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Stochastic Arithmetic: s-spaces and Some Applications |
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| Authors: | Svetoslav Markov Rene Alt Jean-Luc Lamotte |
| Affiliation: | 1. Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, G. Bonchev st., bl. 8, 1113 Sofia, Bulgaria 2. Laboratoire Informatique, Paris 6, University Pierre et Marie Curie, 4 place Jussieu, 75252, Paris Cedex 05, France |
| 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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