Fast vectorized arithmetic with ~32 significant digits under Numpy
While this is obviously the most relevant answer for many users because it will allow them to use Numpy arrays exactly as they would have used them with native types, the wrong thing is that from some point of view "true" vectorization will be lost. With years I got very familiar with the extended double-double type which has (for usual architectures) about 32 accurate digits with faster arithmetic than "arbitrary precision types". I even used it for research purpose in number theory and I got convinced that it is a very wonderful type as long as such precision is suitable. I often implemented it partially under Numpy, most of the time by trying to vectorize at a low-level the libqd library. But I recently thought that a very nice and portable way of implementing it under Numpy would be to use the existing layer of vectorization on floats for computing the arithmetic operations by "columns containing half of the numbers" rather than by "full numbers". As a proof of concept I wrote the following file: https://gist.github.com/baruchel/c86ed748939534d8910d I converted and vectorized the Algol 60 codes from http://szmoore.net/ipdf/documents/references/dekker1971afloating.pdf (Dekker, 1971). A test is provided at the end; for inverting 100,000 numbers, my type is about 3 or 4 times faster than GMPY and almost 50 times faster than MPmath. It should be even faster for some other operations since I had to create another np.ones array for testing this type because inversion isn't implemented here (which could of course be done). You can run this file by yourself (maybe you will have to discard mpmath or gmpy if you don't have it). I would like to discuss about the way to make available something related to that. a) Would it be relevant to include that in Numpy ? (I would think to some "contribution"-tool rather than including it in the core of Numpy because it would be painful to code all ufuncs; on the other hand I am pretty sure that many would be happy to perform several arithmetic operations by knowing that they can't use cos/sin/etc. on this type; in other words, I am not sure it would be a good idea to embed it as an every-day type but I think it would be nice to have it quickly available in some way). If you agree with that, in which way should I code it (the current link only is a "proof of concept"; I would be very happy to code it in some cleaner way)? b) Do you think such attempt should remain something external to Numpy itself and be released on my Github account without being integrated to Numpy? Best regards, -- Thomas Baruchel
On Fri, Dec 11, 2015 at 6:25 AM, Thomas Baruchel <baruchel@gmx.com> wrote:
I think astropy does something similar for time and dates. There has also been some talk of adding a user type for ieee 128 bit doubles. I've looked once for relevant code for the latter and, IIRC, the available packages were GPL :(. Chuck
There has also been some talk of adding a user type for ieee 128 bit doubles. I've looked once for relevant code for the latter and, IIRC, the available packages were GPL :(.
This looks like it's BSD-Ish: http://www.jhauser.us/arithmetic/SoftFloat.html Don't know if it's any good.... CHB
Actually, GCC implements 128-bit floats in software and provides them as __float128; there are also quad-precision versions of the usual functions. The Intel compiler provides this as well, I think, but I don't think Microsoft compilers do. A portable quad-precision library might be less painful. The cleanest way to add extended precision to numpy is by adding a C-implemented dtype. This can be done in an extension module; see the quaternion and half-precision modules online. Anne On Fri, Dec 11, 2015, 16:46 Charles R Harris <charlesr.harris@gmail.com> wrote:
On Fri, Dec 11, 2015 at 11:22 AM, Anne Archibald <archibald@astron.nl> wrote:
This might be the same as or similar to a recent announcement for Julia https://groups.google.com/d/msg/julia-users/iHTaxRVj1yM/M-WtZCedCQAJ It would be useful to get this in a consistent way across platforms and compilers. I can think of several applications where higher precision reduce operations would be useful in statistics. As Windows user, I never even saw a higher precision float. Josef
On Fri, Dec 11, 2015 at 4:22 PM, Anne Archibald <archibald@astron.nl> wrote:
