Estimates of Rounding Errors with Fast Automatic Differentiation and Interval Analysis
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概要
- 論文の詳細を見る
We propose an algorithm for calculating rigorous upper bounds of the absolute values of the rounding errors incurred in the computed values of functions. We also prove that, under some suitable conditions, the upper bounds become asymptotically sharp as the machine epsilon approaches zero. The proposed method is a combination of the technique of Fast Automatic Differentiation and interval operations for real intervals with both upper and lower edges representable as floating-point numbers. The method is useful to guarantee the quality of numerical results in the sense that we can determine an interval containing the exact value of the function based on the value computed in finite precision and on the estimate obtained by the method. We also illustrate the efficiency and the practicalness of the proposed method by numerical experiments in comparison with the conventional interval analysis.
- 一般社団法人情報処理学会の論文
- 1992-03-15
著者
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Iri Masao
Department Of Mathematical Engineering And Information Physics Faculty Of Engineering University Of
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Iri Masao
Department Of Mathematical Engineering And Information Physics Faculty Of Engineering University Of
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KUBOTA KOICHI
Department of Administration Engineering, Faculty of Science and Technology, Keio University
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Kubota Koichi
Department Of Administration Engineering Faculty Of Science And Technology Keio University
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