Software for Roundoff Analysis, II

Abstract

Many roundoff analyses of nomterative methods from numerical linear algebra can be performed, at least m part, usmg off-the-shelf software. Such software IS presented here and its use is illustrated with examples. The package presented differs from ItSpredecessor in four Important respects. First, a mmicompiler allows easy spectfication of the algorithm bemg tested. Second, the package can test the simultaneous effect of roundmg error upon several values. Third, It deals with branching in numerical methods, e.g. with pivoting m Gaussian ehrmnation. Fourth, m addition to comparing rounding error with perturbations of the problem, It can directly compare rounding errors in two competing algorithms. © 1978, ACM. All rights reserved.