All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Previous Page 8 Next

Displaying 141 – 160 of 195

Showing per page

Quasi-Monte Carlo Methods for some Linear Algebra Problems. Convergence and Complexity

Karaivanova, Aneta (2010)

Serdica Journal of Computing

We present quasi-Monte Carlo analogs of Monte Carlo methods for some linear algebra problems: solving systems of linear equations, computing extreme eigenvalues, and matrix inversion. Reformulating the problems as solving integral equations with a special kernels and domains permits us to analyze the quasi-Monte Carlo methods with bounds from numerical integration. Standard Monte Carlo methods for integration provide a convergence rate of O(N^(−1/2)) using N samples. Quasi-Monte Carlo methods...

Stochastic Arithmetic Theory and Experiments

Alt, René, Lamotte, Jean-Luc, Markov, Svetoslav (2010)

Serdica Journal of Computing

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...

Currently displaying 141 – 160 of 195