Review on stochastic approach to round-off error analysis and its applications

J. Vignes

Mathematics and Computers in Simulation (MATCOM), 1988, vol. 30, issue 6, 481-491

Abstract: Because of round-off error propagation in floating-point arithmetic, any result provided by a computer always contains an error. The Permutation-Perturbation method, also known under the CESTAC (Contrôle et Estimation Stochastique des Arrondis de Calcul) method is a precious tool: (i) for evaluating the accuracy of results provided by direct algorithms performed by a computer, (ii) for breaking off correctly any iterative process, and for evaluating the accuracy of the results, and (iii) for determining the optimal step or the optimal mesh in the approximate algorithms. A review of this method and of these applications is presented in this paper.

Date: 1988
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:30:y:1988:i:6:p:481-491

DOI: 10.1016/0378-4754(88)90070-5

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