From db579a51a75f18aa21b688c076b1e47557833728 Mon Sep 17 00:00:00 2001 From: enge Date: Mon, 17 Sep 2012 09:15:09 +0000 Subject: algorithms.tex: replaced AGM lemma by corollary in section "complex relative error" git-svn-id: svn://scm.gforge.inria.fr/svn/mpc/trunk@1264 211d60ee-9f03-0410-a15a-8952a2c7a4e4 --- doc/algorithms.tex | 34 ++++++++++++++++------------------ 1 file changed, 16 insertions(+), 18 deletions(-) (limited to 'doc') diff --git a/doc/algorithms.tex b/doc/algorithms.tex index 34d13d7..f3707fa 100644 --- a/doc/algorithms.tex +++ b/doc/algorithms.tex @@ -48,7 +48,7 @@ \title {MPC: Algorithms and Error Analysis} \author {Andreas Enge \and Philippe Th\'eveny \and Paul Zimmermann} -\date {Draft; June 28, 2012} +\date {Draft; September 17, 2012} \begin {document} \maketitle @@ -340,6 +340,21 @@ For the converse direction, write \] \end {proof} +As a corollary to Propositions~\ref {prop:relerror} +and~\ref {prop:comrelerror}, we obtain the following result. + +\begin {prop} +\label {prop:comabserror} +Let $\corr z = \corr x + i \corr y$, $\appro z = \appro x + i \appro y$ +be represented at precision~$p$. If +$\error (\appro x) \leq k \, \Ulp (\appro x)$ and +$\error (\appro y) \leq k \, \Ulp (\appro y)$, then +\[ +\relerror (\appro z) \leq k \, 2^{1-p}. +\] +\end {prop} + + \subsection {Real functions} @@ -1778,22 +1793,6 @@ and rounding towards $+\infty$. We have $\corr {a_0} = a_0 = 1$ and $\corr {b_0} = b_0 = z$ (assuming $z$ is exactly representable in precision $p$). -\begin{lemma} -If $z = x + i y$ is a complex number with infinite precision, -with $x, y \geq 0$, -is rounded to $z' = x' + i y'$ with precision $p$, with both roundings towards -$+\infty$, then we can write $z' = z (1 + \theta)$, with $\theta$ a -complex number satisfying $|\theta| < 2^{1-p}$. -\end{lemma} -\begin{proof} -We have $x' = x (1 + \mu)$ with $0 \leq \mu < 2^{1-p}$, and similarly -$y' = y (1 + \nu)$ with $0 \leq \nu < 2^{1-p}$. -Then: -\[ \frac{z'}{z} = 1 + \frac{x \mu + i y \nu}{x + i y}. \] -Define $\theta := (x \mu + i y \nu)/(x + i y)$, then -$|\theta|^2 = (x^2 \mu^2 + y^2 \nu^2)/(x^2 + y^2) \leq {\rm max}(\mu^2, \nu^2)$ -thus $|\theta| < 2^{1-p}$. - Each iteration computes $\appro {a_n} = \circ((\appro {a_{n-1}} + \appro {b_{n-1}})/2)$ and $\appro {b_n} = \circ(\sqrt{\appro {a_{n-1}} \appro {b_{n-1}}})$. Assume by induction we can write @@ -1804,7 +1803,6 @@ Then using the above lemma, since the division by $2$ is exact, we can write $\appro {a_n} = \corr {a_n} (1 + \mu_n)^{e_{n-1} + 1}$, and $\appro {b_n} = \corr {b_n} (1 + \nu_n)^{e_{n-1} + 2}$. Thus $e_n \leq e_{n-1} + 2$, which gives $e_n \leq 2n$. -\end{proof} \bibliographystyle{acm} -- cgit v1.2.1