Accelerating interval matrix multiplication by mixed precision arithmetic
Publikationstyp
Journal Article
Date Issued
2015-07-01
Sprache
English
Institut
TORE-URI
Volume
6
Issue
3
Start Page
364
End Page
376
Citation
Nonlinear Theory and Its Applications, IEICE 3 (6): 364-376 (2015)
Publisher DOI
This paper is concerned with real interval arithmetic. We focus on interval matrix multiplication. Well-known algorithms for this purpose require the evaluation of several point matrix products to compute one interval matrix product. In order to save computing time we propose a method that modifies such known algorithm by partially using low-precision floating-point arithmetic. The modified algorithms work without significant loss of tightness of the computed interval matrix product but are about 30% faster than their corresponding original versions. The negligible loss of accuracy is rigorously estimated.
DDC Class
004: Informatik
510: Mathematik