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