Machine Numbers: How Floating Point Numbers Are Stored?

Total Page:16

File Type:pdf, Size:1020Kb

Machine Numbers: How Floating Point Numbers Are Stored? Machine numbers: how floating point numbers are stored? Floating-point number representation What do we need to store when representing floating point numbers in a computer? ! = ± 1. & × 2) ! = ± * + sign exponent significand Initially, different floating-point representations were used in computers, generating inconsistent program behavior across different machines. Around 1980s, computer manufacturers started adopting a standard representation for floating-point number: IEEE (Institute of Electrical and Electronics Engineers) 754 Standard. Floating-point number representation Numerical form: ! = ± 1. & × 2) Representation in memory: ! = Precisions: IEEE-754 Single precision (32 bits): ! = IEEE-754 Double precision (64 bits): ! = I C f bit 11 52 IEEE-754 Single Precision (32-bit) ! = (−1)O' 1. ) × 2, - . = / + -ℎ234 O3 sign exponent significand (1-bit) (8-bit) (23-bit) 255 use 0 and - 000 .- - OS C flu . l not 0 255 I U ME [ , ] I f Cf 254 M E E- 126,127] I fmtshiftfzsg choice) shift = 127 ( →fl26fmfl2 IEEE-754 Single Precision (32-bit) ! = (−1)' 1. ) × 2, Example: Represent the number ! = −67.125 using IEEE Single- Precision Standard 2 67.125 = 1000011.001 1 = 1.000011001 1×2 IEEE-754 Single Precision (32-bit) # = (−1)) 1. + × 2. = ) 3 + / = 0 + 127 • Machine epsilon (!"): is defined as the distance (gap) between 1 and the next largest floating point number. • Smallest positive normalized FP number: • Largest positive normalized FP number: Special Values: -0 see ! = (−1)+ 1. - × 20 = + 1 - 1) Zero: a f - - - ! = 000 - - - - OO OO -00 000 2) Infinity: +∞ (% = 0) and −∞ % = 1 - - - - - - 0000 0000 ! = 11 . ll l 3) NaN: (results from operations with undefined results) but zeros . ! = Ill . Ill anything id " subnormal 16oo.no#*but-eros# IEEE-754 Double Precision (64-bit) ! = (−1)' 1. ) × 2, 52 53 ✓ p= - . = / + -ℎ234 3 sign (1-bit) exponent significand (11-bit) (52-bit) 2047 - - o C - Ll f Cf - Ill 00.0 . f 00£ - - " Il save 2047 o → special , cases I f C f 2046 2046 -7 -10225 I f Mt shift f ME 1023 shift = (choice ! ) 1mCEl022,W23e IEEE-754 Double Precision (64-bit) # = (−1)) 1. + × 2. = ) 4 + / = 0 + 1023 • Machine epsilon (!"): is defined as the distance (gap) between 1 and the next largestn floating point number. -b I = , yo Em =T.ofo.to × 2-! 2--52 -n 2 308 • Smallest positive normalized FP number: - I "" e to .- - 2- UFL =L. ooo oox 2- = 2- = 308 • Largest positive normalized FP number: "" 't' I - -2-53 = I - - I . = ( 810 OFL Ill H x 2 (I-2-17=2 ) Subnormal (or denormalized) numbers = - - - 01×24 2-52×2-1022 O. 0000 ← -1308 -308 308 O 10 - lo 10 -10308 → ← " 0×2 . 0000 - X = l . ↳ |x=O ×"I€ - 53 - . 01×2 p= I 00001 - X = . " = 52 - Llull - - 11×2 - p X = O. " x 2 - p -52 - X = O - Il O - Coo " 9 - - → + = 0. 0001001 - 01×2 p=4 Subnormal (or denormalized) numbers IEEE-754 Single precision (32 bits): ! = 00000000 $ = 0 smallest# oooo . - 01×2-126=2-23×2426,10-45 IEEE-754 Double precision (64 bits): ! = 00000000000 $ = 0 " . 