Abstract
The probabilistic models for roundoff error in floating point and logarithmic arithmetic discussed in Barlow and Bareiss (1985) are applied to the error analysis of Gaussian elimination and some related algorithms. This new method of error analysis is compared to the standard deterministic error analysis given in Wilkinson (1963, 1965).
Zusammenfassung
Die von Barlow and Bareiss (1985) dargestellten stochastischen Modelle für den Rundungsfehler von Gleitkomma- und logarithmischer Arithmetik werden auf die Fehleranalyse des Gaußschen Eliminationsverfahrens und einiger verwandter Algorithmen angewendet. Diese neue Methode der Fehleranalyse und der von Wilkinson (1963, 1965) gegebenen deterministischen Standard-Fehleranalyse gegenübergestellt.
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Work sponsored by the National Foundation under contract No. MCS-790150 and under contract No. MCS-8201065.
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Barlow, J.L., Bareiss, E.H. Probabilistic error analysis of gaussian elimination in floating point and logarithmic arithmetic. Computing 34, 349–364 (1985). https://doi.org/10.1007/BF02251834
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DOI: https://doi.org/10.1007/BF02251834