Skip to content

Instantly share code, notes, and snippets.

@seibert
Created July 2, 2013 23:19
Show Gist options
  • Save seibert/5914108 to your computer and use it in GitHub Desktop.
Save seibert/5914108 to your computer and use it in GitHub Desktop.
Version 1.2 of NVIDIA's double-double arithmetic header, distributed in accordance with its BSD License.
/*
* Copyright (c) 2011-2013 NVIDIA Corporation. All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are met:
*
* Redistributions of source code must retain the above copyright notice,
* this list of conditions and the following disclaimer.
*
* Redistributions in binary form must reproduce the above copyright notice,
* this list of conditions and the following disclaimer in the documentation
* and/or other materials provided with the distribution.
*
* Neither the name of NVIDIA Corporation nor the names of its contributors
* may be used to endorse or promote products derived from this software
* without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
* ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
* LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.
*/
/*
* Release 1.2
*
* (1) Deployed new implementation of div_dbldbl() and sqrt_dbldbl() based on
* Newton-Raphson iteration, providing significant speedup.
* (2) Added new function rsqrt_dbldbl() which provides reciprocal square root.
*
* Release 1.1
*
* (1) Fixed a bug affecting add_dbldbl() and sub_dbldbl() that in very rare
* cases returned results with reduced accuracy.
* (2) Replaced the somewhat inaccurate error bounds with the experimentally
* observed maximum relative error.
*/
#if !defined(DBLDBL_H_)
#define DBLDBL_H_
#if defined(__cplusplus)
extern "C" {
#endif /* __cplusplus */
#include <math.h> /* import sqrt() */
/* The head of a double-double number is stored in the most significant part
of a double2 (the y-component). The tail is stored in the least significant
part of the double2 (the x-component). All double-double operands must be
normalized on both input to and return from all basic operations, i.e. the
magnitude of the tail shall be <= 0.5 ulp of the head.
*/
typedef double2 dbldbl;
/* Create a double-double from two doubles. No normalization is performed,
so the head and tail components passed in must satisfy the normalization
requirement. To create a double-double from two arbitrary double-precision
numbers, use add_double_to_dbldbl().
*/
__device__ __forceinline__ dbldbl make_dbldbl (double head, double tail)
{
dbldbl z;
z.x = tail;
z.y = head;
return z;
}
/* Return the head of a double-double number */
__device__ __forceinline__ double get_dbldbl_head (dbldbl a)
{
return a.y;
}
/* Return the tail of a double-double number */
__device__ __forceinline__ double get_dbldbl_tail (dbldbl a)
{
return a.x;
}
/* Compute error-free sum of two unordered doubles. See Knuth, TAOCP vol. 2 */
__device__ __forceinline__ dbldbl add_double_to_dbldbl (double a, double b)
{
double t1, t2;
dbldbl z;
z.y = __dadd_rn (a, b);
t1 = __dadd_rn (z.y, -a);
t2 = __dadd_rn (z.y, -t1);
t1 = __dadd_rn (b, -t1);
t2 = __dadd_rn (a, -t2);
z.x = __dadd_rn (t1, t2);
return z;
}
