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Towards accurate statistical estimation of rounding errors in floating-point computations

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Abstract

A new method of estimatinga posteriori the statistical characteristics of the rounding errors of an arbitrary algorithm is presented. This method is based on a discrete model of the distribution of rounding errors which makes more accurate estimates possible. The analysis is given for both rounding and truncating arithmetic. Finally, some experimental results are reported.

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Authors and Affiliations

  1. Department of Computer Science, University of Helsinki, Töölönkatu 11, SF-00100, Helsinki 10, Finland

    Seppo Linnainmaa

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  1. Seppo Linnainmaa
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Linnainmaa, S. Towards accurate statistical estimation of rounding errors in floating-point computations. BIT 15, 165–173 (1975). https://doi.org/10.1007/BF01932690

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  • DOI: https://doi.org/10.1007/BF01932690

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