1.

Record Nr.

UNINA9910146314903321

Autore

Ritter Klaus

Titolo

Average-Case Analysis of Numerical Problems / / by Klaus Ritter

Pubbl/distr/stampa

Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000

ISBN

3-540-45592-2

Edizione

[1st ed. 2000.]

Descrizione fisica

1 online resource (XI, 252 p.)

Collana

Lecture Notes in Mathematics, , 0075-8434 ; ; 1733

Disciplina

519.4

Soggetti

Numerical analysis

StatisticsĀ 

Numerical Analysis

Statistics, general

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph

Nota di contenuto

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.

Sommario/riassunto

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 last 10 years and also contains new results. The problems under consideration include approximation/optimal recovery and numerical integration of univariate and multivariate functions as well as zero-finding and global optimization. Background material, e.g. on reproducing kernel Hilbert spaces and random fields, is provided.