Computer arithmetic and validity: Theory, implementation, and applications

429 Pages·2008·3.03 MB·English

by  Kulisch

de Gruyter Studies in Mathematics 33
Editors: Carsten Carstensen · Niels Jacob
de Gruyter Studies in Mathematics
1 Riemannian Geometry, 2nd rev. ed., Wilhelm P.A.Klingenberg
2 Semimartingales, Michel Me´tivier
3 HolomorphicFunctionsofSeveralVariables,LudgerKaupandBurchardKaup
4 Spaces of Measures, Corneliu Constantinescu
5 Knots, 2nd rev. and ext. ed., Gerhard Burde and Heiner Zieschang
6 Ergodic Theorems, Ulrich Krengel
7 Mathematical Theory of Statistics, Helmut Strasser
8 Transformation Groups, Tammo tom Dieck
9 Gibbs Measures and Phase Transitions, Hans-Otto Georgii
10 Analyticity in Infinite Dimensional Spaces, Michel Herve´
11 Elementary Geometry in Hyperbolic Space, Werner Fenchel
12 Transcendental Numbers, Andrei B. Shidlovskii
13 Ordinary Differential Equations, Herbert Amann
14 Dirichlet Forms and Analysis on Wiener Space, Nicolas Bouleau and
Francis Hirsch
15 Nevanlinna Theory and Complex Differential Equations, Ilpo Laine
16 Rational Iteration, Norbert Steinmetz
17 Korovkin-type Approximation Theory and its Applications, Francesco
Altomare and Michele Campiti
18 Quantum Invariants of Knots and 3-Manifolds, Vladimir G.Turaev
19 Dirichlet Forms and Symmetric Markov Processes, Masatoshi Fukushima,
Yoichi Oshima and Masayoshi Takeda
20 Harmonic Analysis of Probability Measures on Hypergroups, Walter R.Bloom
and Herbert Heyer
21 PotentialTheoryonInfinite-DimensionalAbelianGroups,AlexanderBendikov
22 Methods of Noncommutative Analysis, Vladimir E. Nazaikinskii,
Victor E. Shatalov and Boris Yu. Sternin
23 Probability Theory, Heinz Bauer
24 Variational Methods for Potential Operator Equations, Jan Chabrowski
25 The Structure of Compact Groups, 2nd rev. and aug. ed., Karl H.Hofmann
and Sidney A.Morris
26 Measure and Integration Theory, Heinz Bauer
27 Stochastic Finance, 2nd rev. and ext. ed., Hans Föllmer and Alexander Schied
28 Painleve´ Differential Equations in the Complex Plane, Valerii I.Gromak,
Ilpo Laine and Shun Shimomura
29 Discontinuous Groups of Isometries in the Hyperbolic Plane, Werner Fenchel
and Jakob Nielsen
30 The Reidemeister Torsion of 3-Manifolds, Liviu I. Nicolaescu
31 Elliptic Curves, Susanne Schmitt and Horst G. Zimmer
32 Circle-valued Morse Theory, Andrei V. Pajitnov
Ulrich Kulisch
Computer Arithmetic
and Validity
Theory, Implementation, and Applications
≥
Walter de Gruyter
Berlin · New York
Author
Ulrich Kulisch
Institute for Applied and Numerical Mathematics
Universität Karlsruhe
Englerstr. 2
76128 Karlsruhe
Germany
E-mail: [email protected]
Series Editors
Carsten Carstensen Niels Jacob
Department of Mathematics Department of Mathematics
Humboldt University of Berlin Swansea University
Unter den Linden 6 Singleton Park
10099 Berlin Swansea SA2 8PP, Wales
Germany United Kingdom
E-Mail: [email protected] E-Mail: [email protected]
Mathematics Subject Classification 2000: 65-04, 65Gxx
Keywords:Computerarithmetic,intervalarithmetic,floating-pointarithmetic,verifiedcom-
puting, interval Newton method
(cid:2)(cid:2) Printedonacid-freepaperwhichfallswithintheguidelinesoftheANSI
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ISBN 978-3-11-020318-9
(cid:2)Copyright2008byWalterdeGruyterGmbH&Co.KG,10785Berlin,Germany.
