Stochastic Rounding 2.0, with a View towards Complexity Analysis

Fuente: arXiv
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Main Authors: Drineas, Petros, Ipsen, Ilse C. F.
Format: Preprint
Published: 2024
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author Drineas, Petros
Ipsen, Ilse C. F.
author_facet Drineas, Petros
Ipsen, Ilse C. F.
contents Stochastic Rounding is a probabilistic rounding mode that is surprisingly effective in large-scale computations and low-precision arithmetic. Its random nature promotes error cancellation rather than error accumulation, resulting in slower growth of roundoff errors as the problem size increases, especially when compared to traditional deterministic rounding methods, such as rounding-to-nearest. We advocate for SR as a foundational tool in the complexity analysis of algorithms, and suggest several research directions.
format Preprint
id arxiv_https___arxiv_org_abs_2410_10517
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Stochastic Rounding 2.0, with a View towards Complexity Analysis
Drineas, Petros
Ipsen, Ilse C. F.
Numerical Analysis
Data Structures and Algorithms
Stochastic Rounding is a probabilistic rounding mode that is surprisingly effective in large-scale computations and low-precision arithmetic. Its random nature promotes error cancellation rather than error accumulation, resulting in slower growth of roundoff errors as the problem size increases, especially when compared to traditional deterministic rounding methods, such as rounding-to-nearest. We advocate for SR as a foundational tool in the complexity analysis of algorithms, and suggest several research directions.
title Stochastic Rounding 2.0, with a View towards Complexity Analysis
topic Numerical Analysis
Data Structures and Algorithms
url https://arxiv.org/abs/2410.10517