The probabilistic models for roundoff error in floating point and logarithmic arithmetic discussed in Barlow and Bareiss (1985) are applied to the error analysis of Gaussian elimination and some related algorithms. This new method of error analysis is compared to the standard deterministic error analysis given in Wilkinson (1963, 1965).
All Science Journal Classification (ASJC) codes
- Theoretical Computer Science
- Numerical Analysis
- Computer Science Applications
- Computational Theory and Mathematics
- Computational Mathematics