Stochastic approach of the permutation-perturbation method for round-off error analysis (Q1089741)

Any result of algorithms provided by a computer always contains an error resulting from floating-point arithmetic round-off error propagation. The permutation-perturbation method is a very efficient practical method for evaluating this error and consequently for estimating the exact significant decimal figures of any result. The stochastic approach of this method, its probabilistic proof, and the perfect agreement between the theoretical and practical aspects are presented in this paper.