Error bounds on complex floating-point multiplication

Richard Brent*, Colin Percival, Paul Zimmermann

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    25 Citations (Scopus)

    Abstract

    Given floating-point arithmetic with t-digit base-β 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 z0 and z1 can be computed with maximum absolute error |z0||z1|1/2β 1-t√5. In particular, this provides relative error bounds of 2-24√5 and 2-53√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.

    Original languageEnglish
    Pages (from-to)1469-1481
    Number of pages13
    JournalMathematics of Computation
    Volume76
    Issue number259
    DOIs
    Publication statusPublished - Jul 2007

    Fingerprint

    Dive into the research topics of 'Error bounds on complex floating-point multiplication'. Together they form a unique fingerprint.

    Cite this