Open AccessA New Approach to Probabilistic Rounding Error Analysis
Author(s) -
Nicholas J. Higham,
Théo Mary
Publication year - 2019
Publication title -
siam journal on scientific computing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.674
H-Index - 147
eISSN - 1095-7197
pISSN - 1064-8275
DOI - 10.1137/18m1226312
Subject(s) - rounding , mathematics , round off error , square root , constant (computer programming) , upper and lower bounds , bounded function , probabilistic logic , discrete mathematics , computation , combinatorics , algorithm , mathematical analysis , statistics , computer science , geometry , programming language , operating system
Traditional rounding error analysis in numerical linear algebra leads to backward error bounds involving the constant $\gamma^{}_n = nu/(1-nu)$, for a problem size $n$ and unit roundoff $u$. In lig...
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