1×5 ooo . ? smallest# o - 2-52×24022,10-324 Subnormal (or denormalized) numbers • Noticeable gap around zero, present in any floating system, due to normalization • Relax the requirement of normalization, and allow the leading digit to be zero, only when the exponent is at its minimum (! = #) • Computations with subnormal numbers are often slow. Representation in memory (another special case): $ = s all zeros f Numerical\ value: / - . x I x - ⑤ o.b.IE IEEE-754 Double Precision ' 4 l l G l l -3244 K -324 40 log t t Summary for Single Precision 6 = (−1), 1. × 28 = , ; . 9 = " − 127 Stored binary Significand value exponent (") fraction ($) 00000000 0000…0000 zero 00000000 %&' $ ≠ 0 (−1), 0. × 21234 00000001 %&' $ (−1), 1. × 21234 ⋮ ⋮ ⋮ 11111110 %&' $ (−1), 1. × 2235 11111111 %&' $ ≠ 0 NaN 11111111 0000…0000 infinity -- 3 Iclicker question n pent 1=4 , A number system can be represented as ! = ±1. &'&(&)×2 -5 for - ∈ [−5,5] and &4 ∈ {0,1}. 1.000×2 1) What is the smallest positive normalized FP number: a) 0.0625 b) 0.09375 Dc) 0.03125 d) 0.046875 e) 0.125 2B 2) What is the largest positive normalized FP number: a) 28 D b) 60 c) 56 d) 32 20+41-2*1=2%73%760 3) How many additional numbers (positive and negative) can be " represented when using subnormal representation? 0.10-2×2 a) 7 b) 14 c) 3 d) 6 e) 16 D o.O LO O - 001×2-5 4) What is the smallest positive subnormal number? a) 0.00390625 b) 0.00195313 c) 0.03125 d) 0.0136719 0.011 -2-12-3 O - lol Em ILO 5) Determine machine epsilon O - a) 0.0625 b) 0.00390625 c) 0.0117188 d) 0.125 D O - Ill - A number system can be represented as ! = ±1. &'&(&)&*×2 - for . ∈ [−6,6] and &5 ∈ {0,1}. n ↳ # → p=5 1) Let’s say you want to represent the decimal number 19.625 using the binary number system above. Can you represent this number exactly? 1-0000×210 blast integer 2) What is the range of integer numbers that you can✓ represent exactly using this binary system? (1) (1)2=1-0000×20 /l.0000x2⑤=3zJ we ' 1.000¥25 = (2) co 72=1-0000×2 , (310--41)=1.1000×2 2,1/1/1=34 (lull)z= 1.1111×24=61110.
Recommended publications
  • Scilab Textbook Companion for Numerical Methods for Engineers by S
    Scilab Textbook Companion for Numerical Methods For Engineers by S. C. Chapra And R. P. Canale1 Created by Meghana Sundaresan Numerical Methods Chemical Engineering VNIT College Teacher Kailas L. Wasewar Cross-Checked by July 31, 2019 1Funded by a grant from the National Mission on Education through ICT, http://spoken-tutorial.org/NMEICT-Intro. This Textbook Companion and Scilab codes written in it can be downloaded from the "Textbook Companion Project" section at the website http://scilab.in Book Description Title: Numerical Methods For Engineers Author: S. C. Chapra And R. P. Canale Publisher: McGraw Hill, New York Edition: 5 Year: 2006 ISBN: 0071244298 1 Scilab numbering policy used in this document and the relation to the above book. Exa Example (Solved example) Eqn Equation (Particular equation of the above book) AP Appendix to Example(Scilab Code that is an Appednix to a particular Example of the above book) For example, Exa 3.51 means solved example 3.51 of this book. Sec 2.3 means a scilab code whose theory is explained in Section 2.3 of the book. 2 Contents List of Scilab Codes4 1 Mathematical Modelling and Engineering Problem Solving6 2 Programming and Software8 3 Approximations and Round off Errors 10 4 Truncation Errors and the Taylor Series 15 5 Bracketing Methods 25 6 Open Methods 34 7 Roots of Polynomials 44 9 Gauss Elimination 51 10 LU Decomposition and matrix inverse 61 11 Special Matrices and gauss seidel 65 13 One dimensional unconstrained optimization 69 14 Multidimensional Unconstrainted Optimization 72 3 15 Constrained
