Certified roundoff error bounds using semidefinite programming
File(s)Victor_TOMS16.pdf (804.16 KB) 1507.03331v1.pdf (881.49 KB)
Accepted version
Published version
OA Location
Author(s)
Magron, V
Constantinides, G
Donaldson, AF
Type
Journal Article
Abstract
Roundoff errors cannot be avoided when implementing numerical programs with finite precision. The ability to reason about rounding is especially important if one wants to explore a range of potential representations, for instance, for FPGAs or custom hardware implementations. This problem becomes challenging when the program does not employ solely linear operations as non-linearities are inherent to many interesting computational problems in real-world applications.
Existing solutions to reasoning possibly lead to either inaccurate bounds or high analysis time in the presence of nonlinear correlations between variables. Furthermore, while it is easy to implement a straightforward method such as interval arithmetic, sophisticated techniques are less straightforward to implement in a formal setting. Thus there is a need for methods that output certificates that can be formally validated inside a proof assistant.
We present a framework to provide upper bounds on absolute roundoff errors of floating-point nonlinear programs. This framework is based on optimization techniques employing semidefinite programming and sums of squares certificates, which can be checked inside the Coq theorem prover to provide formal roundoff error bounds for polynomial programs. Our tool covers a wide range of nonlinear programs, including polynomials and transcendental operations as well as conditional statements. We illustrate the efficiency and precision of this tool on non-trivial programs coming from biology, optimization, and space control. Our tool produces more accurate error bounds for 23% of all programs and yields better performance in 66% of all programs.
Existing solutions to reasoning possibly lead to either inaccurate bounds or high analysis time in the presence of nonlinear correlations between variables. Furthermore, while it is easy to implement a straightforward method such as interval arithmetic, sophisticated techniques are less straightforward to implement in a formal setting. Thus there is a need for methods that output certificates that can be formally validated inside a proof assistant.
We present a framework to provide upper bounds on absolute roundoff errors of floating-point nonlinear programs. This framework is based on optimization techniques employing semidefinite programming and sums of squares certificates, which can be checked inside the Coq theorem prover to provide formal roundoff error bounds for polynomial programs. Our tool covers a wide range of nonlinear programs, including polynomials and transcendental operations as well as conditional statements. We illustrate the efficiency and precision of this tool on non-trivial programs coming from biology, optimization, and space control. Our tool produces more accurate error bounds for 23% of all programs and yields better performance in 66% of all programs.
Date Issued
2017-03-01
Date Acceptance
2016-11-01
Citation
ACM Transactions on Mathematical Software, 2017, 43 (4), pp.1-31
ISSN
0098-3500
Publisher
Association for Computing Machinery (ACM)
Start Page
1
End Page
31
Journal / Book Title
ACM Transactions on Mathematical Software
Volume
43
Issue
4
Copyright Statement
© 2016 ACM. This is the author's version of the work. It is posted here by permission of ACM for your personal use. Not for redistribution. The definitive version was published in ACM Transactions on Mathematical Software (TOMS), Vol. 43, Iss. 4, (March 2016) https://dl.acm.org/citation.cfm?doid=3034774.3015465
Sponsor
Royal Academy Of Engineering
Imagination Technologies Ltd
Engineering & Physical Science Research Council (E
Engineering & Physical Science Research Council (EPSRC)
Engineering & Physical Science Research Council (EPSRC)
Identifier
https://dl.acm.org/doi/10.1145/3015465
Grant Number
Prof Constantinides Chair
Prof Constantinides Chair
11908 (EP/K034448/1)
EP/I020357/1
EP/I012036/1
Subjects
hardware precision tuning
roundoff error
numerical accuracy
floating-point arithmetic
fixed-precision arithmetic
semidefinite programming
sums of squares
correlation sparsity pattern
proof assistant
formal verification
Publication Status
Published
Article Number
34
Date Publish Online
2017-01-02