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LANS Informal Seminar: Paul Hovland
April 12, 2017 @ 15:00 CDT
Seminar Title: Derivatives and Roundoff Errors
Speaker: Paul Hovland, Deputy Division Director, MCS Division, ANL
Date/Time: 2017-04-12 15:00
Location: Bldg. 240, rooms 1404 & 1405
Description:
There is a long tradition of using derivatives computed via automatic/algorithmic differentiation (AD) to estimate the impact of roundoff errors in numerical computation (going back at least to Linnainma in 1976). I’ll review some of the AD-based roundoff error estimation methods, describe in more detail the so-called CENA method due to Langlois, and discuss the merits of using forward- versus reverse-mode AD. I’ll finish up with some speculation on other uses for AD in the context of approximate and multi-precision computation.