Automated backward error analysis for numerical code

Abstract

Numerical code uses floating-point arithmetic and necessarily suffers from roundoff and truncation errors. Error analysis is the process to quantify such uncertainty in the solution to a problem. Forward error analysis and backward error analysis are two popular paradigms of error analysis. Forward error analysis is more intuitive and has been explored and automated by the programming languages (PL) community. In contrast, although backward error analysis is more preferred by numerical analysts and the foundation for numerical stability, it is less known and unexplored by the PL community. To fill the gap, this paper presents an automated backward error analysis for numerical code to empower both numerical analysts and application developers. In addition, we use the computed backward error results to also compute the condition number, an important quantity recognized by numerical analysts for measuring how sensitive a function is to changes or errors in the input. Experimental results on Intel X87 FPU functions and widely-used GNU C Library functions demonstrate that our analysis is effective at analyzing the accuracy of floating-point programs.