Probabilistic Error Analysis for Inner Products
From MaRDI portal
Publication:5146629
DOI10.1137/19M1270434zbMath1461.65068arXiv1906.10465OpenAlexW3104818416MaRDI QIDQ5146629
Publication date: 26 January 2021
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.10465
Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Roundoff error (65G50) Numerical computation of matrix norms, conditioning, scaling (65F35)
Related Items
Mixed precision algorithms in numerical linear algebra, Rigorous roundoff error analysis of probabilistic floating-point computations, Floating-point arithmetic, Stochastic Rounding Variance and Probabilistic Bounds: A New Approach, Precision-aware deterministic and probabilistic error bounds for floating point summation, Numerical stability of algorithms at extreme scale and low precisions, Rounding Error Analysis of Mixed Precision Block Householder QR Algorithms, Stochastic Rounding and Its Probabilistic Backward Error Analysis, Newton's Method in Mixed Precision
Uses Software
Cites Work
- On roundoff error distributions in floating point and logarithmic arithmetic
- Probabilistic error analysis of Gaussian elimination in floating point and logarithmic arithmetic
- Roundoff error for floating point representation of real data
- A Stochastic Roundoff Error Analysis for the Fast Fourier Transform
- Concentration Inequalities and Martingale Inequalities: A Survey
- Roundoff error distribution in fixed point multiplication
- A Stochastic Roundoff Error Analysis for the Convolution
- On Roundoff Error Growth in Elliptic Problems
- Accuracy and Stability of Numerical Algorithms
- A New Approach to Probabilistic Rounding Error Analysis
- Probability and Computing
- Tests of probabilistic models for propagation of roundoff errors
- A statistical model of roundoff error for varying length floating-point arithmetic
- Numerical inverting of matrices of high order
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
