On the estimation of numerical error bounds in linear algebra based on discrete stochastic arithmetic (Q413622)

From MaRDI portal





scientific article; zbMATH DE number 6031268
Language Label Description Also known as
default for all languages
No label defined
    English
    On the estimation of numerical error bounds in linear algebra based on discrete stochastic arithmetic
    scientific article; zbMATH DE number 6031268

      Statements

      On the estimation of numerical error bounds in linear algebra based on discrete stochastic arithmetic (English)
      0 references
      0 references
      0 references
      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
      0 references
      error bound
      0 references
      rounding error
      0 references
      linear algebra
      0 references
      discrete stochastic arithmetic
      0 references
      algorithm
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers