Average-Case Analysis of Numerical Problems
Klaus Ritter, "Average-Case Analysis of Numerical Problems"
2000 | pages: 254 | ISBN: 3540674497 | DJVU | 1,4 mb
2000 | pages: 254 | ISBN: 3540674497 | DJVU | 1,4 mb
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.
My Link