Stochastic Arithmetic: s-spaces and Some Applications

It has been recently shown that computation with stochastic numbers as regard to addition and multiplication by scalars can be reduced to computation in familiar vector spaces. In this work we show how this can be used for the algebraic solution of linear systems of equations with stochastic right-h...

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Bibliographic Details
Published inNumerical algorithms Vol. 37; no. 1-4; pp. 275 - 284
Main Authors Markov, Svetoslav, Alt, Rene, Lamotte, Jean-Luc
Format Journal Article
LanguageEnglish
Published New York Springer Nature B.V 01.12.2004
Springer Verlag
Subjects
Algebra
Computation
Computer Science
Linear systems
Multiplication
Scalars
Vector spaces
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Summary:It has been recently shown that computation with stochastic numbers as regard to addition and multiplication by scalars can be reduced to computation in familiar vector spaces. In this work we show how this can be used for the algebraic solution of linear systems of equations with stochastic right-hand sides. On several examples we compare the algebraic solution with the simulated solution using the CADNA package.
ISSN:1017-1398
1572-9265
DOI:10.1023/B:NUMA.0000049474.51465.41