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

Type classes for efficient exact real arithmetic in Coq

Floating point operations are fast, but require continuous effort on the part of the user in order to ensure that the results are correct. This burden can be shifted away from the user by providing a library of exact analysis in which the computer handles the error estimates. Previously, we [Krebbers/Spitters 2011] provided a fast implementation of the exact real numbers in the Coq proof assistant. Our implementation improved on an earlier implementation by O'Connor by using type classes to describe an abstract specification of the underlying dense set from which the real numbers are built. In particular, we used dyadic rationals built from Coq's machine integers to obtain a 100 times speed up of the basic operations already. This article is a substantially expanded version of [Krebbers/Spitters 2011] in which the implementation is extended in the various ways. First, we implement and verify the sine and cosine function. Secondly, we create an additional implementation of the dense set based on Coq's fast rational numbers. Thirdly, we extend the hierarchy to capture order on undecidable structures, while it was limited to decidable structures before. This hierarchy, based on type classes, allows us to share theory on the naturals, integers, rationals, dyadics, and reals in a convenient way. Finally, we obtain another dramatic speed-up by avoiding evaluation of termination proofs at runtime.Comment: arXiv admin note: text overlap with arXiv:1105.275

Affine functions and series with co-inductive real numbers

We extend the work of A. Ciaffaglione and P. Di Gianantonio on mechanical verification of algorithms for exact computation on real numbers, using infinite streams of digits implemented as co-inductive types. Four aspects are studied: the first aspect concerns the proof that digit streams can be related to the axiomatized real numbers that are already axiomatized in the proof system (axiomatized, but with no fixed representation). The second aspect re-visits the definition of an addition function, looking at techniques to let the proof search mechanism perform the effective construction of an algorithm that is correct by construction. The third aspect concerns the definition of a function to compute affine formulas with positive rational coefficients. This should be understood as a testbed to describe a technique to combine co-recursion and recursion to obtain a model for an algorithm that appears at first sight to be outside the expressive power allowed by the proof system. The fourth aspect concerns the definition of a function to compute series, with an application on the series that is used to compute Euler's number e. All these experiments should be reproducible in any proof system that supports co-inductive types, co-recursion and general forms of terminating recursion, but we performed with the Coq system [12, 3, 14]

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

Trusting Computations: a Mechanized Proof from Partial Differential Equations to Actual Program

Computer programs may go wrong due to exceptional behaviors, out-of-bound array accesses, or simply coding errors. Thus, they cannot be blindly trusted. Scientific computing programs make no exception in that respect, and even bring specific accuracy issues due to their massive use of floating-point computations. Yet, it is uncommon to guarantee their correctness. Indeed, we had to extend existing methods and tools for proving the correct behavior of programs to verify an existing numerical analysis program. This C program implements the second-order centered finite difference explicit scheme for solving the 1D wave equation. In fact, we have gone much further as we have mechanically verified the convergence of the numerical scheme in order to get a complete formal proof covering all aspects from partial differential equations to actual numerical results. To the best of our knowledge, this is the first time such a comprehensive proof is achieved.Comment: N&deg; RR-8197 (2012). arXiv admin note: text overlap with arXiv:1112.179

Chisel: Reliability- and Accuracy-Aware Optimization of Approximate Computational Kernels

The accuracy of an approximate computation is the distance between the result that the computation produces and the corresponding fully accurate result. The reliability of the computation is the probability that it will produce an acceptably accurate result. Emerging approximate hardware platforms provide approximate operations that, in return for reduced energy consumption and/or increased performance, exhibit reduced reliability and/or accuracy. We present Chisel, a system for reliability- and accuracy-aware optimization of approximate computational kernels that run on approximate hardware platforms. Given a combined reliability and/or accuracy specification, Chisel automatically selects approximate kernel operations to synthesize an approximate computation that minimizes energy consumption while satisfying its reliability and accuracy specification. We evaluate Chisel on five applications from the image processing, scientific computing, and financial analysis domains. The experimental results show that our implemented optimization algorithm enables Chisel to optimize our set of benchmark kernels to obtain energy savings from 8.7% to 19.8% compared to the fully reliable kernel implementations while preserving important reliability guarantees.National Science Foundation (U.S.) (Grant CCF-1036241)National Science Foundation (U.S.) (Grant CCF-1138967)National Science Foundation (U.S.) (Grant IIS-0835652)United States. Dept. of Energy (Grant DE-SC0008923)United States. Defense Advanced Research Projects Agency (Grant FA8650-11-C-7192)United States. Defense Advanced Research Projects Agency (Grant FA8750-12-2-0110)United States. Defense Advanced Research Projects Agency (Grant FA-8750-14-2-0004