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Studies on fast numerical calculation with verification

Research Project

Project/Area Number 12650399
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field 情報通信工学
Research InstitutionWaseda University

Principal Investigator

OISHI Shinichi  Waseda University, School of Science and Engineering, Professor, 理工学部, 教授 (20139512)

Project Period (FY) 2000 – 2003
Project Status Completed (Fiscal Year 2003)
Budget Amount *help
¥3,200,000 (Direct Cost: ¥3,200,000)
Fiscal Year 2003: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 2002: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 2001: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 2000: ¥800,000 (Direct Cost: ¥800,000)
KeywordsVerified Numerical Computation / Fast Verification / Rounding Mode Controlled Computation / IEEE754 / クラスター上の高速計算 / 連立一次方程式の精度保証 / 固有値問題の精度保証 / 一般化固有値問題の精度保証 / 大規模問題 / PCクラスター / 丸め誤差 / 条件数 / 数値計算ツール / LAPACK / 連立一次方程式の数値解 / 固有値問題の数値解 / インタプリタ / 事後誤差評価 / 数値線形代数 / 行列方程式 / 固有値問題 / 特異値 / 丸め制御精度保証方式
Research Abstract

The present researcher has shown that the addition and the product of two matrices can be calculated with verification via tow times changes of rounding mode of floating point arithmetic. Namely he has proposed a vector interval arithmetic. Furthermore, utilizing perturbation theory, which gives a posteriori error estimate, it has shown that a rigorous error bound of an approximate solution of a system of linear equations can be calculated with the same cost as that of calculating such an approximate solution. It is around from 1,000 to 10,000 speed up compared with the previous method. This method can be extended to many problems of numerical linear algebra including matrix eigenvalue problems and singular value problems. As examples, from 1,000 to 30,000 dimensional full matrix systems have been solved via PC cluster system.

Report

(5 results)
  • 2003 Annual Research Report   Final Research Report Summary
  • 2002 Annual Research Report
  • 2001 Annual Research Report
  • 2000 Annual Research Report
  • Research Products

    (31 results)

All Other

All Publications (31 results)

