math - arithmetic library for tracking worst case error -


(edited)
Is there a library or device to know the maximum deposit Allows an error in arithmetic operations?

For example if I do some iterations ...

  myVars = initialValues; While (not notated) {myVars = updateMyVars (myVars)}   

... I want to know only the calculated values ​​at the end, but also the possible error (the limit of posible values If results in the operation of each person take limits on each operand)

I have already written a letter called Java Class (EA for Error Accounting) which updates the maximum positive and negative errors with the calculation and updates the value, for some basic operations, But I am afraid that I can revise a square wheel again.

Any library / which is in Java / whatever? Any suggestions?


  • Updated July 11: Added links for existing libraries and sample codes were tested.
  • As is done from Fellow, there is the concept of it, and there was only a few questions about my intention on the topic (past):
    • I have upper and lower limitations I pay more attention to the "main" value than, however, it should be straight-forward to add that extra value to the open library.
    • Accounting error as an independent floating point may allow better accuracy (for example, instead of the upper limit, instead of a full ULP, it will grow from only half).
    • I have a library:
      • (Only the main value will be added to Java. My favorites
      • (C ++, Very complicated / complete)
      • (Java, account value, and error as standard deviation)
      • Sample code () runs a ballistic simulation And calculates the number E. Although they are not very demanding of the circumstances.

        Maybe it's too late, but look at BAIS Rophile: The computer is completely simple, consumes computer error, and if your errors are centered with easy access to your nominal (middle ... ...). < / Html>

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