L-10 MCS 563 Wednesday 15 September 2004
In lecture 10, we discussed ordinary floating-point arithmetic,
conducting an first-order error analysis of the Horner scheme
and introducing compensated summation. Extensions of ordinary
floating-point arithmetic are multiprecision and interval
arithmetic.
To supplement the treatment of the textbook, we point to
several excellent sources, mostly available online:
- David Goldberg: "What every computer
scientist should know about floating-point arithmetic".
We downloaded an edited reprint of ACM Computing Surveys 23(1):5-48, 1991.
The title says it all... Look for Kahan's summation formula
- Gregory Tarsy and Neil Toda:
Floating-Point Computing: A Comedy of Errors?". 20 January 2004.
source for download
A practical study of compensated summation.
- J.M. Peņa and T. Sauer: "On the multivariate
Horner Scheme II: Running error analysis".
Computing 65: 313-322, 2000.
An efficient and accurate multivariate Horner scheme
Multiprecision Arithmetic is standard in computer algebra:
- Chapter 4 of "Algorithms for Computer Algebra"
by Keith O. Geddes, Stephen R. Czapor, and George Labahn.
Kluwer Academic Publishers, 1992 (4th printing 1995).
- Chapters 8 and 9 of "Modern Computer Algebra"
by Joachim von zur Gathen and Jürgen Gerhard.
Cambridge University Press, 1999.
Concerning Interval Arithmetic, here are two texts recommended
for reading:
- P. Van Hentenryck, D. McAllester, and D. Kapur:
"Solving Polynomial
Systems Using a Branch and Prune Approach".
SIAM Journal on Numerical Analysis 34(2): 797-827, 1997.
A successful generalization of the bisection method
for polynomial systems.
- Markus Grimmer, Knut Petras, and Nathalie Revol:
"Multiple Precision
Interval Packages: Comparing Different Approaches".
In "Numerical Software with Result Verification", LNCS 2991,
edited by R. Alt et al., pages 64-90, 2004.
A combination of multiprecision and interval arithmetic.