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Mainstream math libraries for floating point (FP) do not produce correctly rounded results for all inputs. In contrast, CR-LIBM and RLIBM provide correctly rounded implementations for a specific FP representation with one rounding mode.…

Mathematical Software · Computer Science 2021-12-01 Jay P. Lim , Santosh Nagarakatte

Probabilistic rounding error analysis can yield much sharper bounds than classical worst-case theory, but existing results typically rely on zero-mean rounding errors and often leave the confidence parameter implicit. This work revisits…

Computation · Statistics 2026-03-10 Sahil Bhola , Karthik Duraisamy

In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…

Machine Learning · Statistics 2015-06-02 Nicholas G. Polson , James G. Scott , Brandon T. Willard

This paper provides a bound on the number of numeric operations (fixed or floating point) that can safely be performed before accuracy is lost. This work has important implications for control systems with safety-critical software, as these…

Mathematical Software · Computer Science 2007-05-23 Marc Daumas , David Lester

Tracking on the rotation group is a key component of many modern systems for estimation of the motion of rigid bodies. To address this problem, here we describe a Bayesian algorithm that relies on directional measurements for tracking on…

Signal Processing · Electrical Eng. & Systems 2020-03-26 Sofia Suvorova , Stephen D. Howard , Bill Moran

An optimization-based method for improving the productivity of precision machine tools is proposed, where the reference path is computed in local coordinates, and information about the machine tool performance is learned from experimental…

Systems and Control · Electrical Eng. & Systems 2021-01-11 Samuel Balula , Alex Liniger , Alisa Rupenyan , John Lygeros

We consider the problem of optimizing the sum of a smooth convex function and a non-smooth convex function using proximal-gradient methods, where an error is present in the calculation of the gradient of the smooth term or in the proximity…

Machine Learning · Computer Science 2011-12-02 Mark Schmidt , Nicolas Le Roux , Francis Bach

We consider linear dynamical systems under floating-point rounding. In these systems, a matrix is repeatedly applied to a vector, but the numbers are rounded into floating-point representation after each step (i.e., stored as a…

Logic in Computer Science · Computer Science 2023-01-30 Engel Lefaucheux , Joël Ouaknine , David Purser , Mohammadamin Sharifi

We propose an extrapolation technique that allows accuracy improvement of the discrete dipole approximation computations. The performance of this technique was studied empirically based on extensive simulations for 5 test cases using many…

Optics · Physics 2008-07-29 Maxim A. Yurkin , Valeri P. Maltsev , Alfons G. Hoekstra

Our goal is to find accurate and efficient algorithms, when they exist, for evaluating rational expressions containing floating point numbers, and for computing matrix factorizations (like LU and the SVD) of matrices with rational…

Numerical Analysis · Mathematics 2025-10-20 James Demmel

The authors show that the round-off error can break the consistency which is the premise of using the difference equation to replace the original differential equations. We therefore proposed a theoretical approach to investigate this…

Numerical Analysis · Mathematics 2010-06-23 Wang Pengfei , Li Jianping

We consider the error due to a single bit-flip in a floating point number. We assume IEEE 754 double precision arithmetic, which encodes binary floating point numbers in a 64-bit word. We assume that the bit-flip happens randomly so it has…

Numerical Analysis · Computer Science 2013-04-17 Bradley R. Lowery

Motivated by the advent of machine learning, the last few years have seen the return of hardware-supported low-precision computing. Computations with fewer digits are faster and more memory and energy efficient, but can be extremely…

Numerical Analysis · Mathematics 2023-01-10 Matteo Croci , Michael B. Giles

Iterative phase retrieval algorithms typically employ projections onto constraint subspaces to recover the unknown phases in the Fourier transform of an image, or, in the case of x-ray crystallography, the electron density of a molecule.…

Numerical Analysis · Mathematics 2025-10-20 Veit Elser

Stochastic Rounding is a probabilistic rounding mode that is surprisingly effective in large-scale computations and low-precision arithmetic. Its random nature promotes error cancellation rather than error accumulation, resulting in slower…

Numerical Analysis · Mathematics 2024-10-15 Petros Drineas , Ilse C. F. Ipsen

This paper presents a novel implicit scheme for the constraint resolution in real-time finite element simulations in the presence of contact and friction. Instead of using the standard motion correction scheme, we propose an iterative…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-13 Ziqiu Zeng , Hadrien Courtecuisse

Generating 2-by-2 unitary matrices in floating-precision arithmetic is a delicate task. One way to reduce the accumulation error is to use less floating-point operations to compute each of the entries in the 2-by-2 unitary matrix. This…

Numerical Analysis · Mathematics 2022-11-09 Weslley da Silva Pereira , Ali Lotfi , Julien Langou

Shuffling gradient methods are widely used in modern machine learning tasks and include three popular implementations: Random Reshuffle (RR), Shuffle Once (SO), and Incremental Gradient (IG). Compared to the empirical success, the…

Machine Learning · Computer Science 2024-06-07 Zijian Liu , Zhengyuan Zhou

We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…

Numerical Analysis · Mathematics 2016-09-06 Ben Adcock , Jésus Martín-Vaquero , Mark Richardson

In this article, variational state estimation is examined from the dynamic programming perspective. This leads to two different value functional recursions depending on whether backward or forward dynamic programming is employed. The result…

Methodology · Statistics 2025-12-17 Filip Tronarp
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