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A left-to-right Leibniz determinant has an explicit forward error bound
Statement
Let be an matrix, , whose entries are exactly represented in a selected floating-point system. Compute its Leibniz determinant by forming each product left-to-right, applying each permutation sign by an exact sign-bit change, and summing the signed terms left-to-right. If every rounded operation is zero or has a normal-range exact result, every operation satisfies the standard relative model with unit roundoff , and for , then
Facts & Assumptions
Given: For the real entries of , write , using the permutation and sign conventions of Dyadic orientation and lifted sphere determinants. This finite polynomial defines the determinant for arbitrary real entries and agrees with that item's definition on dyadic matrices; representability here does not require dyadic entries. Use the operationwise model in The standard relative floating-point model and unit roundoff, lexicographic permutation order, left-to-right products and summation, and an exact sign change after each product when its permutation is odd. Set .
The standard relative floating-point model and unit roundoff: for each addition or multiplication whose exact result is zero or normal-range, with .
Basic properties of the absolute value and The triangle inequality: , , and .
Every rounded operation in this computation has exact result zero or in the normal range; no overflow, underflow, or invalid operation occurs; ; and each permutation sign is applied by an exact sign-bit change after its product, with no rounded arithmetic operation.
Proof
For an integer with , the binomial theorem and give . Therefore .
Put and let be one exact signed Leibniz product. Its rounded multiplications introduce factors by [F1] and [A1]. The identity , the triangle inequality [F2], and show by [step 1.1]. The same product bound gives ; an exact zero term remains zero.
There are terms and hence rounded additions after the first term is placed in the accumulator. If the successive addition errors are , induction in the accumulator recurrence writes , where each is a product of at most factors . The telescoping identity in [step 2.1] gives . Thus is at most by [F2].
Apply [F2], [step 2.1], and [step 3.1] to the exact signed sum. With this gives .
Since and , . Therefore , so the coefficient in [step 4.1] is at most . This proves the stated bound.
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Used by
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Sources
- Jonathan R. Shewchuk, Adaptive Precision Floating-Point Arithmetic and Fast Robust Geometric Predicates, §§4.2–4.4 (standard reference, not scraped)
- Mark de Berg et al., Computational Geometry: Algorithms and Applications, 2nd ed., §1.2 (standard reference, not scraped)