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IEEE 754, floating-point multiply/add, and accurate summation
The new paper listed below arrived in a new journal issue yesterday,
and appears to be a significant advance in the problem of accurate
floating-point summation, exploiting the floating-point multiply/add
instruction (or its library emulation, such as C99's fma() function),
plus double-compensated summation (Priest 1992). There may well be
fodder here for floating-point hardware designers.
@String{j-TOMS = "ACM Transactions on Mathematical Software"}
@Article{Nievergelt:2003:SFM,
author = "Yves Nievergelt",
title = "Scalar fused multiply-add instructions produce
floating-point matrix arithmetic provably accurate to
the penultimate digit",
journal = j-TOMS,
volume = "29",
number = "1",
pages = "27--48",
month = mar,
year = "2003",
CODEN = "ACMSCU",
ISSN = "0098-3500",
bibdate = "Fri Mar 28 08:17:55 MST 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/toms/",
URL = "http://doi.acm.org/10.1145/641876.641878",
abstract = "Combined with doubly compensated summation, scalar
fused multiply-add instructions redefine the concept of
floating-point arithmetic, because they allow for the
computation of sums of real or complex matrix products
accurate to the penultimate digit. Particular cases
include complex arithmetic, dot products, cross
products, residuals of linear systems, determinants of
small matrices, discriminants of quadratic, cubic, or
quartic equations, and polynomials.",
acknowledgement = ack-nhfb,
keywords = "algorithms; design; languages; standardization;
theory; doubly compensated summation; floating-point
arithmetic; fused multiply-add instruction; matrix
arithmetic; provable accuracy; rounding error",
}
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