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

DOI10.1007/BF01932690zbMath0302.65036MaRDI QIDQ4057481

Seppo Linnainmaa

Publication date: 1975

Published in: BIT (Search for Journal in Brave)

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Roundoff error (65G50)

Related Items

Taylor expansion of the accumulated rounding error ⋮ Statistical approach for highest precision numerical differentiation ⋮ Error linearization as an effective tool for experimental analysis of the numerical stability of algorithms

Cites Work

• Analysis of some known methods of improving the accuracy of floating-point sums
• Tests of probabilistic models for propagation of roundoff errors
• A statistical model of roundoff error for varying length floating-point arithmetic
• On some topological properties of numerical algorithms
• On Local Roundoff Errors in Floating-Point Arithmetic
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