Re: True probabilistic rounding [was Re: Precision ...]

In article <[EMAIL PROTECTED]>, Jan C. =?iso-8859-1?Q?Vorbr=FCggen?= <[EMAIL 
PROTECTED]> writes:
|> > In the case where the initial value of the sum is A and you are
|> > adding small numbers very near B, where the variation in B is less
|> > than A*eps/L, ANY true rounding will have error of order L*eps/4
|> > (though with a much smaller factor than for truncation).  True
|> > probabilistic rounding, however, maintains an order sqrt(L)*eps/2.8.
|> 
|> This sounds like the same argument for dithering in analog-to-digital
|> conversion...?

Yup :-)


Regards,
Nick Maclaren.