Stochastic Rounding and Its Probabilistic Backward Error Analysis

DOI10.1137/20M1334796zbMath1462.65050MaRDI QIDQ5857625

Nicholas J. Higham, Michael P. Connolly, Theo A. Mary

Publication date: 1 April 2021

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

numerical linear algebrafloating-point arithmeticrounding error analysisstagnationstochastic roundingprobabilistic backward error analysisround to nearest

Mathematics Subject Classification ID

Roundoff error (65G50)

Related Items

Matrix Multiplication in Multiword Arithmetic: Error Analysis and Application to GPU Tensor Cores, Mixed precision algorithms in numerical linear algebra, Floating-point arithmetic, Stochastic Rounding Variance and Probabilistic Bounds: A New Approach, Convergence Analysis of a Mixed Precision Parareal Algorithm, Precision-aware deterministic and probabilistic error bounds for floating point summation, Probabilistic Rounding Error Analysis of Householder QR Factorization, On stochastic roundoff errors in gradient descent with low-precision computation, Five-Precision GMRES-Based Iterative Refinement, Adaptive Precision Sparse Matrix–Vector Product and Its Application to Krylov Solvers, Numerical stability of algorithms at extreme scale and low precisions, Randomized Gram--Schmidt Process with Application to GMRES

Uses Software

• CADNA
• mctoolbox
• OEIS
• BinaryConnect

Cites Work

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