Relative distance—an error measure in round-off error analysis

Author:

Ziv Abraham

Abstract

Olver (SIAM J. Numer. Anal., v. 15, 1978, pp. 368-393) suggested relative precision as an attractive substitute for relative error in round-off error analysis. He remarked that in certain respects the error measure d ( x ¯ , x ) = min { α | 1 α x / x ¯ 1 / ( 1 α ) } d(\bar x,x) = \min \{ \alpha |1 - \alpha \leqslant x/\bar x \leqslant 1/(1 - \alpha )\} , x ¯ 0 \bar x \ne 0 , x / x ¯ > 0 x/\bar x > 0 is even more favorable, through it seems to be inferior because of two drawbacks which are not shared by relative precision: (i) the inequality d ( x ¯ k , x k ) | k | d ( x ¯ , x ) d({\bar x^k},{x^k}) \leqslant |k|d(\bar x,x) is not true for 0 > | k | > 1 0 > |k| > 1 . (ii) d ( x ¯ , x ) d(\bar x,x) is not defined for complex x ¯ , x \bar x,x . In this paper the definition of d ( , ) d( \cdot , \cdot ) is replaced by d ( x ¯ , x ) = | x ¯ x | / max { | x ¯ | , | x | } d(\bar x,x) = |\bar x - x|/\max \{ |\bar x|,|x|\} . This definition is equivalent to the first in case x ¯ 0 \bar x \ne 0 , x / x ¯ > 0 x/\bar x > 0 , and is free of (ii). The inequality d ( x ¯ k , x k ) | k | d ( x ¯ , x ) d({\bar x^k},{x^k}) \leqslant |k|d(\bar x,x) is replaced by the more universally valid inequality d ( x ¯ k , x k ) | k | d ( x ¯ , x ) / ( 1 δ ) , δ = max { d ( x ¯ , x ) , | k | d ( x ¯ , x ) } d({\bar x^k},{x^k}) \leqslant |k|d(\bar x,x)/(1 - \delta ),\delta = \max \{ d(\bar x,x),|k|d(\bar x,x)\} . The favorable properties of d ( , ) d( \cdot , \cdot ) are preserved in the complex case. Moreover, its definition may be generalized to linear normed spaces by d ( x ¯ , x ) = x ¯ x / max { x ¯ , x } d(\bar x,x) = \left \| {\bar x - x} \right \|/\max \{ \left \| {\bar x} \right \|,\left \| x \right \|\} . Its properties in such spaces raise the possibility that with further investigation it might become the basis for error analysis in some vector, matrix, and function spaces.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Reference6 articles.

1. A round-off error model with applications to arithmetic expressions;Aggarwal, Vijay B.;SIAM J. Comput.,1979

2. A. N. Kolmogorov & S. C. Fomin, Elements of the Theory of Functions and Functional Analysis, Graylock Press, Rochester, New York, 1957.

3. A new approach to error arithmetic;Olver, F. W. J.;SIAM J. Numer. Anal.,1978

4. Prentice-Hall Series in Automatic Computation;Sterbenz, Pat H.,1974

5. Computer Science and Applied Mathematics;Stewart, G. W.,1973

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