Can You Count on Your Computer?

Transcription

1 Can You Count on Your Computer? Professor Nick Higham School of Mathematics University of Manchester p. 1/33

2 p. 2/33

3 Counting to Six I asked my computer to count to six: NaN Inf Is this a FLOP? p. 3/33

4 FLOPs FLOP = Floating point Operation. Example: (3 + 7)/2 12 costs 3 FLOPs. National Physical Laboratory, 1946 Fox, Goodwin, Turing and Wilkinson with desk-top calculating machines. Worked on a maths problem for 2 weeks. Averaged 300 seconds for one FLOP. (0.003 FLOPs per sec.) Current technology, FLOPs per second 1950 s Pilot Ace 1 Up to date PC (Pentium 4) Earth Simulator (NEC) 4 Thousand Million 35 Million Million p. 4/33

5 Pilot ACE (1950) p. 5/33

6 Pilot ACE (1950) p. 6/33

7 Earth Simulator p. 7/33

8 Earth Simulator p. 8/33

9 Floating Point Numbers Floating point number system F R: f = ±.d 1 d 2...d }{{} t β e, 0 d i β 1, d 1 0. mantissa β: base, t: precision, e exponent range s.t. e min e e max. Floating point numbers are not equally spaced. If β = 2, t = 3, e min = 1, and e max = 3, the nonnegative floating point numbers are p. 9/33

10 Two Kinds of Error: Computers in Mathematics Bugs in Programs: unintentional. The first American Venus probe was lost due to a program fault caused by the substitution of DO 3 I = 1.3 for DO 3 I = 1,3 Limitations of the Computer: intentional. The average of two numbers lies between the two numbers. But if we work to three decimal digits, = = = 5.0. p. 10/33

11 Vancouver Stock Exchange Index January 1982: Index established at November 1983: Index was 520. But exchange seemed to be doing well. Explanation: Index rounded down to three digits at each recomputation. E.g Errors always in same direction thousands of small errors add up to a large error. Upon correct recalculation, the index doubled! p. 11/33

12 Ariane 5 Rocket Failure Report by the Inquiry Board. Paris, 19 July On 4 June 1996, the maiden flight of the Ariane 5 launcher ended in a failure. Only about 40 seconds after initiation of the flight sequence, at an altitude of about 3700 m, the launcher veered off its flight path, broke up and exploded. p. 12/33

13 Ariane Continued The internal SRI software exception was caused during execution of a data conversion from 64-bit floating point to 16-bit signed integer value. The floating point number which was converted had a value greater than what could be represented by a 16-bit signed integer. This resulted in an Operand Error. p. 13/33

14 Limitations of the Computer My calculator displays 8 digits. E.g. 1/3 = Error is roughly = ). 1/3 * 3 = Error is = We are doing inexact arithmetic. Every flop may produce a small error. (Small on a Pentium.) Also, some rules of arithmetic are lost: a*(b+c) = a*b + a*c (a*b)*c = a*(b*c) ( x) 2 = x. p. 14/33

15 Solving a Quadratic Equation The quadratic equation ax 2 + bx + c = 0 has two solutions: x = ( b ± b 2 4ac)/(2a). Use the formula to solve x 2 10,000 x + 1 = 0. True solutions: x 1 = , x 2 = In 8-digit arithmetic, formula gives x 1 = 10,000.0, x 2 = 0. Better: compute x 1 from the formula and x 2 from x 1 x 2 = c/a. This gives an accurate x 2. p. 15/33

16 Computing the Sample Variance Sample variance of x 1,...,x n defined as s 2 n = 1 n 1 n (x i x) 2, where x = 1 n i=1 n i=1 x i. (1) or s 2 n = 1 ( n x 2 i 1 ( n ) 2 ) x i n 1 n i=1 i=1 (2) For x = (10000, 10001, 10002) using 8-digit arithmetic, (1) gives: 1.0, (2) gives 0.0. Are either of these reasonable? p. 16/33

17 Casio fx-992vb p. 17/33

18 Patriot Missile Software Problem Official Report from United States: On February 25, 1991, a Patriot missile defense system operating at Dhahran, Saudi Arabia, during Operation Desert Storm failed to track and intercept an incoming Scud. This Scud subsequently hit an Army barracks, killing 28 Americans p. 18/33

