About: Rounding is a research topic. Over the lifetime, 4258 publications have been published within this topic receiving 78027 citations. The topic is also known as: rounding of numbers.
TL;DR: This book gives a thorough, up-to-date treatment of the behavior of numerical algorithms in finite precision arithmetic by combining algorithmic derivations, perturbation theory, and rounding error analysis.
Abstract: From the Publisher:
What is the most accurate way to sum floating point numbers? What are the advantages of IEEE arithmetic? How accurate is Gaussian elimination and what were the key breakthroughs in the development of error analysis for the method? The answers to these and many related questions are included here.
This book gives a thorough, up-to-date treatment of the behavior of numerical algorithms in finite precision arithmetic. It combines algorithmic derivations, perturbation theory, and rounding error analysis. Software practicalities are emphasized throughout, with particular reference to LAPACK and MATLAB. The best available error bounds, some of them new, are presented in a unified format with a minimum of jargon. Because of its central role in revealing problem sensitivity and providing error bounds, perturbation theory is treated in detail.
Historical perspective and insight are given, with particular reference to the fundamental work of Wilkinson and Turing, and the many quotations provide further information in an accessible format.
The book is unique in that algorithmic developments and motivations are given succinctly and implementation details minimized, so that attention can be concentrated on accuracy and stability results. Here, in one place and in a unified notation, is error analysis for most of the standard algorithms in matrix computations. Not since Wilkinson's Rounding Errors in Algebraic Processes (1963) and The Algebraic Eigenvalue Problem (1965) has any volume treated this subject in such depth. A number of topics are treated that are not usually covered in numerical analysis textbooks, including floating point summation, block LU factorization, condition number estimation, the Sylvester equation, powers of matrices, finite precision behavior of stationary iterative methods, Vandermonde systems, and fast matrix multiplication.
Although not designed specifically as a textbook, this volume is a suitable reference for an advanced course, and could be used by instructors at all levels as a supplementary text from which to draw examples, historical perspective, statements of results, and exercises (many of which have never before appeared in textbooks). The book is designed to be a comprehensive reference and its bibliography contains more than 1100 references from the research literature.
Audience
Specialists in numerical analysis as well as computational scientists and engineers concerned about the accuracy of their results will benefit from this book. Much of the book can be understood with only a basic grounding in numerical analysis and linear algebra.
About the Author
Nicholas J. Higham is a Professor of Applied Mathematics at the University of Manchester, England. He is the author of more than 40 publications and is a member of the editorial boards of the SIAM Journal on Matrix Analysis and Applications and the IMA Journal of Numerical Analysis. His book Handbook of Writing for the Mathematical Sciences was published by SIAM in 1993.
TL;DR: The new form gives a clear and convenient way to implement all basic operations efficiently, and the efficiency is demonstrated by the computation of the smallest eigenvalue of a 19-dimensional operator.
Abstract: A simple nonrecursive form of the tensor decomposition in $d$ dimensions is presented. It does not inherently suffer from the curse of dimensionality, it has asymptotically the same number of parameters as the canonical decomposition, but it is stable and its computation is based on low-rank approximation of auxiliary unfolding matrices. The new form gives a clear and convenient way to implement all basic operations efficiently. A fast rounding procedure is presented, as well as basic linear algebra operations. Examples showing the benefits of the decomposition are given, and the efficiency is demonstrated by the computation of the smallest eigenvalue of a 19-dimensional operator.
TL;DR: In this article, a more detailed analysis of a class of minimization algorithms, which includes as a special case the DFP (Davidon-Fenton-Powell) method, has been presented.
