Automatic Linear Correction of Rounding Errors

Philippe Langlois 1
1 ARENAIRE - Computer arithmetic
Inria Grenoble - Rhône-Alpes, LIP - Laboratoire de l'Informatique du Parallélisme
Abstract : A new automatic method to correct the first-order effect of floating point rounding errors on the result of a numerical algorithm is presented. A correcting term and a confidence threshold are computed using automatic differentiation, computation of elementary rounding error and running error analysis. Algorithms for which the accuracy of the result is not affected by higher order terms are identified. The correction is applied to the final result or to sensitive intermediate results. The properties and the efficiency of the method are illustrated with a sample numerical example.
Type de document :
Rapport
RR-3828, INRIA. 1999
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https://hal.inria.fr/inria-00072830
Contributeur : Rapport de Recherche Inria <>
Soumis le : mercredi 24 mai 2006 - 11:03:44
Dernière modification le : mardi 16 janvier 2018 - 15:50:57
Document(s) archivé(s) le : dimanche 4 avril 2010 - 23:24:05

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  • HAL Id : inria-00072830, version 1

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Philippe Langlois. Automatic Linear Correction of Rounding Errors. RR-3828, INRIA. 1999. 〈inria-00072830〉

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