Efficient search for inputs causing high floating-point errors
نویسندگان
چکیده
منابع مشابه
On Floating Point Errors in Cholesky
Let H be a symmetric positive de nite matrix. Consider solving the linear system Hx = b using Cholesky, forward and back substitution in the standard way, yielding a computed solution x̂. The usual oating point error analysis says that the relative error kx x̂k2=kx̂k2 = O(") (H), where (H) is the condition number of H . Now write H = DAD, where D is diagonal and A has unit diagonal; then (A) n min...
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Let H be a symmetric positive deenite matrix. Consider solving the linear system Hx = b using Cholesky, forward and back substitution in the standard way, yielding a computed solution ^ x. The usual oating point error analysis says that the relative error kx ? ^ xk 2 =k^ xk 2 = O(")(H), where (H) is the condition number of H. Now write H = DAD, where D is diagonal and A has unit diagonal; then ...
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ژورنال
عنوان ژورنال: ACM SIGPLAN Notices
سال: 2014
ISSN: 0362-1340,1558-1160
DOI: 10.1145/2692916.2555265