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Article #6540

Re: True probabilistic rounding [was Re: Precision ...]

#6540
From: Glen Herrmannsfeldt
Date: Wed, 01 Oct 2003 09:08
41 lines
3556 bytes
"Russell Wallace" <wallacethinmintr@eircom.net> wrote in message
news:3f7a622d.113216013@news.eircom.net...
> On 30 Sep 2003 10:42:58 GMT, nmm1@cus.cam.ac.uk (Nick Maclaren) wrote:
>
> [probabilistic floating point rounding]
>
> >The reason I say the last is that there is no need to calculate a
> >multiplication to full accuracy - all you need is to generate
> >enough bits for a decision.  Of course, this means that operations
> >can take variable times, which is Not Approved Of.  But it might
> >help, especially for extended precision multiplication.
>
> I'm no expert on numerical analysis, so tell me if I'm missing
> something obvious, but:
>
> Let's suppose you have N bits of precision (N ~= 53 for IEEE double
> precision IIRC).
>
> In the base case where rounding truncates; you have N bits of
> precision.
>
> If rounding is to nearest, .5 rounding away from zero (the simplest
> type of rounding, it requires the consideration of only one extra
> bit), you effectively have something like N+0.5 bits of precision in
> calculations.

I am not sure that I understand it so well, but I saw an explanation that to
get proper rounding for division with an N bit quotient, it is necessary to
calculate 2N quotient bits.    I believe that this is related to the
statement about double rounding, where rounding to >=2N bits, and then
subsequently to N bits gets the same result as rounding directly to N bits.
Intermediate rounding to <2N bits before rounding to N bits can give the
wrong answer.

The statement about division is in the IBM Systems Journal article on
extended precision floating point, and the DXR simulation routine.

-- glen

-- glen
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From: "Glen Herrmannsfeldt" <gah@ugcs.caltech.edu>
Newsgroups: comp.lang.fortran,comp.arch,bit.listserv.ibm-main
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Subject: Re: True probabilistic rounding [was Re: Precision ...]
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