    [Show full text]
  • Extended Precision Floating Point Arithmetic
    Extended Precision Floating Point Numbers for Ill-Conditioned Problems Daniel Davis, Advisor: Dr. Scott Sarra Department of Mathematics, Marshall University Floating Point Number Systems Precision Extended Precision Patriot Missile Failure Floating point representation is based on scientific An increasing number of problems exist for which Patriot missile defense modules have been used by • The precision, p, of a floating point number notation, where a nonzero real decimal number, x, IEEE double is insufficient. These include modeling the U.S. Army since the mid-1960s. On February 21, system is the number of bits in the significand. is expressed as x = ±S × 10E, where 1 ≤ S < 10. of dynamical systems such as our solar system or the 1991, a Patriot protecting an Army barracks in Dha- This means that any normalized floating point The values of S and E are known as the significand • climate, and numerical cryptography. Several arbi- ran, Afghanistan failed to intercept a SCUD missile, number with precision p can be written as: and exponent, respectively. When discussing float- trary precision libraries have been developed, but leading to the death of 28 Americans. This failure E ing points, we are interested in the computer repre- x = ±(1.b1b2...bp−2bp−1)2 × 2 are too slow to be practical for many complex ap- was caused by floating point rounding error. The sentation of numbers, so we must consider base 2, or • The smallest x such that x > 1 is then: plications. David Bailey’s QD library may be used system measured time in tenths of seconds, using binary, rather than base 10.
    [Show full text]
  • Introduction & Floating Point NMMC §1.4.1, Atkinson §1.2 1 Floating
    Introduction & Floating Point NMMC x1.4.1, Atkinson x1.2 1 Floating-point representation, IEEE 754. In binary, 11:01 = 1 × 21 + 1 × 20 + 0 × 2−1 + 1 × 2−2: Double-precision floating-point format has 64 bits: ±; a1; : : : ; a11; b1; : : : ; b52 The associated number is a1···a11−1023 # = ±1:b1 ··· b52 × 2 : If all the a are zero, then the number is `subnormal' and the representation is −1022 # = ±0:b1 ··· b52 × 2 If the a are all 1 and the b are all 0 then it's ±∞ (± 1/0). If the a are all 1 and the b are not all 0 then it's NaN (±0=0). Machine-epsilon is the difference between 1 and the smallest representable number larger than 1, i.e. = 2−52 ≈ 2 × 10−16. The smallest and largest positive numbers are ≈ 10±308. Numbers larger than the max are set to 1. 2 Rounding & Arithmetic. Round-toward-nearest rounds a number towards the nearest floating-point num- ber. For nonzero numbers x within the range of max/min, the relative errors due to rounding are jround(x) − xj ≤ 2−53 ≈ 10−16 = u jxj which is half of machine epsilon. Floating-point arithmetic: add, subtract, multiply, divide. IEEE 754: If you start with 2 exactly- represented floating-point numbers x and y and compute any arithmetic operation `op', the magnitude of the relative error in the result is less than half machine precision. I.e. there is some δ with jδj ≤u such that fl(x op y) = (x op y)(1 + δ): The exception is underflow/overflow, where the result is either larger or smaller than can be represented.
