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Error analysis of floating-point computation

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Abstract

This paper consists of two main sections. In the first the bounds are derived for the rounding errors made in the fundamental floating-point arithmetic operations. In the second, these results are applied in the analysis of a number of computing techniques for the calculation of the eigenvalues of matrices. In each case thecomputed solution is expressed as the exact solution of a perturbed version of the original matrix and bounds are found for the perturbations. For one of the techniques, an a priori bound is derived for the errors in the eigenvalues themselves.

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Authors and Affiliations

  1. National Physical Laboratory, Teddington, Middlesex, UK

    J. H. Wilkinson

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  1. J. H. Wilkinson
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Communication from the National Physical Laboratory.

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Wilkinson, J.H. Error analysis of floating-point computation. Numer. Math. 2, 319–340 (1960). https://doi.org/10.1007/BF01386233

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  • DOI: https://doi.org/10.1007/BF01386233

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