On the definition of unit roundoff

Siegfried M. Rump, Marko Lange

Research output: Contribution to journalArticle

3 Citations (Scopus)

Abstract

The result of a floating-point operation is usually defined to be the floating-point number nearest to the exact real result together with a tie-breaking rule. This is called the first standard model of floating-point arithmetic, and the analysis of numerical algorithms is often solely based on that. In addition, a second standard model is used specifying the maximum relative error with respect to the computed result. In this note we take a more general perspective. For an arbitrary finite set of real numbers we identify the rounding to minimize the relative error in the first or the second standard model. The optimal “switching points” are the arithmetic or the harmonic means of adjacent floating-point numbers. Moreover, the maximum relative error of both models is minimized by taking the geometric mean. If the maximum relative error in one model is (Formula presented.) , then (Formula presented.) is the maximum relative error in the other model. Those maximal errors, that is the unit roundoff, are characteristic constants of a given finite set of reals: The floating-point model to be optimized identifies the rounding and the unit roundoff.

Original languageEnglish
Pages (from-to)309-317
Number of pages9
JournalBIT Numerical Mathematics
Volume56
Issue number1
DOIs
Publication statusPublished - 2016 Mar 1
Externally publishedYes

Keywords

  • Floating-point number
  • IEEE 754
  • Rounding
  • Tie

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Software
  • Applied Mathematics
  • Computational Mathematics

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