ERROR PROPAGATION BY USE OF INTERPOLATION FORMULAE AND QUADRATURE RULES WHICH ARE COMPUTED NUMERICALLY

Abstract

Approximate rules for evaluating linear functionals are often obtained by requiring that the rule shall give exact value for a certain linear class of functions. The parameters of the rule appear hence as the solution of a system of equations. This can generally not be solved exactly but only 'numerically'. Sometimes large errors occur in the parameters defining the rule, but the resultant error in the computed value of the functional is small. In the present paper, efficient methods of computing a strict bound for this error are developed in the case when the parameters of the rule are determined from a linear system of equations.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1970
Accession Number
AD0701358

Entities

People

  • Sven-ake Gustafson

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Coefficients
  • Computational Processes
  • Computations
  • Computer Science
  • Economic Development
  • Equations
  • Errors
  • Integrals
  • Interpolation
  • Linear Systems
  • New York
  • Polynomials
  • Precision
  • Residuals
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Statistical inference.