Boost
C++ Libraries
...one of the most highly
regarded and expertly designed C++ library projects in the
world.
— Herb Sutter and Andrei
Alexandrescu, C++
Coding Standards
Boost
C++ Libraries
...one of the most highly
regarded and expertly designed C++ library projects in the
world.
— Herb Sutter and Andrei
Alexandrescu, C++
Coding Standards
In order to be as general as possible, the library uses a class to
compute all the necessary functions rounded upward or downward. This class
is the first parameter of policies, it is also the type named
rounding in the policy definition of
interval.
By default, it is interval_lib::rounded_math<T>. The
class interval_lib::rounded_math is already specialized for
the standard floating types (float , double and
long double). So if the base type of your intervals is not one
of these, a good solution would probably be to provide a specialization of
this class. But if the default specialization of
rounded_math<T> for float,
double, or long double is not what you seek, or
you do not want to specialize
interval_lib::rounded_math<T> (say because you prefer to
work in your own namespace) you can also define your own rounding policy
and pass it directly to interval_lib::policies.
Here comes what the class is supposed to provide. The domains are written next to their respective functions (as you can see, the functions do not have to worry about invalid values, but they have to handle infinite arguments).
/* Rounding requirements */
struct rounding {
// default constructor, destructor
rounding();
~rounding();
// mathematical operations
T add_down(T, T); // [-∞;+∞][-∞;+∞]
T add_up (T, T); // [-∞;+∞][-∞;+∞]
T sub_down(T, T); // [-∞;+∞][-∞;+∞]
T sub_up (T, T); // [-∞;+∞][-∞;+∞]
T mul_down(T, T); // [-∞;+∞][-∞;+∞]
T mul_up (T, T); // [-∞;+∞][-∞;+∞]
T div_down(T, T); // [-∞;+∞]([-∞;+∞]-{0})
T div_up (T, T); // [-∞;+∞]([-∞;+∞]-{0})
T sqrt_down(T); // ]0;+∞]
T sqrt_up (T); // ]0;+∞]
T exp_down(T); // [-∞;+∞]
T exp_up (T); // [-∞;+∞]
T log_down(T); // ]0;+∞]
T log_up (T); // ]0;+∞]
T cos_down(T); // [0;2π]
T cos_up (T); // [0;2π]
T tan_down(T); // ]-π/2;π/2[
T tan_up (T); // ]-π/2;π/2[
T asin_down(T); // [-1;1]
T asin_up (T); // [-1;1]
T acos_down(T); // [-1;1]
T acos_up (T); // [-1;1]
T atan_down(T); // [-∞;+∞]
T atan_up (T); // [-∞;+∞]
T sinh_down(T); // [-∞;+∞]
T sinh_up (T); // [-∞;+∞]
T cosh_down(T); // [-∞;+∞]
T cosh_up (T); // [-∞;+∞]
T tanh_down(T); // [-∞;+∞]
T tanh_up (T); // [-∞;+∞]
T asinh_down(T); // [-∞;+∞]
T asinh_up (T); // [-∞;+∞]
T acosh_down(T); // [1;+∞]
T acosh_up (T); // [1;+∞]
T atanh_down(T); // [-1;1]
T atanh_up (T); // [-1;1]
T median(T, T); // [-∞;+∞][-∞;+∞]
T int_down(T); // [-∞;+∞]
T int_up (T); // [-∞;+∞]
// conversion functions
T conv_down(U);
T conv_up (U);
// unprotected rounding class
typedef ... unprotected_rounding;
};
The constructor and destructor of the rounding class have a very
important semantic requirement: they are responsible for setting and
resetting the rounding modes of the computation on T. For instance, if T is
a standard floating point type and floating point computation is performed
according to the Standard IEEE 754, the constructor can save the current
rounding state, each _up (resp. _down) function
will round up (resp. down), and the destructor will restore the saved
rounding state. Indeed this is the behavior of the default rounding
policy.
