Evaluating a constant expression in multiple precision with a guaranteed error bound

Sylvain Chevillard 1
1 CARAMEL - Cryptology, Arithmetic: Hardware and Software
Inria Nancy - Grand Est, LORIA - ALGO - Department of Algorithms, Computation, Image and Geometry
Abstract : The evaluation of special functions often involves the evaluation of numerical constants. When the precision of the evaluation is known in advance (e.g., when developing libms) these constants are simply precomputed once for a while. In contrast, when the precision is dynamically chosen by the user (e.g., in multiple precision libraries), the constants must be evaluated on the fly at the required precision and with a rigorous error bound. Often, such constants are easily obtained by means of formulas involving simple numbers and functions. In principle, it is not a difficult work to write multiple precision code for evaluating such formulas with a rigorous roundoff analysis: one only has to study how roundoff errors propagate through subexpressions. However, this work is painful and error-prone and it is difficult for a human being to be perfectly rigorous in this process. Moreover, the task quickly becomes impractical when the size of the formula grows. In this article, we present an algorithm that takes as input a constant formula and that automatically produces code for evaluating it in arbitrary precision with a rigorous error bound. It has been implemented in the Sollya free software tool and its behavior is illustrated on several examples.
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Sylvain Chevillard. Evaluating a constant expression in multiple precision with a guaranteed error bound. [Research Report] RR-7443, INRIA. 2010, pp.16. ⟨inria-00537935⟩

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