Stochastic Localization of Instability and Deterministic Enhancement of Accuracy for Iterative Algorithms

Philippe Langlois 1
1 ARENAIRE - Computer arithmetic
Inria Grenoble - Rhône-Alpes, LIP - Laboratoire de l'Informatique du Parallélisme
Abstract : Finite precision computations may affect the stability of iterative algorithms and the accuracy of computed solutions. Automatic approaches are proposed to control these effects as for example, the CESTAC and the CENA methods. We focus here on a complementary use of these two methods to localize unstable behavior of the algorithm, improve its stability and the accuracy of the solutions. We present computational experiments on ill-conditioned polynomial roots approximated with Newton's iteration.
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Submitted on : Wednesday, May 24, 2006 - 10:34:15 AM
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Philippe Langlois. Stochastic Localization of Instability and Deterministic Enhancement of Accuracy for Iterative Algorithms. RR-3966, INRIA. 2000. ⟨inria-00072682⟩

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