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minimize numerical error

Open jannikmi opened this issue 6 years ago • 1 comments

Optimise the factorisation such that it minimizes the numerical error during evaluation. take the magnitude of the coefficients... into account during factorization. The effects of Horner factorizations on the numerical error have been considered in

[3] J. M. Peña and T. Sauer, “On the multivariate Horner scheme”, SIAM journal on numerical analysis, vol. 37, no. 4, pp. 1186–1197, 2000.

[4] J. M. Peña and T. Sauer, “On the multivariate Horner scheme II: Running error analysis”, Computing, vol. 65, no. 4, pp. 313–322, 2000.

jannikmi avatar Jan 11 '19 16:01 jannikmi

Note: since v1.3.0 the coefficients are interchangeable per default. optimising the factorisation wrt. the coefficients might make a new independent version of the procedure necessary

jannikmi avatar May 06 '20 14:05 jannikmi