Toward mechanical verification of properties of roundoff error propagation

In this paper we will be concerned with portions of roundoff analysis which can be automated. Conditions are given under which proofs of numerical stability can be performed completely automatically and very economically (in particular, in polynomial time). We also discuss the use of “numerical heuristics” which apply “hill-climbing” methods to functionals measuring contamination from roundoff. In Section 2 we will relate this work to the extensive literature on roundoff error. Two properties of error propagation in straight-line programs are defined in Section 3, and their relationship demonstrated in Theorem 1. The properties are guaranteed to be effectively decidable since they can be formulated in the first-order theory of real-closed fields. In Section 4 we present sufficient conditions for the properties to hold; conditions which can be checked in time bounded by a polynomial in the size of the given straight-line program.

[1]  R. Bartels A stabilization of the simplex method , 1971 .

[2]  Wayne H. Enright,et al.  The correctness of numerical algorithms , 1972 .

[3]  W. Rudin Principles of mathematical analysis , 1964 .

[4]  R. Brent Error analysis of algorithms for matrix multiplication and triangular decomposition using Winograd's identity , 1970 .

[5]  H. Keller,et al.  Analysis of Numerical Methods , 1969 .

[6]  J. Uhlig C. Forsythe and C. B. Moler, Computer Solution of Linear Algebraic Systems. (Series in Automatic Computation) XI + 148 S. Englewood Cliffs, N.J. 1967. Prentice-Hall, Inc. Preis geb. 54 s. net , 1972 .

[7]  William Kahan,et al.  A Survey of Error Analysis , 1971, IFIP Congress.

[8]  George E. Collins,et al.  The Calculation of Multivariate Polynomial Resultants , 1971, JACM.

[9]  J. H. Wilkinson The algebraic eigenvalue problem , 1966 .

[10]  G. D. Kim Statistical study of the rounding errors of some algebraic transformations , 1969 .

[11]  A. Tarski A Decision Method for Elementary Algebra and Geometry , 2023 .

[12]  I. Babuvška Numerical stability in problems of linear algebra. , 1972 .

[13]  G. Forsythe,et al.  Computer solution of linear algebraic systems , 1969 .

[14]  Karl N. Levitt,et al.  Greatest Common Divisor of n Integers and Multipliers (Certification of Algorithm 386) , 1973, Commun. ACM.

[15]  James Hardy Wilkinson,et al.  Rounding errors in algebraic processes , 1964, IFIP Congress.

[16]  J. Bunch Analysis of the Diagonal Pivoting Method , 1971 .

[17]  W. Miller On the stability of finite numerical procedures , 1972 .

[18]  B. Noble Applied Linear Algebra , 1969 .

[19]  J. H. Wilkinson Modern Error Analysis , 1971 .

[20]  W. Miller A note on the instability of Gaussian elimination , 1971 .

[21]  B. Parlett Analysis of Algorithms for Reflections in Bisectors , 1971 .

[22]  G. Forsythe,et al.  Computer solution of linear algebraic systems , 1969 .

[23]  Friedrich Ludwig Bauer Numerische Abschätzung und Berechnung von Eigenwerten nichtsymmetrischer Matrizen , 1965 .