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Register a new userMoore: Interval Arithmetic in Modern C++
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Added by
Walter Mascarenhas
Publication date
2016
fields
Informatics Engineering
and research's language is
English
Authors
Walter F. Mascarenhas
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We present the library Moore, which implements Interval Arithmetic in modern C++. This library is based on a new feature in the C++ language called concepts, which reduces the problems caused by template meta programming, and leads to a new approach for implementing interval arithmetic libraries in C++.
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This article presents the Moore library for interval arithmetic in C++20. It gives examples of how the library can be used, and explains the basic principles underlying its design.
Modern HPC architectures consist of heterogeneous multi-core, many-node systems with deep memory hierarchies. Modern applications employ ever more advanced discretisation methods to study multi-physics problems. Developing such applications that explore cutting-edge physics on cutting-edge HPC systems has become a complex task that requires significant HPC knowledge and experience. Unfortunately, this combined knowledge is currently out of reach for all but a few groups of application developers. Chemora is a framework for solving systems of Partial Differential Equations (PDEs) that targets modern HPC architectures. Chemora is based on Cactus, which sees prominent usage in the computational relativistic astrophysics community. In Chemora, PDEs are expressed either in a high-level LaTeX-like language or in Mathematica. Discretisation stencils are defined separately from equations, and can include Finite Differences, Discontinuous Galerkin Finite Elements (DGFE), Adaptive Mesh Refinement (AMR), and multi-block systems. We use Chemora in the Einstein Toolkit to implement the Einstein Equations on CPUs and on accelerators, and study astrophysical systems such as black hole binaries, neutron stars, and core-collapse supernovae.
If the non-zero finite floating-point numbers are interpreted as point intervals, then the effect of rounding can be interpreted as computing one of the bounds of the result according to interval arithmetic. We give an interval interpretation for the signed zeros and infinities, so that the undefined operations 0*inf, inf - inf, inf/inf, and 0/0 become defined. In this way no operation remains that gives rise to an error condition. Mathematically questionable features of the floating-point standard become well-defined sets of reals. Interval semantics provides a basis for the verification of numerical algorithms. We derive the results of the newly defined operations and consider the implications for hardware implementation.
The problem of guaranteed parameter estimation (GPE) consists in enclosing the set of all possible parameter values, such that the model predictions match the corresponding measurements within prescribed error bounds. One of the bottlenecks in GPE algorithms is the construction of enclosures for the image-set of factorable functions. In this paper, we introduce a novel set-based computing method called interval superposition arithmetics (ISA) for the construction of enclosures of such image sets and its use in GPE algorithms. The main benefits of using ISA in the context of GPE lie in the improvement of enclosure accuracy and in the implied reduction of number set-membership tests of the set-inversion algorithm.
Within the past years, hardware vendors have started designing low precision special function units in response to the demand of the Machine Learning community and their demand for high compute power in low precision formats. Also the server-line products are increasingly featuring low-precision special function units, such as the NVIDIA tensor cores in ORNLs Summit supercomputer providing more than an order of magnitude higher performance than what is available in IEEE double precision. At the same time, the gap between the compute power on the one hand and the memory bandwidth on the other hand keeps increasing, making data access and communication prohibitively expensive compared to arithmetic operations. To start the multiprecision focus effort, we survey the numerical linear algebra community and summarize all existing multiprecision knowledge, expertise, and software capabilities in this landscape analysis report. We also include current efforts and preliminary results that may not yet be considered mature technology, but have the potential to grow into production quality within the multiprecision focus effort. As we expect the reader to be familiar with the basics of numerical linear algebra, we refrain from providing a detailed background on the algorithms themselves but focus on how mixed- and multiprecision technology can help improving the performance of these methods and present highlights of application significantly outperforming the traditional fixed precision methods.
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