    [Show full text]
  • 1.2 Round-Off Errors and Computer Arithmetic
    1.2 Round-off Errors and Computer Arithmetic 1 • In a computer model, a memory storage unit – word is used to store a number. • A word has only a finite number of bits. • These facts imply: 1. Only a small set of real numbers (rational numbers) can be accurately represented on computers. 2. (Rounding) errors are inevitable when computer memory is used to represent real, infinite precision numbers. 3. Small rounding errors can be amplified with careless treatment. So, do not be surprised that (9.4)10= (1001.0110)2 can not be represented exactly on computers. • Round-off error: error that is produced when a computer is used to perform real number calculations. 2 Binary numbers and decimal numbers • Binary number system: A method of representing numbers that has 2 as its base and uses only the digits 0 and 1. Each successive digit represents a power of 2. (… . … ) where 0 1, for each = 2,1,0, 1, 2 … 3210 −1−2−3 2 • Binary≤ to decimal:≤ ⋯ − − (… . … ) (… 2 + 2 + 2 + 2 = 3210 −1−2−3 2 + 2 3 + 22 + 1 2 …0) 3 2 1 0 −1 −2 −3 −1 −2 −3 10 3 Binary machine numbers • IEEE (Institute for Electrical and Electronic Engineers) – Standards for binary and decimal floating point numbers • For example, “double” type in the “C” programming language uses a 64-bit (binary digit) representation – 1 sign bit (s), – 11 exponent bits – characteristic (c), – 52 binary fraction bits – mantissa (f) 1. 0 2 1 = 2047 11 4 ≤ ≤ − This 64-bit binary number gives a decimal floating-point number (Normalized IEEE floating point number): 1 2 (1 + ) where 1023 is called exponent − 1023bias.
    [Show full text]
  • Floating Point Representation (Unsigned) Fixed-Point Representation
    Floating point representation (Unsigned) Fixed-point representation The numbers are stored with a fixed number of bits for the integer part and a fixed number of bits for the fractional part. Suppose we have 8 bits to store a real number, where 5 bits store the integer part and 3 bits store the fractional part: 1 0 1 1 1.0 1 1 $ 2& 2% 2$ 2# 2" 2'# 2'$ 2'% Smallest number: Largest number: (Unsigned) Fixed-point representation Suppose we have 64 bits to store a real number, where 32 bits store the integer part and 32 bits store the fractional part: "# "% + /+ !"# … !%!#!&. (#(%(" … ("% % = * !+ 2 + * (+ 2 +,& +,# "# "& & /# % /"% = !"#× 2 +!"&× 2 + ⋯ + !&× 2 +(#× 2 +(%× 2 + ⋯ + ("%× 2 0 ∞ (Unsigned) Fixed-point representation Range: difference between the largest and smallest numbers possible. More bits for the integer part ⟶ increase range Precision: smallest possible difference between any two numbers More bits for the fractional part ⟶ increase precision "#"$"%. '$'#'( # OR "$"%. '$'#'(') # Wherever we put the binary point, there is a trade-off between the amount of range and precision. It can be hard to decide how much you need of each! Scientific Notation In scientific notation, a number can be expressed in the form ! = ± $ × 10( where $ is a coefficient in the range 1 ≤ $ < 10 and + is the exponent. 1165.7 = 0.0004728 = Floating-point numbers A floating-point number can represent numbers of different order of magnitude (very large and very small) with the same number of fixed bits. In general, in the binary system, a floating number can be expressed as ! = ± $ × 2' $ is the significand, normally a fractional value in the range [1.0,2.0) .
