Accurate and Efficient Expression Evaluation and Linear Algebra

We survey and unify recent results on the existence of accurate algorithms for evaluating multivariate polynomials, and more generally for accurate numerical linear algebra with structured matrices. By "accurate" we mean that the computed answer has relative error less than 1, i.e., has some correct leading digits. We also address efficiency, by which we mean algorithms that run in polynomial time in the size of the input. Our results will depend strongly on the model of arithmetic: Most of our results will use the so-called Traditional Model (TM). We give a set of necessary and sufficient conditions to decide whether a high accuracy algorithm exists in the TM, and describe progress toward a decision procedure that will take any problem and provide either a high accuracy algorithm or a proof that none exists. When no accurate algorithm exists in the TM, it is natural to extend the set of available accurate operations by a library of additional operations, such as $x+y+z$, dot products, or indeed any enumerable set which could then be used to build further accurate algorithms. We show how our accurate algorithms and decision procedure for finding them extend to this case. Finally, we address other models of arithmetic, and the relationship between (im)possibility in the TM and (in)efficient algorithms operating on numbers represented as bit strings.Comment: 49 pages, 6 figures, 1 tabl

Exploiting structure in floating-point arithmetic

Invited paper - MACIS 2015 (Sixth International Conference on Mathematical Aspects of Computer and Information Sciences)International audienceThe analysis of algorithms in IEEE floating-point arithmetic is most often carried out via repeated applications of the so-called standard model, which bounds the relative error of each basic operation by a common epsilon depending only on the format. While this approach has been eminently useful for establishing many accuracy and stability results, it fails to capture most of the low-level features that make floating-point arithmetic so highly structured. In this paper, we survey some of those properties and how to exploit them in rounding error analysis. In particular, we review some recent improvements of several classical, Wilkinson-style error bounds from linear algebra and complex arithmetic that all rely on such structure properties

Toward accurate polynomial evaluation in rounded arithmetic

Given a multivariate real (or complex) polynomial $p$ and a domain $\cal D$, we would like to decide whether an algorithm exists to evaluate $p(x)$ accurately for all $x \in {\cal D}$ using rounded real (or complex) arithmetic. Here ``accurately'' means with relative error less than 1, i.e., with some correct leading digits. The answer depends on the model of rounded arithmetic: We assume that for any arithmetic operator $op(a,b)$, for example $a+b$ or $a \cdot b$, its computed value is $op(a,b) \cdot (1 + \delta)$, where $| \delta |$ is bounded by some constant $\epsilon$ where $0 < \epsilon \ll 1$, but $\delta$ is otherwise arbitrary. This model is the traditional one used to analyze the accuracy of floating point algorithms.Our ultimate goal is to establish a decision procedure that, for any $p$ and $\cal D$, either exhibits an accurate algorithm or proves that none exists. In contrast to the case where numbers are stored and manipulated as finite bit strings (e.g., as floating point numbers or rational numbers) we show that some polynomials $p$ are impossible to evaluate accurately. The existence of an accurate algorithm will depend not just on $p$ and $\cal D$, but on which arithmetic operators and which constants are are available and whether branching is permitted. Toward this goal, we present necessary conditions on $p$ for it to be accurately evaluable on open real or complex domains ${\cal D}$. We also give sufficient conditions, and describe progress toward a complete decision procedure. We do present a complete decision procedure for homogeneous polynomials $p$ with integer coefficients, {\cal D} = \C^n, and using only the arithmetic operations $+$, $-$ and $\cdot$.Comment: 54 pages, 6 figures; refereed version; to appear in Foundations of Computational Mathematics: Santander 2005, Cambridge University Press, March 200

