A Posteriori Forward Error Analysis
AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OH
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The general principle of a posteriori forward error analysis is discussed. The fundamental idea is simply based on the fact that the difference between the computed result of any of the basic floating-point operations and the exact result can be estimated using the computed result. For algorithms with finite number of arithmetic operations, this idea can be extended easily so that forward error analysis is possible. Some results of certain useful algorithms are derived using this approach.
- Theoretical Mathematics