small arithmetic optimization
.NET Test / .NET tests (push) Successful in 1m56s

This commit is contained in:
2026-09-20 00:52:24 +04:00
parent 34076c2466
commit 75925ab184
18 changed files with 1366 additions and 21 deletions
@@ -147,7 +147,14 @@ public readonly partial struct DoubleDouble :
// the first product and subtraction gives |remainder.High| <= 2^457
// at the first correction, hence |correction| <= 2^908 and a finite sum
// below 2^909 in magnitude. Retain normalization before the final add.
return PreciseMathHelper.NormalizeFinite(quotient, correction) + finalCorrection;
// The correlated correction product (including its exact fallback) has
// |High| <= 2^460, giving |finalRemainder| <= 2^462 and |finalCorrection|
// <= 2^912. Both final-add highs therefore pass the addition range guard.
// More tightly, the first product differs from left.High by < 4u*|left.High|,
// so |remainder.High| < 16u*|left.High| and |correction/quotient| < 32u
// (u=2^-53, including underflow). The normalized quotient cannot be zero.
DoubleDouble partial = PreciseMathHelper.NormalizeFinite(quotient, correction);
return PreciseMathHelper.AddScalarFinite(partial._high, partial._low, finalCorrection);
}
/// <summary>Applies the expansion operation without discarding the low component.</summary>
@@ -231,8 +238,10 @@ public readonly partial struct DoubleDouble :
double finalRemainder = PreciseMathHelper.SubtractDivisionCorrectionHigh(remainder, correctedProduct);
double finalCorrection = finalRemainder / right;
// The same finite bounds as DD/DD apply. Normalize the first correction
// before adding the last, preserving the DD/DD evaluation order.
return PreciseMathHelper.NormalizeFinite(quotient, correction) + finalCorrection;
// before adding the last, preserving the DD/DD evaluation order. Its high
// is nonzero and < 2^909; |finalCorrection| <= 2^912 fits scalar addition.
DoubleDouble partial = PreciseMathHelper.NormalizeFinite(quotient, correction);
return PreciseMathHelper.AddScalarFinite(partial._high, partial._low, finalCorrection);
}
/// <summary>Divides a scalar using a quotient estimate and two residual corrections.</summary>
@@ -1,10 +1,18 @@
namespace Just.PreciseMath;
public readonly partial struct DoubleDouble : IComparable<DoubleDouble>, IComparable,
public readonly partial struct DoubleDouble :
IEquatable<DoubleDouble>,
IEqualityOperators<DoubleDouble, DoubleDouble, bool>,
IComparable<DoubleDouble>, IComparable,
IComparisonOperators<DoubleDouble, DoubleDouble, bool>
{
/// <inheritdoc/>
[Pure]
public bool Equals(DoubleDouble other)
{
return _high.Equals(other._high) && _low.Equals(other._low);
}
/// <summary>
/// Tests numerical equality; NaN operands are never equal.
/// </summary>
@@ -285,13 +285,18 @@ public readonly partial struct DoubleDouble : IRootFunctions<DoubleDouble>
// where u=2^-53; both components of the input contribute to the residual.
double residual = Math.FusedMultiplyAdd(-estimate, estimate, high) + low;
double correction = residual / (2.0 * estimate);
DoubleDouble root = DoubleDouble.FromComponents(estimate, correction);
// Scaled |low| <= 2^-51 and the rounded sqrt seed's squared error
// is < 2^-49, so |correction| < 2^-48. Both inputs and their sum
// are finite (sum < 4); retain magnitude-aware normalization.
DoubleDouble root = PreciseMathHelper.NormalizeFinite(estimate, correction);
// The root high stays normal, even if rounding reaches the next binade.
