Re: [boost] floating point FUD

Subject: Re: [boost] floating point FUD
From: John Maddock (john_at_[hidden])
Date: 2010-01-24 11:17:44

> FP algorithms are all about accumulation of error, aren't they? Would be
> nice to have some kind of debugging facility (integrated with the code),
> that somehow keeps track of all kinds of error bounds/measures you're
> interested in.

I've experimented with that - a "dual precision" type - basically a class 
that evaluates every expression it's subject to at two different 
precisions - say double and with an arbitrary precision type, and then 
optionally prints out the accumulated error.  The idea is one can then step 
through code, or else set a break when the accumulated error reaches some 
threshold, and see where the error is coming from in the algorithm.  That's 
the theory anyway, in practice I've found good old fashioned pen and paper 
analysis of the algorithm is often as good...

John.