Abstract
In this article, we present an efficient algorithm to compute the faithful rounding of the l2-norm of a floatingpoint vector. This means that the result is accurate to within 1 bit of the underlying floating-point type. This algorithm does not generate overflows or underflows spuriously, but does so when the final result calls for such a numerical exception to be raised. Moreover, the algorithm is well suited for parallel implementation and vectorization. The implementation runs up to 3 times faster than the netlib version on current processors.
Original language | English |
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Article number | 24 |
Journal | ACM Transactions on Mathematical Software |
Volume | 41 |
Issue number | 4 |
DOIs | |
Publication status | Published - 2015 Oct |
Keywords
- 2-norm
- Error-free transformations
- Faithful rounding
- Floating-point arithmetic
- Overflow
- Underflow
ASJC Scopus subject areas
- Software
- Applied Mathematics