arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2408.03069math.NAcs.NA
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有限精度随机舍入的概率误差分析

Probabilistic error analysis of limited-precision stochastic rounding

El-Mehdi El Arar, Massimiliano Fasi, Silviu-Ioan Filip, Mantas Mikaitis

AI总结:

本文针对有限精度随机舍入,提出新舍入模式并分析其概率误差,证明其有偏性随随机比特数变化,最终收敛于理想无偏SR算子,并通过数值实验验证。

摘要:

经典的概率舍入误差分析特别适用于随机舍入(SR),并且对于严重依赖求和的浮点算法,它能产生强有力的结果。对于许多数值线性代数算法,可以证明概率误差界以 O(nu) 的速度增长,其中 n 是问题规模,u 是单位舍入。这些概率界在渐近意义上比最坏情况下的界(以 O(nu) 的速度增长)更紧。对于某些类别的算法,SR 已被证明是无偏的。然而,所有这些结果都是在假设 SR 被精确实现的条件下推导出来的,这通常需要大量的随机比特,以至于不适合实际实现。我们研究了随机比特数量对 SR 概率舍入误差分析的影响。为此,我们引入了一种新的舍入模式:有限精度 SR。通过考虑所使用的随机比特数 r,这种新的舍入模式能准确匹配硬件实现,不同于文献中通常使用的理想 SR 算子。我们证明这种新的舍入模式是有偏的,且偏差是 r 的函数。然而,随着 r 趋于无穷大,偏差消失,有限精度 SR 收敛于理想的、无偏的 SR 算子。我们开发了一个新的模型,用于对采用 SR 的算法进行概率误差分析。几个数值示例证实了我们的理论发现。

英文摘要:

Classical probabilistic rounding error analysis is particularly well suited to stochastic rounding (SR), and it yields strong results when dealing with floating-point algorithms that rely heavily on summation. For many numerical linear algebra algorithms, one can prove probabilistic error bounds that grow as O(nu), where n is the problem size and u is the unit roundoff. These probabilistic bounds are asymptotically tighter than the worst-case ones, which grow as O(nu). For certain classes of algorithms, SR has been shown to be unbiased. However, all these results were derived under the assumption that SR is implemented exactly, which typically requires a number of random bits that is too large to be suitable for practical implementations. We investigate the effect of the number of random bits on the probabilistic rounding error analysis of SR. To this end, we introduce a new rounding mode, limited-precision SR. By taking into account the number r of random bits used, this new rounding mode matches hardware implementations accurately, unlike the ideal SR operator generally used in the literature. We show that this new rounding mode is biased and that the bias is a function of r. As r approaches infinity, however, the bias disappears, and limited-precision SR converges to the ideal, unbiased SR operator. We develop a novel model for probabilistic error analysis of algorithms employing SR. Several numerical examples corroborate our theoretical findings.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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