Summer of Cod: libmath
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- Subject: Summer of Cod: libmath
- From: "S. Gilles" <sgilles@xxxxxxxxxxxx>
- Reply-to: myrddin-dev@xxxxxxxxxxxxxx
- Date: Fri, 11 May 2018 03:32:46 -0400
- To: myrddin-dev <myrddin-dev@xxxxxxxxxxxxxx>
As part of the Summer of Cod, I'm working on libmath, a library to implement some IEEE-754 functions (cos, sin, sqrt, &c). A first milestone has been pulled. Here's what we've got: - some initial IEEE-754 functions: exp, expm1, sqrt, trunc, ceil, floor, rn, scalB, - some utility functions: algorithms for efficiently and accurately computing sums, evaluating polynomials, and performing fused multiply-add, - improved support for feature flag detection with mbld: we can now check for fancy, non-universal CPU features like sse, - an out-of-tree tool for comparing various IEEE-754 implementations: http://repo.or.cz/fpmath-consensus.git Right now, the algorithms are coming from the survey work of Muller, and in particular I'm working through an article series by Tang describing tabular + polynomial approximation methods: see lib/math/references in the tree. Based on some informal analysis, we're achieving accuracy at least on par with glibc and musl, and better in some situations. Our speed appears to be at least within an order of magnitude of glibc for the software implementations, and where hardware implementations exist we're even better. == Finally, here's something interesting I found out when implementing sqrt. One of the best ways to calculate x = sqrt(a) is to use Newton–Raphson to find a solution to f(x) = x² - a = 0. However, this gives the iteration xₙ₊₁ = xₙ - f(xₙ)/f'(xₙ) = (1/2)(xₙ - a/xₙ), which involves expensive division by xₙ. If instead we compute the inverse square root x = 1/sqrt(a) by solving 1/x² - a = 0, the iteration becomes xₙ₊₁ = xₙ - (xₙ⁻² - a)/(-2xₙ⁻³) = (1/2)(3xₙ - xₙ³a), which only divides by the nice constant 2. So sqrt(a) is cheaply computed as a·(1/sqrt(a)). This explains why so much research has gone into optimizing N–R for *inverse* square root, resulting in the famous Quake III snippet, for example. -- S. Gilles
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