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Solving nonlinear systems with least significant bit accuracy

Einschließung der Lösung nichtlinearer Gleichungssysteme mit hoher Genauigkeit

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Abstract

We give an algorithm for constructing an inclusion of the solution of a system of nonlinear equations. In contrast to existing methods, the algorithm does not require properties which are difficult to verify such as the non-singularity of a matrix. In fact this latter property is demonstrated by the algorithm itself. The highly accurate computational results are obtained in terms of a residue of first or higher order of the system.

Zusammenfassung

Im folgenden wird ein Algorithmus zur Konstruktion einer Einschließung einer Lösung eines nichtlinearen Gleichungssystems angegeben. Im Gegensatz zu bekannten Methoden benötigt der Algorithmus keine schwierig verifizierbaren Voraussetzungen wie etwa die Nichtsingularität einer Matrix. Tatsächlich wird diese Eigenschaft vom Algorithmus automatisch verifiziert. Die Ergebnisse des Algorithmus zeichnen sich durch hohe Genauigkeit aus. Diese wird durch Residuen (eventuell höherer Ordnung) erreicht.

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Rump, S.M. Solving nonlinear systems with least significant bit accuracy. Computing 29, 183–200 (1982). https://doi.org/10.1007/BF02241697

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  • DOI: https://doi.org/10.1007/BF02241697

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