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Bailey D.H.High-precision floating-point arithmetic in scientific computation.2005

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¼p3 =

¼2 =

¼2 =

log 3

=

¼ log 2

=

32 k=0

64k µ

6k + 1 ¡ 6k + 2

 

 

¡ 6k + 4 ¡ 6k + 5

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

9

1

 

 

 

1

 

 

16

 

 

 

 

8

 

 

 

 

 

 

 

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X

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

¸

8 k=0 64k ·(6k + 1)2 ¡ (6k + 2)2 ¡ (6k + 3)2 ¡ (6k + 4)2 + (6k + 5)2

1

X

1

 

 

 

 

144

 

 

 

 

 

 

216

 

72

 

 

 

 

 

 

54

 

 

 

 

 

 

9

 

 

 

 

1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

2

X

 

 

1

 

·

 

 

 

 

 

243

 

 

 

 

 

 

 

405

 

 

 

 

 

 

 

 

81

 

 

 

 

 

 

 

 

 

 

 

 

 

27

 

 

 

 

 

 

 

1

 

 

 

 

 

 

 

 

 

 

 

¡

 

 

 

 

¡

 

 

 

 

 

¡

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

27

k=0

 

729k

(12k + 1)2

(12k + 2)2

(12k + 4)2

 

(12k + 5)2

 

 

 

¸

¡

72

 

 

 

¡

 

 

9

 

 

 

¡

 

 

 

 

 

9

 

 

 

 

¡

 

 

 

 

 

 

5

 

 

 

 

 

 

+

 

1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(12k + 6)2

 

(12k + 7)2

 

(12k + 8)2

(12k + 10)2

(12k + 11)2

729 k=0

729k

µ

6k + 1 +

6k + 2

 

+ 6k + 3 + 6k + 4 +

6k + 5 + 6k + 6

1

1

 

 

1

 

 

 

 

 

 

 

 

729

 

 

 

 

 

81

 

 

 

 

81

 

 

 

 

 

 

 

 

 

 

9

 

 

 

 

 

 

 

 

 

9

 

1

 

 

 

 

 

 

 

X

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1

 

X

1

 

 

 

 

·

 

4096

 

 

 

 

 

 

 

 

 

8192

 

 

 

 

 

 

26112

 

 

 

 

 

 

 

 

 

15360

 

 

 

 

1

 

 

 

 

 

 

 

 

 

¡

 

 

 

 

 

 

 

 

¡

 

 

+

 

 

 

 

 

 

 

 

 

256

k=0

4096k

(24k + 1)2

 

 

 

(24k + 2)2

 

 

(24k + 3)2

 

 

 

 

(24k + 4)2

 

 

 

 

¡

1024

 

 

+

 

 

9984

 

 

+

 

 

 

 

 

11520

 

 

+

 

 

 

 

 

 

2368

 

 

 

 

¡

 

 

 

 

512

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(24k + 5)2

 

 

(24k + 6)2

 

 

(24k + 8)2

 

(24k + 9)2

(24k + 10)2

 

 

+

768

 

 

 

 

 

¡

64

 

 

 

 

 

+

 

408

 

 

 

 

 

 

 

+

720

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(24k + 12)2

 

(24k + 13)2

 

 

 

(24k + 15)2

 

(24k + 16)2

¸

 

 

 

 

 

 

 

 

+

 

 

 

16

 

 

 

 

 

 

+

196

 

 

 

 

 

+

 

60

 

 

 

 

 

 

 

¡

37

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(24k + 17)2

 

(24k + 18)2

 

 

 

(24k + 20)2

 

(24k + 21)2

 

 

 

 

 

 

 

 

0

?

