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A Fast Compensated Algorithm for Computing Givens Rotations

2024/06/04 by Carlos F. Borges, Borges, Carlos F. · 1 citation
Engineering · #Advanced Numerical Analysis Techniques

paper · pdf · doi:10.48550/arxiv.2406.02750

Abstract

We develop a very simple compensated scheme for computing very accurate Givens rotations. The approach is significantly more straightforward than the one in \citeborges2021fast, and the derivation leads to a very satisfying algorithm whereby a naively computed Givens rotation can be used to construct a correction to itself. It is also seen that this scheme continues to provide high accuracy even when built on a hypoteneuse calculation that is of lesser accuracy.

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