// Normalize again to canonicalize a zero low, including any underflow
// of an exceptionally sparse correction during rescaling.
int rootExponent = exponent / 2;
root = DoubleDouble.FromComponents(Math.ScaleB(root.High, rootExponent), Math.ScaleB(root.Low, rootExponent));
// rootExponent is in [-537, 511]. With root.High < 4 and normalized
// |root.Low| <= 2^-52, scaled components and their sum stay below 2^514.
root = PreciseMathHelper.NormalizeFinite(Math.ScaleB(root.High, rootExponent), Math.ScaleB(root.Low, rootExponent));
// In this branch |originalLow/originalHigh| < 2^-1020. The omitted
// quadratic term is negligible even relative to the low correction.
return separateLow ? root + RootLowCorrection(value, root, 2) : root;
@@ -81,12 +81,6 @@ public readonly partial struct DoubleDouble :
public readonly double Low => _low;
/// <inheritdoc/>
[Pure]
public bool Equals(DoubleDouble other)
{
return _high.Equals(other._high) && _low.Equals(other._low);
}
/// <inheritdoc/>
[Pure]
public override bool Equals(object? obj)
+16 -3
View File
@@ -118,8 +118,11 @@ internal static class PreciseMathHelper
double correction = remainder._high / right._high;
double finalRemainder = SubtractDivisionCorrectionHigh(remainder, right * correction);
double finalCorrection = finalRemainder / right._high;
// DD/DD's guard-derived finite bounds and normalization order apply.
return NormalizeFinite(quotient, correction) + finalCorrection;
// DD/DD's guard-derived bounds apply, including exact correction products:
// the normalized high is nonzero and < 2^909; |finalCorrection| <= 2^912.
// Keep normalization before scalar addition, without repeating its dispatch.
DoubleDouble partial = NormalizeFinite(quotient, correction);
return AddScalarFinite(partial._high, partial._low, finalCorrection);
}
// Only for division's second remainder: normalized finite inputs with highs
@@ -149,7 +152,7 @@ internal static class PreciseMathHelper
// Both components and their rounded sum must be finite. Unlike QuickTwoSum,
// this entry point permits either magnitude order, including cancellation.
// AddFinite and DD division establish these bounds; this helper does not validate
// Arithmetic and Sqrt callers establish these bounds; this helper does not validate
// them or canonicalize NaN/infinity. Use DoubleDouble.FromComponents for arbitrary pairs.
// Retain the high zero's sign when low is zero, as FromComponents does.
[MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -181,6 +184,16 @@ internal static class PreciseMathHelper
return AddScalarBoundary(high, low, value);
}
return AddScalarFinite(high, low, value);
}
// Normalized finite (high, low), with a negated zero low also allowed.
// high and value must pass the addition range guard and not both be zero.
// Public scalar addition checks these conditions; division establishes them
// before its final correction. Preserve all three transforms and grouping.
[MethodImpl(MethodImplOptions.AggressiveInlining)]
internal static DoubleDouble AddScalarFinite(double high, double low, double value)
{
(double sum, double error) = TwoAdd(high, value);
// Specialize AddFinite for a zero-low scalar: adding that zero to low
// has no residual. Retain the rounding error when combining the high
@@ -141,7 +141,21 @@ public class ArithmeticRangeTests
DoubleDouble finiteNormalized = PreciseMathHelper.NormalizeFinite(quotient, correction);
BitConverter.DoubleToInt64Bits(finiteNormalized.High).ShouldBe(BitConverter.DoubleToInt64Bits(normalized.High));
BitConverter.DoubleToInt64Bits(finiteNormalized.Low).ShouldBe(BitConverter.DoubleToInt64Bits(normalized.Low));
expected = normalized + finalCorrection;
// Pin the final-add caller invariants before removing public
// dispatch. Sparse correction products above can use the exact
// fallback; these bounds must cover their results too.
normalized.High.ShouldNotBe(0.0);
(Math.Abs(correction) < Math.Abs(quotient) * 0.5).ShouldBeTrue();
(Math.Abs(normalized.High) < Math.ScaleB(1.0, 909)).ShouldBeTrue();
(Math.Abs(remainder.High) < Math.ScaleB(1.0, 470)).ShouldBeTrue();
(Math.Abs(finalCorrection) < Math.ScaleB(1.0, 921)).ShouldBeTrue();
PreciseMathHelper.IsAdditionWithinFastRange(normalized.High).ShouldBeTrue();
PreciseMathHelper.IsAdditionWithinFastRange(finalCorrection).ShouldBeTrue();
(Math.ILogB(normalized.High) <= 1020).ShouldBeTrue();
(Math.ILogB(finalCorrection) <= 1020).ShouldBeTrue();
expected = PreviousFiniteScalarAdd(normalized.High, normalized.Low, finalCorrection);
AssertComponentBits(normalized + finalCorrection, expected);
AssertComponentBits(PreciseMathHelper.AddScalarFinite(normalized.High, normalized.Low, finalCorrection), expected);
actual = left / right;
}
else if (operation == "*")
@@ -231,6 +245,58 @@ public class ArithmeticRangeTests
}
}
[Fact]
public void ScalarAdditionPreservesThePreviousFiniteSequence()
{
// Characterization, not an accuracy oracle. Include cancellation, sparse
// lows, signed high zeros, and the negated zero low used by subtraction.
