Tradeoffs between Accuracy and Efficiency for Interval Matrix Multiplication

Nathalie Revol 1, 2, * Hong Diep Nguyen 1 Philippe Théveny 1, 2, 3
* Corresponding author
1 ARENAIRE - Computer arithmetic
Inria Grenoble - Rhône-Alpes, LIP - Laboratoire de l'Informatique du Parallélisme
2 ARIC - Arithmetic and Computing
Inria Grenoble - Rhône-Alpes, LIP - Laboratoire de l'Informatique du Parallélisme
Abstract : Interval arithmetic is mathematically defined as set arithmetic. For implementation issues, it is necessary to detail the representation of intervals and to detail formulas for the arithmetic operations. Two main representations of intervals are considered here: inf-sup and mid-rad. Formulas for the arithmetic operations, using these representations, are studied along with formulas that trade off accuracy for efficiency. This tradeoff is particularly blatant on the example of interval matrix multiplication, implemented using floating-point arithmetic: according to the chosen formulas, the efficiency as well as the accuracy can vary greatly in practice, and not necessarily as predicted by the theory. Indeed, theoretical predictions are often based on exact operations, as opposed to floating-point operations, and on operations count, as opposed to measured execution time. These observations and the recommendations that ensue are further obfuscated by considerations on memory usage, multithreaded computations... when these algorithms are implemented on parallel architectures such as multicores.
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https://hal.archives-ouvertes.fr/hal-00750021
Contributor : Nathalie Revol <>
Submitted on : Thursday, November 8, 2012 - 7:28:26 PM
Last modification on : Thursday, January 17, 2019 - 3:16:03 PM

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Nathalie Revol, Hong Diep Nguyen, Philippe Théveny. Tradeoffs between Accuracy and Efficiency for Interval Matrix Multiplication. Numerical Software 2012: Design, Analysis and Verification, Jul 2012, Santander, Spain. ⟨hal-00750021⟩

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