[J3] (SC22WG5.6130) Follow up on dot product request
Van Snyder
Van.Snyder at jpl.nasa.gov
Tue Jul 30 16:10:53 EDT 2019
>From Ulrich Kulisch, concerning a correctly-rounded dot product:
Primarily, we should react as mathematicians and not as IEEE 754
enthusiasts. The 4,266 bits solely are a consequence of the IEEE
754 standard. Do we really need an exponent range of 308? The
old /370 architecture provided an exponent range of about 75 and
most problems (I would say 98 %) could conveniently be solved
within this exponent range. For this exponent range the long
accumulator shrinks to about 1,100 bits.
So if we provide an accumulator of this size about 98% of the
cases would run on fast hardware. If overflow occurs, the
calculation could be repeated with a software algorithm.
"The importance of the EDP [Exact Dot Product] for high speed
verified computing has not been well understood by the
scientific computing community for quite some time. So I mention
it here briefly. A guaranteed solution of a system of linear
equations can be obtained in two steps. The first step computes
an approximate solution by some kind of Gaussian elimination in
conventional floating-point arithmetic. The second step, the
verification step, then computes a highly accurate guaranteed
enclosure of the solution. By an early estimate of Rump [6], the
verification step can be done with less than 6 times the number
of elementary floating-point operations needed for computing an
approximation in the first step. The verification step just
consists of dot products. Hardware implementations of the EDP at
Karlsruhe in 1993 [3, 4] and at Berkeley in 2013 [5] show that
it can be computed in about one-sixth of the time needed for
computing a possibly wrong result in conventional floating-point
arithmetic. So, the EDP reduces the time needed for the
verification step to about the time needed for computing an
approximate solution by Gaussian elimination. This is a
tremendous gain in computing speed. In other words, a verified
solution of a system of linear equations can be computed in
about twice the time needed for computing an approximate
solution by some kind of Gaussian elimination."
Of course, refinement of the solution of a linear system is not the only
application of a dot product. There are numerous other problems wherein
a poorly-conditioned dot product leads to incurrect results.
A poorly-conditioned dot product is just a special case of a
poorly-conditioned sum. So 19-184 should be amended to request a
correctly rounded SUM as well.
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