This repository contains the source code for reproducing the results in [Sec. 8, 1]. The following scripts for generating the data presented in the survey are made available:
test_sum.m- Experiment with the harmonic sum [Sec. 8a, 1].test_matvec.m- Experiment with matrix-vector multiplication [Sec. 8a, 1].ODE_test.m- Solution of an exponential decay ODE with Euler's method [Sec. 8d, 1].unit_circle_ODE.m- Solution of a unit circle ODE with Euler's method [Sec. 8d, 1].
The script run_tests.m performs all of the tests from the paper [1] in one run.
These scripts rely on the chop library for implementing low precision arithmetics with stochastic rounding and therefore it should be downloaded and placed on the MATLAB search path. These experiments were developed and run on MATLAB version 2021b.
[1] M. Croci, M. Fasi, N. J. Higham, T. Mary, and M. Mikaitis. Stochastic Rounding: Implementation, Error Analysis, and Applications. R. Soc. Open Sci., 9:3. Mar. 2022.
This software is distributed under the terms of the 2-clause BSD software license (see LICENSE).
The MATLAB function chop is distributed under the terms of the BSD 2-Clause "Simplified" License.
The CPFloat C library is distributed under the GNU Lesser General Public License, Version 2.1 or later.