Floating-point error propagation in iterative methods

René Alt

Mathematics and Computers in Simulation (MATCOM), 1988, vol. 30, issue 6, 505-517

Abstract: In this paper, a formal space for the modelization of computer arithmetic and a pseudo-distance defined on this space to study computer iterative sequences is proposed. Some properties if this pseudo-distance are examined and a termination criterion for iterative sequences in this space is given. This termination criterion applies to one-dimensional as well as multi-dimensional sequences.

Date: 1988
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:30:y:1988:i:6:p:505-517

DOI: 10.1016/0378-4754(88)90072-9

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