    [Show full text]
  • Absolute and Relative Error All Computations on a Computer Are Approximate by Nature, Due to the Limited Precision on the Computer
    4 2 0 −1 −2 • 5.75 = 4 + 1 + 0.5 + 0.25 = 1 × 2 + 1 × 2 + 1 × 2 + 1 × 2 = 101.11(2) 4 0 −1 • 17.5 = 16 + 1 + 0.5 = 1 × 2 + 1 × 2 + 1 × 2 = 10001.1(2) 2 0 −1 −2 • 5.75 = 4 + 1 + 0.5 + 0.25 = 1 × 2 + 1 × 2 + 1 × 2 + 1 × 2 = 101.11(2) Note that certain numbers are finite (terminating) decimals, actually are peri- odic in binary, e.g. 0.4(10) = 0.01100110011 ...(2) = 0.00110011(2) Lecture of: Machine numbers (a.k.a. binary floating point numbers) 24 Jan 2013 The numbers stored on the computer are, essentially, “binary numbers” in sci- entific notation x = ±a × 2b. Here, a is called the mantissa and b the exponent. We also follow the convention that 1 ≤ a < 2; the idea is that, for any number x, we can always divide it by an appropriate power of 2, such that the result will be within [1, 2). For example: 2 2 x = 5(10) = 1.25(10) × 2 = 1.01(2) × 2 Thus, a machine number is stored as: b x = ±1.a1a2 ··· ak-1ak × 2 • In single precision we store k = 23 binary digits, and the exponent b ranges between −126 ≤ b ≤ 127. The largest number we can thus represent is (2 − 2−23) × 2127 ≈ 3.4 × 1038. • In double precision we store k = 52 binary digits, and the exponent b ranges between −1022 ≤ b ≤ 1023. The largest number we can thus represent is (2 − 2−52) × 21023 ≈ 1.8 × 10308.
    [Show full text]
  • Numerical Computations – with a View Towards R
    Numerical computations { with a view towards R Søren Højsgaard Department of Mathematical Sciences Aalborg University, Denmark October 8, 2012 Contents 1 Computer arithmetic is not exact 1 2 Floating point arithmetic 1 2.1 Addition and subtraction . .2 2.2 The Relative Machine Precision . .2 2.3 Floating-Point Precision . .3 2.4 Error in Floating-Point Computations . .3 3 Example: A polynomial 3 4 Example: Numerical derivatives 6 5 Example: The Sample Variance 8 6 Example: Solving a quadratic equation 8 7 Example: Computing the exponential 9 8 Ressources 10 1 Computer arithmetic is not exact The following R statement appears to give the correct answer. R> 0.3 - 0.2 [1] 0.1 1 But all is not as it seems. R> 0.3 - 0.2 == 0.1 [1] FALSE The difference between the values being compared is small, but important. R> (0.3 - 0.2) - 0.1 [1] -2.775558e-17 2 Floating point arithmetic Real numbers \do not exist" in computers. Numbers in computers are represented in floating point form s × be where s is the significand, b is the base and e is the exponent. R has \numeric" (floating points) and \integer" numbers R> class(1) [1] "numeric" R> class(1L) [1] "integer" 2.1 Addition and subtraction Let s be a 7{digit number A simple method to add floating-point numbers is to first represent them with the same exponent. 123456.7 = 1.234567 * 10^5 101.7654 = 1.017654 * 10^2 = 0.001017654 * 10^5 So the true result is (1.234567 + 0.001017654) * 10^5 = 1.235584654 * 10^5 But the approximate result the computer would give is (the last digits (654) are lost) 2 1.235585 * 10^5 (final sum: 123558.5) In extreme cases, the sum of two non-zero numbers may be equal to one of them Quiz: how to sum a sequence of numbers x1; : : : ; xn to obtain large accuracy? 2.2 The Relative Machine Precision The accuracy of a floating-point system is measured by the relative machine precision or machine epsilon.
