Efficient Calculation of the Effects of Roundoff Errors

Abstract

A study of relative error propagation m numerical algorithms IS given. Roundoff errors and their effects are identified, and a method IS presented which efficiently calculates these effects Present methods m use are O(l2) The time and storage required by the method presented here IS O(l), where lis the number of operations m the straight-line algorithm bemg analyzed These savmgs will enable the analysis of larger and more complex algorithms. © 1978, ACM. All rights reserved.