Average-Case Analysis of Numerical Problems

• Main Author: Ritter, Klaus (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2000.
• Edition: 1st ed. 2000.
• Series: Lecture Notes in Mathematics, 1733
• Subjects: Numerical analysis.; Statistics .; Numerical Analysis.; Statistics, general.

The average-case analysis of numerical problems is the counterpart of the more traditional worst-case approach. The analysis of average error and cost leads to new insight on numerical problems as well as to new algorithms. The book provides a survey of results that were mainly obtained during the l...

Table of Contents:

• Linear problems: Definitions and a classical example
• Second-order results for linear problems
• Integration and approximation of univariate functions
• Linear problems for univariate functions with noisy data
• Integration and approximation of multivariate functions
• Nonlinear methods for linear problems
• Nonlinear problems.