¡ 2J3 ¡ 2J4 + 2J10 + 2J11 + 3J12 + 3J13

+ J14 ¡ J15 ¡ J16

= ¡2J2

¡J17 ¡ J18 ¡ J19 + J20 + J21 ¡ J22 ¡ J23 + 2J25

Figure 2: Some new math identities found by high-precision computations

11

PSLQ computations, that in each of ten cases with unit or zero mass, the ¯nite part the scalar 3-loop tetrahedral vacuum Feynman diagram reduces to 4-letter \words" that represent iterated integrals in an alphabetpof 7 \letters," namely the one-forms - := dx=x and !k := dx=(¸¡k ¡ x), where ¸ := (1 + ¡3)=2 is the primitive sixth root of unity, and k runs from 0 to 5. In this context, a 4-letter \word" is a 4-dimensional iterated integral, such as

U := ³(-2!3!0) =

Z0

x11

Z0

x2

Z0

(

1

x3)

Z0

(1 x4)

= j>k>0

¡j3k

 

1

dx

 

x1 dx2

 

x2

dx3

 

 

x3

dx4

X

( 1)j+k

 

 

 

 

 

 

 

¡ ¡

 

 

 

¡

 

There are 74 four-letter words. Only two of these are primitive terms occurring in the 3-loop Feynman diagrams: U, above, and

V := Re[³(-2!3!1)] =

X

(¡1)j cos(2¼k=3)

:

 

 

 

 

j>k>0

j3k

 

 

 

 

The remaining terms in the diagrams reduce to products of constants found in Feynman diagrams with fewer loops. These ten cases as shown in Figure 3. In these diagrams, dots indicate particles with nonzero rest mass. The formulas that have been found, using PSLQ, for the corresponding constants are given in Figure 4. Here the constant

C = Pk>0 sin(¼k=3)=k2.

In each case, these formulas were later proven to be correct. But until the \experimental" results of the computations were found, no one had any solid reason to believe that such relations might exist. Indeed, the adjective \experimental" is quite appropriate here, because the PSLQ computations played a role entirely analogous to (and just a crucial as) a conventional laboratory experiment.

-J

- J

- J -©©Hs HJHJ

V1

-J

- J -s J

©--©©Hs HsJHJ

V3L

 

 

 

-

J

 

 

 

 

 

 

-

J

 

 

 

 

 

 

 

 

-

J

 

 

 

 

 

-

 

J

 

 

 

 

 

 

-

 

J

 

 

 

 

 

 

 

 

-

J

 

 

 

--©HJJ

 

 

--©Hs JJ

 

--©HJJ

 

©-

©s

Hs

 

 

©-

©

 

 

 

H

 

 

 

©-

©s

Hs

 

 

 

 

HJ

 

 

 

V2sN

 

HJ

 

 

 

V3sT

HJ

 

V2A

 

 

 

 

 

 

 

 

 

 

-

J

 

 

 

 

 

 

-

J

 

 

 

 

 

 

 

 

 

-

J

 

 

 

 

 

-

J

 

 

 

 

 

 

-

J

 

 

 

 

 

 

 

 

-

J

 

 

 

--©Hs JJ

 

 

--©HJJ

 

--©Hs JJ

©-

© H

 

©-

©s

 

 

 

Hs

 

 

©-

©s

 

 

 

Hs

 

s

sHJ

 

 

s

 

sHJ

 

 

s

 

 

 

sHJ

 

 

 

 

V4sA

 

 

 

 

 

V4N

 

 

 

 

 

 

 

 

 

V5

 

 

Figure 3: The ten tetrahedral cases

 

 

 

 

-

J

 

 

 

 

 

-

J

 

 

 

--©Hs JJ

 

©-

©s

Hs

HJ

 

 

 

 

V3S

 

 

 

 

 

-

J

 

 

 

 

 

-

J

 

 

 

--©Hs JJ

 

©-

©s

 

 

 

Hs

 

 

s

 

s

sHJ

 

 

 

 

V6

 

 

13. Conclusion

We have presented here a brief survey of the rapidly expanding usage of high-precision arithmetic in modern scienti¯c computing. It is worth noting that all of these examples have arisen in the past ten years. Thus we may be witnessing the birth of a new era of scienti¯c computing, in which the numerical precision required for a computation is as important to the program design as are the algorithms and data structures.

