Perturbing numerical calculations for statistical analysis of floating-point program (in)stability
Enyi Tang, Earl T. Barr, Xuandong Li, Zhendong Su · 2010
Writing reliable software is difficult. It becomes even more difficult when writing scientific software involving floating-point numbers. Computers provide numbers with limited precision; when confronted with a real whose precision exceeds that limit, they introduce approximation and error. Numerical analysts have developed sophisticated mathematical techniques for performing error and stability analysis of numerical algorithms. However, these are generally not accessible to application programmers or scientists who often do not have in-depth training in numerical analysis and who thus need more automated techniques to analyze their code.