qmckl/org/qmckl_numprec.org

3+TITLE: Numerical precision
#+SETUPFILE: ../tools/theme.setup
#+INCLUDE: ../tools/lib.org

* Headers                                                          :noexport:

  #+begin_src c :tangle (eval c_test) :noweb yes
#include "qmckl.h"
#include "assert.h"
#ifdef HAVE_CONFIG_H
#include "config.h"
#endif
int main() {
  #+end_src

  #+begin_src c :tangle (eval h_private_type)
#ifndef QMCKL_NUMPREC_HPT
#define QMCKL_NUMPREC_HPT

#ifdef HAVE_STDINT_H
#include <stdint.h>
#elif HAVE_INTTYPES_H
#include <inttypes.h>
#endif
  #+end_src

  #+begin_src c :tangle (eval c)
#ifdef HAVE_CONFIG_H
#include "config.h"
#endif

#ifdef HAVE_STDINT_H
#include <stdint.h>
#elif HAVE_INTTYPES_H
#include <inttypes.h>
#endif

#include <assert.h>
#include <math.h>
#include <stdlib.h>
#include <string.h>

#ifdef HAVE_FPE
#define _GNU_SOURCE
#include <fenv.h>
#include <signal.h>
#include <stdio.h>
#include <execinfo.h>


#define MAX_BACKTRACE_SIZE 100

void floatingPointExceptionHandler(int signal) {
    void* backtraceArray[MAX_BACKTRACE_SIZE];
    int backtraceSize = backtrace(backtraceArray, MAX_BACKTRACE_SIZE);
    char** backtraceSymbols = backtrace_symbols(backtraceArray, backtraceSize);

    // Print the backtrace
    for (int i = 0; i < backtraceSize; ++i) {
            printf("[%d] %s\n", i, backtraceSymbols[i]);
    }

    // Clean up the memory used by backtrace_symbols
    free(backtraceSymbols);

    exit(EXIT_FAILURE);
}

static void __attribute__ ((constructor))
trapfpe ()
{
 /* Enable some exceptions.  At startup all exceptions are masked.  */

  feenableexcept (FE_INVALID|FE_DIVBYZERO|FE_OVERFLOW);
  signal(SIGFPE, floatingPointExceptionHandler);
}
#endif

#include "qmckl.h"
#include "qmckl_context_private_type.h"
  #+end_src

* Control of the numerical precision

 Controlling numerical precision enables optimizations. Here, the
 default parameters determining the target numerical precision and
 range are defined. Following the IEEE Standard for Floating-Point
 Arithmetic (IEEE 754),
 /precision/ refers to the number of significand bits (including the
 sign bit) and /range/ refers to the number of exponent bits.

 #+NAME: table-precision
 | ~QMCKL_DEFAULT_PRECISION~ | 53 |
 | ~QMCKL_DEFAULT_RANGE~     | 11 |

 # We need to force Emacs not to indent the Python code:
 # -*- org-src-preserve-indentation: t

#+begin_src python :var table=table-precision  :results drawer :exports results
""" This script generates the C and Fortran constants from the org-mode table.
"""

result = [ "#+begin_src c :comments org :tangle (eval h_type)" ]
for (text, code) in table:
    text=text.replace("~","")
    result += [ f"#define  {text:30s} {code:d}" ]
result += [ "#+end_src" ]

result += [ "" ]

result += [ "#+begin_src f90 :comments org :tangle (eval fh_func) :exports none" ]
for (text, code) in table:
    text=text.replace("~","")
    result += [ f"   integer, parameter :: {text:30s} = {code:d}" ]
result += [ "#+end_src" ]

return '\n'.join(result)

#+end_src

#+RESULTS:
:results:
#+begin_src c :comments org :tangle (eval h_type)
#define  QMCKL_DEFAULT_PRECISION        53
#define  QMCKL_DEFAULT_RANGE            11
#+end_src

#+begin_src f90 :comments org :tangle (eval fh_func) :exports none
   integer, parameter :: QMCKL_DEFAULT_PRECISION        = 53
   integer, parameter :: QMCKL_DEFAULT_RANGE            = 11
#+end_src
:end:

    #+begin_src c :comments org :tangle (eval h_private_type)
typedef struct qmckl_numprec_struct {
  uint32_t  precision;
  uint32_t  range;
} qmckl_numprec_struct;
    #+end_src

  The following functions set and get the required precision and
  range. ~precision~ is an integer between 2 and 53, and ~range~ is an
  integer between 2 and 11.

