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Estimation of numerical reproducibility using stochastic arithmetic

Intervenant(s) : Pacôme Eberhart (Pequan)
Rounding errors present an inherent problem to all computer programs involving floating-point numbers. They appear nearly in all elementary operations. By accumulation, these errors can affect the accuracy of a computed result possibly leading to partial or total inaccuracy. Following a wave propagation simulation, we will show how to estimate the accuracy of a numerical result with stochastic arithmetic using the CADNA library. We will also present recent improvements that highly improve performance of the CADNA library.
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