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Stochastic Arithmetic: s-spaces and Some Applications

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Abstract

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.

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Authors and Affiliations

  1. Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, G. Bonchev st., bl. 8, 1113 Sofia, Bulgaria

    Svetoslav Markov

  2. Laboratoire Informatique, Paris 6, University Pierre et Marie Curie, 4 place Jussieu, 75252, Paris Cedex 05, France

    Rene Alt & Jean-Luc Lamotte

Authors
  1. Svetoslav Markov
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  2. Rene Alt
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  3. Jean-Luc Lamotte
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Markov, S., Alt, R. & Lamotte, JL. Stochastic Arithmetic: s-spaces and Some Applications. Numerical Algorithms 37, 275–284 (2004). https://doi.org/10.1023/B:NUMA.0000049474.51465.41

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  • DOI: https://doi.org/10.1023/B:NUMA.0000049474.51465.41

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