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Towards a Universal Data Type for Scientific Computing-
incollection
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Author(s)
Martin Berz
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Published in Automatic Differentiation of Algorithms: From Simulation to Optimization
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Editor(s) George Corliss, Christèle Faure, Andreas Griewank, Laurent Hascoët, Uwe Naumann |
Year 2002 |
Publisher Springer |
Abstract Modern scientific computing uses an abundance of data types. Besides floating point numbers, we routinely use intervals, univariate Taylor series, Taylor series with interval coefficients, and more recently multivariate Taylor series. Newer are Taylor models, which allow verified calculations like intervals, but largely avoid many of their limitations, including the cancellation effect, dimensionality curse, and low-order scaling of resulting width to domain width. Another more recent structure is the Levi-Civita numbers, which allow viewing many aspects of scientific computation as an application of arithmetic and analysis with infinitely small numbers, and which are useful for a variety of purposes including the assessment of differentiability at branch points. We propose new methods based on partially ordered Levi-Civita algebras that allow for a unification of all these various approaches into one single data type. |
Cross-References Corliss2002ADo |
BibTeX
@INCOLLECTION{
Berz2002TaU,
author = "Martin Berz",
title = "Towards a Universal Data Type for Scientific Computing",
pages = "373--381",
chapter = "45",
crossref = "Corliss2002ADo",
booktitle = "Automatic Differentiation of Algorithms: From Simulation to Optimization",
year = "2002",
editor = "George Corliss and Christ{\`e}le Faure and Andreas Griewank and Laurent
Hasco{\"e}t and Uwe Naumann",
series = "Computer and Information Science",
publisher = "Springer",
address = "New York, NY",
abstract = "Modern scientific computing uses an abundance of data types. Besides floating point
numbers, we routinely use intervals, univariate Taylor series, Taylor series with interval
coefficients, and more recently multivariate Taylor series. Newer are Taylor models, which allow
verified calculations like intervals, but largely avoid many of their limitations, including the
cancellation effect, dimensionality curse, and low-order scaling of resulting width to domain width.
Another more recent structure is the Levi-Civita numbers, which allow viewing many aspects of
scientific computation as an application of arithmetic and analysis with infinitely small numbers,
and which are useful for a variety of purposes including the assessment of differentiability at
branch points. We propose new methods based on partially ordered Levi-Civita algebras that allow for
a unification of all these various approaches into one single data type."
}
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