ensl-00560188, version 1
Efficient algorithms for verified scientific computing: Numerical linear algebra using interval arithmetic
Résumé : Interval arithmetic is a means to compute verified results. However, a naive use of interval arithmetic does not provide accurate enclosures of the exact results. Moreover, interval arithmetic computations can be time-consuming. We propose several accurate algorithms and efficient implementations in verified linear algebra using interval arithmetic. Two fundamental problems are addressed, namely the multiplication of interval matrices and the verification of a floating-point solution of a linear system. For the first problem, we propose two algorithms which offer new tradeoffs between speed and accuracy.For the second problem, which is the verification of the solution of a linear system, our main contributions are twofold. First, we introduce a relaxation technique, which reduces drastically the execution time of the algorithm. Second, we propose to use extended precision for few, well-chosen parts of the computations, to gain accuracy without losing much in term of execution time.
- a – INRIA
- 1 :
- INRIA – CNRS : UMR5668 – Université Claude Bernard - Lyon I – École Normale Supérieure - Lyon
- Domaine : Informatique/Analyse numérique
- Mots-clés : interval arithmetic – verified scientific computing – computing precision – numerical linear algebra
- ensl-00560188, version 1
- http://hal-ens-lyon.archives-ouvertes.fr/ensl-00560188
- oai:hal-ens-lyon.archives-ouvertes.fr:ensl-00560188
- Contributeur :
- Soumis le : Jeudi 27 Janvier 2011, 15:39:20
- Dernière modification le : Jeudi 27 Janvier 2011, 15:39:20




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