Towards accurate statistical estimation of rounding errors in floating-point computations |
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Authors: | Seppo Linnainmaa |
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Institution: | (1) Department of Computer Science, University of Helsinki, Töölönkatu 11, SF-00100 Helsinki 10, Finland |
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Abstract: | A new method of estimatinga posteriori the statistical characteristics of the rounding errors of an arbitrary algorithm is presented. This method is based on a discrete model of the distribution of rounding errors which makes more accurate estimates possible. The analysis is given for both rounding and truncating arithmetic. Finally, some experimental results are reported. |
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