12

V1

=

6³(3) + 3³(4)

V2A

=

6³(3) ¡

5³(4)

V2N

=

6³(3) ¡

132

³(4) ¡ 8U

V3T

=

6³(3) ¡

9³(4)

V3S

=

6³(3) ¡

112

³(4) ¡ 4C2

V3L

=

6³(3) ¡

154

³(4) ¡ 6C2

V4A

=

6³(3)

¡

1277

³(4) ¡ 6C2

V4N

= 6³(3)

¡

14³(4) ¡ 16U

V5

=

6³(3)

¡

46927 ³(4) + 38 C2 ¡ 16V

V6

=

6³(3)

¡

13³(4) ¡ 8U ¡ 4C2

Figure 4: Formulas found by PSLQ for the ten cases of Figure 3

In one respect, perhaps it is not a coincidence that interest in high-precision arithmetic has arisen during the same period that a concerted attempt has been made to implement many scienti¯c computations on highly parallel and distributed systems. These systems have made possible much larger-scale runs than before, greatly magnifying numerical di±culties. Also, even on single-processor systems, memory and performance have greatly expanded (a gift of Moore's Law in semiconductor technology), enabling much larger computations than were feasible only a few years ago.

It may well be that other computations now being performed on these systems have signi¯cant numerical di±culties, but those who use these codes don't yet realize the extent of these di±culties. With the advent of relatively painless software to convert programs to use high-precision arithmetic, it is now possible to periodically run a large scienti¯c computation with double-double or higher-precision arithmetic, in order to determine how accurate its results really are.

In fact, the software tools now available for high-precision arithmetic can be used in every stage of numerical error management: (1) periodic testing of a scienti¯c code to see if it is becoming numerically sensitive; (2) determining how many digits in the results (intermediate or ¯nal) are reliable; (3) pinning down a numerical di±culty to a few lines of code; and (4) rectifying the numerical di±culties that are uncovered.

While software described in this paper and elsewhere will help scientists in the short run, in the longer run it is essential that computer vendors recognize the need to provide both hardware and software support for high-precision arithmetic. An IEEE committee has been formed for updating the IEEE-754 °oating-point arithmetic standard; 128-bit support is one of the key provisions of their draft standard. This same committee is also considering establishing standards for arbitrary-precision arithmetic. These are welcome and timely developments.

13

Acknowledgements

The author acknowledges the contributions of numerous colleagues in the preparation of this article, including: Ed Baron, Ben Barrowes, Jonathan Borwein; Richard Crandall, Chris Ding, Alexei Frolov, William Kahan, Peter Nugent, Michael Strayer and Zong-Chao Yan.

References

[1]David H. Bailey, \Integer Relation Detection," Computing in Science and Engineering, Jan-Feb., 2000, pg. 24{28.

[2]David H. Bailey, Peter B. Borwein, and Simon Plou®e, \On the Rapid Computation of Various Polylogarithmic Constants," Mathematics of Computation, vol. 66, no. 218 (Apr 1997), pg. 903{913.

[3]David H. Bailey and David Broadhurst, \Parallel Integer Relation Detection: Techniques and Applications," Mathematics of Computation, vol. 70, no. 236 (2000), pg. 1719{1736.

[4]David H. Bailey and David J. Broadhurst, \A Seventeenth-Order Polylogarithm Ladder," http://crd.lbl.gov/~dhbailey/dhbpapers/ladder.pdf (1999).

[5]David H. Bailey and Richard E. Crandall, \On the Random Character of Fundamental Constant Expansions," Experimental Mathematics, vol. 10, no. 2 (June 2001), pg. 175{190.

[6]David H. Bailey and Richard E. Crandall, \Random Generators and Normal Numbers," Experimental Mathematics, vol. 11, no. 4 (2004), pg. 527{546.

[7]D. H. Bailey and A. M. Frolov, \Universal Variational Expansion for High-Precision Bound-State Calculations in Three-Body Systems. Applications to Weakly-Bound, Adiabatic and Two-Shell Clouster Systems," Journal of Physics B, vol. 35, no. 20 (28 Oct 2002), pg. 42870{4298.