The meaning of all the mathematical functions up until
atanh_up is clear: each function returns number representable
in the type T which is a lower bound (for _down)
or upper bound (for _up) on the true mathematical result of
the corresponding function. The function median computes the
average of its two arguments rounded to its nearest representable number.
The functions int_down and int_up compute the
nearest integer smaller or bigger than their argument. Finally,
conv_down and conv_up are responsible of the
conversions of values of other types to the base number type: the first one
must round down the value and the second one must round it up.
The type unprotected_rounding allows to remove all
controls. For reasons why one might to do this, see the protection paragraph below.
A lot of classes are provided. The classes are organized by level. At
the bottom is the class rounding_control. At the next level
come rounded_arith_exact, rounded_arith_std and
rounded_arith_opp. Then there are
rounded_transc_dummy, rounded_transc_exact,
rounded_transc_std and rounded_transc_opp. And
finally are save_state and save_state_nothing.
Each of these classes provide a set of members that are required by the
classes of the next level. For example, a rounded_transc_...
class needs the members of a rounded_arith_... class.
When they exist in two versions _std and _opp,
the first one does switch the rounding mode each time, and the second one
tries to keep it oriented toward plus infinity. The main purpose of the
_opp version is to speed up the computations through the use
of the "opposite trick" (see the performance notes).
This version requires the rounding mode to be upward before entering any
computation functions of the class. It guarantees that the rounding mode
will still be upward at the exit of the functions.
Please note that it is really a very bad idea to mix the
_opp version with the _std since they do not have
compatible properties.
There is a third version named _exact which computes the
functions without changing the rounding mode. It is an "exact" version
because it is intended for a base type that produces exact results.
The last version is the _dummy version. It does not do any
computations but still produces compatible results.
Please note that it is possible to use the "exact" version for an
inexact base type, e.g. float or double. In that
case, the inclusion property is no longer guaranteed, but this can be
useful to speed up the computation when the inclusion property is not
desired strictly. For instance, in computer graphics, a small error due to
floating-point roundoff is acceptable as long as an approximate version of
the inclusion property holds.
Here comes what each class defines. Later, when they will be described more thoroughly, these members will not be repeated. Please come back here in order to see them. Inheritance is also used to avoid repetitions.
template <class T>
struct rounding_control
{
typedef ... rounding_mode;
void set_rounding_mode(rounding_mode);
void get_rounding_mode(rounding_mode&);
void downward ();
void upward ();
void to_nearest();
T to_int(T);
T force_rounding(T);
};
template <class T, class Rounding>
struct rounded_arith_... : Rounding
{
void init();
T add_down(T, T);
T add_up (T, T);
T sub_down(T, T);
T sub_up (T, T);
T mul_down(T, T);
T mul_up (T, T);
T div_down(T, T);
T div_up (T, T);
T sqrt_down(T);
T sqrt_up (T);
T median(T, T);
T int_down(T);
T int_up (T);
};
template <class T, class Rounding>
struct rounded_transc_... : Rounding
{
T exp_down(T);
T exp_up (T);
T log_down(T);
T log_up (T);
T cos_down(T);
T cos_up (T);
T tan_down(T);
T tan_up (T);
T asin_down(T);
T asin_up (T);
T acos_down(T);
T acos_up (T);
T atan_down(T);
T atan_up (T);
T sinh_down(T);
T sinh_up (T);
T cosh_down(T);
T cosh_up (T);
T tanh_down(T);
T tanh_up (T);
T asinh_down(T);
T asinh_up (T);
T acosh_down(T);
T acosh_up (T);
T atanh_down(T);
T atanh_up (T);
};
template <class Rounding>
struct save_state_... : Rounding
{
save_state_...();
~save_state_...();
typedef ... unprotected_rounding;
};
namespace boost {
namespace numeric {
namespace interval_lib {
/* basic rounding control */
template <class T> struct rounding_control;
/* arithmetic functions rounding */
template <class T, class Rounding = rounding_control<T> > struct rounded_arith_exact;
template <class T, class Rounding = rounding_control<T> > struct rounded_arith_std;
template <class T, class Rounding = rounding_control<T> > struct rounded_arith_opp;
/* transcendental functions rounding */
template <class T, class Rounding> struct rounded_transc_dummy;
template <class T, class Rounding = rounded_arith_exact<T> > struct rounded_transc_exact;
template <class T, class Rounding = rounded_arith_std<T> > struct rounded_transc_std;
template <class T, class Rounding = rounded_arith_opp<T> > struct rounded_transc_opp;
/* rounding-state-saving classes */
template <class Rounding> struct save_state;
template <class Rounding> struct save_state_nothing;
/* default policy for type T */
template <class T> struct rounded_math;
template <> struct rounded_math<float>;
template <> struct rounded_math<double>;
/* some metaprogramming to convert a protected to unprotected rounding */
template <class I> struct unprotect;
} // namespace interval_lib
} // namespace numeric
} // namespace boost
We now describe each class in the order they appear in the definition of a rounding policy (this outermost-to-innermost order is the reverse order from the synopsis).
