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From Rounding Error Estimation to Automatic Correction with Automatic Differentiation

  • Thierry Braconnier
  • Philippe Langlois
Chapter

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.

Keywords

Reverse Mode Floating Point Automatic Differentiation Single Precision Linear Algorithm 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2002

Authors and Affiliations

  • Thierry Braconnier
  • Philippe Langlois

There are no affiliations available

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