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Reports Year : 2000

From Rounding Error Estimation to Automatic Correction with Automatic Differentiation

Philippe Langlois

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 characteri- stics 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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Dates and versions

inria-00072681 , version 1 (24-05-2006)

Identifiers

  • HAL Id : inria-00072681 , version 1

Cite

Philippe Langlois. From Rounding Error Estimation to Automatic Correction with Automatic Differentiation. RR-3967, INRIA. 2000. ⟨inria-00072681⟩
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