Higher-Order and Symbolic Computation, 19(1)
Semantics of Roundoff Error Propagation in Finite Precision
Calculations
Matthieu Martel, CEA - Recherche Technologique, Gif-Sur-Yvette
Cedex, France
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Abstract: We introduce a concrete semantics for
floating-point operations which describes the propagation of roundoff
errors throughout a calculation. This semantics is used to assert the
correctness of a static analysis which can be straightforwardly
derived from it.
In our model, every elementary operation introduces a new first
order error term, which is later propagated and combined with other
error terms, yielding higher order error terms. The semantics is
parameterized by the maximal order of error to be examined and
verifies whether higher order errors actually are negligible. We
consider also coarser semantics computing the contribution, to the
final error, of the errors due to some intermediate computations. As a
result, we obtain a family of semantics and we show that the less
precise ones are abstractions of the more precise ones.
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