    [Show full text]
  • CS 542G: Preliminaries, Floating-Point, Errors
    CS 542G: Preliminaries, Floating-Point, Errors Robert Bridson September 8, 2008 1 Preliminaries The course web-page is at: http://www.cs.ubc.ca/∼rbridson/courses/542g. Details on the instructor, lectures, assignments and more will be available there. There is no assigned text book, as there isn’t one available that approaches the material with this breadth and at this level, but for some of the more basic topics you might try M. Heath’s “Scientific Computing: An Introductory Survey”. This course aims to provide a graduate-level overview of scientific computing: it counts for the “breadth” requirement in our degrees, and should be excellent preparation for research and further stud- ies involving scientific computing, whether for another subject (such as computer vision, graphics, statis- tics, or data mining to name a few within the department, or in another department altogether) or in scientific computing itself. While we will see many algorithms for many different problems, some histor- ical and others of critical importance today, the focus will try to remain on the bigger picture: powerful ways of analyzing and solving numerical problems, with an emphasis on common approaches that work in many situations. Alongside a practical introduction to doing scientific computing, I hope to develop your insight and intuition for the field. 2 Floating Point Unfortunately, the natural starting place for virtual any scientific computing course is in some ways the most tedious and frustrating part of the subject: floating point arithmetic. Some familiarity with floating point is necessary for everything that follows, and the main message—that all our computations will make (somewhat predictable) errors along the way—must be taken to heart, but we’ll try to get through it to more fun stuff fairly quickly.
    [Show full text]
  • Limitations of Digital Representations Machine Epsilon
    Floating Point Arithmetic APM 6646 Suhan Zhong Note: This note mainly uses materials from the book Applied Linear Algebra(Second Edition). Limitations of Digital Representations Q1 How to represent real numbers on a digital machine? Q2 Can we represent all real numbers on computer? In fact, digital computers can only represent a finite subset of the real numbers. Let's use F to denote this finite set. Since F is finite, we can easily conclude that: 1 F is bounded (maxx2F jxj < 1) 2 Numbers in F have gaps (minx;y2F jx − yj) The above constraints both give limitations to numerical computations. But 1 is no longer a problem since modern computers now can represent numbers sufficient large and small. While 2 is still an important concern throughout scientific computing. Now let's take IEEE double precision arithmetic as an example. In this arithmetic, the interval [1; 2] is represented by the discrete subset 1; 1 + 2−52; 1 + 2 × 2−52; 1 + 3 × 2−52; ··· ; 2 (1) The interval [2; 4] is represented by the same numbers multiplied by 2, 2; 2 + 2−51; 2 + 2 × 2−51; 2 + 3 × 2−51; ··· ; 4 (2) and in general, the interval [2j; 2j+1] is represented by (1) times 2j. Note that in IEEE double precision arithmetic, the gaps between adjacent numbers are never larger than 2−52 ≈ 2:22 × 10−16. Though it seems negligible, it is surprising how many carelessly constructed algorithms turn out to be unstable! For example, the differences between Gram-Schmidt and modified Gram-Schmidt algorithms.
    [Show full text]
  • Adaptive Precision Floating-Point Arithmetic and Fast Robust Geometric Predicates
    Adaptive Precision Floating-Point Arithmetic and Fast Robust Geometric Predicates Jonathan Richard Shewchuk October 1, 1997 CMU-CS-96-140R From Discrete & Computational Geometry 18(3):305–363, October 1997. School of Computer Science Carnegie Mellon University Pittsburgh, PA 15213 Abstract Exact computer arithmetic has a variety of uses, including the robust implementation of geometric algorithms. This article has three purposes. The first is to offer fast software-level algorithms for exact addition and multiplication of arbitrary precision floating-point values. The second is to propose a technique for adaptive precision arithmetic that can often speed these algorithms when one wishes to perform multiprecision calculations that do not always require exact arithmetic, but must satisfy some error bound. The third is to use these techniques to develop implementations of several common geometric calculations whose required degree of accuracy depends on their inputs. These robust geometric predicates are adaptive; their running time depends on the degree of uncertainty of the result, and is usually small. These algorithms work on computers whose floating-point arithmetic uses radix two and exact rounding, including machines complying with the IEEE 754 standard. The inputs to the predicates may be arbitrary single or double precision floating-point numbers. C code is publicly available for the 2D and 3D orientation and incircle tests, and robust Delaunay triangulation using these tests. Timings of the implementations demonstrate their effectiveness. Supported in part by the Natural Sciences and Engineering Research Council of Canada under a 1967 Science and Engineering Scholarship and by the National Science Foundation under Grant CMS-9318163.
