A rounding error analysis of the Cornea-Harrison-Tang method in radix $\beta$
Résumé
Assuming floating-point arithmetic with a fused multiply-add operation and rounding to nearest, the Cornea-Harrison-Tang method aims to evaluate expressions of the form $ab+cd$ with high relative accuracy. In this paper we provide a rounding error analysis of this method that, unlike previous studies, is not restricted to binary floating-point arithmetic but holds for any radix $\beta$. We show first that an asymptotically optimal bound on the relative error of this method is $2u + 2u^2 + O(u^3)$, where $u= \frac{1}{2}\beta^{1-p}$ is the unit roundoff in radix $\beta$ and precision $p$. Then we show that the possibility of removing the $O(u^2)$ term from this bound depends on the radix parity and the tie-breaking strategy used for rounding: if $\beta$ is odd or rounding is "to nearest even," then the simpler bound $2u$ is obtained, while if $\beta$ is even and rounding is "to nearest away," then there exist floating-point inputs $a,b,c,d$ that lead to a relative error larger than $2u + \frac{1}{\beta}u^2$. All these results hold provided underflows and overflows do not occur and under some mild assumptions on $\beta$ and $p$ satisfied by IEEE 754-2008 formats.
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