Transcription of UPDATING FORMULAE AND A PAIRWISE ALGORITHM FOR …
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UPDATING FORMULAE AND A PAIRWISE ALGORITHM FOR …
UPDATING FORMULAE AND A PAIRWISE ALGORITHM FOR. COMPUTING SAMPLE VARIANCES. Tony F. Chan Gene H. Golub Randall J. LeVeque STAN-CS-79-773. November 19 7 9. DEPARTMENT OF COMPUTER SCIENCE. a School of Humanities and Sciences STANFORD UNIVERSITY. UPDATING FORMULAE and a Pnirwise ALGORITHM for Computing Sample Variances Tony F. Ghan*. Gene H. Golub'*. Randall J. LeVeque**. Abstract. A general formula is presented for computing the sample v;iiiancc for a sample of size m+ n given the means and variances for two subsnn+lcs of sizes m and n. This formula is used in the construction of a nl~:orithm for computing the variance. Other applications are discussed as v~ll, including the use of UPDATING FORMULAE in a parallel computin g cnviornmcn t. Wc present numerical results and rounding error analyses for several numerical schcr~~s. *Department of Computer Science, Yale University, New I-Tavcn, CT OGZ 3 1. **Department of Computer Science, Stanford University, Stanford, CA 943cir5.
Tony F. Chan Gene H. Golub Randall J. LeVeque STAN-CS-79-773 November 19 7 9 DEPARTMENT OF COMPUTER SCIENCE a School of Humanities and Sciences STANFORD UNIVERSITY. Updating Formulae and a Pnirwise Algorithm for Computing Sample Variances Tony F. Ghan* Gene H. Golub’* Randall J. LeVeque**
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