/* Compute error-free product of two doubles. Take full advantage of FMA */
__device__ __forceinline__ dbldbl mul_double_to_dbldbl (double a, double b)
{
dbldbl z;
z.y = __dmul_rn (a, b);
z.x = __fma_rn (a, b, -z.y);
return z;
}
/* Negate a double-double number, by separately negating head and tail */
__device__ __forceinline__ dbldbl neg_dbldbl (dbldbl a)
{
dbldbl z;
z.y = -a.y;
z.x = -a.x;
return z;
}
/* Compute high-accuracy sum of two double-double operands. In the absence of
underflow and overflow, the maximum relative error observed with 10 billion
test cases was 3.0716194922303448e-32 (~= 2**-104.6826).
This implementation is based on: Andrew Thall, Extended-Precision
Floating-Point Numbers for GPU Computation. Retrieved on 7/12/2011
from http://andrewthall.org/papers/df64_qf128.pdf.
*/
__device__ __forceinline__ dbldbl add_dbldbl (dbldbl a, dbldbl b)
{
dbldbl z;
double t1, t2, t3, t4, t5, e;
t1 = __dadd_rn (a.y, b.y);
t2 = __dadd_rn (t1, -a.y);
t3 = __dadd_rn (__dadd_rn (a.y, t2 - t1), __dadd_rn (b.y, -t2));
t4 = __dadd_rn (a.x, b.x);
t2 = __dadd_rn (t4, -a.x);
t5 = __dadd_rn (__dadd_rn (a.x, t2 - t4), __dadd_rn (b.x, -t2));
t3 = __dadd_rn (t3, t4);
t4 = __dadd_rn (t1, t3);
t3 = __dadd_rn (t1 - t4, t3);
t3 = __dadd_rn (t3, t5);
z.y = e = __dadd_rn (t4, t3);
z.x = __dadd_rn (t4 - e, t3);
return z;
}
/* Compute high-accuracy difference of two double-double operands. In the
absence of underflow and overflow, the maximum relative error observed
with 10 billion test cases was 3.0716194922303448e-32 (~= 2**-104.6826).
This implementation is based on: Andrew Thall, Extended-Precision
Floating-Point Numbers for GPU Computation. Retrieved on 7/12/2011
from http://andrewthall.org/papers/df64_qf128.pdf.
*/
__device__ __forceinline__ dbldbl sub_dbldbl (dbldbl a, dbldbl b)
{
dbldbl z;
double t1, t2, t3, t4, t5, e;
t1 = __dadd_rn (a.y, -b.y);
t2 = __dadd_rn (t1, -a.y);
t3 = __dadd_rn (__dadd_rn (a.y, t2 - t1), - __dadd_rn (b.y, t2));
t4 = __dadd_rn (a.x, -b.x);
t2 = __dadd_rn (t4, -a.x);
t5 = __dadd_rn (__dadd_rn (a.x, t2 - t4), - __dadd_rn (b.x, t2));
t3 = __dadd_rn (t3, t4);
t4 = __dadd_rn (t1, t3);
t3 = __dadd_rn (t1 - t4, t3);
t3 = __dadd_rn (t3, t5);
z.y = e = __dadd_rn (t4, t3);
z.x = __dadd_rn (t4 - e, t3);
return z;
}
/* Compute high-accuracy product of two double-double operands, taking full
advantage of FMA. In the absence of underflow and overflow, the maximum
relative error observed with 10 billion test cases was 5.238480533564479e-32
(~= 2**-103.9125).
*/
__device__ __forceinline__ dbldbl mul_dbldbl (dbldbl a, dbldbl b)
{
dbldbl t, z;
double e;
t.y = __dmul_rn (a.y, b.y);
t.x = __fma_rn (a.y, b.y, -t.y);
t.x = __fma_rn (a.x, b.x, t.x);
t.x = __fma_rn (a.y, b.x, t.x);
t.x = __fma_rn (a.x, b.y, t.x);
z.y = e = __dadd_rn (t.y, t.x);
z.x = __dadd_rn (t.y - e, t.x);
return z;
}
/* Compute high-accuracy quotient of two double-double operands, using Newton-
Raphson iteration. Based on: T. Nagai, H. Yoshida, H. Kuroda, Y. Kanada.
Fast Quadruple Precision Arithmetic Library on Parallel Computer SR11000/J2.
In Proceedings of the 8th International Conference on Computational Science,