double[] highs = [0.0, -0.0, double.Epsilon, -double.Epsilon,
Math.ScaleB(1.0, -1022), 1.0, -1.0, Math.BitDecrement(2.0),
Math.BitDecrement(Math.ScaleB(1.0, 909)),
-Math.BitDecrement(Math.ScaleB(1.0, 909)),
Math.BitDecrement(Math.ScaleB(1.0, 921)),
-Math.BitDecrement(Math.ScaleB(1.0, 921)),
Math.BitDecrement(Math.ScaleB(1.0, 1021))];
foreach (double high in highs)
{
foreach (double low in new[] { 0.0, -0.0, double.Epsilon, -double.Epsilon,
Math.ScaleB(high, -54), -Math.ScaleB(high, -54) })
{
DoubleDouble value = DoubleDouble.FromComponents(high, low);
foreach (double scalar in highs.Concat([-high, Math.BitIncrement(high), Math.BitDecrement(high)]))
{
if ((value.High == 0.0 && scalar == 0.0)
|| Math.ILogB(value.High) > 1020 || Math.ILogB(scalar) > 1020)
{
continue; // Public signed-zero and boundary dispatch remain.
}
foreach (double signedLow in value.Low == 0.0 ? new[] { 0.0, -0.0 } : new[] { value.Low })
{
DoubleDouble expected = PreviousFiniteScalarAdd(value.High, signedLow, scalar);
AssertComponentBits(PreciseMathHelper.AddScalar(value.High, signedLow, scalar), expected);
AssertComponentBits(PreciseMathHelper.AddScalarFinite(value.High, signedLow, scalar), expected);
}
}
}
}
}
private static DoubleDouble PreviousFiniteScalarAdd(double high, double low, double value)
{
// Freeze the pre-extraction scalar sequence and public normalization.
// Do not redirect this reference to the extracted production helper.
(double sum, double error) = PreciseMathHelper.TwoAdd(high, value);
(double middle, double middleError) = PreciseMathHelper.TwoAdd(error, low);
(double result, double residual) = PreciseMathHelper.TwoAdd(sum, middle);
return DoubleDouble.FromComponents(result, residual + middleError);
}
private static void AssertComponentBits(DoubleDouble actual, DoubleDouble expected)
{
BitConverter.DoubleToInt64Bits(actual.High).ShouldBe(BitConverter.DoubleToInt64Bits(expected.High));
BitConverter.DoubleToInt64Bits(actual.Low).ShouldBe(BitConverter.DoubleToInt64Bits(expected.Low));
}
private static void AssertDivisionResidualCancellation(DoubleDouble remainder, DoubleDouble product)
{
DoubleDouble expected = remainder - product;
@@ -261,6 +261,91 @@ public class PreciseMathSqrtTests
}
}
[Fact]
public void FiniteNormalizationMatchesBothPreviousSqrtSitesAcrossTheRange()
{
// Replay the unchanged scaled Newton sequence with public factories.
// This pins normalization compatibility, not root accuracy: the exact
// squared-inequality tests above remain the independent accuracy oracle.
