Towards accurate statistical estimation of rounding errors in floating-point computations
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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.
KeywordsComputational Mathematic Accurate Estimate Statistical Characteristic Statistical Estimation Discrete Model
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