Synthesizing Backward Error Bounds, Backward
Laura Zielinski, Justin Hsu
摘要
Backward stability is a desirable property for a well-designed numerical algorithm: given an input, a backward stable floating-point program produces the exact output for a nearby input. While automated tools for bounding the forward error of a numerical program are well-established, few existing tools target backward error analysis. We present a formal framework that enables sound, automated backward error analysis for a broad class of numerical programs. First, we propose a novel generalization of the definition of backward stability that is both compositional and flexible, satisfied by a wide range of floating-point operations. Second, based on this generalization, we develop the category Shel where morphisms model stable numerical programs, and show that structures in Shel support a rich variety of backward error analyses. Third, we implement a tool, eggshel , that automatically searches within a syntactic subcategory of Shel to prove backward stability for a given program. Our algorithm handles many programs with variable reuse, a known challenge in backward error analysis. We prove soundness of our algorithm and use our tool to synthesize backward error bounds for a suite of programs that were previously beyond the reach of automated analysis.
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