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A left-to-right Leibniz determinant has an explicit forward error bound

Statement

Let M be an s×s matrix, s≥2, 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 s! 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 u, and qu<1 for q=s+s!−2, then ∣D^−det⁡M∣≤γqS,γq=qu1−qu,S=∑π∈Ss∏i=0s−1∣Mi,π(i)∣.

Facts & Assumptions

Given: For the real entries of M, write det⁡M=∑π∈Sssgn⁡(π)∏i=0s−1Mi,π(i), 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 γ0=0.

[F1]

The standard relative floating-point model and unit roundoff: for each addition or multiplication whose exact result is zero or normal-range, fl⁡(x∘y)=(x∘y)(1+δ) with ∣δ∣≤u.

[F2]

Basic properties of the absolute value and The triangle inequality: ∣xy∣=∣x∣∣y∣, −∣x∣≤x≤∣x∣, and ∣x+y∣≤∣x∣+∣y∣.

[A1]

Every rounded operation in this computation has exact result zero or in the normal range; no overflow, underflow, or invalid operation occurs; qu<1; and each permutation sign is applied by an exact sign-bit change after its product, with no rounded arithmetic operation.

Proof

1.1givenF1algebra

For an integer n≥0 with nu<1, the binomial theorem and (nk)≤nk give (1+u)n≤∑k≥0(nu)k=1/(1−nu). Therefore (1+u)n−1≤γn.

2.1givenF1F2A1step 1.1algebra

Put a=s−1 and let tπ be one exact signed Leibniz product. Its a rounded multiplications introduce factors (1+δk) by [F1] and [A1]. The identity ∏k(1+δk)−1=∑kδk∏j<k(1+δj), the triangle inequality [F2], and ∣1+δj∣≤1+u show ∣t^π−tπ∣≤((1+u)a−1)∣tπ∣≤γa∣tπ∣ by [step 1.1]. The same product bound gives ∣t^π∣≤(1+γa)∣tπ∣; an exact zero term remains zero.

3.1givenF1F2A1step 1.1step 2.1inductionalgebra

There are s! terms and hence b=s!−1 rounded additions after the first term is placed in the accumulator. If the successive addition errors are η1,…,ηb, induction in the accumulator recurrence writes D^=∑j=1s!t^jPj, where each Pj is a product of at most b factors (1+ηk). The telescoping identity in [step 2.1] gives ∣Pj−1∣≤γb. Thus ∣D^−∑jt^j∣=∣∑jt^j(Pj−1)∣ is at most γb∑j∣t^j∣ by [F2].

4.1givenF2step 2.1step 3.1algebra

Apply [F2], [step 2.1], and [step 3.1] to the exact signed sum. With S=∑π∣tπ∣ this gives ∣D^−det⁡M∣≤(γa+γb+γaγb)S.

5.1givenA1step 4.1algebra∎

Since q=a+b and qu<1, (1−au)(1−bu)=1−qu+abu2≥1−qu>0. Therefore (1+γa)(1+γb)−1≤γq, so the coefficient in [step 4.1] is at most γq. This proves the stated bound.

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