Efficient and accurate computation of upper bounds of approximation errors

被引:35
|
作者
Chevillard, S. [1 ]
Harrison, J. [2 ]
Joldes, M. [3 ]
Lauter, Ch. [4 ]
机构
[1] INRIA, LORIA, Caramel Project Team, F-54506 Vandoeuvre Les Nancy, France
[2] Intel Corp, Hillsboro, OR 97124 USA
[3] Univ Lyon, Ecole Normale Super Lyon, LIP UMR CNRS ENS Lyon INRIA CUBL 5668, F-69364 Lyon 07, France
[4] Univ Paris 06, CNRS, UMR 7606, LIP6, F-75252 Paris 05, France
关键词
Supremum norm; Approximation error; Taylor models; Sum of squares; Validation; Certification; Formal proof; VERIFICATION;
D O I
10.1016/j.tcs.2010.11.052
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
For purposes of actual evaluation, mathematical functions f are commonly replaced by approximation polynomials p. Examples include floating-point implementations of elementary functions, quadrature or more theoretical proof work involving transcendental functions. Replacing f by p induces a relative error epsilon = p/f - 1. In order to ensure the validity of the use of p instead off, the maximum error, i.e. the supremum norm parallel to epsilon parallel to(I)(infinity) must be safely bounded above over an interval I, whose width is typically of order 1. Numerical algorithms for supremum norms are efficient, but they cannot offer the required safety. Previous validated approaches often require tedious manual intervention. If they are automated, they have several drawbacks, such as the lack of quality guarantees. In this article, a novel, automated supremum norm algorithm on univariate approximation errors epsilon is proposed, achieving an a priori quality on the result. It focuses on the validation step and paves the way for formally certified supremum norms. Key elements are the use of intermediate approximation polynomials with bounded approximation error and a non-negativity test based on a sum-of-squares expression of polynomials. The new algorithm was implemented in the Sollya tool. The article includes experimental results on real-life examples. (C) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码:1523 / 1543
页数:21
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