  • [Publications] Shin'ichi Oishi, Siegfried M.Rump: "Fast verification of solutions of matrix equations"Numerische Mathematik. 90. 755-773 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Shin'ichi OISHI: "Fast Enclosure of Matrix Eigenvalues and Singular Values via Rounding Mode Controlled Computation"Liniear Algebra and its Applicatoins. 324. 133-146 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] T.Ogita, S.Oishi, Y.Ushiro: "Fast Verification of Solutions for Sparse Monotone Matrix Equations"Computing [Supple]. 15. 175-187 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] T.Ogita, S.Oishi, Y.Ushiro: "Residual iteration and fast verification of matrix equations"Computing、Supplement. 16. 171-184 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] T.Ogita, S.Oishi, Y.Ushiro: "Computation of Sharp Rigorous Componentwise Error Bounds for the Approximate Solutions of Systems of Linear Equations"Reliable Computing. 9:3. 229-239 (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] 丸山 晃佐, 荻田 武史, 中谷 祐介, 大石 進一: "実対称定値一般化固有値問題のすべての固有値の精度保証付き数値計算法"電子情報通信学会論文誌. J87-A(掲載予定). (2004)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] R.B.Kearfott, M.Neher, S.Oishi, F.Rico: "Lecture Notes in Computer Science no.2991"Libraries, Tools, and Interactive Systems for Verified Computations : Four Case Studies, in Numerical Software with Result Verification. 313(27) (2004)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Shin'chi OISHI: "Fast Enclosure of Matrix Eigenvalues and Singular Values via Rounding Mode Controlled Computation"Liniear Algebra and its Applications. vol.324. 133-146 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takeshi Ogita, Shin' ichi Oishi, Yasunori Ushiro: "Fast Verification of Solutions for Sparse Monotone Matrix Equations"Computing [Supple]. 15. 175-187 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Shin'ichi Oishi, Siegfried M.: "Rump, Fast verification of solutions of matrix equations"Numerische Mathematik. 90. 755-773 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takeshi Ogita, Shin'ichi Oishi, Yasunori Ushiro: "Residual iteration and fast, verification of matrix equations"Computing、Supplement. 16. 171-184 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] T.Ogita, S.Oishi, Y.Ushiro: "Computation of Sharp Rigorous Componentwise Error Bounds for the Approximate Solutions of Systems of Linear Equations"Reliable Computing. 9 : 3. 229-239 (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] T.Ogita, S.M.Rump, S.Oishi: "Accurate Sum and Dot Product"submitted to SIAM Journal on Scientific Computing. Nov. (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] T.Ogita, S.Oishi: "Fast Inclusion of Interval Matrix Multiplication"submitted to Reliable Computing. Apr. (2004)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] R.B.Kearfott, M.Neher, S.Oishi, F.Rico: "Libraries, Tools, and Interactive Systems for Verified Computations : Four Case Studies, in Numerical Software with Result Verification"Lecture Notes in Computer Science (ed. R.Alt, A.Frommer, R.B.Kearfott, W.Luther) (Springer Verlag, Heidelberg). (2004)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] T.Ogita, S.Oishi, Y.Ushiro: "Computation of Sharp Rigorous Componentwise Error Bounds for the Approximate Solutions of Systems of Linear Equations"Reliable Computing. vol.9, no.3. 229-239 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 相馬 隆郎, 大石 進一: "精度保証付き数値計算法を用いた常微分方程式の全解探索アルゴリズム"電子情報通信学会論文誌. Vol.J86-A, No.6. 663-673 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 丸山 晃佐, 荻田 武史, 中谷 祐介, 大石 進一: "実対称定値一般化固有値問題のすべての固有値の精度保証付き数値計算法"電子情報通信学会論文誌. (未定). (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] Ken'ichiro Tanaka, Sunao Murashige, Shinichi Oishi: "On Necessary and Sufficient Conditions for Numerical Verification of Double Turning Points"Numerische Mathematik. (to appear). (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] Shin'ichi Oishi, Siegfried M. Rump: "Fast verification of solutions of matrix equations"Numerische Mathematik. 90. 755-773 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] T.Ogita, S.Oishi, Y.Ushiro: "Residual iteration and fast verification of matrix equations"Computing[Supple]. 16. 175-187 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] T.Ogita, S.Oishi, Y.Ushiro: "Computation of Sharp Rigorous Componentwise Error Bounds for the Approximate Solutions of Systems of Linear Equations"Reliable Computing. 9・3. 229-239 (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] 相馬隆郎, 大石進一: "精度保証付き数値計算を用いた常微分方程式の全解探索アルゴリズム"電子情報通信学会和文論文誌A. (出版予定). (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] S.Oishi et al.: "Fast Verification of Solutions for Sparse Monotone Matrix Equations"Computing[Suppl.]. 15. 175-187 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] 大石進一他: "変数分離形非線形方程式の解の非存在の厳密な数値的検証法"電子情報通信学会論文誌. J84-A. 1377-1384 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] S.Oishi et al.: "Fast Enclosure of Matrix Eigen Values and Singular Values via Rounding Mode Controlled Computation"Linear Algebra and its Applications. 324. 133-146 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] S.Oishi et al.: "Fast verifications of solutions of matrix equations"Numerische Mathematik. 90. 755-773 (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] 大石進一: "MATLABによる数値計算"培風館. 178 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] Shin'ichi OISHI & S.Rump: "Fast verification of solution of matrix equations"Numerishe Mathematik. (掲載決定). (2001)

    • Related Report
      2000 Annual Research Report
  • [Publications] Shin'ichi OISHI: "Fast Enclosure of Matrix Eigenvalues and Singular Valeus"Linear Algebra and its Application. (掲載決定). (2001)

    • Related Report
      2000 Annual Research Report
  • [Publications] 大石進一: "Linux数値計算ツール"コロナ社. 170 (2000)

    • Related Report
      2000 Annual Research Report

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Published: 2000-04-01   Modified: 2016-04-21  

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