A Mixed Real and Floating-Point Solver

Reasoning about mixed real and floating-point constraints is essential for developing accurate analysis tools for floating-point pro- grams. This paper presents FPRoCK, a prototype tool for solving mixed real and floating-point formulas. FPRoCK transforms a mixed formula into an equisatisfiable one over the reals. This formula is then solved using an off-the-shelf SMT solver. FPRoCK is also integrated with the PRECiSA static analyzer, which computes a sound estimation of the round-off error of a floating-point program. It is used to detect infeasible computational paths, thereby improving the accuracy of PRECiSA

Stochastic rounding and reduced-precision fixed-point arithmetic for solving neural ordinary differential equations

Although double-precision floating-point arithmetic currently dominates high-performance computing, there is increasing interest in smaller and simpler arithmetic types. The main reasons are potential improvements in energy efficiency and memory footprint and bandwidth. However, simply switching to lower-precision types typically results in increased numerical errors. We investigate approaches to improving the accuracy of reduced-precision fixed-point arithmetic types, using examples in an important domain for numerical computation in neuroscience: the solution of Ordinary Differential Equations (ODEs). The Izhikevich neuron model is used to demonstrate that rounding has an important role in producing accurate spike timings from explicit ODE solution algorithms. In particular, fixed-point arithmetic with stochastic rounding consistently results in smaller errors compared to single precision floating-point and fixed-point arithmetic with round-to-nearest across a range of neuron behaviours and ODE solvers. A computationally much cheaper alternative is also investigated, inspired by the concept of dither that is a widely understood mechanism for providing resolution below the least significant bit (LSB) in digital signal processing. These results will have implications for the solution of ODEs in other subject areas, and should also be directly relevant to the huge range of practical problems that are represented by Partial Differential Equations (PDEs).Comment: Submitted to Philosophical Transactions of the Royal Society

Improved Accuracy and Parallelism for MRRR-based Eigensolvers -- A Mixed Precision Approach

The real symmetric tridiagonal eigenproblem is of outstanding importance in numerical computations; it arises frequently as part of eigensolvers for standard and generalized dense Hermitian eigenproblems that are based on a reduction to tridiagonal form. For its solution, the algorithm of Multiple Relatively Robust Representations (MRRR) is among the fastest methods. Although fast, the solvers based on MRRR do not deliver the same accuracy as competing methods like Divide & Conquer or the QR algorithm. In this paper, we demonstrate that the use of mixed precisions leads to improved accuracy of MRRR-based eigensolvers with limited or no performance penalty. As a result, we obtain eigensolvers that are not only equally or more accurate than the best available methods, but also -in most circumstances- faster and more scalable than the competition

Solving Lattice QCD systems of equations using mixed precision solvers on GPUs

Modern graphics hardware is designed for highly parallel numerical tasks and promises significant cost and performance benefits for many scientific applications. One such application is lattice quantum chromodyamics (lattice QCD), where the main computational challenge is to efficiently solve the discretized Dirac equation in the presence of an SU(3) gauge field. Using NVIDIA's CUDA platform we have implemented a Wilson-Dirac sparse matrix-vector product that performs at up to 40 Gflops, 135 Gflops and 212 Gflops for double, single and half precision respectively on NVIDIA's GeForce GTX 280 GPU. We have developed a new mixed precision approach for Krylov solvers using reliable updates which allows for full double precision accuracy while using only single or half precision arithmetic for the bulk of the computation. The resulting BiCGstab and CG solvers run in excess of 100 Gflops and, in terms of iterations until convergence, perform better than the usual defect-correction approach for mixed precision.Comment: 30 pages, 7 figure

Multi-mass solvers for lattice QCD on GPUs

Graphical Processing Units (GPUs) are more and more frequently used for lattice QCD calculations. Lattice studies often require computing the quark propagators for several masses. These systems can be solved using multi-shift inverters but these algorithms are memory intensive which limits the size of the problem that can be solved using GPUs. In this paper, we show how to efficiently use a memory-lean single-mass inverter to solve multi-mass problems. We focus on the BiCGstab algorithm for Wilson fermions and show that the single-mass inverter not only requires less memory but also outperforms the multi-shift variant by a factor of two.Comment: 27 pages, 6 figures, 3 Table

On Sound Relative Error Bounds for Floating-Point Arithmetic

State-of-the-art static analysis tools for verifying finite-precision code compute worst-case absolute error bounds on numerical errors. These are, however, often not a good estimate of accuracy as they do not take into account the magnitude of the computed values. Relative errors, which compute errors relative to the value's magnitude, are thus preferable. While today's tools do report relative error bounds, these are merely computed via absolute errors and thus not necessarily tight or more informative. Furthermore, whenever the computed value is close to zero on part of the domain, the tools do not report any relative error estimate at all. Surprisingly, the quality of relative error bounds computed by today's tools has not been systematically studied or reported to date. In this paper, we investigate how state-of-the-art static techniques for computing sound absolute error bounds can be used, extended and combined for the computation of relative errors. Our experiments on a standard benchmark set show that computing relative errors directly, as opposed to via absolute errors, is often beneficial and can provide error estimates up to six orders of magnitude tighter, i.e. more accurate. We also show that interval subdivision, another commonly used technique to reduce over-approximations, has less benefit when computing relative errors directly, but it can help to alleviate the effects of the inherent issue of relative error estimates close to zero

A Survey of Satisfiability Modulo Theory

Satisfiability modulo theory (SMT) consists in testing the satisfiability of first-order formulas over linear integer or real arithmetic, or other theories. In this survey, we explain the combination of propositional satisfiability and decision procedures for conjunctions known as DPLL(T), and the alternative "natural domain" approaches. We also cover quantifiers, Craig interpolants, polynomial arithmetic, and how SMT solvers are used in automated software analysis.Comment: Computer Algebra in Scientific Computing, Sep 2016, Bucharest, Romania. 201

Parallel Algorithm for Solving Kepler's Equation on Graphics Processing Units: Application to Analysis of Doppler Exoplanet Searches

[Abridged] We present the results of a highly parallel Kepler equation solver using the Graphics Processing Unit (GPU) on a commercial nVidia GeForce 280GTX and the "Compute Unified Device Architecture" programming environment. We apply this to evaluate a goodness-of-fit statistic (e.g., chi^2) for Doppler observations of stars potentially harboring multiple planetary companions (assuming negligible planet-planet interactions). We tested multiple implementations using single precision, double precision, pairs of single precision, and mixed precision arithmetic. We find that the vast majority of computations can be performed using single precision arithmetic, with selective use of compensated summation for increased precision. However, standard single precision is not adequate for calculating the mean anomaly from the time of observation and orbital period when evaluating the goodness-of-fit for real planetary systems and observational data sets. Using all double precision, our GPU code outperforms a similar code using a modern CPU by a factor of over 60. Using mixed-precision, our GPU code provides a speed-up factor of over 600, when evaluating N_sys > 1024 models planetary systems each containing N_pl = 4 planets and assuming N_obs = 256 observations of each system. We conclude that modern GPUs also offer a powerful tool for repeatedly evaluating Kepler's equation and a goodness-of-fit statistic for orbital models when presented with a large parameter space.Comment: 19 pages, to appear in New Astronom