bool sawSeparateLow = false;
bool sawZeroCorrection = false;
bool sawNonzeroCorrection = false;
foreach (DoubleDouble input in NormalizationInputs())
{
int exponent = Math.ILogB(input.High) & ~1;
double high = Math.ScaleB(input.High, -exponent);
double low = Math.ScaleB(input.Low, -exponent);
bool separateLow = exponent > 0 && input.Low != 0.0 && Math.Abs(low) < Math.ScaleB(1.0, -1020);
sawSeparateLow |= separateLow;
if (separateLow)
{
low = 0.0;
}
double estimate = Math.Sqrt(high);
double residual = Math.FusedMultiplyAdd(-estimate, estimate, high) + low;
double correction = residual / (2.0 * estimate);
sawZeroCorrection |= correction == 0.0;
sawNonzeroCorrection |= correction != 0.0;
(estimate >= 1.0 && estimate <= 2.0).ShouldBeTrue();
(Math.Abs(correction) < Math.ScaleB(1.0, -48)).ShouldBeTrue();
(estimate + correction < 4.0).ShouldBeTrue();
DoubleDouble root = AssertFiniteNormalization(estimate, correction);
double scaledHigh = Math.ScaleB(root.High, exponent / 2);
double scaledLow = Math.ScaleB(root.Low, exponent / 2);
(Math.Abs(scaledHigh) < Math.ScaleB(1.0, 514)).ShouldBeTrue();
(Math.Abs(scaledLow) < Math.ScaleB(1.0, 461)).ShouldBeTrue();
(scaledHigh + scaledLow < Math.ScaleB(1.0, 514)).ShouldBeTrue();
DoubleDouble expected = AssertFiniteNormalization(scaledHigh, scaledLow);
if (!separateLow)
{
DoubleDouble actual = DoubleDouble.Sqrt(input);
BitConverter.DoubleToInt64Bits(actual.High).ShouldBe(BitConverter.DoubleToInt64Bits(expected.High));
BitConverter.DoubleToInt64Bits(actual.Low).ShouldBe(BitConverter.DoubleToInt64Bits(expected.Low));
}
// The sparse branch also passed both site checks. Its additional
// correction is pinned independently by AssertSparseRoot above.
}
sawSeparateLow.ShouldBeTrue();
sawZeroCorrection.ShouldBeTrue();
sawNonzeroCorrection.ShouldBeTrue();
}
private static IEnumerable<DoubleDouble> NormalizationInputs()
{
for (int exponent = -1074; exponent <= 1023; ++exponent)
{
foreach (double significand in new[] { 1.0, Math.BitIncrement(1.0), 1.5, Math.BitDecrement(2.0) })
{
double high = Math.ScaleB(significand, exponent);
double dense = Math.ScaleB(1.0, exponent - 54);
double threshold = Math.ScaleB(1.0, (exponent & ~1) - 1020);
foreach (double low in new[] { 0.0, dense, -dense, double.Epsilon, -double.Epsilon,
Math.BitDecrement(threshold), threshold, Math.BitIncrement(threshold), -threshold })
{
DoubleDouble input = DoubleDouble.FromComponents(high, low);
if (input.High > 0.0 && DoubleDouble.IsFinite(input))
{
yield return input;
}
}
}
}
yield return DoubleDouble.FromComponents(double.MaxValue, Math.BitDecrement(Math.ScaleB(1.0, 970)));
}
private static DoubleDouble AssertFiniteNormalization(double high, double low)
{
double.IsFinite(high).ShouldBeTrue();
double.IsFinite(low).ShouldBeTrue();
double.IsFinite(high + low).ShouldBeTrue();
DoubleDouble expected = DoubleDouble.FromComponents(high, low);
DoubleDouble actual = PreciseMathHelper.NormalizeFinite(high, low);
BitConverter.DoubleToInt64Bits(actual.High).ShouldBe(BitConverter.DoubleToInt64Bits(expected.High));
BitConverter.DoubleToInt64Bits(actual.Low).ShouldBe(BitConverter.DoubleToInt64Bits(expected.Low));
return expected;
}
private static void AssertSparseRoot(DoubleDouble input, double high, double low)
{
BigInteger x = (Units(input.High) + Units(input.Low)) << 1074;
+5
View File
@@ -5,4 +5,9 @@
<IsPackable>false</IsPackable>
<IsTestProject>false</IsTestProject>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="BenchmarkDotNet" Version="0.15.8" />
<ProjectReference Include="../../0-source/Just.PreciseMath/Just.PreciseMath.csproj" />
</ItemGroup>
</Project>
@@ -5,9 +5,4 @@
<Description>BenchmarkDotNet comparisons of DoubleDouble, decimal, and double arithmetic.</Description>
<OutputType>Exe</OutputType>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="BenchmarkDotNet" Version="0.15.8" />
<ProjectReference Include="../../0-source/Just.PreciseMath/Just.PreciseMath.csproj" />
</ItemGroup>
</Project>
@@ -0,0 +1,164 @@
using BenchmarkDotNet.Attributes;
using BenchmarkDotNet.Configs;
using Just.PreciseMath.PerformanceComparison.Reference;
namespace Just.PreciseMath.PerformanceComparison;
/// <summary>
/// Compares the four arithmetic operators on the same ordinary finite operands across
/// binary64, the <c>Just.PreciseMath</c> double-double, and the blog reference
/// implementation. Every category measures one operator, and its binary64 method is
/// the baseline, so the ratio columns read as "times the cost of a double".
