Paradoxes in Numerical Calculations

Michal Krizek

Abstract


When solving problems of mathematical physics using numerical methods
we always encounter three basic types of errors: modeling error,
discretization error, and round-off errors. In this survey,
we present several pathological examples
which may appear during numerical calculations.
We will mostly concentrate on the influence of round-off errors.


Keywords


Round-off errors, numerical instability, recurrence formulae, Gram-Schmidt orthogonalization

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DOI: http://dx.doi.org/10.14311/NNW.1901.%25x

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