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Correlated round-off errors in digital integrating differential analyzers
Basser Computing Department, The University of Sydney, Sydney, N.S.W., Australia
The integration method used in digital differential analyzers suffers from both truncation and round-off errors. It is shown that, if trapezoidal corrections are employed, the latter dominates. The round-off errors in successive steps of the integration are shown to be correlated whenever the function being integrated has a slope which passes through a rational fraction of small denominator. However, an analysis is presented to show that in general the correlation does not greatly affect the total round-off error. Some special cases are shown to suffer from anomalously high round-off error.
* Basser Computing Department, The University of Sydney, Sydney, N.S.W., Australia.