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Twofold fast arithmetic

Published 24 Jan 2014 in cs.NA | (1401.6235v6)

Abstract: Can we assure math computations by automatic verifying floating-point accuracy? We define fast arithmetic (based on Dekker [1971]) over twofold approximations $z\approx z_0+z_1$, such that $z_0$ is standard result and $z_1$ assesses inaccuracy $\Delta z_0=z-z_0$. We propose on-fly tracking $z_1$, detecting if $\Delta z_0$ appears too high. We believe permanent tracking is worth its cost. C++ test code for Intel AVX available via web.

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