Allrightsreserved,includingthoseoftranslationintoforeignlanguages.Nopartofthisbookmaybe
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andtomyfamily,
toBrigitteandJoachim,
JohannaandBenedikt,
toAngelikaandRolf,
FlorianandNiclas,
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andtomystudents.
LassetunsamAlten,
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unddannaufdemaltenGrund
NeuesschaffenStundumStund.
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Contents
Preface xi
Introduction 1
I TheoryofComputerArithmetic 11
1 FirstConcepts 12
1.1 OrderedSets. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.2 CompleteLatticesandCompleteSubnets . . . . . . . . . . . . . . . 17
1.3 ScreensandRoundings . . . . . . . . . . . . . . . . . . . . . . . . . 23
1.4 ArithmeticOperationsandRoundings . . . . . . . . . . . . . . . . . 34
2 RingoidsandVectoids 42
2.1 Ringoids . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
2.2 Vectoids . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
3 DefinitionofComputerArithmetic 60
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
3.2 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
3.3 TheTraditionalDefinitionofComputerArithmetic . . . . . . . . . . 67
3.4 DefinitionofComputerArithmeticbySemimorphisms . . . . . . . . 69
3.5 ARemarkAboutRoundings . . . . . . . . . . . . . . . . . . . . . . 75
3.6 UniquenessoftheMinusOperator . . . . . . . . . . . . . . . . . . . 77
3.7 RoundingNearZero . . . . . . . . . . . . . . . . . . . . . . . . . . 79
4 IntervalArithmetic 84
4.1 IntervalSetsandArithmetic . . . . . . . . . . . . . . . . . . . . . . 84
4.2 IntervalArithmeticOveraLinearlyOrderedSet . . . . . . . . . . . . 94
4.3 IntervalMatrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
4.4 IntervalVectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
4.5 IntervalArithmeticonaScreen . . . . . . . . . . . . . . . . . . . . . 106
4.6 IntervalMatricesandIntervalVectorsonaScreen . . . . . . . . . . . 114
4.7 ComplexIntervalArithmetic . . . . . . . . . . . . . . . . . . . . . . 122
4.8 ComplexIntervalMatricesandIntervalVectors . . . . . . . . . . . . 129
4.9 ExtendedIntervalArithmetic . . . . . . . . . . . . . . . . . . . . . . 134
4.10 Exception-freeArithmeticforExtendedIntervals . . . . . . . . . . . 140
viii Contents
4.11 ExtendedIntervalArithmeticontheComputer . . . . . . . . . . . . . 145
4.12 ImplementationofExtendedIntervalArithmetic . . . . . . . . . . . . 149
4.13 ComparisonRelationsandLatticeOperations . . . . . . . . . . . . . 150
4.14 AlgorithmicImplementationofIntervalMultiplicationandDivision . 151
II ImplementationofArithmeticonComputers 153
5 Floating-PointArithmetic 154
5.1 DefinitionandPropertiesoftheRealNumbers . . . . . . . . . . . . . 154
5.2 Floating-PointNumbersandRoundings . . . . . . . . . . . . . . . . 160
5.3 Floating-PointOperations. . . . . . . . . . . . . . . . . . . . . . . . 168
5.4 SubnormalFloating-PointNumbers . . . . . . . . . . . . . . . . . . 177
5.5 OntheIEEEFloating-PointArithmeticStandard . . . . . . . . . . . 178
6 ImplementationofFloating-PointArithmeticonaComputer 187
6.1 ABriefReviewontheRealizationofIntegerArithmetic . . . . . . . 188
6.2 IntroductoryRemarksAbouttheLevel1Operations . . . . . . . . . . 196
6.3 AdditionandSubtraction . . . . . . . . . . . . . . . . . . . . . . . . 201
6.4 Normalization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206
6.5 Multiplication . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
6.6 Division . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
6.7 Rounding . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
6.8 AUniversalRoundingUnit . . . . . . . . . . . . . . . . . . . . . . . 211
