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Numerical Study of Algebraic Solutions to Linear Problems Involving Stochastic Parameters

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Book cover Large-Scale Scientific Computing (LSSC 2005)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 3743))

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Abstract

We formulate certain numerical problems with stochastic numbers and compare algebraically obtained results with experimental results provided by the CESTAC method. Such comparisons give additional information related to the stochastic behavior of random roundings in the course of numerical computations. The good coincidence between theoretical and experimental results confirms the adequacy of our algebraic model and its possible application in the numerical practice.

AMS Subject Classification: 65C99, 65G99, 93L03.

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References

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Author information

Authors and Affiliations

  1. Laboratoire Informatique Paris 6, U. Pierre et Marie Curie, 4 place Jussieu, 75252, Paris cedex 05, France

    Rene Alt & Jean-Luc Lamotte

  2. Institute of Mathematics and Informatics, BAS, “Acad. G. Bonchev” st., block 8, 1113, Sofia, Bulgaria

    Svetoslav Markov

Authors
  1. Rene Alt
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  2. Jean-Luc Lamotte
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  3. Svetoslav Markov
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Editor information

Editors and Affiliations

  1. Institute for Parallel Processing, Bulgarian Academy of Sciences, Acad. G. Bonchev, Bl. 25A, 1113, Sofia, Bulgaria

    Ivan Lirkov

  2. Institute for Parallel Processing, Bulgarian Academy of Sciences, Acad. G. Bonchev Str. Bl. 25-A, 1113, Sofia, Bulgaria

    Svetozar Margenov

  3. Informatics & Mathematical Modeling, Technical University of Denmark, DK-2800, Lyngby, Denmark

    Jerzy Waśniewski

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© 2006 Springer-Verlag Berlin Heidelberg

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Alt, R., Lamotte, JL., Markov, S. (2006). Numerical Study of Algebraic Solutions to Linear Problems Involving Stochastic Parameters. In: Lirkov, I., Margenov, S., Waśniewski, J. (eds) Large-Scale Scientific Computing. LSSC 2005. Lecture Notes in Computer Science, vol 3743. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11666806_30

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  • DOI: https://doi.org/10.1007/11666806_30

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-31994-8

  • Online ISBN: 978-3-540-31995-5

  • eBook Packages: Computer ScienceComputer Science (R0)

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