On the estimation of numerical error bounds in linear algebra based on discrete stochastic arithmetic (Q413622): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: DGELSS / rank | |||
Normal rank |
Revision as of 09:12, 29 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the estimation of numerical error bounds in linear algebra based on discrete stochastic arithmetic |
scientific article |
Statements
On the estimation of numerical error bounds in linear algebra based on discrete stochastic arithmetic (English)
0 references
7 May 2012
0 references
A method to estimate error bounds of algorithms in linear algebra is proposed. The method is based on discrete stochastic arithmetic (DSA). In order to extend the DSA concept to algorithms in linear algebra, estimations of numerical error bounds are derived based on DSA. These estimations are applied to the linear algebra library LAPACK providing tighter error bounds compared to the error bounds of the library itself.
0 references
error bound
0 references
rounding error
0 references
linear algebra
0 references
discrete stochastic arithmetic
0 references
algorithm
0 references