/// </summary>
/// <remarks>
/// Operands are independent array elements, so the measurements include loads, stores,
/// and loop overhead on purpose; input construction, conversion, and fixture validation
/// stay outside the timed methods.
/// </remarks>
[MemoryDiagnoser]
[GroupBenchmarksBy(BenchmarkLogicalGroupRule.ByCategory)]
[CategoriesColumn]
public class ArithmeticComparisonBenchmarks
{
private double[] _doubleLeft = [];
private double[] _doubleRight = [];
private DoubleDouble[] _left = [];
private DoubleDouble[] _right = [];
private DoubleDoubleSample[] _sampleLeft = [];
private DoubleDoubleSample[] _sampleRight = [];
private readonly double[] _doubleResults = new double[PerformanceInputs.Count];
private readonly DoubleDouble[] _results = new DoubleDouble[PerformanceInputs.Count];
private readonly DoubleDoubleSample[] _sampleResults = new DoubleDoubleSample[PerformanceInputs.Count];
[GlobalSetup]
public void Setup()
{
PerformanceInputs inputs = PerformanceInputs.Create();
_doubleLeft = inputs.DoubleLeft;
_doubleRight = inputs.DoubleRight;
_left = inputs.Left;
_right = inputs.Right;
_sampleLeft = inputs.SampleLeft;
_sampleRight = inputs.SampleRight;
}
[Benchmark(Baseline = true, OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Addition")]
public double[] DoubleAdd()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_doubleResults[i] = _doubleLeft[i] + _doubleRight[i];
}
return _doubleResults;
}
[Benchmark(OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Addition")]
public DoubleDouble[] DoubleDoubleAdd()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_results[i] = _left[i] + _right[i];
}
return _results;
}
[Benchmark(OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Addition")]
public DoubleDoubleSample[] DoubleDoubleSampleAdd()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_sampleResults[i] = _sampleLeft[i] + _sampleRight[i];
}
return _sampleResults;
}
[Benchmark(Baseline = true, OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Subtraction")]
public double[] DoubleSubtract()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_doubleResults[i] = _doubleLeft[i] - _doubleRight[i];
}
return _doubleResults;
}
[Benchmark(OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Subtraction")]
public DoubleDouble[] DoubleDoubleSubtract()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_results[i] = _left[i] - _right[i];
}
return _results;
}
[Benchmark(OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Subtraction")]
public DoubleDoubleSample[] DoubleDoubleSampleSubtract()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_sampleResults[i] = _sampleLeft[i] - _sampleRight[i];
}
return _sampleResults;
}
[Benchmark(Baseline = true, OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Multiplication")]
public double[] DoubleMultiply()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_doubleResults[i] = _doubleLeft[i] * _doubleRight[i];
}
return _doubleResults;
}
[Benchmark(OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Multiplication")]
public DoubleDouble[] DoubleDoubleMultiply()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_results[i] = _left[i] * _right[i];
}
return _results;
}
[Benchmark(OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Multiplication")]
public DoubleDoubleSample[] DoubleDoubleSampleMultiply()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_sampleResults[i] = _sampleLeft[i] * _sampleRight[i];
}
return _sampleResults;
}
[Benchmark(Baseline = true, OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Division")]
public double[] DoubleDivide()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_doubleResults[i] = _doubleLeft[i] / _doubleRight[i];
}
return _doubleResults;
}
[Benchmark(OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Division")]
public DoubleDouble[] DoubleDoubleDivide()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_results[i] = _left[i] / _right[i];
}
return _results;
}
[Benchmark(OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Division")]
public DoubleDoubleSample[] DoubleDoubleSampleDivide()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_sampleResults[i] = _sampleLeft[i] / _sampleRight[i];
}
return _sampleResults;
}
}
@@ -0,0 +1,10 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<OutputType>Exe</OutputType>
<TargetFramework>net10.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
</Project>
@@ -0,0 +1,135 @@
using BenchmarkDotNet.Attributes;
using BenchmarkDotNet.Configs;
using Just.PreciseMath.PerformanceComparison.Reference;
namespace Just.PreciseMath.PerformanceComparison;
/// <summary>
/// Compares Square, Sqrt, and Abs on the same ordinary finite operands across binary64,
/// the <c>Just.PreciseMath</c> double-double, and the blog reference implementation.