    [Show full text]
  • Floating-Point Numbers and Rounding Errors
    FLOATING-POINT ARITHMETIC Rounding errors and their analysis 5.1671 × 10−3 ◦ Scientific notation: Floating-Point ◦ Floating-point notation: 5.1671e-3 ◦ Advantage: easy to tell the magnitude of the quantity and Arithmetic fix the precision of approximations: on Computers 777777 ≈ 8.81916 × 102 ◦ Keywords: mantissa, exponent, base, precision ◦ Applications in physics and engineering require huge amounts of numerical computations ◦ Need to fix a particular format to write down those huge numbers of numbers ◦ Solution: floating-point format with fixed precision ◦ Trade-off: effort for storing and calculation vs accuracy of computations We need to compute on a large scale… Human computers Digital computers Source: NASA ◦ Floating-point format: scientific notation but we restrict the precision in all computations Floating-Point ◦ Mainboards and graphic cards have dedicated floating- Arithmetic point units only for such computations on Computers ◦ Phones, tablets, laptops, super computers ◦ Many programming languages (C, C++, Java, ….) have datatypes only for specific floating-point formats ◦ Most popular floating-point formats: ◦ Single precision (4 bytes, 23 bit mantissa, 8 bit exponent) ◦ Double precision (8 bytes, 52 bit mantissa, 11 bit exponent) ◦ Rounding errors are typically negligible, but accumulate after many calculations ◦ Floating-point units implement computation with certain floating-point formats Floating-Point ◦ Single and double precision format, and possibly other Arithmetic formats such as quadruple precision on Computers ◦ Built-in capacity for addition, subtraction, multiplication, division, square root, and possibly trigonometric functions APPROXIMATION OF NUMBERS Absolute and Relative Errors, Unit roundoff, machine epsilon Approximating numbers Suppose that 푥 is some number that 푥෤ is an approximation to that number.
    [Show full text]
  • • 1E-8 Smaller Than Machine Epsilon (Float) • Forward Sum Fails Utterly
    HW1 - Summing • 1e-8 smaller than machine epsilon (float) • Forward sum fails utterly • Backward sum does better (why not correctly?) $ ./part1 Left sum: 1 Right sum: 1.25 HW1 - Summing • Lots of ways around this: HW1 - Summing • Lots of ways around this: HW1 - Summing • Lots of ways around this: HW1 - Summing • Lots of ways $ ./part1 around this: Left sum: 1 Right sum: 1.25 Pairwise sum:2 Kahen sum: 2 Double precision sum: 2 HW1 - Random Walks HW1 - Random Walks HW1 - Seed • Some issues with seeding • General workflow; seed once, then generate all the random numbers you need. • Showing how LCG worked may have confused things; seed was just last (integer) random deviate chosen HW1 - Seed • In general, current state of a PRNG can be quite large. • Generally explicit functions to query state, set state (so can continue exactly where left off) • Most PRNGs also have a convenience funciton to set state from small (~1 int) seed; bootstrap state from seed + smaller RNG • Use once; don’t keep seeding - don’t know how it interacts with the PRNG Numerical Linear Algebra Scientific Computing Course Mar 2013 Conclusion • Linear algebra pops up everywhere, even if you don’t notice • Statistics, data fitting, graph problems, PDE/ coupled ODE solves... • There exist very highly tuned packages for any sort of problem that can be cast into matricies and vectors - use them • LAPACK, BLAS • Exploit structure in your matricies • Don’t ever invert a matrix Outline • Reminder of Linear Algebra • Gaussian Elimination • BLAS • Solving Ax = b • Sparse matricies • Iterative solvers • Eigenproblems Vector operations ↵x Geometric Interpretation • x y Scaling a vector, adding two x • x + y vectors together..
    [Show full text]