Geodesic
Stochastic Arithmetic Theory and Experiments
Serdica Journal of Computing, Tome 4 (2010) no. 1, pp. 1-10

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Stochastic arithmetic has been developed as a model for exact computing with imprecise data. Stochastic arithmetic provides confidence intervals for the numerical results and can be implemented in any existing numerical software by redefining types of the variables and overloading the operators on them. Here some properties of stochastic arithmetic are further investigated and applied to the computation of inner products and the solution to linear systems. Several numerical experiments are performed showing the efficiency of the proposed approach.
Keywords: Stochastic Arithmetic, Linear Algebra, Imprecise Data, CESTAC Method 
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Alt, René; Lamotte, Jean-Luc; Markov, Svetoslav. Stochastic Arithmetic Theory and Experiments. Serdica Journal of Computing, Tome 4 (2010) no. 1, pp. 1-10. http://geodesic.mathdoc.fr/item/SJC_2010_4_1_a0/