BIT Numerical Mathematics

, Volume 15, Issue 2, pp 165–173 | Cite as

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

  • Seppo Linnainmaa


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.


Computational Mathematic Accurate Estimate Statistical Characteristic Statistical Estimation Discrete Model 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© BIT Foundations 1975

Authors and Affiliations

  • Seppo Linnainmaa
    • 1
  1. 1.Department of Computer ScienceUniversity of HelsinkiHelsinki 10Finland

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