We actually used __float128 dtype as an example of how to create a custom dtype for a numpy C tutorial we did w/ Stefan Van der Walt a few years ago at SciPy. IIRC, one of the issue to make it more than a PoC was that numpy hardcoded things like long double being the higest precision, etc... But that may has been fixed since then. David
On Fri, Dec 11, 2015, 18:04 David Cournapeau <cournape@gmail.com> wrote: On Fri, Dec 11, 2015 at 4:22 PM, Anne Archibald <archibald@astron.nl> wrote: Actually, GCC implements 128-bit floats in software and provides them as __float128; there are also quad-precision versions of the usual functions. The Intel compiler provides this as well, I think, but I don't think Microsoft compilers do. A portable quad-precision library might be less painful. The cleanest way to add extended precision to numpy is by adding a C-implemented dtype. This can be done in an extension module; see the quaternion and half-precision modules online. We actually used __float128 dtype as an example of how to create a custom dtype for a numpy C tutorial we did w/ Stefan Van der Walt a few years ago at SciPy. IIRC, one of the issue to make it more than a PoC was that numpy hardcoded things like long double being the higest precision, etc... But that may has been fixed since then. I did some work on numpy's long-double support, partly to better understand what would be needed to make quads work. The main obstacle is, I think, the same: python floats are only 64-bit, and many functions are stuck passing through them. It takes a lot of fiddling to make string conversions work without passing through python floats, for example, and it takes some care to produce scalars of the appropriate type. There are a few places where you'd want to modify the guts of numpy if you had a higher precision available than long doubles. Anne
On Dec 11, 2015 7:46 AM, "Charles R Harris" <charlesr.harris@gmail.com> wrote:
On Fri, Dec 11, 2015 at 6:25 AM, Thomas Baruchel <baruchel@gmx.com> wrote:
From time to time it is asked on forums how to extend precision of
given to this question is: use the dtype=object with some arbitrary
computation on Numpy array. The most common answer precision module like mpmath or gmpy. precision is suitable. think it would be nice to have it quickly available
You're probably thinking of the __float128 support in gcc, which relies on a LGPL (not GPL) runtime support library. (LGPL = any patches to the support library itself need to remain open source, but no restrictions are imposed on code that merely uses it.) Still, probably something that should be done outside of numpy itself for now. -n
On Fri, Dec 11, 2015 at 10:45 AM, Nathaniel Smith <njs@pobox.com> wrote:
No, there are several other software packages out there. I know of the gcc version, but was looking for something more portable. Chuck
I have a mostly complete wrapping of the double-double type from the QD library (http://crd-legacy.lbl.gov/~dhbailey/mpdist/) into a numpy dtype. The real problem is, as david pointed out, user dtypes aren't quite full equivalents of the builtin dtypes. I can post the code if there is interest. Something along the lines of what's being discussed here would be nice, since the extended type is subject to such variation. Eric On Fri, Dec 11, 2015 at 12:51 PM, Charles R Harris < charlesr.harris@gmail.com> wrote:
Hi All, astropy `Time` indeed using two doubles internally, but is very limited in the operations it allows: essentially only addition/subtraction, and multiplication with/division by a normal double. It would be great to have better support within numpy; it is a pity to have a float128 type that does not provide the full associated precision. All the best, Marten On Sat, Dec 12, 2015 at 1:02 PM, Sturla Molden <sturla.molden@gmail.com> wrote:
On Fri, Dec 11, 2015 at 6:25 AM, Thomas Baruchel <baruchel@gmx.com> wrote:
I think astropy does something similar for time and dates. There has also been some talk of adding a user type for ieee 128 bit doubles. I've looked once for relevant code for the latter and, IIRC, the available packages were GPL :(. Chuck
There has also been some talk of adding a user type for ieee 128 bit doubles. I've looked once for relevant code for the latter and, IIRC, the available packages were GPL :(.
