Add more comments to hypot() (GH-102817)

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Raymond Hettinger 2023-03-18 12:21:48 -05:00 committed by GitHub
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1 changed files with 12 additions and 18 deletions

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@ -2447,9 +2447,8 @@ Since lo**2 is less than 1/2 ulp(csum), we have csum+lo*lo == csum.
To minimize loss of information during the accumulation of fractional
values, each term has a separate accumulator. This also breaks up
sequential dependencies in the inner loop so the CPU can maximize
floating point throughput. [4] On a 2.6 GHz Haswell, adding one
dimension has an incremental cost of only 5ns -- for example when
moving from hypot(x,y) to hypot(x,y,z).
floating point throughput. [4] On an Apple M1 Max, hypot(*vec)
takes only 3.33 µsec when len(vec) == 1000.
The square root differential correction is needed because a
correctly rounded square root of a correctly rounded sum of
@ -2473,7 +2472,7 @@ step is exact. The Neumaier summation computes as if in doubled
precision (106 bits) and has the advantage that its input squares
are non-negative so that the condition number of the sum is one.
The square root with a differential correction is likewise computed
as if in double precision.
as if in doubled precision.
For n <= 1000, prior to the final addition that rounds the overall
result, the internal accuracy of "h" together with its correction of
@ -2514,12 +2513,9 @@ vector_norm(Py_ssize_t n, double *vec, double max, int found_nan)
}
frexp(max, &max_e);
if (max_e < -1023) {
/* When max_e < -1023, ldexp(1.0, -max_e) would overflow.
So we first perform lossless scaling from subnormals back to normals,
then recurse back to vector_norm(), and then finally undo the scaling.
*/
/* When max_e < -1023, ldexp(1.0, -max_e) would overflow. */
for (i=0 ; i < n ; i++) {
vec[i] /= DBL_MIN;
vec[i] /= DBL_MIN; // convert subnormals to normals
}
return DBL_MIN * vector_norm(n, vec, max / DBL_MIN, found_nan);
}
@ -2529,17 +2525,14 @@ vector_norm(Py_ssize_t n, double *vec, double max, int found_nan)
for (i=0 ; i < n ; i++) {
x = vec[i];
assert(Py_IS_FINITE(x) && fabs(x) <= max);
x *= scale;
x *= scale; // lossless scaling
assert(fabs(x) < 1.0);
pr = dl_mul(x, x);
pr = dl_mul(x, x); // lossless squaring
assert(pr.hi <= 1.0);
sm = dl_fast_sum(csum, pr.hi);
sm = dl_fast_sum(csum, pr.hi); // lossless addition
csum = sm.hi;
frac1 += pr.lo;
frac2 += sm.lo;
frac1 += pr.lo; // lossy addition
frac2 += sm.lo; // lossy addition
}
h = sqrt(csum - 1.0 + (frac1 + frac2));
pr = dl_mul(-h, h);
@ -2548,7 +2541,8 @@ vector_norm(Py_ssize_t n, double *vec, double max, int found_nan)
frac1 += pr.lo;
frac2 += sm.lo;
x = csum - 1.0 + (frac1 + frac2);
return (h + x / (2.0 * h)) / scale;
h += x / (2.0 * h); // differential correction
return h / scale;
}
#define NUM_STACK_ELEMS 16