On average case errors in numerical analysis (Q1822459)
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On average case errors in numerical analysis (English)
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1986
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The error of a numerical method may be much smaller for most instances than for the worst case. Also, two numerical methods may have the same maximal error although one of them usually is much better than the other. Such statements can be made precise by concepts from average case analysis. We give some examples where such an average case analysis seems to be more sensible than a worst case analysis.
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metric space
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maximal error
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average case analysis
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worst case analysis
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