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Article #6547

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

#6547
From: Russell Wallace
Date: Wed, 01 Oct 2003 05:18
37 lines
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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.

With more complicated rounding, such as to even (IIRC, IEEE supports
modes like this, at considerable complexity penalty), or
probabilistic, you effectively have something like N+0.5+epsilon bits.

Now my question is: why is it worth so much trouble to get an extra
epsilon of a bit, when by using e.g. Intel's 80 bit format for
temporaries, you get something like an extra 16 bits?

-- 
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http://www.esatclear.ie/~rwallace
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From: wallacethinmintr@eircom.net (Russell Wallace)
Newsgroups: comp.lang.fortran,comp.arch,bit.listserv.ibm-main
Subject: Re: True probabilistic rounding [was Re: Precision ...]
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