Absolute error estimates
Sun Feb 22 00:55:00 GMT 2004
I'm just finally getting around to porting some code to GSL for the calculation of wigner rotation matrices, and am modifying existing code to return the answers as gsl_sf_result structures. However, I am unable to determine how the error estimate should be calculated in terms of GSL_DBL_EPSILON for the various arithmetic operations - is this prescribed anywhere for GSL (I've rtfm and the Design Document to no avail). Please could you direct me to how the error estimate should be calculated in general (naively I would use normal error analysis, however looking through various parts of the GSL library code, this seems to be incorrect).
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