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Rump's Example Revisited: Reliable Computing January 2002

This document summarizes Rump's classic example of catastrophic cancellation in numerical evaluation. The original expression computed by Rump produced misleading results even with increasing precision arithmetic. However, this example is not reproducible on modern computers. The authors rework the expression so that Rump's results are reproducible using IEEE 754 arithmetic. Analysis shows the expression involves terms that cancel in a way that hides instability, which is exposed by rearranging or using interval arithmetic. Increasing precision narrows the width of intervals containing the correct answer.
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0% found this document useful (0 votes)
59 views5 pages

Rump's Example Revisited: Reliable Computing January 2002

This document summarizes Rump's classic example of catastrophic cancellation in numerical evaluation. The original expression computed by Rump produced misleading results even with increasing precision arithmetic. However, this example is not reproducible on modern computers. The authors rework the expression so that Rump's results are reproducible using IEEE 754 arithmetic. Analysis shows the expression involves terms that cancel in a way that hides instability, which is exposed by rearranging or using interval arithmetic. Increasing precision narrows the width of intervals containing the correct answer.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Rump's Example Revisited

Article  in  Reliable Computing · January 2002


DOI: 10.1023/A:1015569431383 · Source: DBLP

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