English

Algorithms and data structures for numerical computations with automatic precision estimation

Numerical Analysis 2024-03-26 v1 Data Structures and Algorithms Numerical Analysis

Abstract

We introduce data structures and algorithms to count numerical inaccuracies arising from usage of floating numbers described in IEEE 754. Here we describe how to estimate precision for some collection of functions most commonly used for array manipulations and training of neural networks. For highly optimized functions like matrix multiplication, we provide a fast estimation of precision and some hint how the estimation can be strengthened.

Keywords

Cite

@article{arxiv.2403.16660,
  title  = {Algorithms and data structures for numerical computations with automatic precision estimation},
  author = {Igor V. Netay},
  journal= {arXiv preprint arXiv:2403.16660},
  year   = {2024}
}