dsiem / ErrorFreeTransforms.jl

Several error-free transformations from the scientific literature

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ErrorFreeTransforms

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Rounding errors are a common problem in floating point arithmetic. For a pair of floating point numbers a, b, an error-free transformation (EFT) is an operation that maps (a, b) into (x, y), where a ○ b = x + y and x = fl(a ○ b) with being either addition, subtraction or multiplication. Standard EFTs are the TwoSum algorithm by Knuth (implemented as err_add) and the TwoProd algorithm by Dekker (implemented as err_mul).

This package implements several EFTs from the scientific literature.

Current status

This project is still very much a work in progress. It requires a recent build of Julia 0.4 to work.

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Several error-free transformations from the scientific literature

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