A Class of Fast and Accurate Summation Algorithms

DOI10.1137/19M1257780zbMath1471.65035MaRDI QIDQ5112565

Pierre Blanchard, Theo A. Mary, Nicholas J. Higham

Publication date: 29 May 2020

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

numerical linear algebrasummationfloating-point arithmeticrounding error analysiscompensated summationblocked summationrecursive summation

Mathematics Subject Classification ID

Roundoff error (65G50) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items

Matrix Multiplication in Multiword Arithmetic: Error Analysis and Application to GPU Tensor Cores, Mixed precision algorithms in numerical linear algebra, Compensated summation and dot product algorithms for floating-point vectors on parallel architectures: error bounds, implementation and application in the Krylov subspace methods, On the complexity of the Plantinga-Vegter algorithm, Floating-point arithmetic, Convergence Analysis of a Mixed Precision Parareal Algorithm, Precision-aware deterministic and probabilistic error bounds for floating point summation, Numerical stability of algorithms at extreme scale and low precisions, Sharper Probabilistic Backward Error Analysis for Basic Linear Algebra Kernels with Random Data, Mixed Precision Block Fused Multiply-Add: Error Analysis and Application to GPU Tensor Cores, Stochastic Rounding and Its Probabilistic Backward Error Analysis

Uses Software

• mctoolbox

Cites Work

• Unnamed Item
• Unnamed Item
• Reducing Floating Point Error in Dot Product Using the Superblock Family of Algorithms
• Error estimation of floating-point summation and dot product
• Compatibility of approximate solution of linear equations with given error bounds for coefficients and right-hand sides
• Improved Error Bounds for Inner Products in Floating-Point Arithmetic
• Parallel Reproducible Summation
• Accelerating the Solution of Linear Systems by Iterative Refinement in Three Precisions
• A New Preconditioner that Exploits Low-Rank Approximations to Factorization Error
• Sharp estimates for perturbation errors in summations
• Accuracy and Stability of Numerical Algorithms
• Sharper Probabilistic Backward Error Analysis for Basic Linear Algebra Kernels with Random Data
• PLASMA
• A New Approach to Probabilistic Rounding Error Analysis
• Simulating Low Precision Floating-Point Arithmetic
• Quasi double-precision in floating point addition