This repository contains source code and updates from the codes originally shared at https://www.mcs.anl.gov/~wild/cnoise/.
These codes are based on the supplemental information for the papers:
- [1] Estimating Computational Noise by J.J. Moré and S.M. Wild. SIAM J. Scientific Computing, 33(3):1292-1314, 2011. doi:10.1137/100786125; PDF from earlier preprint
- [2] Estimating Derivatives of Noisy Simulations by J.J. Moré and S.M. Wild. ACM Transactions on Mathematical Software, 38(3):19:1-19:21, 2012. doi:10.1145/2168773.2168777; PDF from earlier preprint
- [3] Do You Trust Derivatives or Differences? by J.J. Moré and S.M. Wild. J. Computational Physics, 273:268-277, 2014. doi:10.1016/j.jcp.2014.04.056; PDF from earlier preprint
The following information (used in [1]) is provided to encourage the estimation of computational noise in applications and to determine strengths and limitations of the code. The following scripts produce basic noise level estimates from data.
difftableMatlab/Octave: Code for generating the example difference table in Table 3.1 of [1].