From Rounding Error Estimation to Automatic Correction with Automatic Differentiation

Philippe Langlois 1
1 ARENAIRE - Computer arithmetic
Inria Grenoble - Rhône-Alpes, LIP - Laboratoire de l'Informatique du Parallélisme
Abstract : Using automatic differentiation (AD) to estimate the propagation of rounding errors in numerical algorithms is classic. We propose a new application of AD to roundoff analysis providing an automatic correction of the first order effect of the elementary rounding errors. We present the main characteri- stics of this method and significant examples of its application to improve the accuracy of computed results and/or the stability of the algorithm.
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Submitted on : Wednesday, May 24, 2006 - 10:34:11 AM
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  • HAL Id : inria-00072681, version 1

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Philippe Langlois. From Rounding Error Estimation to Automatic Correction with Automatic Differentiation. RR-3967, INRIA. 2000. ⟨inria-00072681⟩

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