Stochastic Arithmetic, theory and experiments
Résumé
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.