Title
Verificarlo: Checking Floating Point Accuracy through Monte Carlo Arithmetic
Abstract
Numerical accuracy of floating point computation is a well studied topic which has not made its way to the end-user in scientific computing. Yet, it has become a critical issue with the recent requirements for code modernization to harness new highly parallel hardware and perform higher resolution computation. To democratize numerical accuracy analysis, it is important to propose tools and methodologies to study large use cases in a reliable and automatic way. In this paper, we propose verificarlo, an extension to the LLVM compiler to automatically use Monte Carlo Arithmetic in a transparent way for the end-user. It supports all the major languages including C, C++, and Fortran. Unlike source-to-source approaches, our implementation captures the influence of compiler optimizations on the numerical accuracy. We illustrate how Monte Carlo Arithmetic using the verificarlo tool outperforms the existing approaches on various use cases and is a step toward automatic numerical analysis.
Year
DOI
Venue
2015
10.1109/ARITH.2016.31
2016 IEEE 23nd Symposium on Computer Arithmetic (ARITH)
Keywords
Field
DocType
floating point arithmetic,numerical analysis,Monte Carlo arithmetic,compilers
Monte Carlo method,Arbitrary-precision arithmetic,Computer science,Floating point,Parallel computing,Quasi-Monte Carlo method,Fortran,Arithmetic,Theoretical computer science,Optimizing compiler,Compiler,Binary scaling
Journal
Volume
ISSN
ISBN
abs/1509.01347
1063-6889
978-1-5090-1617-4
Citations 
PageRank 
References 
4
0.48
17
Authors
3
Name
Order
Citations
PageRank
christophe denis140.48
Pablo de Oliveira Castro2436.65
Eric Petit35812.73