Re: True probabilistic rounding [was Re: Precision ...]

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Article #6541

#6541

From: Jan C. Vorbrüggen
Date: Wed, 01 Oct 2003 09:58

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> In the case where the initial value of the sum is A and you are
> adding small numbers very near B, where the variation in B is less
> than A*eps/L, ANY true rounding will have error of order L*eps/4
> (though with a much smaller factor than for truncation).  True
> probabilistic rounding, however, maintains an order sqrt(L)*eps/2.8.

This sounds like the same argument for dithering in analog-to-digital
conversion...?

	Jan

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From: Jan C. Vorbrüggen <jvorbrueggen@mediasec.de>
Newsgroups: comp.lang.fortran,comp.arch,bit.listserv.ibm-main
Subject: Re: True probabilistic rounding [was Re: Precision ...]
Date: Wed, 01 Oct 2003 11:58:00 +0200
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