PARA 2010: Applied Parallel and Scientific Computing pp 179-188 | Cite as
Efficient Implementation of Interval Matrix Multiplication
Conference paper
Abstract
The straightforward implementation of interval matrix product suffers from poor efficiency, far from the performances of highly optimized floating-point matrix products. In this paper, we show how to reduce the interval matrix multiplication to 9 floating-point matrix products - for performance issues - without sacrificing the quality of the result. Indeed, we show that, compared to the straightforward implementation, the overestimation factor is at most 1.18.
Keywords
interval arithmetic interval matrix multiplication efficiencyPreview
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References
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