
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 floatingpoint roundoff errors in iterative processes. A conditional probabilistic model of the roundoff errors was derived. This probabilistic model shows that the roundoff 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 roundoff 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 roundoff 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