
Abstract:
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.
