Average-Case Analysis of Numerical Problems (Lecture Notes in Mathematics)
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Book Description
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.
Book Info
A report on the newest developments in average case analysis of numerical problems. Some of the topic covered include measures on functional spaces, borel measures, maximal and average errors, smoothness of covariance kernel and in Quadratic mean, and more.
Average-Case Analysis of Numerical Problems (Lecture Notes in Mathematics),Klaus Ritter,Springer,3540674497,Algebra - Intermediate,Applied,Approximation Theory,General,Mathematics,Number Systems,Numerical Analysis,Probability & Statistics - General,Science/Mathematics,Stochastic processes,Bayesian numerical analysis,Mathematics / Number Systems,information-based complexity,optimal numerical methods,spatial statistics
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