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From Sensitivity Analysis to Random Floating Point Arithmetics - Application to Sylvester Equations

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Numerical Analysis and Its Applications (NAA 2000)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 1988))

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Abstract

Classical accuracy estimation in problem solving is basically based upon sensitivity analysis and conditionning computation. Such an approach is frequently much more dificult than solving the problem itself. Here a generic alternative through the concept of random arithmetic is presented. These two alternatives are developped around the well know Sylvester equations. Matlab implentation as a new object class is discussed and numerically illustrated.

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© 2001 Springer-Verlag Berlin Heidelberg

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Barraud, A., Lesecq, S., Christov, N. (2001). From Sensitivity Analysis to Random Floating Point Arithmetics - Application to Sylvester Equations. In: Vulkov, L., Yalamov, P., Waśniewski, J. (eds) Numerical Analysis and Its Applications. NAA 2000. Lecture Notes in Computer Science, vol 1988. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-45262-1_5

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  • DOI: https://doi.org/10.1007/3-540-45262-1_5

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-41814-6

  • Online ISBN: 978-3-540-45262-1

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