  The setter functions functions return a new context as a 64-bit
  integer. The getter functions return the value, as a 32-bit
  integer. The update functions return ~QMCKL_SUCCESS~ or
 ~QMCKL_FAILURE~.

* Precision
 ~qmckl_context_set_numprec_precision~ modifies the parameter for the
  numerical precision in the context.

  # Header
  #+begin_src c :comments org :tangle (eval h_func) :exports none
qmckl_exit_code qmckl_set_numprec_precision(const qmckl_context context, const int precision);
  #+end_src

  # Source
  #+begin_src c :tangle (eval c)
qmckl_exit_code qmckl_set_numprec_precision(const qmckl_context context, const int precision) {

  if (qmckl_context_check(context) == QMCKL_NULL_CONTEXT)
    return QMCKL_INVALID_CONTEXT;

  if (precision <  2) {
    return qmckl_failwith(context,
                          QMCKL_INVALID_ARG_2,
                          "qmckl_update_numprec_precision",
                          "precision < 2");
  }

  if (precision > 53) {
    return qmckl_failwith(context,
                          QMCKL_INVALID_ARG_2,
                          "qmckl_update_numprec_precision",
                          "precision > 53");
  }

  qmckl_context_struct* const ctx = (qmckl_context_struct*) context;

 /* This should be always true because the context is valid */
  assert (ctx != NULL);

  qmckl_lock(context);
  {
    ctx->numprec.precision = (uint32_t) precision;
  }
  qmckl_unlock(context);

  return QMCKL_SUCCESS;
}
  #+end_src

  # Fortran interface

  #+begin_src f90 :tangle (eval fh_func)
  interface
     integer (qmckl_exit_code) function qmckl_set_numprec_precision(context, precision) bind(C)
       use, intrinsic :: iso_c_binding
       import
       integer (qmckl_context), intent(in), value :: context
       integer (c_int32_t), intent(in), value :: precision
     end function qmckl_set_numprec_precision
  end interface
  #+end_src

 ~qmckl_get_numprec_precision~ returns the value of the numerical precision in the context.

  #+begin_src c :comments org :tangle (eval h_func) :exports none
int32_t qmckl_get_numprec_precision(const qmckl_context context);
  #+end_src

  # Source
  #+begin_src c :tangle (eval c)
int qmckl_get_numprec_precision(const qmckl_context context) {
  if (qmckl_context_check(context) == QMCKL_NULL_CONTEXT) {
      return qmckl_failwith(context,
                      QMCKL_INVALID_CONTEXT,
                      "qmckl_get_numprec_precision",
                      "");
  }

  const qmckl_context_struct* const ctx = (qmckl_context_struct*) context;
  return ctx->numprec.precision;
}
  #+end_src

  # Fortran interface
  #+begin_src f90 :tangle (eval fh_func)
  interface
     integer (qmckl_exit_code) function qmckl_get_numprec_precision(context) bind(C)
       use, intrinsic :: iso_c_binding
       import
       integer (qmckl_context), intent(in), value :: context
     end function qmckl_get_numprec_precision
  end interface
  #+end_src

* Range

 ~qmckl_set_numprec_range~ modifies the parameter for the numerical
   range in a given context.

