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Sharp error bounds for complex floating-point inversion
- Source :
- Numerical Algorithms, Numerical Algorithms, Springer Verlag, 2016, 73 (3), pp.735-760. ⟨10.1007/s11075-016-0115-x⟩, Numerical Algorithms, 2016, 73 (3), pp.735-760. ⟨10.1007/s11075-016-0115-x⟩
- Publication Year :
- 2016
- Publisher :
- HAL CCSD, 2016.
-
Abstract
- International audience; We study the accuracy of the classic algorithm for inverting a complex number given by its real and imaginary parts as floating-point numbers. Our analyses are done in binary floating-point arithmetic, with an unbounded exponent range and in precision $p$; we also assume that the basic arithmetic operations ($+$, $-$, $\times$, $/$) are rounded to nearest, so that the roundoff unit is $u = 2^{-p}$. We bound the largest relative error in the computed inverse either in the componentwise or in the normwise sense. We prove the componentwise relative error bound $3u$ for the complex inversion algorithm (assuming $p \ge 4$), and we show that this bound is asymptotically optimal (as $p\to \infty$) when $p$ is even, and sharp when using one of the basic IEEE 754 binary formats with an odd precision ($p=53,113$). This componentwise bound obviously leads to the same bound $3u$ for the normwise relative error. However, we prove that the smaller bound $2.707131u$ holds (assuming $p \ge 24$) for the normwise relative error, and we illustrate the sharpness of this bound for the basic IEEE 754 binary formats ($p=24, 53, 113$) using numerical examples.
- Subjects :
- Discrete mathematics
complex inversion
Floating point
numerical error
floating-point arithmetic
Applied Mathematics
ACM: G.: Mathematics of Computing/G.1: NUMERICAL ANALYSIS/G.1.0: General/G.1.0.0: Computer arithmetic
roundings
[INFO.INFO-OH]Computer Science [cs]/Other [cs.OH]
Binary number
Inverse
010103 numerical & computational mathematics
01 natural sciences
IEEE floating point
ACM: G.: Mathematics of Computing
010101 applied mathematics
Asymptotically optimal algorithm
Approximation error
Exponent
0101 mathematics
Complex number
error analysis
Mathematics
Subjects
Details
- Language :
- English
- ISSN :
- 10171398 and 15729265
- Database :
- OpenAIRE
- Journal :
- Numerical Algorithms, Numerical Algorithms, Springer Verlag, 2016, 73 (3), pp.735-760. ⟨10.1007/s11075-016-0115-x⟩, Numerical Algorithms, 2016, 73 (3), pp.735-760. ⟨10.1007/s11075-016-0115-x⟩
- Accession number :
- edsair.doi.dedup.....c72b9abab8fd5ae4f15eccd31b7b44ff