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authorenge <enge@211d60ee-9f03-0410-a15a-8952a2c7a4e4>2009-06-11 17:17:21 +0000
committerenge <enge@211d60ee-9f03-0410-a15a-8952a2c7a4e4>2009-06-11 17:17:21 +0000
commit8ba2bc726642350ab369cd4f16ad040bc7af346e (patch)
treeafc6acd89b761f5ce0201a84d536c77d5bd3ae13
parente6cc675b57135e599527d37d9de4e63e4acc84ad (diff)
downloadmpc-8ba2bc726642350ab369cd4f16ad040bc7af346e.tar.gz
algorithms.tex: added second error bound for norm
git-svn-id: svn://scm.gforge.inria.fr/svn/mpc/trunk@599 211d60ee-9f03-0410-a15a-8952a2c7a4e4
-rw-r--r--doc/algorithms.tex36
1 files changed, 33 insertions, 3 deletions
diff --git a/doc/algorithms.tex b/doc/algorithms.tex
index 57e7d48..ac3179b 100644
--- a/doc/algorithms.tex
+++ b/doc/algorithms.tex
@@ -275,7 +275,7 @@ functions with real arguments and values. Those already contained in
\subsubsection {Division}
-\label {sssec:realpropdiv}
+\label {sssec:proprealdiv}
Let
\[
@@ -549,7 +549,37 @@ The analogous bound for the second error term yields
2^{\Exp (\appro x) - p}
\end {equation}
The values $\epsilon_{X, 1}^+$ may be estimated as explained at the end
-pf \S\ref {sssec:propmul}.
+of \S\ref {sssec:propmul}.
+
+Alternatively, one might write
+$|\corr {x_1}^2 - \appro {x_1}^2|
+= \appro {x_1}^2 \cdot
+\left| 1 - \left( \frac {|\corr {x_1}|}{|\appro {x_1}|} \right)^2 \right|$
+and estimate the both-sided relative error as in \S\ref {sssec:proprealdiv}
+to obtain, under the assumption that $\epsilon_{R, 1}^- < 2$,
+\[
+| \corr {x_1}^2 - \appro {x_1}^2 |
+\leq
+\max \big(
+ \epsilon_{R, 1}^+ (2 + \epsilon_{R, 1}^+),
+ \epsilon_{R, 1}^- (2 - \epsilon_{R, 1}^-)
+\big)
+\appro {x_1}^2
+\]
+Adding the corresponding bound on the second term, using
+Proposition~\ref {prop:relerror} and letting
+$k_1 = \max ( k_{R, 1}, k_{I, 1})$ and
+$\epsilon_1 = \max ( \epsilon_{R, 1}^-, \epsilon_{R, 1}^+,
+ \epsilon_{I, 1}^-, \epsilon_{I, 1}^+ )$
+leads to
+\begin {equation}
+\label {eq:propnormalt}
+\error (\appro x)
+\leq
+\epsilon_1 (2 + \epsilon_1) 2^{\Exp (\appro x)}
+\leq
+2 k_1 (2 + \epsilon_1) 2^{\Exp (\appro x) - p}
+\end {equation}
\subsubsection {Division}
@@ -563,7 +593,7 @@ Let
Then the propagated error may be derived by cumulating the errors obtained
for multiplication in \S\ref {sssec:propmul}, the norm in
\S\ref {sssec:propnorm} and the division by a real in
-\S\ref {sssec:realpropdiv}.
+\S\ref {sssec:proprealdiv}.
We note
\begin{align*}
\corr a &= \Re (\corr {z_1} \overline {\corr {z_2}}) &