Machine epsilonMachine epsilon or machine precision is an upper bound on the relative approximation error due to rounding in floating point arithmetic. This value characterizes computer arithmetic in the field of numerical analysis, and by extension in the subject of computational science. The quantity is also called macheps and it has the symbols Greek epsilon . There are two prevailing definitions. In numerical analysis, machine epsilon is dependent on the type of rounding used and is also called unit roundoff, which has the symbol bold Roman u.
IEEE 754The IEEE Standard for Floating-Point Arithmetic (IEEE 754) is a technical standard for floating-point arithmetic established in 1985 by the Institute of Electrical and Electronics Engineers (IEEE). The standard addressed many problems found in the diverse floating-point implementations that made them difficult to use reliably and portably. Many hardware floating-point units use the IEEE 754 standard.
Floating-point error mitigationFloating-point error mitigation is the minimization of errors caused by the fact that real numbers cannot, in general, be accurately represented in a fixed space. By definition, floating-point error cannot be eliminated, and, at best, can only be managed. Huberto M. Sierra noted in his 1956 patent "Floating Decimal Point Arithmetic Control Means for Calculator": Thus under some conditions, the major portion of the significant data digits may lie beyond the capacity of the registers.
Root-finding algorithmsIn mathematics and computing, a root-finding algorithm is an algorithm for finding zeros, also called "roots", of continuous functions. A zero of a function f, from the real numbers to real numbers or from the complex numbers to the complex numbers, is a number x such that f(x) = 0. As, generally, the zeros of a function cannot be computed exactly nor expressed in closed form, root-finding algorithms provide approximations to zeros, expressed either as floating-point numbers or as small isolating intervals, or disks for complex roots (an interval or disk output being equivalent to an approximate output together with an error bound).
Floating-point unitA floating-point unit (FPU, colloquially a math coprocessor) is a part of a computer system specially designed to carry out operations on floating-point numbers. Typical operations are addition, subtraction, multiplication, division, and square root. Some FPUs can also perform various transcendental functions such as exponential or trigonometric calculations, but the accuracy can be very low, so that some systems prefer to compute these functions in software.
Error analysis (mathematics)In mathematics, error analysis is the study of kind and quantity of error, or uncertainty, that may be present in the solution to a problem. This issue is particularly prominent in applied areas such as numerical analysis and statistics. In numerical simulation or modeling of real systems, error analysis is concerned with the changes in the output of the model as the parameters to the model vary about a mean. For instance, in a system modeled as a function of two variables Error analysis deals with the propagation of the numerical errors in and (around mean values and ) to error in (around a mean ).
Real numberIn mathematics, a real number is a number that can be used to measure a continuous one-dimensional quantity such as a distance, duration or temperature. Here, continuous means that pairs of values can have arbitrarily small differences. Every real number can be almost uniquely represented by an infinite decimal expansion. The real numbers are fundamental in calculus (and more generally in all mathematics), in particular by their role in the classical definitions of limits, continuity and derivatives.
Lanczos algorithmThe Lanczos algorithm is an iterative method devised by Cornelius Lanczos that is an adaptation of power methods to find the "most useful" (tending towards extreme highest/lowest) eigenvalues and eigenvectors of an Hermitian matrix, where is often but not necessarily much smaller than . Although computationally efficient in principle, the method as initially formulated was not useful, due to its numerical instability. In 1970, Ojalvo and Newman showed how to make the method numerically stable and applied it to the solution of very large engineering structures subjected to dynamic loading.
Data typeIn computer science and computer programming, a data type (or simply type) is a collection or grouping of data values, usually specified by a set of possible values, a set of allowed operations on these values, and/or a representation of these values as machine types. A data type specification in a program constrains the possible values that an expression, such as a variable or a function call, might take. On literal data, it tells the compiler or interpreter how the programmer intends to use the data.
Modular arithmeticIn mathematics, modular arithmetic is a system of arithmetic for integers, where numbers "wrap around" when reaching a certain value, called the modulus. The modern approach to modular arithmetic was developed by Carl Friedrich Gauss in his book Disquisitiones Arithmeticae, published in 1801. A familiar use of modular arithmetic is in the 12-hour clock, in which the day is divided into two 12-hour periods. If the time is 7:00 now, then 8 hours later it will be 3:00.