𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Rigorous Error Bounds for the Optimal Value in Semidefinite Programming

✍ Scribed by Jansson, Christian; Chaykin, Denis; Keil, Christian


Book ID
118189986
Publisher
Society for Industrial and Applied Mathematics
Year
2008
Tongue
English
Weight
228 KB
Volume
46
Category
Article
ISSN
0036-1429

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Rigorous stochastic bounds for the error
✍ Albrecht BΓΆttcher; David Wenzel πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 273 KB

## Abstract This paper is motivated by recent studies of Huang __et al__. on distributed PCA and network anomaly detection and contains a rigorous derivation of bounds for the expected value and the variance of the spectral norm of the error in large covariance matrices. This derivation is based on

Rigorous error bounds for RK methods in
✍ Arno Berger πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 202 KB

Complicated dynamical systems can be rigorously analysed by means of Conley index theory. Due to its partly numerical nature such an analysis necessitates bounds on the truncation and the round-o error. These are provided for explicit RK methods in the form of iteration schemes ready-made for applic