###### Options

# On the definition of unit roundoff

Publikationstyp

Journal Article

Publikationsdatum

2015-03-17

Sprache

English

Institut

TORE-URI

Enthalten in

Volume

56

Issue

1

Start Page

309

End Page

317

Citation

BIT Numerical Mathematics 1 (56): 309-317 (2016-03-01)

Publisher DOI

Scopus ID

Publisher

Springer Science + Business Media B.V

The result of a floating-point operation is usually defined to be the floating-point number nearest to the exact real result together with a tie-breaking rule. This is called the first standard model of floating-point arithmetic, and the analysis of numerical algorithms is often solely based on that. In addition, a second standard model is used specifying the maximum relative error with respect to the computed result. In this note we take a more general perspective. For an arbitrary finite set of real numbers we identify the rounding to minimize the relative error in the first or the second standard model. The optimal “switching points” are the arithmetic or the harmonic means of adjacent floating-point numbers. Moreover, the maximum relative error of both models is minimized by taking the geometric mean. If the maximum relative error in one model is (Formula presented.) , then (Formula presented.) is the maximum relative error in the other model. Those maximal errors, that is the unit roundoff, are characteristic constants of a given finite set of reals: The floating-point model to be optimized identifies the rounding and the unit roundoff.