Luisa D’Amore2, Valeria Melea and Almerico Murlib aUniversity of Naples Federico II, Naples, ITALY, bSouthern Partnership for Advanced Computational Infrastructures (SPACI), c/o University of Naples, Federico II, Naples and CMCC - Centro Euro-Mediterraneo per i Cambiamenti Climatici, Lecce, ITALY Received 29 October, 2012; accepted in revised form 24 April, 2013
Abstract: A detailed rounding errors analysis for the computation of Taylor expansion coefficients of an analytic real function with respect to one variable, as implemented by TADIFF, a software package written in C++ specialized for computing Taylor expansion coefficients using Algorithmic Differentiation, is performed. The error analysis is carried out in a finite precision arithmetic system satisfying the IEEE standard 754. Furthermore, time and space complexity of such a computation is discussed. Experimental results aimed to validate both the accuracy and the complexity estimates are presented.