Abstract: This paper presents a more detailed analysis of a class of minimization algorithms, which includes as a special case the DFP (Davidon-Fletcher-Powell) method, than has previously appeared. Only quadratic functions are considered but particular attention is paid to the magnitude of successive errors and their dependence upon the initial matrix. On the basis of this a possible explanation of some of the observed characteristics of the class is tentatively suggested. PROBABLY the best-known algorithm for determining the unconstrained minimum of a function of many variables, where explicit expressions are available for the first partial derivatives, is that of Davidon (1959) as modified by Fletcher & Powell (1963). This algorithm has many virtues. It is simple and does not require at any stage the solution of linear equations. It minimizes a quadratic function exactly in a finite number of steps and this property makes convergence of this algorithm rapid, when applied to more general functions, in the neighbourhood of the solution. It is, at least in theory, stable since the iteration matrix H,, which transforms the jth gradient into the /th step direction, may be shown to be positive definite. In practice the algorithm has been generally successful, but it has exhibited some puzzling behaviour. Broyden (1967) noted that H, does not always remain positive definite, and attributed this to rounding errors. Pearson (1968) found that for some problems the solution was obtained more efficiently if H, was reset to a positive definite matrix, often the unit matrix, at intervals during the computation. Bard (1968) noted that H, could become singular, attributed this to rounding error and suggested the use of suitably chosen scaling factors as a remedy. In this paper we analyse the more general algorithm given by Broyden (1967), of which the DFP algorithm is a special case, and determine how for quadratic functions the choice of an arbitrary parameter affects convergence. We investigate how the successive errors depend, again for quadratic functions, upon the initial choice of iteration matrix paying particular attention to the cases where this is either the unit matrix or a good approximation to the inverse Hessian. We finally give a tentative explanation of some of the observed experimental behaviour in the case where the function to be minimized is not quadratic.
TL;DR: Higham as discussed by the authors gives a thorough, up-to-date treatment of the behavior of numerical algorithms in finite precision arithmetic, combining algorithmic derivations, perturbation theory, and rounding error analysis.
Abstract: From the Publisher:
What is the most accurate way to sum floating point numbers? What are the advantages of IEEE arithmetic? How accurate is Gaussian elimination and what were the key breakthroughs in the development of error analysis for the method? The answers to these and many related questions are included here.
This book gives a thorough, up-to-date treatment of the behavior of numerical algorithms in finite precision arithmetic. It combines algorithmic derivations, perturbation theory, and rounding error analysis. Software practicalities are emphasized throughout, with particular reference to LAPACK and MATLAB. The best available error bounds, some of them new, are presented in a unified format with a minimum of jargon. Because of its central role in revealing problem sensitivity and providing error bounds, perturbation theory is treated in detail.
Historical perspective and insight are given, with particular reference to the fundamental work of Wilkinson and Turing, and the many quotations provide further information in an accessible format.
The book is unique in that algorithmic developments and motivations are given succinctly and implementation details minimized, so that attention can be concentrated on accuracy and stability results. Here, in one place and in a unified notation, is error analysis for most of the standard algorithms in matrix computations. Not since Wilkinson's Rounding Errors in Algebraic Processes (1963) and The Algebraic Eigenvalue Problem (1965) has any volume treated this subject in such depth. A number of topics are treated that are not usually covered in numerical analysis textbooks, including floating point summation, block LU factorization, condition number estimation, the Sylvester equation, powers of matrices, finite precision behavior of stationary iterative methods, Vandermonde systems, and fast matrix multiplication.
Although not designed specifically as a textbook, this volume is a suitable reference for an advanced course, and could be used by instructors at all levels as a supplementary text from which to draw examples, historical perspective, statements of results, and exercises (many of which have never before appeared in textbooks). The book is designed to be a comprehensive reference and its bibliography contains more than 1100 references from the research literature.
Audience
Specialists in numerical analysis as well as computational scientists and engineers concerned about the accuracy of their results will benefit from this book. Much of the book can be understood with only a basic grounding in numerical analysis and linear algebra.
About the Author
Nicholas J. Higham is a Professor of Applied Mathematics at the University of Manchester, England. He is the author of more than 40 publications and is a member of the editorial boards of the SIAM Journal on Matrix Analysis and Applications and the IMA Journal of Numerical Analysis. His book Handbook of Writing for the Mathematical Sciences was published by SIAM in 1993.
TL;DR: A method to construct a homomorphic encryption scheme for approximate arithmetic that supports an approximate addition and multiplication of encrypted messages, together with a new rescaling procedure for managing the magnitude of plaintext.
Abstract: We suggest a method to construct a homomorphic encryption scheme for approximate arithmetic. It supports an approximate addition and multiplication of encrypted messages, together with a new rescaling procedure for managing the magnitude of plaintext. This procedure truncates a ciphertext into a smaller modulus, which leads to rounding of plaintext. The main idea is to add a noise following significant figures which contain a main message. This noise is originally added to the plaintext for security, but considered to be a part of error occurring during approximate computations that is reduced along with plaintext by rescaling. As a result, our decryption structure outputs an approximate value of plaintext with a predetermined precision.