4 ms·
Related blog post : https://radfordneal.wordpress.com/2015/05/21/exact-computation-of-sums-and-means/ https://radfordneal.wordpress.com/2015/05/21/exact-computa
by dzdt 10y ago
Related blog post : https://radfordneal.wordpress.com/2015/05/21/exact-computation-of-sums-and-means/ https://radfordneal.wordpress.com/2015/05/21/exact-computati...
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!
- dchapp 10y agoYou might be interested in ReproBLAS too.(http://bebop.cs.berkeley.edu/reproblas/ 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/ https://exblas.lip6.fr/)
- Chris2048 10y agoWas 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.
- al2o3cr 10y agoThis 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).