Towards a Compiler for Reals

Numerical software, common in scientific computing or embedded systems, inevitably uses a finite-precision approximation of the real arithmetic in which most algorithms are designed. In many applications, the roundoff errors introduced by finite-precision arithmetic are not the only source of inaccuracy, and measurement and other input errors further increase the uncertainty of the computed results. Adequate tools are needed to help users select suitable data types and evaluate the provided accuracy, especially for safety-critical applications. We present a source-to-source compiler called Rosa that takes as input a real-valued program with error specifications and synthesizes code over an appropriate floating-point or fixed-point data type. The main challenge of such a compiler is a fully automated, sound, and yet accurate-enough numerical error estimation. We introduce a unified technique for bounding roundoff errors from floating-point and fixed-point arithmetic of various precisions. The technique can handle nonlinear arithmetic, determine closed-form symbolic invariants for unbounded loops, and quantify the effects of discontinuities on numerical errors. We evaluate Rosa on a number of benchmarks from scientific computing and embedded systems and, comparing it to the state of the art in automated error estimation, show that it presents an interesting tradeoff between accuracy and performance

A Verified Certificate Checker for Finite-Precision Error Bounds in Coq and HOL4

Being able to soundly estimate roundoff errors of finite-precision computations is important for many applications in embedded systems and scientific computing. Due to the discrepancy between continuous reals and discrete finite-precision values, automated static analysis tools are highly valuable to estimate roundoff errors. The results, however, are only as correct as the implementations of the static analysis tools. This paper presents a formally verified and modular tool which fully automatically checks the correctness of finite-precision roundoff error bounds encoded in a certificate. We present implementations of certificate generation and checking for both Coq and HOL4 and evaluate it on a number of examples from the literature. The experiments use both in-logic evaluation of Coq and HOL4, and execution of extracted code outside of the logics: we benchmark Coq extracted unverified OCaml code and a CakeML-generated verified binary

Inferring Interval-Valued Floating-Point Preconditions

Aggregated roundoff errors caused by floating-point arithmetic can make numerical code highly unreliable. Verified postconditions for floating-point functions can guarantee the accuracy of their results under specific preconditions on the function inputs, but how to systematically find an adequate precondition for a desired error bound has not been explored so far. We present two novel techniques for automatically synthesizing preconditions for floating-point functions that guarantee that user-provided accuracy requirements are satisfied. Our evaluation on a standard benchmark set shows that our approaches are complementary and able to find accurate preconditions in reasonable time

On Numerical Error Propagation with Sensitivity

An emerging area of research is to automatically compute reasonably accurate upper bounds on numerical errors, including roundoffs due to the use of a finite-precision representation for real numbers such as floating point or fixed-point arithmetic. Previous approaches for this task are limited in their accuracy and scalability, especially in the presence of nonlinear arithmetic. Our main idea is to decouple the computation of newly introduced roundoff errors from the amplification of existing errors. To characterize the amplification of existing errors, we use the derivatives of functions corresponding to program fragments. We implemented this technique in an analysis for programs containing nonlinear computation, conditionals, and a certain class of loops. We evaluate our system on a number of benchmarks from embedded systems and scientific computation, showing substantial improvements in accuracy and scalability over the state of the art