Protection refers to the fact that the interval operations will be
surrounded by rounding mode controls. Unprotecting a class means to remove
all the rounding controls. Each rounding policy provides a type
unprotected_rounding. The required type
unprotected_rounding gives another rounding class that enables
to work when nested inside rounding. For example, the first three lines
below should all produce the same result (because the first operation is
the rounding constructor, and the last is its destructor, which take care
of setting the rounding modes); and the last line is allowed to have an
undefined behavior (since no rounding constructor or destructor is ever
called).
T c; { rounding rnd; c = rnd.add_down(a, b); }
T c; { rounding rnd1; { rounding rnd2; c = rnd2.add_down(a, b); } }
T c; { rounding rnd1; { rounding::unprotected_rounding rnd2; c = rnd2.add_down(a, b); } }
T d; { rounding::unprotected_rounding rnd; d = rnd.add_down(a, b); }
Naturally rounding::unprotected_rounding may simply be
rounding itself. But it can improve performance if it is a
simplified version with empty constructor and destructor. In order to avoid
undefined behaviors, in the library, an object of type
rounding::unprotected_rounding is guaranteed to be created
only when an object of type rounding is already alive. See the
performance notes for some additional details.
The support library defines a metaprogramming class template
unprotect which takes an interval type I and
returns an interval type unprotect<I>::type where the
rounding policy has been unprotected. Some information about the types:
interval<T, interval_lib::policies<Rounding, _>
>::traits_type::rounding is the same type as
Rounding, and unprotect<interval<T,
interval_lib::policies<Rounding, _> > >::type is
the same type as interval<T,
interval_lib::policies<Rounding::unprotected, _> >.
First comes save_state. This class is responsible for
saving the current rounding mode and calling init in its constructor, and
for restoring the saved rounding mode in its destructor. This class also
defines the unprotected_rounding type.
If the rounding mode does not require any state-saving or
initialization, save_state_nothing can be used instead of
save_state.
The classes rounded_transc_exact,
rounded_transc_std and rounded_transc_opp expect
the std namespace to provide the functions exp log cos tan acos asin atan
cosh sinh tanh acosh asinh atanh. For the _std and
_opp versions, all these functions should respect the current
rounding mode fixed by a call to downward or upward.
Please note: Unfortunately, the latter is rarely the
case. It is the reason why a class rounded_transc_dummy is
provided which does not depend on the functions from the std namespace.
There is no magic, however. The functions of
rounded_transc_dummy do not compute anything. They only return
valid values. For example, cos_down always returns -1. In this
way, we do verify the inclusion property for the default implementation,
even if this has strictly no value for the user. In order to have useful
values, another policy should be used explicitely, which will most likely
lead to a violation of the inclusion property. In this way, we ensure that
the violation is clearly pointed out to the user who then knows what he
stands against. This class could have been used as the default
transcendental rounding class, but it was decided it would be better for
the compilation to fail due to missing declarations rather than succeed
thanks to valid but unusable functions.
The classes rounded_arith_std and
rounded_arith_opp expect the operators + - * / and the
function std::sqrt to respect the current rounding mode.
