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The equality relations in scientific computing

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Abstract

The equality relation (more generally, the ordering relations) in floating point arithmetic is the exact translation of the mathematical equality relation. Because of the propagation of round-off errors, the floating point arithmetic is not the exact representation of the theoretical arithmetic which is continuous on the real numbers.

This leads to some incoherence when the equality concept is used in floating point arithmetic. A well known example is the detection of a zero element in the pivoting column and equation when applying Gaussian elimination, which is almost impossible in floating point arithmetic.

We shall begin by showing the inadequacy of the equality relation used in floating point arithmetic (we will call it floating point equality), and then introduce two new concepts: stochastic numbers and the equality relation between such numbers which will be called the stochastic equality. We will show how these concepts allow to recover the coherence between the arithmetic operators and the ordering relations that was missing in floating point computations.

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  1. Laboratoire M.A.S.I., URA CNRS 818, Université Pierre et Marie Curie, 4 place Jussieu, 75252, Paris Cedex 05, France

    Jean-Marie Chesneaux

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  1. Jean-Marie Chesneaux
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Communicated by J.Vignes

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Chesneaux, JM. The equality relations in scientific computing. Numer Algor 7, 129–143 (1994). https://doi.org/10.1007/BF02140678

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  • DOI: https://doi.org/10.1007/BF02140678

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