19 Patriot Missile Cont... Patriot missile s computer: 1970s design, 24 bit arithmetic. Patriot tracks targets by measuring the time for radar pulses to reflect back. Time recorded by system clock in tenths of a second, but stored as an integer. For calculations, time converted to a 24 bit floating point number. Note: = ( ) 2. p. 19/33

20 Patriot: More Detail Hours Calculated Inaccuracy Approx. shift in Time (secs) (secs) range gate (m) Target outside range gate after 20 hours. On February 25, 1991, Alpha Battery, which was protecting Dhahran Air Base, had been in continuous operation for over 100 hours. On February 26, modified software to correct the problem arrived in Dhahran. p. 20/33

21 Summation In computer arithmetic, a + (b + c) (a + b) + c. In 2-digit arithmetic, ( ) = 11.0, ( ) = p. 21/33

22 Summation Cont... I do hate sums. There is no greater mistake than to call arithmetic an exact science. There are... hidden laws of Number which it requires a mind like mine to perceive. For instance, if you add a sum from the bottom up, and then again from the top down, the result is always different. MRS. LA TOUCHE. Quoted in The Mathematical Gazette, p. 22/33

23 Analysing Computer Arithmetic Early work in the 1940s by some renowned mathematicians (Hotelling, von Neumann,... ) led to very pessimistic predictions about the effectiveness of computers for systems of equations. The English mathematicians Alan Mathison Turing ( ) James Hardy Wilkinson ( ) were the first to understand the correct way to analyze the effects of inexact computer arithmetic. p. 23/33

24 Alan Mathison Turing ( ) 1912 Born, London King s College, Cambridge, with scholarship Works at Bletchley Park for Foreign Office 1941 Breaks the Enigma code 1945 Goes to NPL as Senior Scientific Officer. Proposal for Development... of ACE 1946 Receives OBE 1948 Goes to Univ. Manchester to work on prototype computer. Rounding-Off Errors in Matrix Processes 1950 Computing Machinery and Intelligence 1951 Elected Fellow of the Royal Society 1952 The Chemical Basis of Morphogenesis 1954 Commits suicide at home in Wilmslow Hugh Whitemore. Breaking the Code: The Story of Alan Turing Robert Harris. The Enigma Connection p. 24/33

25 Turing p. 25/33

26 James Hardy Wilkinson ( ) 1919 Born, Stroud, Kent 1936 Scholarship in Mathematics, Trinity College, Cambridge 1940 Joins Ordnance Board of Ministry of Supply 1946 Joins NPL working half time each with Turing and Desk Computing Group Head of Pilot ACE group Works on exploitation of Pilot ACE for solving scientific problems 1963 Rounding Errors in Algebraic Processes 1965 The Algebraic Eigenvalue Problem 1969 Elected Fellow of the Royal Society 1971 Handbook for Automatic Computation: Linear Algebra 1986 Dies of heart attack in his garden p. 26/33

27 Wilkinson p. 27/33

28 Backward Error Analysis The key idea introduced by Turing and Wilkinson is backward error analysis. Example Find the n roots x 1,x 2,...,x n of p(x) = a n x n + + a 1 x + a 0. Let x 1,..., x n be the computed roots. Forward error: max i x i x i. Backward error analysis says that the computed roots are the exact roots of another polynomial q, q( x i ) = 0, i = 1, 2,...,n. Backward error: min p q. p. 28/33

29 IEEE Arithmetic Institute of Electrical and Electronics Engineers (IEEE) standard, 1985: specifies how numbers are stored on a computer and how arithmetic operations are performed. E.g., computing a + b must produce (a + b)(1 + e), where e has size less than e is called a rounding error. This standard allows mathematical analysis to keep track of the (small) errors that are made whenever two numbers are added, subtracted, multiplied or divided on a computer. p. 29/33

30 Rounding Errors Although Charlie Brown does not realize it, there is a big difference between nothing and a small rounding error. p. 30/33

31 Counting to Six NaN Inf p. 31/33

32 One, Two, Three 2 1 = 1 ( 1 cos(100π + π/4) ) 2 = cos(arccos(10000)) = p. 32/33

33 Four, Five, Six ( 4 )2 2 2 = 1 5 { } (1 + exp( 100)) 1 (1 + exp( 100)) 1 =NaN log (exp(6000)) 1000 =Inf p. 33/33