Automatic linear correction of rounding errors
The standard analysis of the effect of rounding errors in floating point arithmetic is based on the estimation of computed value \(fl(.)\) with respect to the elementary errors bounded by the so-called epsilon machine. A first order approximation of the global rounding error accumulating elementary rounding errors is obtained using some numerical differentiations. The principle of the proposed method is to apply also \(fl(.)\) estimation to above global rounding error and then to correct two times the computed value. The proposed automatic algorithm enhances the stability of some numerical algorithms and its efficiency is close to double the precision of the computation.
- More accuracy at fixed precision.
- Additive symmetries: The non-negative case.
- Réduction et majoration de l'erreur d'arrondi en arithmétique à virgule flottante
- When automatic linear correction of rounding errors is exact
- The Accumulation of Rounding Errors and Port Validation for Global Atmospheric Models
- scientific article; zbMATH DE number 804118 (Why is no real title available?)
- Accurate polynomial root-finding methods for symmetric tridiagonal matrix eigenproblems
- Computing a correct and tight rounding error bound using rounding-to-nearest
- scientific article; zbMATH DE number 3338100 (Why is no real title available?)
- Numerical method for estimating the growth rate of the rounding error in uniform metric
- Semantics of roundoff error propagation in finite precision calculations
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