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.
Type de document :
Rapport
RR-3967, INRIA. 2000
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https://hal.inria.fr/inria-00072681
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Soumis le : mercredi 24 mai 2006 - 10:34:11
Dernière modification le : vendredi 20 avril 2018 - 15:44:23
Document(s) archivé(s) le : dimanche 4 avril 2010 - 23:18:17

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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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