A statistical model of roundoff error for varying length floating-point arithmetic
Autor: | Martti Tienari |
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Rok vydání: | 1970 |
Předmět: |
Floating point
Computer Networks and Communications Applied Mathematics MathematicsofComputing_NUMERICALANALYSIS Statistical model Inversion (meteorology) 010103 numerical & computational mathematics 01 natural sciences Machine epsilon 010104 statistics & probability Computational Mathematics A priori and a posteriori 0101 mathematics Round-off error Algorithm Software Mathematics |
Zdroj: | BIT. 10:355-365 |
ISSN: | 1572-9125 0006-3835 |
DOI: | 10.1007/bf01934204 |
Popis: | A model is presented which explains the behavior of the roundoff error in a result quantity when computing precision is varied. A set of hypotheses concerning this a posteriori model is tested in a matrix inversion algorithm. The characteristics of the algorithms where the error model is valid are discussed. As an application of the model, the usual estimation procedure for roundoff error consisting of comparing the results computed in two different precisions is analyzed statistically. |
Databáze: | OpenAIRE |
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