Abstract
Using automatic differentiation (AD) to estimate the propagation of rounding errors in numerical algorithms is classic. We propose a new application of AD to roundoff analysis providing an automatic correction of the first order effect of the elementary rounding errors. We present the main characteristics of this method and significant examples of its application to improve the accuracy of computed results and/or the stability of the algorithm.
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© 2002 Springer Science+Business Media New York
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Braconnier, T., Langlois, P. (2002). From Rounding Error Estimation to Automatic Correction with Automatic Differentiation. In: Corliss, G., Faure, C., Griewank, A., Hascoët, L., Naumann, U. (eds) Automatic Differentiation of Algorithms. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-0075-5_42
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DOI: https://doi.org/10.1007/978-1-4613-0075-5_42
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Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-6543-6
Online ISBN: 978-1-4613-0075-5
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