The class rounded_arith_exact requires
std::floor and std::ceil to be defined since it
can not rely on to_int.
The functions defined by each of the previous classes did not need any
explanation. For example, the behavior of add_down is to
compute the sum of two numbers rounded downward. For
rounding_control, the situation is a bit more complex.
The basic function is force_rounding which returns its
argument correctly rounded accordingly to the current rounding mode if it
was not already the case. This function is necessary to handle delayed
rounding. Indeed, depending on the way the computations are done, the
intermediate results may be internally stored in a more precise format and
it can lead to a wrong rounding. So the function enforces the rounding.
Here is an example of what happens when the rounding
is not enforced.
The function get_rounding_mode returns the current rounding
mode, set_rounding_mode sets the rounding mode back to a
previous value returned by get_rounding_mode.
downward, upward and to_nearest sets
the rounding mode in one of the three directions. This rounding mode should
be global to all the functions that use the type T. For
example, after a call to downward,
force_rounding(x+y) is expected to return the sum rounded
toward -∞.
The function to_int computes the nearest integer
accordingly to the current rounding mode.
The non-specialized version of rounding_control does not do
anything. The functions for the rounding mode are empty, and
to_int and force_rounding are identity functions.
The pi_ constant functions return suitable integers (for
example, pi_up returns T(4)).
The class template rounding_control is specialized for
float, double and long double in
order to best use the floating point unit of the computer.
The default policy (aka rounded_math<T>) is simply
defined as:
template <class T> struct rounded_math<T> : save_state_nothing<rounded_arith_exact<T> > {};
and the specializations for float, double and
long double use rounded_arith_opp, as in:
template <> struct rounded_math<float> : save_state<rounded_arith_opp<float> > {};
template <> struct rounded_math<double> : save_state<rounded_arith_opp<double> > {};
template <> struct rounded_math<long double> : save_state<rounded_arith_opp<long double> > {};
This paragraph deals mostly with the performance of the library with
intervals using the floating-point unit (FPU) of the computer. Let's
consider the sum of [a,b] and [c,d] as an
example. The result is [down(a+c),
up(b+d)], where down and
up indicate the rounding mode needed.
If the FPU is able to use a different rounding mode for each operation, there is no problem. For example, it's the case for the Alpha processor: each floating-point instruction can specify a different rounding mode. However, the IEEE-754 Standard does not require such a behavior. So most of the FPUs only provide some instructions to set the rounding mode for all subsequent operations. And generally, these instructions need to flush the pipeline of the FPU.
In this situation, the time needed to sum [a,b] and [c,d] is far worse than the time needed to calculate a+b and c+d since the two additions cannot be parallelized. Consequently, the objective is to diminish the number of rounding mode switches.
If this library is not used to provide exact computations, but only for pair arithmetic, the solution is quite simple: do not use rounding. In that case, doing the sum [a,b] and [c,d] will be as fast as computing a+b and c+d. Everything is perfect.
However, if exact computations are required, such a solution is totally unthinkable. So, are we penniless? No, there is still a trick available. Indeed, down(a+c) = -up(-a-c) if the unary minus is an exact operation. It is now possible to calculate the whole sum with the same rounding mode. Generally, the cost of the mode switching is worse than the cost of the sign changes.
The interval addition is not the only operation; most of the interval operations can be computed by setting the rounding direction of the FPU only once. So the operations of the floating point rounding policy assume that the direction is correctly set. This assumption is usually not true in a program (the user and the standard library expect the rounding direction to be to nearest), so these operations have to be enclosed in a shell that sets the floating point environment. This protection is done by the constructor and destructor of the rounding policy.
