Numerical 'health check' for scientific codes: the CADNA approach

2007 
Scientific computation has unavoidable approximations built into its very fabric. One important source of error that is difficult to detect and control is round-off error propagation which originates from the use of finite precision arithmetic. We propose that there is a need to perform regular numerical ‘health checks’ on scientific codes in order to detect the cancerous effect of round-off error propagation. This is particularly important in scientific codes that are built on legacy software. We advocate the use of the CADNA library as a suitable numerical screening tool. We present a case study to illustrate the practical use of CADNA in scientific codes that are of interest to the Computer Physics Communications readership. In doing so we hope to stimulate a greater awareness of round-off error propagation and present a practical means by which it can be analyzed and managed.
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