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I am trying to prove the fundamental axiom of floating point arithmetic also applies to complex number multiplication.

First, let $fl$ be a function that maps a number to its closest floating point approximation. If we restricted the domain of $fl$ to be only $\mathbb{R}$, then $fl$ satisfies the following property called fundamental axiom of floating point arithmetic.

$$fl(x+y) = (x+y)(1+ \epsilon_1)$$ $$fl(x-y) = (x-y)(1 + \epsilon_2)$$ $$fl(x\cdot y) = (x\cdot y)(1 + \epsilon_3)$$ $$fl(x \div y) = (x \div y)(1+ \epsilon_4)$$

where $|\epsilon_1| \le \epsilon_{machine}$, and so does $\epsilon_2, \epsilon_3, \epsilon_4$.

Given that computer stores a complex number in a length 2 vector ($a+bi$ will be stored as $[a,b]$), I need to show that

$$\frac{|fl(z_1 \cdot z_2)|}{|z_1 \cdot z_2|} \le 4\epsilon_{machine}$$

where $z_1, z_2 \in \mathbb{C}$.

In other words, there exists a $\hat{\epsilon}$ such that $|\hat{\epsilon} |\le 4\epsilon_{machine}$, and

$$fl(z_1 \cdot z_2) = (z_1 \cdot z_2)(1 + \hat{\epsilon})$$

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    $\begingroup$ You need to tell us (1) something about $fl$ and (2) something about the background to the problem, e.g., what you have tried. Otherwise, we can't help. $\endgroup$
    – Rob Arthan
    Commented Jan 18 at 19:51
  • $\begingroup$ Since the product of complex numbers is complex, this inequality doesn’t make much sense. $\endgroup$
    – gnasher729
    Commented Jan 18 at 21:02
  • $\begingroup$ And please add a definition of machine epsilon. I would always calculate floating point errors based on the ieee 754 standard. $\endgroup$
    – gnasher729
    Commented Jan 18 at 21:04
  • $\begingroup$ I just updated the problem to make it more precise $\endgroup$
    – Gu Bochao
    Commented Jan 18 at 21:19
  • $\begingroup$ Could you clarify what is needed here beyond known results from the literature? [1] Richard Brent, Colin Percival, and Paul Zimmermann, "Error Bounds on Complex Floating-Point Multiplication", Mathematics of Computation, Vol. 76, No. 259, Jul. 2007, pp. 1469-1481. [2] Claude-Pierre Jeannerod, Peter Kornerup, Nicolas Louvet, and Jean-Michel Muller, "Error Bounds on Complex Floating-Point Multiplication with an FMA", Mathematics of Computation, Vol. 86, No. 304, Mar. 2017, pp. 881-898. $\endgroup$
    – njuffa
    Commented Jan 19 at 3:31

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