浮点运算中复数平方根计算的相对误差

C. Jeannerod, J. Muller
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引用次数: 1

摘要

我们研究了浮点运算中计算复数平方根的一种经典方法的精度。我们的分析是在精度p的二进制浮点运算中完成的,并且我们假设(实数)算术运算+,-,x, ÷,√被舍入到最接近,因此单位舍入为u = 2 -p。我们表明,在没有下流和溢出的情况下,这种方法的分量和正态相对误差分别最多为7/2u和√37/2u,而不必忽略u中的高阶项。然后,我们提供了一些输入示例,表明这些界限对于IEEE 754浮点运算标准的三种基本二进制交换格式(binary32, binary64和binary128)来说是相当尖锐的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On the relative error of computing complex square roots in floating-point arithmetic
We study the accuracy of a classical approach to computing complex square-roots in floating-point arithmetic. Our analyses are done in binary floating-point arithmetic in precision p, and we assume that the (real) arithmetic operations +, —, x, ÷, √ are rounded to nearest, so the unit roundoff is u = 2−p. We show that in the absence of underflow and overflow, the componentwise and normwise relative errors of this approach are at most 7/2u and √37/2u, respectively, and this without having to neglect terms of higher order in u. We then provide some input examples showing that these bounds are reasonably sharp for the three basic binary interchange formats (binary32, binary64, and binary128) of the IEEE 754 standard for floating-point arithmetic.
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