Stochastic Rounding and its Probabilistic Backward Error Analysis

Michael P Connolly (1) , Nicholas J Higham (1) , Théo Mary (2)

1 School of Mathematics - Department of Mathematics [Manchester]
2 PEQUAN - Performance et Qualité des Algorithmes Numériques

Mots clés: Floating-point arithmetic; rounding error analysis; numerical linear algebra; stochastic rounding; round to nearest; probabilistic backward error analysis; stagnation

Domaines: Informatique [cs]; Analyse numérique [cs.NA]; Mathématiques [math]; Analyse numérique [math.NA]

Michael P Connolly, Nicholas J Higham, Théo Mary. Stochastic Rounding and its Probabilistic Backward Error Analysis. 2020. ⟨hal-02556997v1⟩