The computational complexity of problems to compute intervals wrappers for random variables uniform, Exponential and Pareto

When working with floating point numbers the result is only an approximation of a real value and errors generated by rounding or by instability of the algorithms can lead to incorrect results. We can't affirm the accuracy of the estimated answer without the contribution of an error analysis. In...

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Bibliographic Details
Published in:2012 XXXVIII Conferencia Latinoamericana en Informatica pp. 1 - 9
Main Authors: Finger, A. F., Loreto, A. B., Campos, M. A., Varjao, F. R. G., dos Santos, M. D.
Format: Conference Proceeding
Language:English
Portuguese
Published: IEEE 01.10.2012
Subjects:
Algorithm design and analysis
Approximation algorithms
Approximation methods
Computational complexity
Electronic mail
Interval arithmetic
Numerical Algorithms and Problems
Random variables
Security
Statistical computing
ISBN:9781467307949, 1467307947
Online Access:Get full text
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Summary:When working with floating point numbers the result is only an approximation of a real value and errors generated by rounding or by instability of the algorithms can lead to incorrect results. We can't affirm the accuracy of the estimated answer without the contribution of an error analysis. Interval techniques compute an interval range, with the assurance the answer belongs to this range. Using intervals for the representation of real numbers, it is possible to control the error propagation of rounding or truncation, between others, in numerical computational procedures. Therefore, intervals results carry with them the security of their quality. The goal is to analyze the computational complexity of the problems of computing enclosures intervals for random variables Uniform, Exponential and Pareto, showing that the intervals algorithms have linear complexity, which together with the security that interval mathematics provides, makes the use of intervals even more justified.
ISBN:9781467307949
1467307947
DOI:10.1109/CLEI.2012.6426920