This looks like it's BSD-Ish: http://www.jhauser.us/arithmetic/SoftFloat.html Don't know if it's any good.... CHB
Actually, GCC implements 128-bit floats in software and provides them as __float128; there are also quad-precision versions of the usual functions. The Intel compiler provides this as well, I think, but I don't think Microsoft compilers do. A portable quad-precision library might be less painful. The cleanest way to add extended precision to numpy is by adding a C-implemented dtype. This can be done in an extension module; see the quaternion and half-precision modules online. Anne On Fri, Dec 11, 2015, 16:46 Charles R Harris <charlesr.harris@gmail.com> wrote:
On Fri, Dec 11, 2015 at 11:22 AM, Anne Archibald <archibald@astron.nl> wrote:
This might be the same as or similar to a recent announcement for Julia https://groups.google.com/d/msg/julia-users/iHTaxRVj1yM/M-WtZCedCQAJ It would be useful to get this in a consistent way across platforms and compilers. I can think of several applications where higher precision reduce operations would be useful in statistics. As Windows user, I never even saw a higher precision float. Josef
On Fri, Dec 11, 2015 at 4:22 PM, Anne Archibald <archibald@astron.nl> wrote:
We actually used __float128 dtype as an example of how to create a custom dtype for a numpy C tutorial we did w/ Stefan Van der Walt a few years ago at SciPy. IIRC, one of the issue to make it more than a PoC was that numpy hardcoded things like long double being the higest precision, etc... But that may has been fixed since then. David
On Fri, Dec 11, 2015, 18:04 David Cournapeau <cournape@gmail.com> wrote: On Fri, Dec 11, 2015 at 4:22 PM, Anne Archibald <archibald@astron.nl> wrote: Actually, GCC implements 128-bit floats in software and provides them as __float128; there are also quad-precision versions of the usual functions. The Intel compiler provides this as well, I think, but I don't think Microsoft compilers do. A portable quad-precision library might be less painful. The cleanest way to add extended precision to numpy is by adding a C-implemented dtype. This can be done in an extension module; see the quaternion and half-precision modules online. We actually used __float128 dtype as an example of how to create a custom dtype for a numpy C tutorial we did w/ Stefan Van der Walt a few years ago at SciPy. IIRC, one of the issue to make it more than a PoC was that numpy hardcoded things like long double being the higest precision, etc... But that may has been fixed since then. I did some work on numpy's long-double support, partly to better understand what would be needed to make quads work. The main obstacle is, I think, the same: python floats are only 64-bit, and many functions are stuck passing through them. It takes a lot of fiddling to make string conversions work without passing through python floats, for example, and it takes some care to produce scalars of the appropriate type. There are a few places where you'd want to modify the guts of numpy if you had a higher precision available than long doubles. Anne
On Dec 11, 2015 7:46 AM, "Charles R Harris" <charlesr.harris@gmail.com> wrote:
On Fri, Dec 11, 2015 at 6:25 AM, Thomas Baruchel <baruchel@gmx.com> wrote:
From time to time it is asked on forums how to extend precision of
given to this question is: use the dtype=object with some arbitrary
computation on Numpy array. The most common answer precision module like mpmath or gmpy. precision is suitable. think it would be nice to have it quickly available
You're probably thinking of the __float128 support in gcc, which relies on a LGPL (not GPL) runtime support library. (LGPL = any patches to the support library itself need to remain open source, but no restrictions are imposed on code that merely uses it.) Still, probably something that should be done outside of numpy itself for now. -n
On Fri, Dec 11, 2015 at 10:45 AM, Nathaniel Smith <njs@pobox.com> wrote:
No, there are several other software packages out there. I know of the gcc version, but was looking for something more portable. Chuck
I have a mostly complete wrapping of the double-double type from the QD library (http://crd-legacy.lbl.gov/~dhbailey/mpdist/) into a numpy dtype. The real problem is, as david pointed out, user dtypes aren't quite full equivalents of the builtin dtypes. I can post the code if there is interest. Something along the lines of what's being discussed here would be nice, since the extended type is subject to such variation. Eric On Fri, Dec 11, 2015 at 12:51 PM, Charles R Harris < charlesr.harris@gmail.com> wrote:
Hi All, astropy `Time` indeed using two doubles internally, but is very limited in the operations it allows: essentially only addition/subtraction, and multiplication with/division by a normal double. It would be great to have better support within numpy; it is a pity to have a float128 type that does not provide the full associated precision. All the best, Marten On Sat, Dec 12, 2015 at 1:02 PM, Sturla Molden <sturla.molden@gmail.com> wrote:
participants (11)
-
Anne Archibald -
Charles R Harris -
Chris Barker - NOAA Federal -
David Cournapeau -
Elliot Hallmark -
Eric Moore -
josef.pktd＠gmail.com -
Marten van Kerkwijk -
Nathaniel Smith -
Sturla Molden -
Thomas Baruchel