Title :
Monte Carlo arithmetic: how to gamble with floating point and win
Author :
Parker, D. Stott ; Pierce, Brad ; Eggert, Paul R.
Author_Institution :
Dept. of Comput. Sci., California Univ., Los Angeles, CA, USA
Abstract :
How sensitive to rounding errors are the results generated from a particular code running on a particular machine applied to a particular input? Monte Carlo arithmetic illustrates the potential for tools to support new kinds of a posteriori round-off error analysis
Keywords :
Monte Carlo methods; error analysis; floating point arithmetic; roundoff errors; Monte Carlo arithmetic; floating point arithmetic; round-off error analysis; rounding errors; Computational modeling; Error analysis; Floating-point arithmetic; Measurement uncertainty; Monte Carlo methods; Random variables; Roundoff errors; Stability; Statistical analysis; Sun;
Journal_Title :
Computing in Science & Engineering
DOI :
10.1109/5992.852391