/// Every category measures one function, and its binary64 method is the baseline, so
/// the ratio columns read as "times the cost of a double".
/// </summary>
/// <remarks>
/// Operands are independent array elements, so the measurements include loads, stores,
/// and loop overhead on purpose; input construction and fixture validation stay outside
/// the timed methods.
/// </remarks>
[MemoryDiagnoser]
[GroupBenchmarksBy(BenchmarkLogicalGroupRule.ByCategory)]
[CategoriesColumn]
public class MathComparisonBenchmarks
{
private double[] _doublePositive = [];
private DoubleDouble[] _positive = [];
private DoubleDoubleSample[] _samplePositive = [];
private double[] _doubleMixed = [];
private DoubleDouble[] _mixed = [];
private DoubleDoubleSample[] _sampleMixed = [];
private readonly double[] _doubleResults = new double[PerformanceInputs.Count];
private readonly DoubleDouble[] _results = new DoubleDouble[PerformanceInputs.Count];
private readonly DoubleDoubleSample[] _sampleResults = new DoubleDoubleSample[PerformanceInputs.Count];
[GlobalSetup]
public void Setup()
{
PerformanceInputs inputs = PerformanceInputs.Create();
_doublePositive = inputs.DoublePositive;
_positive = inputs.Positive;
_samplePositive = inputs.SamplePositive;
// Square and Sqrt need positive operands; Abs also covers negative ones.
_doubleMixed = inputs.DoubleLeft;
_mixed = inputs.Left;
_sampleMixed = inputs.SampleLeft;
}
[Benchmark(Baseline = true, OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Square")]
public double[] DoubleSquare()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_doubleResults[i] = _doublePositive[i] * _doublePositive[i];
}
return _doubleResults;
}
[Benchmark(OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Square")]
public DoubleDouble[] DoubleDoubleSquare()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_results[i] = DoubleDouble.Square(_positive[i]);
}
return _results;
}
[Benchmark(OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Square")]
public DoubleDoubleSample[] DoubleDoubleSampleSquare()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_sampleResults[i] = _samplePositive[i].Square();
}
return _sampleResults;
}
[Benchmark(Baseline = true, OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Sqrt")]
public double[] DoubleSqrt()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_doubleResults[i] = Math.Sqrt(_doublePositive[i]);
}
return _doubleResults;
}
[Benchmark(OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Sqrt")]
public DoubleDouble[] DoubleDoubleSqrt()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_results[i] = DoubleDouble.Sqrt(_positive[i]);
}
return _results;
}
[Benchmark(OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Sqrt")]
public DoubleDoubleSample[] DoubleDoubleSampleSqrt()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_sampleResults[i] = _samplePositive[i].Sqrt();
}
return _sampleResults;
}
[Benchmark(Baseline = true, OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Abs")]
public double[] DoubleAbs()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_doubleResults[i] = Math.Abs(_doubleMixed[i]);
}
return _doubleResults;
}
[Benchmark(OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Abs")]
public DoubleDouble[] DoubleDoubleAbs()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_results[i] = DoubleDouble.Abs(_mixed[i]);
}
return _results;
}
[Benchmark(OperationsPerInvoke = PerformanceInputs.Count), BenchmarkCategory("Abs")]
public DoubleDoubleSample[] DoubleDoubleSampleAbs()
{
for (int i = 0; i < PerformanceInputs.Count; i++)
{
_sampleResults[i] = _sampleMixed[i].Abs();
}
return _sampleResults;
}
}
@@ -0,0 +1,167 @@
using Just.PreciseMath.PerformanceComparison.Reference;
namespace Just.PreciseMath.PerformanceComparison;
/// <summary>
/// Deterministic operand sets for the implementation comparison: <see cref="Count"/>
/// values per operation, each with a nonzero high and low component, built from exact
/// dyadic multiples and held inside a moderate exponent range so that no benchmark
/// path takes an overflow, underflow, or boundary branch.
