Error bounds on complex floating-point multiplication

Error bounds on complex floating-point multiplication
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复数浮点乘法的误差范围

DOI:
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发表时间:
2007
影响因子:
2
通讯作者:
P. Zimmermann
P. Zimmermann
中科院分区:
数学2区
文献类型:
--
作者:
R. Brent;Colin Percival;P. Zimmermann

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Given floating-point arithmetic with $t$-digit base-$eta$ significands in which all arithmetic operations are performed as if calculated to infinite precision and rounded to a nearest representable value, we prove that the product of complex values $z_0$ and $z_1$ can be computed with maximum absolute error $abs{z_0} abs{z_1} frac{1}{2} eta^{1 - t} sqrt{5}$. In particular, this provides relative error bounds of $2^{-24} sqrt{5}$ and $2^{-53} sqrt{5}$ for {IEEE 754} single and double precision arithmetic respectively, provided that overflow, underflow, and denormals do not occur. We also provide the numerical worst cases for {IEEE 754} single and double precision arithmetic.
Given floating-point arithmetic with $t$-digit base-$eta$ significands in which all arithmetic operations are performed as if calculated to infinite precision and rounded to a nearest representable value, we prove that the product of complex values $z_0$ and $z_1$ can be computed with maximum absolute error $abs{z_0} abs{z_1} frac{1}{2} eta^{1 - t} sqrt{5}$. In particular, this provides relative error bounds of $2^{-24} sqrt{5}$ and $2^{-53} sqrt{5}$ for {IEEE 754} single and double precision arithmetic respectively, provided that overflow, underflow, and denormals do not occur. We also provide the numerical worst cases for {IEEE 754} single and double precision arithmetic.