M or 0 < |a op bl < m respectively.
‘The handling of these and other exceptions is hardware/system dependent.
2.4.3 Cancellation
Another important aspect of finite precision arithmetic is the phenomenon
of catastrophic cancellation. Roughly speaking, this term refers to the ex
‘treme loss of correct significant digits when small numbers are additively
computed from large numbers. A well-known example taken from Forsythe,
Malcolm and Moles (1977, pp. 14-16) i the computation of e* via Tay-
Jor series with a > 0. The roundoff error associated with this method is
‘There are important camps of machines whose additive floating point operations
satiety 7020) = (1+ e)0-© (1+ 49)0 whee [elle] bj =lay,i=im jain
BSA > by Sayi
‘With this notation we see that (2.4.6) has the form
m, j= in
If(A) ~ A} < ulAl.
A relation such as this csa be easily tuned into a norm inequality, eg.,
HAA) = Al}, S all All, However, when quantifying the rounding errors
in a matrix manipulation, the absolute value notation can be lot more
Informative because it, provides a comment on esch (i,j) entry.
2.4.5 Roundoff in Dot Products
We begin our study of finite precision matrix computations by considering
‘the rounding errors that result in the standard dot product algorithm:
s=0
for k= In
saotnn (24.7)
end
Here, x and y are n-by-1 floating point vectors.
In trying to quantify the rounding errors in this algorithm, we are
immediately confronted with notational problem: the distinction be-
‘tween computed abd exact quantities. When the underlying computations
are clear, we shall use the /l(-) operator to signify computed quantities. 2.4. Favre Precision MATRIX COMPUTATIONS 63
Thus, fi(2"y) denotes the computed output of (2.4.7). Let us bound
Uste"9) = 37). It .
y=Tl (Eas) ,
i
then #1 = 21ys(1 +61) with [64] 0 and
B20, then conventional matrix multiplication produces a product € that
‘has small componentwise relative error:
[-C| ¢ mula} [Bl +O(u?) = aujo] +0(u")
This follows from (2.4.18). Because we cannot say the same for the Strassen.
approach, we conclude that Algorithm 1.3.1 is not attractive for certain
nonnegative matrix multiplicstion problems if relatively accurate ij are
required.
Extrapolating from this discussion we reach two fairly obvious but im-
portant conclusions:
‘© Different methods for computing the same quantity can produce sub-
stantially diferent results.
'* Whether or not on algorithm produces satisfactory results depends
upon the type of problem solved and the goals of the ser.
‘These observations are clarified in subsequent chapters and are intimately
related to the concepts of algorithin stability and problem condition.
Probleme
Pad Show thet if (24.7) la applied with y = 2, then fi(2"2) = 272(1 +a) where
al ¢ na +0(02),
Pada Prov (243).
PAA9 Show thet if B ¢ HE™M® with m > m, thon 151 a < VA Ef This eeu is
‘met when deriving norm bounds fom absolute value bounds.
244 Amume the existence of « aqoare rot function stiying f1(/2) = VE() +6)
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