ICCS '08, Part I, pp. 446-455. In the absence of underflow and overflow, the
maximum relative error observed with 10 billion test cases was
1.0161322480099059e-31 (~= 2**-102.9566).
*/
__device__ __forceinline__ dbldbl div_dbldbl (dbldbl a, dbldbl b)
{
dbldbl t, z;
double e, r;
r = 1.0 / b.y;
t.y = __dmul_rn (a.y, r);
e = __fma_rn (b.y, -t.y, a.y);
t.y = __fma_rn (r, e, t.y);
t.x = __fma_rn (b.y, -t.y, a.y);
t.x = __dadd_rn (a.x, t.x);
t.x = __fma_rn (b.x, -t.y, t.x);
e = __dmul_rn (r, t.x);
t.x = __fma_rn (b.y, -e, t.x);
t.x = __fma_rn (r, t.x, e);
z.y = e = __dadd_rn (t.y, t.x);
z.x = __dadd_rn (t.y - e, t.x);
return z;
}
/* Compute high-accuracy square root of a double-double number. Newton-Raphson
iteration based on equation 4 from a paper by Alan Karp and Peter Markstein,
High Precision Division and Square Root, ACM TOMS, vol. 23, no. 4, December
1997, pp. 561-589. In the absence of underflow and overflow, the maximum
relative error observed with 10 billion test cases was
3.7564109505601846e-32 (~= 2**-104.3923).
*/
__device__ __forceinline__ dbldbl sqrt_dbldbl (dbldbl a)
{
dbldbl t, z;
double e, y, s, r;
r = rsqrt (a.y);
if (a.y == 0.0) r = 0.0;
y = __dmul_rn (a.y, r);
s = __fma_rn (y, -y, a.y);
r = __dmul_rn (0.5, r);
z.y = e = __dadd_rn (s, a.x);
z.x = __dadd_rn (s - e, a.x);
t.y = __dmul_rn (r, z.y);
t.x = __fma_rn (r, z.y, -t.y);
t.x = __fma_rn (r, z.x, t.x);
r = __dadd_rn (y, t.y);
s = __dadd_rn (y - r, t.y);
s = __dadd_rn (s, t.x);
z.y = e = __dadd_rn (r, s);
z.x = __dadd_rn (r - e, s);
return z;
}
/* Compute high-accuracy reciprocal square root of a double-double number.
Based on Newton-Raphson iteration. In the absence of underflow and overflow,
the maximum relative error observed with 10 billion test cases was
6.4937771666026349e-32 (~= 2**-103.6026)
*/
__device__ __forceinline__ dbldbl rsqrt_dbldbl (dbldbl a)
{
dbldbl z;
double r, s, e;
r = rsqrt (a.y);
e = __dmul_rn (a.y, r);
s = __fma_rn (e, -r, 1.0);
e = __fma_rn (a.y, r, -e);
s = __fma_rn (e, -r, s);
e = __dmul_rn (a.x, r);
s = __fma_rn (e, -r, s);
e = 0.5 * r;
z.y = __dmul_rn (e, s);
z.x = __fma_rn (e, s, -z.y);
s = __dadd_rn (r, z.y);
r = __dadd_rn (r, -s);
r = __dadd_rn (r, z.y);
r = __dadd_rn (r, z.x);
z.y = e = __dadd_rn (s, r);
z.x = __dadd_rn (s - e, r);
return z;
}
#if defined(__cplusplus)
}
#endif /* __cplusplus */
#endif /* DBLDBL_H_ */
@dirktheeng
Copy link

I'm trying to study the impact of mixed precision solvers on low precision hardware. I came across this and have been testing this in python. I am wondering if I am misunderstanding how to use the divide. I've implemented this and checked it a couple times and the results are clearly not correct doing a/b.

@ncruces
Copy link

ncruces commented Dec 20, 2023

In python you have:
https://github.com/sukop/doubledouble

I've reimplemented this in Go, but I didn't reuse divide, because I didn't really understand it.

@dirktheeng
Copy link

yeah... I went back and looked at the original paper... this is definately wrong. The paper starts off by dividing by b.x not b.y. I implemented exactly what is in the paper and the results are much better.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment