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How can floating point calculations be made deterministic?

Asked 2011-09-09T18:16:23.863
26

Floating point calculation is neither associative nor distributive on processors. So,

(a + b) + c is not equal to a + (b + c)

and a * (b + c) is not equal to a * b + a * c

Is there any way to perform deterministic floating point calculation that do not give different results. It would be deterministic on uniprocessor ofcourse, but it would not be deterministic in multithreaded programs if threads add to a sum for example, as there might be different interleavings of the threads.

So my question is, how can one achieve deterministic results for floating point calculations in multithreaded programs?

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2 Answers

43

Floating-point is deterministic. The same floating-point operations, run on the same hardware, always produce the same result. There is no black magic, noise, randomness, fuzzing, or any of the other things that people commonly attribute to floating-point. The tooth fairy does not show up, take the low bits of your result, and leave a quarter under your pillow.

Now, that said, certain blocked algorithms that are commonly used for large-scale parallel computations are non-deterministic in terms of the order in which floating-point computations are performed, which can result in non-bit-exact results across runs.

What can you do about it?

First, make sure that you actually can't live with the situation. Many things that you might try to enforce ordering in a parallel computation will hurt performance. That's just how it is.

I would also note that although blocked algorithms may introduce some amount of non-determinism, they frequently deliver results with smaller rounding errors than do naive unblocked serial algorithms (surprising but true!). If you can live with the errors produced by a naive serial algorithm, you can probably live with the errors of a parallel blocked algorithm.

Now, if you really, truly, need exact reproducibility across runs, here are a few suggestions that tend not to adversely affect performance too much:

  1. Don't use multithreaded algorithms that can reorder floating-point computations. Problem solved. This doesn't mean you can't use multithreaded algorithms at all, merely that you need to ensure that each individual result is only touched by a single thread between synchronization points. Note that this can actually improve performance on some architectures if done properly, by reducing D$ contention between cores.

  2. In reduction operations, you can have each thread store its result to an indexed location in an array, wait for all th

answered 2011-09-09T18:54:18.207
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Even using a high-precision fixed point datatype would not solve the problem of making the results for said equations determinisic (except in certain cases). As Keith Thompson pointed out in a comment, 1/3 is a trivial counter-example of a value that cannot be stored correctly in either a standard base-10 or base-2 floating point representation (regardless of precision or memory used).

One solution that, depending upon particular needs, may address this issue (it still has limits) is to use a Rational number data-type (one that stores both a numerator and denominator). Keith suggested GMP as one such library:

GMP is a free library for arbitrary precision arithmetic, operating on signed integers, rational numbers, and floating point numbers. There is no practical limit to the precision...

Whether it is suitable (or adequate) for this task is another story...

Happy coding.

answered 2011-09-09T18:35:27.537

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