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

DOI10.1016/0168-9274(85)90014-5MaRDI QIDQ1089741zbMATH OpenOpenAlexFDO

Authors J.-P. Faye, Jean Vignes

Publication date 1985

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0168-9274(85)90014-5

zbMATH Keywords

floating-point arithmetic round-off error propagationpermutation- perturbation methodstochastic approach

Mathematics Subject Classification ID

Roundoff error (65G50)

Review text

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.

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(9)

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