Sharp error bounds for complex floating-point inversion - Archive ouverte HAL Access content directly
Journal Articles Numerical Algorithms Year : 2016

Sharp error bounds for complex floating-point inversion

(1, 2) , (1, 2) , (1, 2) , (1, 2, 3)
1
2
3
Nicolas Louvet
Jean-Michel Muller
Antoine Plet

Abstract

We study the accuracy of the classic algorithm for inverting a complex number given by its real and imaginary parts as floating-point numbers. Our analyses are done in binary floating-point arithmetic, with an unbounded exponent range and in precision $p$; we also assume that the basic arithmetic operations ($+$, $-$, $\times$, $/$) are rounded to nearest, so that the roundoff unit is $u = 2^{-p}$. We bound the largest relative error in the computed inverse either in the componentwise or in the normwise sense. We prove the componentwise relative error bound $3u$ for the complex inversion algorithm (assuming $p \ge 4$), and we show that this bound is asymptotically optimal (as $p\to \infty$) when $p$ is even, and sharp when using one of the basic IEEE 754 binary formats with an odd precision ($p=53,113$). This componentwise bound obviously leads to the same bound $3u$ for the normwise relative error. However, we prove that the smaller bound $2.707131u$ holds (assuming $p \ge 24$) for the normwise relative error, and we illustrate the sharpness of this bound for the basic IEEE 754 binary formats ($p=24, 53, 113$) using numerical examples.

Dates and versions

ensl-01195625 , version 1 (08-09-2015)
ensl-01195625 , version 2 (19-02-2016)

Identifiers

• HAL Id : ensl-01195625 , version 2
• DOI :

Cite

Claude-Pierre Jeannerod, Nicolas Louvet, Jean-Michel Muller, Antoine Plet. Sharp error bounds for complex floating-point inversion. Numerical Algorithms, 2016, 73 (3), pp.735-760. ⟨10.1007/s11075-016-0115-x⟩. ⟨ensl-01195625v2⟩

422 View