Numerical 'health check' for scientific codes: the CADNA approach

Norman Stanley Scott Fabienne Jézéquel 1 Christophe Denis 1 Jean-Marie Chesneaux 1
1 PEQUAN - Performance et Qualité des Algorithmes Numériques
LIP6 - Laboratoire d'Informatique de Paris 6
Abstract : Scientific computation has unavoidable approximations built into its very fabric. One important source of error that is difficult to detect and control is round-off error propagation which originates from the use of finite precision arithmetic. We propose that there is a need to perform regular numerical ‘health checks’ on scientific codes in order to detect the cancerous effect of round-off error propagation. This is particularly important in scientific codes that are built on legacy software. We advocate the use of the CADNA library as a suitable numerical screening tool. We present a case study to illustrate the practical use of CADNA in scientific codes that are of interest to the Computer Physics Communications readership. In doing so we hope to stimulate a greater awareness of round-off error propagation and present a practical means by which it can be analyzed and managed.
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Submitted on : Tuesday, April 28, 2015 - 2:41:42 PM
Last modification on : Tuesday, July 16, 2019 - 10:06:03 AM

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Norman Stanley Scott, Fabienne Jézéquel, Christophe Denis, Jean-Marie Chesneaux. Numerical 'health check' for scientific codes: the CADNA approach. Computer Physics Communications, Elsevier, 2007, 176 (8), pp.507-521. ⟨10.1016/j.cpc.2007.01.005⟩. ⟨hal-01146489⟩

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