Software for Roundoff Analysis
Webb Miller · ACM Transactions on Mathematical Software · 1975
Fortran programs for locating numerical instabihties in algebraic processes are given.They easily diagnose known instabilities in certain versions of the QR algorithm and the Gram-Schmidt method.To analyze a given numerical algorithm we proceed as follows.A number which measures the effect of roundoff error is assigned to each set of data."Hill-climbing" procedures are then applied to search for values large enough to signal instability.