Probabilistic Error Analysis for Inner Products

DOI10.1137/19M1270434zbMath1461.65068arXiv1906.10465OpenAlexW3104818416MaRDI QIDQ5146629

Hua Zhou, Ilse C. F. Ipsen

Publication date: 26 January 2021

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.10465

zbMATH Keywords

random variablesmartingaleroundoff errorsAzuma's inequalityconcentration bounds

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Roundoff error (65G50) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items

Mixed precision algorithms in numerical linear algebra, Rigorous roundoff error analysis of probabilistic floating-point computations, Floating-point arithmetic, Stochastic Rounding Variance and Probabilistic Bounds: A New Approach, Precision-aware deterministic and probabilistic error bounds for floating point summation, Numerical stability of algorithms at extreme scale and low precisions, Rounding Error Analysis of Mixed Precision Block Householder QR Algorithms, Stochastic Rounding and Its Probabilistic Backward Error Analysis, Newton's Method in Mixed Precision

Uses Software

• mctoolbox

Cites Work

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