qmckl/org/qmckl_numprec.org

Numerical precision

• Control of the numerical precision
• Precision
• Range
• Helper functions

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 and range refers to the number of exponent bits.

QMCKL_DEFAULT_PRECISION	53
QMCKL_DEFAULT_RANGE	11

#define  QMCKL_DEFAULT_PRECISION        53
#define  QMCKL_DEFAULT_RANGE            11

typedef struct qmckl_numprec_struct {
uint32_t  precision;
uint32_t  range;
} qmckl_numprec_struct;

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.

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* const) 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;
}

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

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

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* const) context;
return ctx->numprec.precision;
}

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

Range

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

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* const) 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;
}

interface
  integer (qmckl_exit_code) function qmckl_numprec_set_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_numprec_set_range
end interface

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

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* const) context;
return ctx->numprec.range;
}

Helper functions

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

double qmckl_get_numprec_epsilon(const qmckl_context context) {
const int precision = qmckl_get_numprec_precision(context);
return 1. /  (double) (1L << (precision-2));
}