Stochastic Arithmetic Theory and Experiments

Alt, René, Lamotte, Jean-Luc, and Markov, Svetoslav. "Stochastic Arithmetic Theory and Experiments." Serdica Journal of Computing 4.1 (2010): 1-10. <http://eudml.org/doc/11370>.

@article{Alt2010,
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.* The third author was partially supported by the Bulgarian NSF Project DO 02-359/2008.},
author = {Alt, René, Lamotte, Jean-Luc, Markov, Svetoslav},
journal = {Serdica Journal of Computing},
keywords = {Stochastic Arithmetic; Linear Algebra; Imprecise Data; CESTAC Method; stochastic arithmetic; linear algebra; imprecise data; CESTAC method; inner products; linear systems; numerical experiments},
language = {eng},
number = {1},
pages = {1-10},
publisher = {Institute of Mathematics and Informatics Bulgarian Academy of Sciences},
title = {Stochastic Arithmetic Theory and Experiments},
url = {http://eudml.org/doc/11370},
volume = {4},
year = {2010},
}

TY - JOUR
AU - Alt, René
AU - Lamotte, Jean-Luc
AU - Markov, Svetoslav
TI - Stochastic Arithmetic Theory and Experiments
JO - Serdica Journal of Computing
PY - 2010
PB - Institute of Mathematics and Informatics Bulgarian Academy of Sciences
VL - 4
IS - 1
SP - 1
EP - 10
AB - 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.* The third author was partially supported by the Bulgarian NSF Project DO 02-359/2008.
LA - eng
KW - Stochastic Arithmetic; Linear Algebra; Imprecise Data; CESTAC Method; stochastic arithmetic; linear algebra; imprecise data; CESTAC method; inner products; linear systems; numerical experiments
UR - http://eudml.org/doc/11370
ER -