Rigorous numerical approaches in electronic structure theory

Electronic structure theory concerns the description of molecular properties according to the postulates of quantum mechanics. For practical purposes, this is realized entirely through numerical computation, the scope of which is constrained by computational costs that increases rapidly with the size of the system. The significant progress made in this field over the past decades have been facilitated in part by the willingness of chemists to forego some mathematical rigour in exchange for greater efficiency. While such compromises allow large systems to be computed feasibly, there are lingering concerns over the impact that these compromises have on the quality of the results that are produced. This research is motivated by two key issues that contribute to this loss of quality, namely i) the numerical errors accumulated due to the use of finite precision arithmetic and the application of numerical approximations, and ii) the reliance on iterative methods that are not guaranteed to converge to the correct solution. Taking the above issues in consideration, the aim of this thesis is to explore ways to perform electronic structure calculations with greater mathematical rigour, through the application of rigorous numerical methods. Of which, we focus in particular on methods based on interval analysis and deterministic global optimization. The Hartree-Fock electronic structure method will be used as the subject of this study due to its ubiquity within this domain. We outline an approach for placing rigorous bounds on numerical error in Hartree-Fock computations. This is achieved through the application of interval analysis techniques, which are able to rigorously bound and propagate quantities affected by numerical errors. Using this approach, we implement a program called Interval Hartree-Fock. Given a closed-shell system and the current electronic state, this program is able to compute rigorous error bounds on quantities including i) the total energy, ii) molecular orbital energies, iii) molecular orbital coefficients, and iv) derived electronic properties. Interval Hartree-Fock is adapted as an error analysis tool for studying the impact of numerical error in Hartree-Fock computations. It is used to investigate the effect of input related factors such as system size and basis set types on the numerical accuracy of the Hartree-Fock total energy. Consideration is also given to the impact of various algorithm design decisions. Examples include the application of different integral screening thresholds, the variation between single and double precision arithmetic in two-electron integral evaluation, and the adjustment of interpolation table granularity. These factors are relevant to both the usage of conventional Hartree-Fock code, and the development of Hartree-Fock code optimized for novel computing devices such as graphics processing units. We then present an approach for solving the Hartree-Fock equations to within a guaranteed margin of error. This is achieved by treating the Hartree-Fock equations as a non-convex global optimization problem, which is then solved using deterministic global optimization. The main contribution of this work is the development of algorithms for handling quantum chemistry specific expressions such as the one and two-electron integrals within the deterministic global optimization framework. This approach was implemented as an extension to an existing open source solver. Proof of concept calculations are performed for a variety of problems within Hartree-Fock theory, including those in i) point energy calculation, ii) geometry optimization, iii) basis set optimization, and iv) excited state calculation. Performance analyses of these calculations are also presented and discussed

A Modified Staggered Correction Arithmetic with Enhanced Accuracy and Very Wide Exponent Range

A so called staggered precision arithmetic is a special kind of a multiple precision arithmetic based on the underlying floating point data format (typically IEEE double format) and fast floating point operations as well as exact dot product computations. Due to floating point limitations it is not an arbitrary precision arithmetic. However, it typically allows computations using several hundred mantissa digits. A set of new modified staggered arithmetics for real and complex data as well as for real interval and complex interval data with very wide exponent range is presented. Some applications show the increased accuracy of computed results compared to ordinary staggered interval computations. The very wide exponent range of the new arithmetic operations allows computations far beyond the IEEE data formats. The new arithmetics would be extremly fast, if an exact dot product was available in hardware (the fused accumulate and add instruction is only one step in this direction)

Faster arbitrary-precision dot product and matrix multiplication

International audienceWe present algorithms for real and complex dot product and matrix multiplication in arbitrary-precision floating-point and ball arithmetic. A low-overhead dot product is implemented on the level of GMP limb arrays; it is about twice as fast as previous code in MPFR and Arb at precision up to several hundred bits. Up to 128 bits, it is 3-4 times as fast, costing 20-30 cycles per term for floating-point evaluation and 40-50 cycles per term for balls. We handle large matrix multiplications even more efficiently via blocks of scaled integer matrices. The new methods are implemented in Arb and significantly speed up polynomial operations and linear algebra