Publication: From Rounding Error Estimation to Automatic Correction with AD
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From Rounding Error Estimation to Automatic Correction with AD

- incollection -
 

Author(s)
Thierry Braconnier , Philippe Langlois

Published in
Automatic Differentiation of Algorithms: From Simulation to Optimization

Editor(s)
George Corliss, Christèle Faure, Andreas Griewank, Laurent Hascoët, Uwe Naumann

Year
2002

Publisher
Springer

Abstract
Using automatic differentiation (ad) to estimate the propagation of rounding errors in numerical algorithms is classic. We propose a new application of ad to roundoff analysis providing an automatic correction of the first order effect of the elementary rounding errors. We present the main characteristics of this method and significant examples of its application to improve the accuracy of computed results and/or the stability of the algorithm.

Cross-References
Corliss2002ADo

BibTeX
@INCOLLECTION{
         Braconnier2002FRE,
       author = "Thierry Braconnier and Philippe Langlois",
       title = "From Rounding Error Estimation to Automatic Correction with {AD}",
       pages = "351--357",
       chapter = "42",
       crossref = "Corliss2002ADo",
       booktitle = "Automatic Differentiation of Algorithms: From Simulation to Optimization",
       year = "2002",
       editor = "George Corliss and Christ{\`e}le Faure and Andreas Griewank and Laurent
         Hasco{\"e}t and Uwe Naumann",
       series = "Computer and Information Science",
       publisher = "Springer",
       address = "New York, NY",
       abstract = "Using automatic differentiation (AD) to estimate the propagation of rounding errors
         in numerical algorithms is classic. We propose a new application of AD to roundoff analysis
         providing an automatic correction of the first order effect of the elementary rounding errors. We
         present the main characteristics of this method and significant examples of its application to
         improve the accuracy of computed results and/or the stability of the algorithm."
}


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