Tests of Probabilistic Models for Propagation of Roundoff Errors

In any prolonged computation it is generally
assumed that the accumulated effect of roundoff 
errors is in some sense statistical.  The purpose of this
paper is to give precise descriptions of certain 
probabilistic models for roundoff error, and then to
describe a series of experiments for testing the 
validity of these models.  It is concluded that the models
are in general very good.  Discrepancies are 
both rare and mild.  The test techniques can also be
used to experiment with various types of special 
arithmetic.

CACM February, 1966

Hull, T. E.
Swenson, J. R.

CA660210 JB March 3, 1978  2:37 PM

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