Floating-point numbers with error estimates

DOI10.1016/0010-4485(93)90069-ZMaRDI QIDQ687965zbMATH OpenFDO

Publication date 6 December 1993

Published in CAD. Computer-Aided Design (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1201.5975

error estimation computer arithmetic numerical accuracy dynamic precision extension floating-point computations floating-point processors ill conditioned problems

Mathematics Subject Classification ID

Roundoff error (65G50)

Abstract: The study addresses the problem of precision in floating-point (FP) computations. A method for estimating the errors which affect intermediate and final results is proposed and a summary of many software simulations is discussed. The basic idea consists of representing FP numbers by means of a data structure collecting value and estimated error information. Under certain constraints, the estimate of the absolute error is accurate and has a compact statistical distribution. By monitoring the estimated relative error during a computation (an ad-hoc definition of relative error has been used), the validity of results can be ensured. The error estimate enables the implementation of robust algorithms, and the detection of ill-conditioned problems. A dynamic extension of number precision, under the control of error estimates, is advocated, in order to compute results within given error bounds. A reduced time penalty could be achieved by a specialized FP processor. The realization of a hardwired processor incorporating the method, with current technology, should not be anymore a problem and would make the practical adoption of the method feasible for most applications.

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