Automatic Controlled Precision Calculations

Abstract

Recent developments in computer design and error analysis have made feasible the use of variable precision arithmetic and the preparation of programs that automatically determine their own precision requirements. Such programs enable the user to specify the accuracy he wants, and yield answers guaranteed to lie within the bounds prescribed. A class of such programs, called “contracting error programs,” is defined in which the precision is determined by prescribing error bounds on the data. A variant of interval arithmetic is defined which enables a limited class of algorithms to be programmed as contracting error programs. A contracting error program for the solution of simultaneous linear equations is described, demonstrating the application of the idea to a wider class of problems.