Accession Number : AD0737116
Title : Computational Accuracy of Linear Stationary Iterations.
Descriptive Note : Technical rept.,
Corporate Author : HAWAII UNIV HONOLULU
Personal Author(s) : Yamamoto,Richard H.
Report Date : DEC 1971
Pagination or Media Count : 139
Abstract : In the report the author analyzed floating-point round-off errors in iterative processes. A conditional probabilistic model of the round-off errors was derived. This probabilistic model shows that the round-off errors depend only on the computed result. Using this computational model and the probabilistic error model, one is able to bound the covariance matrix of the accumulated round-off error from above and below by a sequence of positive semidefinite matrices. This covariance matrix is a sum of positive semidefinite matrices with each matrix corresponding to a set of the round-off errors. From this one is able to interpret the computed iterate as a signal plus an orthogonal noise component. (Author)
Descriptors : (*COMPUTER PROGRAMMING, *ITERATIONS), MATRICES(MATHEMATICS), APPROXIMATION(MATHEMATICS), DIFFERENCE EQUATIONS, PROBABILITY DENSITY FUNCTIONS, STATISTICAL ANALYSIS, ASYMPTOTIC SERIES, CONVERGENCE, SYSTEMS ENGINEERING, THESES
Subject Categories : Statistics and Probability
Computer Programming and Software
Distribution Statement : APPROVED FOR PUBLIC RELEASE