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Higham's writing is very readable and his book on numerical linear algebra is approachable and has information that's hard to find elsewhere. His point about p
by mturmon 5y ago
Higham's writing is very readable and his book on numerical linear algebra is approachable and has information that's hard to find elsewhere.
His point about probabilistic error bounds for roundoff errors is excellent! The usual bounds are worst-case, and assume all roundoff errors complement each other. That doesn't happen in practice: the errors average out -- it's readily observable.
As Higham points out, this means intuitively that error magnitudes go from O(n) to O(sqrt(n)) which is huge for large n. I wasn't aware of his very recent joint work with Theo Mary that proves this under some conditions.
- techbio 5y agoI've heard the phenomenon from your second paragraph called "the miracle of mitigating errors" in the context of old-school (pre-GPS) transoceanic navigation.