6.9 OverflowandUnderflowTreatment . . . . . . . . . . . . . . . . . . 213
6.10 AlgorithmsUsingtheShortAccumulator . . . . . . . . . . . . . . . 215
6.11 TheLevel2Operations . . . . . . . . . . . . . . . . . . . . . . . . . 222
7 HardwareSupportforIntervalArithmetic 233
7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233
7.2 AnInstructionSetforIntervalArithmetic . . . . . . . . . . . . . . . 234
7.2.1 AlgebraicOperations . . . . . . . . . . . . . . . . . . . . . . 234
7.2.2 CommentsontheAlgebraicOperations . . . . . . . . . . . . 235
7.2.3 ComparisonsandLatticeOperations . . . . . . . . . . . . . . 236
7.2.4 CommentsonComparisonsandLatticeOperations . . . . . . 236
7.3 GeneralCircuitryforIntervalOperationsandComparisons . . . . . . 236
7.3.1 AlgebraicOperations . . . . . . . . . . . . . . . . . . . . . . 236
7.3.2 ComparisonsandResult-Selection . . . . . . . . . . . . . . . 240
7.3.3 AlternativeCircuitryforIntervalOperationsandComparisons 241
7.3.4 HardwareSupportforIntervalArithmeticonX86-Processors 243
7.3.5 AccurateEvaluationofIntervalScalarProducts . . . . . . . . 244
Contents ix
8 ScalarProductsandCompleteArithmetic 245
8.1 IntroductionandMotivation . . . . . . . . . . . . . . . . . . . . . . 246
8.2 HistoricRemarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . 247
8.3 TheUbiquityoftheScalarProductinNumericalAnalysis . . . . . . 252
8.4 ImplementationPrinciples . . . . . . . . . . . . . . . . . . . . . . . 256
8.4.1 LongAdderandLongShift . . . . . . . . . . . . . . . . . . 257
8.4.2 ShortAdderwithLocalMemoryontheArithmeticUnit . . . 258
8.4.3 Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
8.4.4 FastCarryResolution . . . . . . . . . . . . . . . . . . . . . 261
8.5 ScalarProductComputationUnits(SPUs) . . . . . . . . . . . . . . . 263
8.5.1 SPUforComputerswitha32BitDataBus . . . . . . . . . . 263
8.5.2 ACoprocessorChipfortheExactScalarProduct . . . . . . . 266
8.5.3 SPUforComputerswitha64BitDataBus . . . . . . . . . . 270
8.6 Comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
8.6.1 Rounding . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
8.6.2 HowMuchLocalMemoryShouldbeProvidedonanSPU? . 274
8.7 TheDataFormatCompleteandCompleteArithmetic . . . . . . . . . 275
8.7.1 LowLevelInstructionsforCompleteArithmetic . . . . . . . 277
8.7.2 CompleteArithmeticinHighLevelProgrammingLanguages 279
8.8 TopSpeedScalarProductUnits . . . . . . . . . . . . . . . . . . . . 282
8.8.1 SPUwithLongAdderfor64BitDataWord . . . . . . . . . . 282
8.8.2 SPUwithLongAdderfor32BitDataWord . . . . . . . . . . 287
8.8.3 AFPGACoprocessorfortheExactScalarProduct . . . . . . 290
8.8.4 SPUwithShortAdderandCompleteRegister . . . . . . . . . 291
8.8.5 Carry-FreeAccumulationofProductsinRedundantArithmetic297
8.9 HardwareCompleteRegisterWindow . . . . . . . . . . . . . . . . . 297
III Principles ofVerified Computing 301
9 SampleApplications 302
9.1 BasicPropertiesofIntervalMathematics . . . . . . . . . . . . . . . . 304
9.1.1 IntervalArithmetic,aPowerfulCalculustoDealwith
Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . 304
9.1.2 IntervalArithmeticasExecutableSetOperations . . . . . . . 305
9.1.3 EnclosingtheRangeofFunctionValues . . . . . . . . . . . . 311
9.1.4 NonzeroPropertyofaFunction,GlobalOptimization. . . . . 314
9.2 DifferentiationArithmetic,EnclosuresofDerivatives . . . . . . . . . 316
9.3 TheIntervalNewtonMethod . . . . . . . . . . . . . . . . . . . . . . 324
9.4 TheExtendedIntervalNewtonMethod. . . . . . . . . . . . . . . . . 327
9.5 VerifiedSolutionofSystemsofLinearEquations . . . . . . . . . . . 329
9.6 AccurateEvaluationofArithmeticExpressions . . . . . . . . . . . . 336