   # Header
   #+begin_src c :comments org :tangle (eval h_func) :exports none
qmckl_exit_code qmckl_set_numprec_range(const qmckl_context context, const int range);
   #+end_src

   # Source
   #+begin_src c :tangle (eval c)
qmckl_exit_code qmckl_set_numprec_range(const qmckl_context context, const int range) {

  if (qmckl_context_check(context) == QMCKL_NULL_CONTEXT)
    return QMCKL_INVALID_CONTEXT;

  if (range <  2) {
    return qmckl_failwith(context,
                    QMCKL_INVALID_ARG_2,
                    "qmckl_set_numprec_range",
                    "range < 2");
  }

  if (range > 11) {
    return qmckl_failwith(context,
                    QMCKL_INVALID_ARG_2,
                    "qmckl_set_numprec_range",
                    "range > 11");
  }

  qmckl_context_struct* const ctx = (qmckl_context_struct*) context;

 /* This should be always true because the context is valid */
  assert (ctx != NULL);

  qmckl_lock(context);
  {
    ctx->numprec.range = (uint32_t) range;
  }
  qmckl_unlock(context);

  return QMCKL_SUCCESS;
}
   #+end_src

   # Fortran interface
   #+begin_src f90 :tangle (eval fh_func)
  interface
     integer (qmckl_exit_code) function qmckl_set_numprec_range(context, range) bind(C)
       use, intrinsic :: iso_c_binding
       import
       integer (qmckl_context), intent(in), value :: context
       integer (c_int32_t), intent(in), value :: range
     end function qmckl_set_numprec_range
  end interface
   #+end_src

 ~qmckl_get_numprec_range~ returns the value of the numerical range in the context.

  #+begin_src c :comments org :tangle (eval h_func) :exports none
int32_t qmckl_get_numprec_range(const qmckl_context context);
  #+end_src

  # Source
  #+begin_src c :tangle (eval c)
int qmckl_get_numprec_range(const qmckl_context context) {
  if (qmckl_context_check(context) == QMCKL_NULL_CONTEXT) {
      return qmckl_failwith(context,
                      QMCKL_INVALID_CONTEXT,
                      "qmckl_get_numprec_range",
                      "");
  }

  const qmckl_context_struct* const ctx = (qmckl_context_struct*) context;
  return ctx->numprec.range;
}
  #+end_src

  # Fortran interface
  #+begin_src f90 :tangle (eval fh_func) :exports none
  interface
     integer (qmckl_exit_code) function qmckl_get_numprec_range(context) bind(C)
       use, intrinsic :: iso_c_binding
       import
       integer (qmckl_context), intent(in), value :: context
     end function qmckl_get_numprec_range
  end interface
  #+end_src

* Helper functions

** Epsilon

 ~qmckl_get_numprec_epsilon~ returns $\epsilon = 2^{1-n}$ where ~n~ is the precision.
   We need to remove the sign bit from the precision.

   #+begin_src c :comments org :tangle (eval h_func) :exports none
double qmckl_get_numprec_epsilon(const qmckl_context context);
   #+end_src

   # Source
   #+begin_src c :tangle (eval c)
double qmckl_get_numprec_epsilon(const qmckl_context context) {
  if (qmckl_context_check(context) == QMCKL_NULL_CONTEXT)
    return QMCKL_INVALID_CONTEXT;
  const qmckl_context_struct* const ctx = (qmckl_context_struct*) context;
  const int precision = ctx->numprec.precision;
  return 1. /  (double) ( ((uint64_t) 1) << (precision-2));
}
   #+end_src

   # Fortran interface
   #+begin_src f90 :tangle (eval fh_func) :exports none
  interface
     real (c_double) function qmckl_get_numprec_epsilon(context) bind(C)
       use, intrinsic :: iso_c_binding
       import
       integer (qmckl_context), intent(in), value :: context
     end function qmckl_get_numprec_epsilon
  end interface
   #+end_src

** Testing the number of unchanged bits

   To test that a given approximation keeps a given number of bits
   unchanged, we need a function that returns the number of unchanged
   bits in the range, and in the precision.

