Accuracy and Stability of Numerical Algorithms
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(only showing first 100 items - show all)- Dynamic scaling based preconditioning for truncated Newton methods in large scale unconstrained optimization
- Towards faster polynomial-time lattice reduction
- Breaking the limits: The Taylor series method
- A note on computing the inverse of a triangular Toeplitz matrix
- A fast solver for linear systems with displacement structure
- The stability of extended Floater-Hormann interpolants
- Cholesky Decomposition
- Singular Value Decomposition
- LU decomposition
- QR Decomposition via Householder Reflections
- Power Method
- Simple floating-point filters for the two-dimensional orientation problem
- Numerically stable methods for the computation of exit rates in Markov chains
- Accurate computations with Said-Ball-Vandermonde matrices
- Restoring definiteness via shrinking, with an application to correlation matrices with a fixed block
- Algorithm 960
- Taylor models and floating-point arithmetic: proof that arithmetic operations are validated in COSY
- Conditioning analysis for discrete Helmholtz problems
- An accurate updating formula to calculate sample variance from weighted successive differences
- Multiplicative perturbation theory of the Moore-Penrose inverse and the least squares problem
- A framework for analyzing nonlinear eigenproblems and parametrized linear systems
- Condition number and backward errors of nonsymmetric algebraic Riccati equation
- Perturbation analysis and condition numbers of symmetric algebraic Riccati equations
- A mixed derivative terms removing method in multi-asset option pricing problems
- Three term recurrence for the evaluation of multivariate orthogonal polynomials
- On the numerical stability of Floater-Hormann's rational interpolant
- Improved error bounds for floating-point products and Horner's scheme
- On the definition of unit roundoff
- Efficient high-precision matrix algebra on parallel architectures for nonlinear combinatorial optimization
- Computing matrix symmetrizers. II: New methods using eigendata and linear means; a comparison.
- Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
- Perturbation analysis and condition numbers of scaled total least squares problems
- Recursive self preconditioning method based on Schur complement for Toeplitz matrices
- Inversion of extremely ill-conditioned matrices in floating-point
- Uniform approximation to finite Hilbert transform of oscillatory functions and its algorithm
- On the variational data assimilation problem solving and sensitivity analysis
- Uncertainty propagation or box propagation
- The program LOPT for least-squares optimization of energy levels
- On the \(\star\)-Sylvester equation \(AX\pm X^{\star} B^{\star} = C\)
- Implicit standard Jacobi gives high relative accuracy
- Tensors in computations
- A 2-norm condition number for Bézier curve intersection
- Super-fast validated solution of linear systems
- Fast algorithms for floating-point interval matrix multiplication
- Multiple LU factorizations of a singular matrix
- Mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equation
- Bernstein series solutions of pantograph equations using polynomial interpolation
- A fast and accurate algorithm for solving Bernstein-Vandermonde linear systems
- New Algorithms for Computing the Matrix Sine and Cosine Separately or Simultaneously
- Algorithms for weighted sum of squares decomposition of non-negative univariate polynomials
- Efficient implementation of the Hardy-Ramanujan-Rademacher formula
- Error estimation of floating-point summation and dot product
- Accurate solutions of \(M\)-matrix Sylvester equations
- \(\mathbb G\)-reflectors: Analogues of Householder transformations in scalar product spaces
- An algorithm for the rapid numerical evaluation of Bessel functions of real orders and arguments
- A new projection method for solving large Sylvester equations
- Symbolic-numeric sparse interpolation of multivariate polynomials
- Structured mixed and componentwise condition numbers of some structured matrices
- Accurate quotient-difference algorithm: error analysis, improvements and applications
- A note on the \(\top\)-Stein matrix equation
- The complex step approximation to the Fréchet derivative of a matrix function
- Full-rank representations of outer inverses based on the QR decomposition
- On the epistemological analysis of modeling and computational error in the mathematical sciences
- Rounding error analysis of the classical Gram-Schmidt orthogonalization process
- Efficient modal dynamic analysis of flexible beam-fluid systems
- A Bessel collocation method for numerical solution of generalized pantograph equations
- Generalized Matrix Nearness Problems
- Error bounds on complex floating-point multiplication
- Backward error analysis of the shift-and-invert Arnoldi algorithm
- Numerical computation of H-bases
- On efficiently computing the eigenvalues of limited-memory quasi-Newton matrices
- On computability and triviality of well groups
- Scaling damped limited-memory updates for unconstrained optimization
- On condition numbers for Moore-Penrose inverse and linear least squares problem involving Kronecker products
- On the maximum relative error when computing integer powers by iterated multiplications in floating-point arithmetic
- Rigorous approximation of diffusion coefficients for expanding maps
- An inexact shift-and-invert Arnoldi algorithm for Toeplitz matrix exponential.
- The stability of barycentric interpolation at the Chebyshev points of the second kind
- Conditioning and accurate computations with Pascal matrices
- Dynamic scaling on the limited memory BFGS method
- Generalized tensor eigenvalue problems
- Approximate varieties, approximate ideals and dimension reduction
- Accuracy and stability of computing high-order derivatives of analytic functions by Cauchy integrals
- An efficient algorithm for the solution of a coupled Sylvester equation appearing in descriptor systems
- Covariance structure regularization via Frobenius-norm discrepancy
- Schur functions through Lagrange polynomials
- Perturbation theory for the LDU factorization and accurate computations for diagonally dominant matrices
- Perturbation analysis for the symplectic QR factorization
- Direct Function Evaluation versus Lookup Tables: When to Use Which?
- Covariance structure regularization via entropy loss function
- Accurate and efficient evaluation of Schur and Jack functions
- Partitioned general linear methods for separable Hamiltonian problems
- Accelerating scientific computations with mixed precision algorithms
- Turing Pattern Dynamics in an SI Epidemic Model with Superdiffusion
- Solving secular and polynomial equations: a multiprecision algorithm
- Computing curve intersection by means of simultaneous iterations
- The effects of rounding errors in the nodes on barycentric interpolation
- Bit-size estimates for triangular sets in positive dimension
- Randomized matrix-free trace and log-determinant estimators
- Polynomial least squares fitting in the Bernstein basis
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