Testing stochastic arithmetic and CESTAC method via polynomial computation

René Alt (1) , Jean-Luc Lamotte (1) , Svetoslav Markov

1 PEQUAN - Performance et Qualité des Algorithmes Numériques

The CESTAC method and its implementation known as CADNA software have been created to estimate the accuracy of the solution of real life problems when these solutions are obtained from numerical methods implemented on a computer. The method takes into account uncertainties on data and round-off errors. On another hand a theoretical model for this method in which operands are gaussian variables called stochastic numbers has been developed. In this paper numerical examples based on the Lagrange polynomial interpolation and polynomial computation have been constructed in order to demonstrate the consistency between the CESTAC method and the theory of stochastic numbers. Comparisons with the interval approach are visualized.

Domaines: Informatique [cs]

René Alt, Jean-Luc Lamotte, Svetoslav Markov. Testing stochastic arithmetic and CESTAC method via polynomial computation. IFSA 2007 - 12th International Fuzzy Systems Association World Congress, Jun 2007, Cancun, Mexico. pp.13-22, ⟨10.1007/978-3-540-72950-1_2⟩. ⟨hal-01306182⟩