Implementing Taylor models arithmetic with floating-point arithmetic

Implementing Taylor models arithmetic with floating-point arithmetic

The implementation of Taylor models arithmetic may use floating-point arithmetic to benefit from the speed of the floatingpoint implementation. The issue is then to take into account the roundoff errors. Here, we assume that the floating-point arithmetic is compliant with the IEEE-754 standard. We show how to get tight bounds of the roundoff errors, and more generally how to get high accuracy f...

Taylor models and floating-point arithmetic: proof that arithmetic operations are validated in COSY

The goal of this paper is to prove that the implementation of Taylor models in COSY, based on floating-point arithmetic, computes results satisfying the “containment property”, i.e. guaranteed results. First, Taylor models are defined and their implementation in the COSY software by Makino and Berz is detailed. Afterwards IEEE-754 floating-point arithmetic is introduced. Then the core of this p...

Precision Arithmetic: A New Floating-Point Arithmetic

A new deterministic floating-point arithmetic called precision arithmetic is developed to track precision for arithmetic calculations. It uses a novel rounding scheme to avoid the excessive rounding error propagation of conventional floating-point arithmetic. Unlike interval arithmetic, its uncertainty tracking is based on statistics and the central limit theorem, with a much tighter bounding r...

Floating-Point Arithmetic

Elements of Floating-point Arithmetic