Analysis of arithmetic algorithms: a statistical study

Abstract

In order to get insight into the perturbations generated by running algorithms on a computer, one may simulate them by random perturbations on the data. For linear systems, it is found that such a statistical estimation gives results which compare favorably with those given by the backward analysis of J.H. Wilkinson (1961) and R.D. Skeel (1979). The objective is to use such a technique mainly for nonlinear problems when no theoretical analysis is available.<>