SAM: Stochastic Arithmetic in Multiprecision

The SAM library implements discrete stochastic arithmetic in arbitrary precision. It enables round-off error estimation in arbitrary precision programs.

It requires the MPFR library, which itself requires the GMP library.

Souce code, documentation and example programs can be downloaded.

SAM is described in the following article:
S. Graillat, F. Jézéquel, S. Wang, Y. Zhu, Stochastic Arithmetic in Multiprecision, Mathematics in Computer Science, 5(4), pages 359-375, 2011.
DOI link
BibTeX reference