Compensated Horner Scheme

Using error-free transformations, we improve the classic Horner Scheme (HS) to evaluate (univariate) polynomials in floating point arithmetic. We prove that this Compensated Horner Scheme (CHS) is as accurate as HS performed with twice the working precision. Theoretical analysis and experiments exhibit a reasonable running time overhead being also more interesting than double-double implementations. We introduce a dynamic and validated error bound of the CHS computed value. The talk presents these results together with a survey about error-free transformations and related hypothesis

Accurate and efficient evaluation of the a posteriori error estimator in the reduced basis method

The reduced basis method is a model reduction technique yielding substantial savings of computational time when a solution to a parametrized equation has to be computed for many values of the parameter. Certification of the approximation is possible by means of an a posteriori error bound. Under appropriate assumptions, this error bound is computed with an algorithm of complexity independent of the size of the full problem. In practice, the evaluation of the error bound can become very sensitive to round-off errors. We propose herein an explanation of this fact. A first remedy has been proposed in [F. Casenave, Accurate \textit{a posteriori} error evaluation in the reduced basis method. \textit{C. R. Math. Acad. Sci. Paris} \textbf{350} (2012) 539--542.]. Herein, we improve this remedy by proposing a new approximation of the error bound using the Empirical Interpolation Method (EIM). This method achieves higher levels of accuracy and requires potentially less precomputations than the usual formula. A version of the EIM stabilized with respect to round-off errors is also derived. The method is illustrated on a simple one-dimensional diffusion problem and a three-dimensional acoustic scattering problem solved by a boundary element method.Comment: 26 pages, 10 figures. ESAIM: Mathematical Modelling and Numerical Analysis, 201

05391 Abstracts Collection -- Algebraic and Numerical Algorithms and Computer-assisted Proofs

From 25.09.05 to 30.09.05, the Dagstuhl Seminar 05391 ``Algebraic and Numerical Algorithms and Computer-assisted Proofs\u27\u27 was held in the International Conference and Research Center (IBFI), Schloss Dagstuhl. During the seminar, several participants presented their current research, and ongoing work and open problems were discussed. Abstracts of the presentations given during the seminar as well as abstracts of seminar results and ideas are put together in this paper. Links to extended abstracts or full papers are provided, if available

Compensated evaluation of tensor product surfaces in CAGD

In computer-aided geometric design, a polynomial surface is usually represented in Bézier form. The usual form of evaluating such a surface is by using an extension of the de Casteljau algorithm. Using error-free transformations, a compensated version of this algorithm is presented, which improves the usual algorithm in terms of accuracy. A forward error analysis illustrating this fact is developed