Reducing Floating Point Error in Dot Product Using the Superblock Family of Algorithms

@article{Castaldo2008ReducingFP,
  title={Reducing Floating Point Error in Dot Product Using the Superblock Family of Algorithms},
  author={Anthony M. Castaldo and R. Clint Whaley and Anthony T. Chronopoulos},
  journal={SIAM J. Scientific Computing},
  year={2008},
  volume={31},
  pages={1156-1174}
}
This paper discusses both the theoretical and statistical errors obtained by various well-known dot products, from the canonical to pairwise algorithms, and introduces a new and more general framework that we have named superblock which subsumes them and permits a practitioner to make trade-offs between computational performance, memory usage, and error behavior. We show that algorithms with lower error bounds tend to behave noticeably better in practice. Unlike many such error-reducing… CONTINUE READING

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