[8]David H. Bailey, R. Krasny and R. Pelz, \Multiple Precision, Multiple Processor Vortex Sheet Roll-Up Computation," Proceedings of the Sixth SIAM Conference on Parallel Processing for Scienti¯c Computing, 1993, SIAM, Philadelphia, pg. 52{56.

[9]David H. Bailey and Xiaoye S. Li, \A Comparison of Three High-Precision Quadrature Schemes," manuscript available at http://crd.lbl.gov/~dhbailey/dhbpapers/quadrature.pdf (2004).

[10]David H. Bailey and Sinai Robins, \Highly Parallel, High-Precision Numerical Integration," manuscript available at http://crd.lbl.gov/~dhbailey/dhbpapers/quadparallel.pdf (2004).

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[11]Edward Baron and Peter Nugent, personal communication, Nov. 2004.

[12]B. E. Barrowes, K. O'Neill, T. M. Grzegorczyk and J. A. Kong, \Asymptotic Expansions of the Prolate Angular Spheroidal Wave Function for Complex Size Parameter,"

Studies in Applied Mathematics, to appear.

[13]Jonathan M. Borwein and David H. Bailey, Mathematics by Experiment: Plausible Reasoning in the 21st Century.

[14]Richard P. Brent, \A Fortran Multiple-Precision Arithmetic Package," ACM Transactions on Mathematical Software, vol. 4, no. 1 (Mar 1978), pg. 57{70.

[15] David

J.

Broadhurst,

\Massive 3-loop Feynman Diagrams Reducible

to SC¤

Primitives of

Algebras of the Sixth

Root of

Unity", preprint,

March

1998,

to appear in European Physical

Journal

C. Available from

http://xxx.lanl.gov/abs/hep-th/9803091.

[16]Russel E. Ca°isch, \Singularity Formation for Complex Solutions of the 3D Incompressible Euler Equations," Physica D, vol. 67, no. 1 (1993), pg. 1{18.

[17]Richard Crandall and Carl Pomerance, Prime Numbers: A Computational Perspective, Springer-Verlag, New York, 2001.

[18]A. M. Frolov and D. H. Bailey, \Highly Accurate Evaluation of the Few-Body Auxiliary Functions and Four-Body Integrals," Journal of Physics B, vol. 36, no. 9 (14 May 2003), pg. 1857{1867.

[19]Wayt Gibbs, \A Digital Slice of Pi," Scienti¯c American, vol. 288, no. 5 (May 2003), pg. 23{24.

[20]P. H. Hauschildt and E. Baron, \The Numerical Solution of the Expanding Stellar Atmosphere Problem," Journal Computational and Applied Mathematics, vol. 109 (1999), pg. 41{63.

[21]Yun He and Chris Ding, \Using Accurate Arithmetics to Improve Numerical Reproducibility and Stability in Parallel Applications," Journal of Supercomputing, vol. 18, no. 3 (Mar 2001), pg 259{277.

[22]William Kahan, personal communication, Nov. 2004.

[23]William Kahan and Joseph Darcy, \How Java's Floating-Point Hurts Everyone Everywhere," available at http://www.cs.berkeley.edu/~wkahan/JAVAhurt.pdf, 1998.

[24]Erica Klarreich, \Math Lab: How Computer Experiments Are Transforming Mathematics," Science News, vol. 165 (Apr. 24, 2004), pg. 266{268.

15

[25]Jonathan R. Shewchuk, \Adaptive Precision Floating-Point Arithmetic and Fast Robust Geometric Predicates," Discrete and Computational Geometry, vol. 18 (1997), pg. 305{363.

[26]Michael Strayer, personal communication, Nov. 2004.

[27]Z.-C. Yan and G. W. F. Drake, \Bethe Logarithm and QED Shift for Lithium," Physics Review Letters, vol. 81 (12 Sep 2003), pg. 774{777.

[28]T. Zhang, Z.-C. Yan and G. W. F. Drake, \QED Correctins of O(mc2®7 ln ®) to the Fine Structure Splittings of Helium and He-Like Ions," Physics Review Letters, vol. 77, no. 26 (27 Jun 1994), pg. 1715{1718.

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