Control-Theoretic Forward Error Analysis of Iterative Numerical Algorithms

It has been known for at least five decades that control theory can be used to study iterative algorithms. However, little work can be found in the control systems literature on numerical algorithms, especially on the study of finite precision effects. In this technical note, we consider numerical i...

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Vydáno v:IEEE transactions on automatic control Ročník 58; číslo 6; s. 1524 - 1529
Hlavní autoři: Hasan, A., Kerrigan, Eric C., Constantinides, George A.
Médium: Journal Article
Jazyk:angličtina
Vydáno: IEEE 01.06.2013
Témata:
Algorithm design and analysis
Control systems
Error analysis
Finite precision
forward error analysis
Hardware
Heuristic algorithms
input-to-state stability (ISS)
Iterative methods
numerical algorithms as dynamical systems
Quantization
ISSN:0018-9286, 1558-2523
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Shrnutí:It has been known for at least five decades that control theory can be used to study iterative algorithms. However, little work can be found in the control systems literature on numerical algorithms, especially on the study of finite precision effects. In this technical note, we consider numerical iterative algorithms in finite precision as dynamical systems and study the effects of finite precision using control theory. By using the control tools of input-to-state stability and results from the study of quantization in control systems, we present new systematic ways to find bounds on the forward error for iterative algorithms. The advantages of the proposed schemes are shown by applying them to find bounds for the classical iterative methods for solving a system of linear equations.
ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.2012.2225513