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numerical-analysisnumerical-stability

Articles on analysis of mixed precision numerical algorithms?


Many numerical algorithms tend to run on 32/64bit floating points.

However, what if you had access to lower precision (and less power hungry) co-processors? How can then be utilized in numerical algorithms?

Does anyone know of good books/articles that address these issues?

Thanks!


Solution

  • Most of what you are likely to find will be about doing floating-point arithmetic on computers irrespective of the size of the representation of the numbers themselves. The basic issues surround f-p arithmetic apply whatever the number of bits. Off the top of my head these basic issues will be:

    • range and accuracy of numbers that are represented;
    • careful selection of algorithms which are robust and reliable on f-p numbers rather than on real numbers;
    • the perils and pitfalls of iterative and lengthy calculations in which you run the risk of losing precision and accuracy.

    In general, the fewer bits you have the sooner you run into problems, but just as there are algorithms which are useful in 32 bits, there are algorithms which are useful in 8 bits. Sometimes the same algorithm is useful however many bits you use.

    As @George suggested, you should probably start with a basic text on numerical analysis, though I think the Higham book is not a basic text.

    Regards

    Mark