Accurate floating-point summation part II: Sign. Κ-Fold faithful and rounding to nearest

Siegfried M. Rumpt, Takeshi Ogita, Shi N.Ichi Oishi

Research output: Contribution to journalArticle

50 Citations (Scopus)

Abstract

In Part II of this paper we first refine the analysis of error-free vector transformations presented in Part I. Based on that we present an algorithm fo r calculating the rounded-to-nearest result of s := σPi for a given vector of floating-point numbers pi. as well as algorithms for directed rounding. A special algorithm for computing the sign of s is given, also working for huge dimensions. Assume a floating-point working precision with relative round ing error unit eps. We define and investigate a Κ-fold faithful rounding of a real number r. Basically the result is stored in a vector Resv of Κ nonoverlapping floating-point numbers such that σ Resv approximates r with relative accuracy epsΚ, and replacing Resκ by its floating-point neighbors in Y. Resv forms a lower and upper bound for r. For a given vector of floating-point numbers with exact sums, we present an algorithm for calculating a Κ-fold faithful rounding of s using solely the working precision. Furthermore, an algorithm for calculating a faithfully rounded result of the sum of a vector of huge dimension is presented. Our algorithms are fast in terms of measured computing time because they allow good instruction-level parallelism, they neither require special operations such as access to mantissa or exponent. they contain no branch in the inner loop. nor do they require some extra precision. The only operations used are standard floating-point addition, subtraction, and multiplication in one working precision, for example, double precision. Certain c onstants used in the algorithms are proved to be optimal.

Original languageEnglish
Pages (from-to)1269-1302
Number of pages34
JournalSIAM Journal on Scientific Computing
Volume31
Issue number2
DOIs
Publication statusPublished - 2008 Dec 1

Keywords

  • Directed rounding
  • Distillation
  • Error analysis
  • Error-free transformations
  • Faithful rounding
  • High accuracy
  • Maximally accurate summation
  • Rounding to nearest
  • Sign
  • XBLAS
  • Κ-fold accuracy

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

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