Thread View: sci.math.num-analysis
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Started by Hock-Beng Lim
Tue, 17 Nov 1992 11:51
32-bit vs 64-bit precision ?
Author: Hock-Beng Lim
Date: Tue, 17 Nov 1992 11:51
Date: Tue, 17 Nov 1992 11:51
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I have a question which I hope the numerical analysis gurus can help me out. I would like to find out what are the factors to consider when deciding whether to implement a numerical algorithm in 32-bit or 64-bit floating-point precision, apart from the obvious difference in their precision. For example, are there any numerical properties which might make an algorithm stable when implemented in 64-bit precision ? I heard that Monte Carlo techniques are more stable when implemented in 64-bit precision. Is that true ? What about some other such differences for other well-known algorithms ? The algorithms I am primarily interested in are the linear system solvers and the eigensolvers. HB -- --------------------------------------------------------------------- Hock-Beng Lim Center for Supercomputing R&D hblim@csrd.uiuc.edu Univ. of Illinois at Urbana-Champaign
Re: 32-bit vs 64-bit precision ?
Author: Wilhelm B. Kloke
Date: Thu, 19 Nov 1992 07:15
Date: Thu, 19 Nov 1992 07:15
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In article <1992Nov17.115111.23520@csrd.uiuc.edu> hblim@sp1.csrd.uiuc.edu (Hock-Beng Lim) writes: >For example, are there any numerical properties which might make an >algorithm stable when implemented in 64-bit precision ? I heard that Monte >Carlo techniques are more stable when implemented in 64-bit precision. Is >that true ? What about some other such differences for other well-known >algorithms ? The algorithms I am primarily interested in are the linear >system solvers and the eigensolvers. At least, it is well known that dot products which occur in Matrix multiplication should be carried out in higher precision than that of the stored elements. Dot products (Sum over A_i * B_i) tend to cancellation if the vectors are nearly orthogonal. This will cause problems if the matrices are ill-conditioned. -- Dipl.-Math. Wilhelm Bernhard Kloke, Institut fuer Arbeitsphysiologie an der Universitaet Dortmund Ardeystrasse 67, D-4600 Dortmund 1, Tel. 0231-1084-257
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