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handle: 10525/1575
Stochastic arithmetic has been developed as a model for exact computing with imprecise data. Stochastic arithmetic provides confidence intervals for the numerical results and can be implemented in any existing numerical software by redefining types of the variables and overloading the operators on them. Here some properties of stochastic arithmetic are further investigated and applied to the computation of inner products and the solution to linear systems. Several numerical experiments are performed showing the efficiency of the proposed approach.
Linear Algebra, Imprecise Data, Stochastic Arithmetic, [INFO]Computer Science [cs], CESTAC Method, [INFO] Computer Science [cs]
Linear Algebra, Imprecise Data, Stochastic Arithmetic, [INFO]Computer Science [cs], CESTAC Method, [INFO] Computer Science [cs]
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