Accession Number:

AD0737116

Title:

Computational Accuracy of Linear Stationary Iterations.

Descriptive Note:

Technical rept.,

Corporate Author:

HAWAII UNIV HONOLULU

Personal Author(s):

Report Date:

1971-12-01

Pagination or Media Count:

139.0

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

Subject Categories:

  • Statistics and Probability
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE