Fast algorithms for floating-point interval matrix multiplication

Katsuhisa Ozaki*, Takeshi Ogita, Siegfried M. Rump, Shin'Ichi Oishi

*この研究の対応する著者

研究成果: Article査読

5 被引用数 (Scopus)

抄録

We discuss several methods for real interval matrix multiplication. First, earlier studies of fast algorithms for interval matrix multiplication are introduced: naive interval arithmetic, interval arithmetic by midpointradius form by OishiRump and its fast variant by OgitaOishi. Next, three new and fast algorithms are developed. The proposed algorithms require one, two or three matrix products, respectively. The point is that our algorithms quickly predict which terms become dominant radii in interval computations. We propose a hybrid method to predict which algorithm is suitable for optimizing performance and width of the result. Numerical examples are presented to show the efficiency of the proposed algorithms.

本文言語English
ページ(範囲)1795-1814
ページ数20
ジャーナルJournal of Computational and Applied Mathematics
236
7
DOI
出版ステータスPublished - 2012 1月

ASJC Scopus subject areas

  • 計算数学
  • 応用数学

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