Re:Fast exact summation using small and large superaccumulators
by dchapp on Friday January 20, 2017 @01:12AM
(#13441995)
You might be interested in ReproBLAS too.(http://bebop.cs.berkeley.edu/reproblas/)
It uses a different approach than superaccumulators, which as far as I know was first explored for the purpose of determinizing parallel floating-point sums by the folks working on ExBLAS (https://exblas.lip6.fr/)
Re:Fast exact summation using small and large superaccumulators
by Chris2048 on Friday January 20, 2017 @05:29AM
(#13442777)
Was the software you worked on a general numerics platform, or something more specialised? I'm trying to learn more about the topic myself, from a finance perspective.
Re:Fast exact summation using small and large superaccumulators
by al2o3cr on Friday January 20, 2017 @07:16AM
(#13443248)
This technique seems like overkill for most finance applications - you can fit nearly any sensible currency amount into a 64-bit fixed-point number (or a 128-bit if you're doing whole-economy calculations).
As someone who has worked with building, testing, and numerical software, this seems like a great thing. Generally floating point computations are effectively non-deterministic: you (or the compiler) change something that doesn't seem like it matters and all of a sudden your result changes. Having more methods available that give you the deterministically best right thing at little additional expense is great!