Testing numerical algorithms

[nbro]

Which properties of a numerical algorithm should be tested? Does the answer to this question depend on the specific numerical algorithm?

Possibly useful resources to answer these and related questions

• http://floating-point-gui.de/errors/comparison/
• https://stackoverflow.com/questions/3421469/how-to-test-scientific-software
• https://stackoverflow.com/questions/16434/how-to-test-numerical-analysis-routines
• https://softwareengineering.stackexchange.com/questions/220970/unit-regression-testing-scientific-algorithms-given-floating-point-behavior
• http://www.maths.manchester.ac.uk/~higham/talks/cse13_talk.pdf
• https://link.springer.com/chapter/10.1007/978-94-011-0311-4_4