Results 51 to 60 of about 1,550,711 (171)
A unifying framework for finite wordlength realizations [PDF]
, 2007 A general framework for the analysis of the finite wordlength (FWL) effects of linear time-invariant digital filter implementations is proposed. By means of a special implicit system description, all realization forms can be described.
Whidborne, James F. +4 more
core +1 more source
How Accurate is Richardson's Error Estimate?
Concurrency and Computation: Practice and Experience, Volume 37, Issue 27-28, 25 December 2025.ABSTRACT We consider the fundamental problem of estimating the difference between the exact value T$$ T $$ and approximations Ah$$ {A}_h $$ that depend on a single real parameter h$$ h $$. It is well‐known that if the error Eh=T−Ah$$ {E}_h=T-{A}_h $$ satisfies an asymptotic expansion, then we can use Richardson extrapolation to approximate Eh$$ {E}_h $$
Carl Christian Kjelgaard Mikkelsen +1 more
wiley +1 more source
Minimum norm differentiation formulas with improved roundoff error bounds
, 1972 Numerical differentiation formulas of the form Σ i = 1 N w i f ( x
David K. Kahaner
core +1 more source
Solving the Net Worth Optimization Problem
FINANCIAL PLANNING REVIEW, Volume 8, Issue 4, December 2025.ABSTRACT The mean–variance optimization (MVO) model of Harry M. Markowitz is the foundation of quantitative portfolio construction and asset allocation. While Markowitz originally developed MVO for forming portfolios of tradable assets in isolation, it has been adapted for creating portfolios of tradable assets in the presence of non‐tradable assets ...
Paul D. Kaplan
wiley +1 more source
Roundoff-Error-Free Algorithms for Solving Linear Systems via Cholesky and LU Factorizations
, 2015 LU and Cholesky factorizations are computational tools for efficiently solving linear systems that play a central role in solving linear programs and several other classes of mathematical programs.
Moreno-Centeno, Erick +1 more
core +1 more source
Optimal Controller and Filter Realisations using Finite-precision, Floating- point Arithmetic. [PDF]
, 2005 The problem of reducing the fragility of digital controllers and filters implemented using finite-precision, floating-point arithmetic is considered.
Whidborne, James F. +7 more
core +1 more source
Combining Testing and Static Analysis to Overflow and Roundoff Error Detection [PDF]
, 2010 This paper proposes a technique for automaticdetection of overflow and roundoff errors, causedby the floating-point number to fixed-point number conversion.
Do, Ngoc Thi Bich, Ogawa, Mizuhito
core +1 more source
Roundoff error analysis of the fast Fourier transform
, 1971 This paper presents an analysis of roundoff errors occurring in the floating-point computation of the fast Fourier transform. Upper bounds are derived for the ratios of the root-mean-square (RMS) and maximum roundoff errors in the output data to the RMS ...
George U. Ramos
core +1 more source
Automated roundoff error analysis of probabilistic floating-point computations
We present a detailed study of roundoff errors in probabilistic floating-point computations. We derive closed-form expressions for the distribution of roundoff errors associated with a random variable, and we prove that roundoff errors are generally ...
Constantinides, G +7 more
core +1 more source
Degeneracy in the presence of roundoff errors
Linear Algebra and its Applications, 1988 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +1 more source