Derives non-asymptotic probabilistic perturbation and roundoff error bounds for inner products that scale as sqrt(n) rather than n, using Azuma's inequality and martingales, with experiments showing orders-of-magnitude improvement over deterministic bounds.
Henrici, Problems of stability and error propagation in the numerica l integration of ordinary differential equations , in Proc
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.NA 1years
2019 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Probabilistic Error Analysis for Inner Products
Derives non-asymptotic probabilistic perturbation and roundoff error bounds for inner products that scale as sqrt(n) rather than n, using Azuma's inequality and martingales, with experiments showing orders-of-magnitude improvement over deterministic bounds.