Tight Enclosure of Matrix Multiplication without Directed Rounding

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  • 有向丸めの変更を使用しないタイトな行列積の包含方法
  • ユウコウ マルメ ノ ヘンコウ オ シヨウ シナイ タイト ナ ギョウレツ セキ ノ ホウガン ホウホウ

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Abstract

This paper is concerned with interval arithmetic, especially, an enclosure of a matrix product is focused on. Using level 3 operations of matrix computations, an algorithm outputting a tight enclosure for matrix multiplication is proposed. Most of the algorithms for this purpose require switches of rounding modes defined in the IEEE standard 754. However some programing enviroments have not supported them. Our proposed method demands only rounding-to-nearest mode, so that it is very portable.

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