算子相关补偿算法

Philippe Langlois, N. Louvet
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引用次数: 4

摘要

补偿算法通过修正项来补偿计算的有限精度,从而提高计算结果的精度。补偿算法的实现核心是浮点运算产生的舍入误差的计算。我们着重讨论了如何通过融合的乘法和加法运算符来管理浮点运算并从中获益。用Horner迭代法考虑了点积的补偿和多项式的求值。在每种情况下,我们提供理论先验误差界限和数值实验,以展示关于准确性或性能问题的最佳算法选择。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Operator Dependant Compensated Algorithms
Compensated algorithms improve the accuracy of a result evaluating a correcting term that compensates the finite precision of the computation. The implementation core of compensated algorithms is the computation of the rounding errors generated by the floating point operators. We focus this operator dependency discussing how to manage and to benefit from floating point arithmetic implemented through a fused multiply and add operator. We consider the compensation of dot product and polynomial evaluation with Horner iteration. In each case we provide theoretical a priori error bounds and numerical experiments to exhibit the best algorithmic choices with respect to accuracy or performance issues.
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