2021/04/13 by Eric Hallman, Hallman, Eric
Computer Science · #60G42 #60G50 (Secondary) #65F30 #65G50 (Primary) #Digital Filter Design and Implementation #Error Correcting Code Techniques #FOS: Mathematics #Numerical Analysis (math.NA) #Numerical Methods and Algorithms
paper · pdf · doi:10.48550/arxiv.2104.06531
openalex publication_date 2021/04/13 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
This paper considers a probabilistic model for floating-point computation in which the roundoff errors are represented by bounded random variables with mean zero. Using this model, a probabilistic bound is derived for the forward error of the computed sum of n real numbers. This work improves upon existing probabilistic bounds by holding to all orders, and as a result provides informative bounds for larger problem sizes.