Relative-error stability of numerical algorithms

09/22/2021

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by   Carlos Beltrán, et al.

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We formalize the definition of a stable algorithm that is (i) adapted to the use of multiple and variable precision arithmetic, (ii) sufficiently close to the actual practice of computing to be useful, and (iii) sufficiently robust from a mathematical point of view as to allow for the rigorous proof of theorems. This allows us to state some widely satisfied hypotheses, depending only on two functions f and g, under which the composition of a stable algorithm for f and a stable algorithm for g is a stable algorithm for the composition f ∘ g.