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.
Author: Klaus Ritter |
Publisher: Springer |
Publication Date: May 26, 2000 |
Number of Pages: 252 pages |
Binding: Paperback or Softback |
ISBN-10: 3540674497 |
ISBN-13: 9783540674498 |