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Studies on fast numerical calculation with verification

Studies on fast numerical calculation with verification
快速数值计算及验证研究
批准号:
12650399
负责人:
OISHI Shinichi
金额:
$2.05万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (C)
财政年份:
2000
资助国家:
日本
项目状态:
已结题
起止时间:
2000 至 2003

项目摘要

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中文摘要
翻译
通过两次改变浮点运算的舍入方式,证明了两个矩阵的加法和乘积都可以通过验证计算出来。也就是说,他提出了一种向量区间算法。此外,利用摄动理论给出了后验误差估计,证明了可以用与计算近似解相同的代价来计算线性方程组的近似解的严格误差界。与以前的方法相比,速度提高了1000到10000左右。该方法可以推广到许多数值线性代数问题,包括矩阵特征值问题和奇异值问题。作为例子,用PC集群系统求解了从1,000到30,000维的全矩阵系统。
英文摘要
The present researcher has shown that the addition and the product of two matrices can be calculated with verification via tow times changes of rounding mode of floating point arithmetic. Namely he has proposed a vector interval arithmetic. Furthermore, utilizing perturbation theory, which gives a posteriori error estimate, it has shown that a rigorous error bound of an approximate solution of a system of linear equations can be calculated with the same cost as that of calculating such an approximate solution. It is around from 1,000 to 10,000 speed up compared with the previous method. This method can be extended to many problems of numerical linear algebra including matrix eigenvalue problems and singular value problems. As examples, from 1,000 to 30,000 dimensional full matrix systems have been solved via PC cluster system.
期刊论文(31)
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科研奖励(0)
会议论文
T.Ogita, S.Oishi, Y.Ushiro: "Fast Verification of Solutions for Sparse Monotone Matrix Equations"Computing [Supple]. 15. 175-187 (2001)
T.Ogita、S.Oishi、Y.Ushiro:“稀疏单调矩阵方程解的快速验证”计算 [补充]。
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通讯作者:
Shin'ichi Oishi, Siegfried M.: "Rump, Fast verification of solutions of matrix equations"Numerische Mathematik. 90. 755-773 (2002)
Shinichi Oishi,Siegfried M.:“Rump,矩阵方程解的快速验证”数值数学。
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T.Ogita, S.Oishi: "Fast Inclusion of Interval Matrix Multiplication"submitted to Reliable Computing. Apr. (2004)
T.Ogita、S.Oishi:“区间矩阵乘法的快速包含”提交给可靠计算。
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R.B.Kearfott, M.Neher, S.Oishi, F.Rico: "Libraries, Tools, and Interactive Systems for Verified Computations : Four Case Studies, in Numerical Software with Result Verification"Lecture Notes in Computer Science (ed. R.Alt, A.Frommer, R.B.Kearfott, W.Luthe
R.B.Kearfott、M.Neher、S.Oishi、F.Rico:“用于验证计算的库、工具和交互式系统:具有结果验证的数值软件中的四个案例研究”计算机科学讲义(R.Alt 编,
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