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Mathematics of Computation
Journal of the American Mathematical Society
ISSN 1088-6842(e) ISSN 0025-5718(p)
     

Error bounds on complex floating-point multiplication

Author(s): Richard Brent; Colin Percival; Paul Zimmermann.
Journal: Math. Comp. 76 (2007), 1469-1481.
MSC (2000): Primary 65G50
Posted: January 24, 2007
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Abstract | References | Similar articles | Additional information

Abstract: Given floating-point arithmetic with $ t$-digit base-$ \beta$ 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 $ \vert z_0\Vert z_1\vert \frac{1}{2} \beta^{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.


References:

1.
N.J. Higham, Accuracy and Stability of Numerical Algorithms, Second Edition, SIAM, 2002. MR 1927606 (2003g:65064)

2.
C. Percival, Rapid multiplication modulo the sum and difference of highly composite numbers, Math. Comp. 72 (2002), 387-395. MR 1933827 (2003i:11183)


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Additional Information:

Richard Brent
Affiliation: Mathematical Sciences Institute, Australian National University, Canberra, ACT 0200, Australia
Email: complex@rpbrent.com

Colin Percival
Affiliation: IRMACS Centre, Simon Fraser University, Burnaby, BC, Canada
Email: cperciva@irmacs.sfu.ca

Paul Zimmermann
Affiliation: INRIA Lorraine/LORIA, 615 rue du Jardin Botanique, F-54602 Villers-lès-Nancy Cedex, France
Email: zimmerma@loria.fr

DOI: 10.1090/S0025-5718-07-01931-X
PII: S 0025-5718(07)01931-X
Received by editor(s): November 21, 2005
Received by editor(s) in revised form: February 21, 2006
Posted: January 24, 2007
Dedicated: In memory of Erin Brent (1947--2005)
Copyright of article: Copyright 2007, American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.


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