Average Case Analysis Of Numerical Problems

Download or read book Average-Case Analysis of Numerical Problems written by Klaus Ritter and published by Springer Science & Business Media. This book was released on 2000-05-26 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.