Les us now consider the case of two consecutive interval additions: [a,b] + [c,d] + [e,f]. The generated code should look like:
init_rounding_mode(); // rounding object construction during the first addition t1 = -(-a - c); t2 = b + d; restore_rounding_mode(); // rounding object destruction init_rounding_mode(); // rounding object construction during the second addition x = -(-t1 - e); y = t2 + f; restore_rounding_mode(); // rounding object destruction // the result is the interval [x,y]
Between the two operations, the rounding direction is restored, and then initialized again. Ideally, compilers should be able to optimize this useless code away. But unfortunately they are not, and this slows the code down by an order of magnitude. In order to avoid this bottleneck, the user can tell to the interval operations that they do not need to be protected anymore. It will then be up to the user to protect the interval computations. The compiler will then be able to generate such a code:
init_rounding_mode(); // done by the user x = -(-a - c - e); y = b + d + f; restore_rounding_mode(); // done by the user
The user will have to create a rounding object. And as long as this
object is alive, unprotected versions of the interval operations can be
used. They are selected by using an interval type with a specific rounding
policy. If the initial interval type is I, then
I::traits_type::rounding is the type of the rounding object,
and interval_lib::unprotect<I>::type is the type of the
unprotected interval type.
Because the rounding mode of the FPU is changed during the life of the rounding object, any arithmetic floating point operation that does not involve the interval library can lead to unexpected results. And reciprocally, using unprotected interval operation when no rounding object is alive will produce intervals that are not guaranteed anymore to contain the real result.
Here is an example of Horner's scheme to compute the value of a polynom. The rounding mode switches are disabled for the whole computation.
// I is an interval class, the polynom is a simple array
template<class I>
I horner(const I& x, const I p[], int n) {
// save and initialize the rounding mode
typename I::traits_type::rounding rnd;
// define the unprotected version of the interval type
typedef typename boost::numeric::interval_lib::unprotect<I>::type R;
const R& a = x;
R y = p[n - 1];
for(int i = n - 2; i >= 0; i--) {
y = y * a + (const R&)(p[i]);
}
return y;
// restore the rounding mode with the destruction of rnd
}
Please note that a rounding object is specially created in order to
protect all the interval computations. Each interval of type I is converted
in an interval of type R before any operations. If this conversion is not
done, the result is still correct, but the interest of this whole
optimization has disappeared. Whenever possible, it is good to convert to
const R& instead of R: indeed, the function
could already be called inside an unprotection block so the types
R and I would be the same interval, no need for a
conversion.
It was said at the beginning that the Alpha processors can use a specific rounding mode for each operation. However, due to the instruction format, the rounding toward plus infinity is not available. Only the rounding toward minus infinity can be used. So the trick using the change of sign becomes essential, but there is no need to save and restore the rounding mode on both sides of an operation.
There is another problem besides the cost of the rounding mode switch. Some FPUs use extended registers (for example, float computations will be done with double registers, or double computations with long double registers). Consequently, many problems can arise.
The first one is due to to the extended precision of the mantissa. The rounding is also done on this extended precision. And consequently, we still have down(a+b) = -up(-a-b) in the extended registers. But back to the standard precision, we now have down(a+b) < -up(-a-b) instead of an equality. A solution could be not to use this method. But there still are other problems, with the comparisons between numbers for example.
Naturally, there is also a problem with the extended precision of the exponent. To illustrate this problem, let m be the biggest number before +inf. If we calculate 2*[m,m], the answer should be [m,inf]. But due to the extended registers, the FPU will first store [2m,2m] and then convert it to [inf,inf] at the end of the calculus (when the rounding mode is toward +inf). So the answer is no more accurate.
There is only one solution: to force the FPU to convert the extended values back to standard precision after each operation. Some FPUs provide an instruction able to do this conversion (for example the PowerPC processors). But for the FPUs that do not provide it (the x86 processors), the only solution is to write the values to memory and read them back. Such an operation is obviously very expensive.
Here come several cases:
float or
double types, use the default
rounded_math<T>;save_state_nothing<rounded_transc_exact<T>
>;save_state_nothing<rounded_transc_dummy<T,
rounded_arith_exact<T> > > or directly
save_state_nothing<rounded_arith_exact<T>
>;
Revised 2006-12-24
Copyright © 2002 Guillaume Melquiond, Sylvain Pion, Hervé
Brönnimann, Polytechnic University
Copyright © 2004-2005 Guillaume Melquiond, ENS Lyon
Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)