   For this, we first count by how many units in the last place (ulps) two
   numbers differ.

   #+begin_src c :tangle (eval c)
int64_t countUlpDifference_64(double a, double b) {

  union int_or_float {
    int64_t i;
    double f;
  } x, y;

  x.f = a;
  y.f = b;

  // Handle sign bit discontinuity: if the signs are different and either value is not zero
  if ((x.i < 0) != (y.i < 0) && (x.f != 0.0) && (y.f != 0.0)) {
    // Use the absolute values and add the distance to zero for both numbers
    int64_t distanceToZeroForX = x.i < 0 ? INT64_MAX + x.i : INT64_MAX - x.i;
    int64_t distanceToZeroForY = y.i < 0 ? INT64_MAX + y.i : INT64_MAX - y.i;
    return distanceToZeroForX + distanceToZeroForY;
  }

  // Calculate the difference in their binary representations
  int64_t result = x.i - y.i;
  result = result > 0 ? result : -result;
  return result;
}
   #+end_src

   #+begin_src c :comments org :tangle (eval h_func) :exports none
int32_t qmckl_test_precision_64(double a, double b);
int32_t qmckl_test_precision_32(float a, float b);
   #+end_src

   #+begin_src c :tangle (eval c)
int32_t qmckl_test_precision_64(double a, double b) {

  int64_t diff = countUlpDifference_64(a,b);

  if (diff == 0) return 53;

  int32_t result = 53;

  for (int i=0 ; i<53 && diff != 0 ; ++i) {
    diff >>= 1;
    result--;
  }

  return result;
}
   #+end_src


   #+begin_src c :tangle (eval c)
int32_t qmckl_test_precision_32(float a, float b) {
  return qmckl_test_precision_64( (double) a, (double) b );
}
   #+end_src

   #+begin_src f90 :tangle (eval fh_func) :exports none
  interface
     integer (c_int) function qmckl_test_precision_32(a,b) bind(C)
       use, intrinsic :: iso_c_binding
       import
       real (c_float), intent(in), value :: a, b
     end function qmckl_test_precision_32
  end interface

  interface
     integer (c_int) function qmckl_test_precision_64(a,b) bind(C)
       use, intrinsic :: iso_c_binding
       import
       real (c_double), intent(in), value :: a, b
     end function qmckl_test_precision_64
  end interface
   #+end_src

* Approximate functions

** Exponential

   Fast exponential function, adapted from Johan Rade's implementation
   (https://gist.github.com/jrade/293a73f89dfef51da6522428c857802d). It
   is based on Schraudolph's paper:

        N. Schraudolph, "A Fast, Compact Approximation of the Exponential Function",
 /Neural Computation/ *11*, 853–862 (1999).
        (available at https://nic.schraudolph.org/pubs/Schraudolph99.pdf)

   #+begin_src c :tangle (eval c)
float fastExpf(float x)
{
  const float a = 12102203.0;
  const float b = 1064986816.0;
  x = a * x + b;

  const float c = 8388608.0;
  const float d = 2139095040.0;
  if (x < c || x > d)
    x = (x < c) ? 0.0f : d;

  uint32_t n = (uint32_t) x;
  memcpy(&x, &n, 4);
  return x;
}


double fastExp(double x)
{
  const double a = 6497320848556798.0;
  const double b = 4606985713057410560.0;
  x = a * x + b;

  const double c = 4503599627370496.0;
  const double d = 9218868437227405312.0;
  if (x < c || x > d)
    x = (x < c) ? 0.0 : d;

  uint64_t n = (uint64_t) x;
  memcpy(&x, &n, 8);
  return x;
}
   #+end_src

* End of files                                                     :noexport:

  #+begin_src c :comments link :tangle (eval h_private_type)
#endif
  #+end_src

*** Test
     #+begin_src c :comments link :tangle (eval c_test)
return 0;
}
     #+end_src