/// </summary>
/// <remarks>
/// Both double-double implementations receive bit-identical operands, and the plain
/// doubles equal the high components, so the binary64 reference measures the leading
/// component of the same values. The mixed-sign set feeds +, -, *, / and Abs; the
/// nonnegative set feeds Square and Sqrt.
/// </remarks>
internal sealed class PerformanceInputs
{
/// <summary>Operands per benchmark invocation. One double-double operation takes only
/// a few nanoseconds, so an invocation covers many values and the measurement is
/// normalized back to a single operation.</summary>
internal const int Count = 200;
/// <summary>Mixed-sign operands for +, -, *, / and Abs.</summary>
internal DoubleDouble[] Left { get; } = new DoubleDouble[Count];
internal DoubleDouble[] Right { get; } = new DoubleDouble[Count];
/// <summary>Nonnegative operands for Square and Sqrt, with both components positive.</summary>
internal DoubleDouble[] Positive { get; } = new DoubleDouble[Count];
/// <summary>The same operands for the blog reference implementation.</summary>
internal DoubleDoubleSample[] SampleLeft { get; } = new DoubleDoubleSample[Count];
internal DoubleDoubleSample[] SampleRight { get; } = new DoubleDoubleSample[Count];
internal DoubleDoubleSample[] SamplePositive { get; } = new DoubleDoubleSample[Count];
/// <summary>The high components as plain doubles, for the binary64 reference.</summary>
internal double[] DoubleLeft { get; } = new double[Count];
internal double[] DoubleRight { get; } = new double[Count];
internal double[] DoublePositive { get; } = new double[Count];
internal static PerformanceInputs Create()
{
PerformanceInputs inputs = new PerformanceInputs();
for (int i = 0; i < Count; i++)
{
// Highs are small dyadic multiples of a power of two: exact in binary64,
// with the significand needing at most nine bits. Lows are multiples of
// 2^(exponent-57) or 2^(exponent-60), at least two bits below half an ulp
// of their high, so every pair is normalized and both components survive
// every operation. The exponents keep highs within 2^+-48, which leaves
// products, quotients, and squares far from the binary64 exponent limits.
int leftExponent = (((i / 4) % 5) - 2) * 24;
int rightExponent = (((i / 4) % 3) - 1) * 16;
int positiveExponent = ((i % 5) - 2) * 24;
double leftSign = (i % 2 == 0) ? 1.0 : -1.0;
double rightSign = (i % 3 == 0) ? 1.0 : -1.0;
double leftHigh = leftSign * Math.ScaleB(1.25 + ((i % 7) / 32.0), leftExponent);
double leftLow = leftSign * Math.ScaleB(1.0 + (i % 4), leftExponent - 57);
double rightHigh = rightSign * Math.ScaleB(1.0 + (((i % 5) - 2) / 128.0), rightExponent);
// Opposite sign, and a three-bit finer scale than the left low: no
// addition or multiplication of the two lows can cancel to a value that
// binary64 would represent without a residual.
double rightLow = -rightSign * Math.ScaleB(1.0 + ((i / 2) % 3), rightExponent - 60);
double positiveHigh = Math.ScaleB(1.25 + ((i % 7) / 32.0), positiveExponent);
double positiveLow = Math.ScaleB(1.0 + (i % 4), positiveExponent - 57);
inputs.Left[i] = DoubleDouble.FromComponents(leftHigh, leftLow);
inputs.Right[i] = DoubleDouble.FromComponents(rightHigh, rightLow);
inputs.Positive[i] = DoubleDouble.FromComponents(positiveHigh, positiveLow);
inputs.SampleLeft[i] = DoubleDoubleSample.FromTwoDoubles(leftHigh, leftLow);
inputs.SampleRight[i] = DoubleDoubleSample.FromTwoDoubles(rightHigh, rightLow);
inputs.SamplePositive[i] = DoubleDoubleSample.FromTwoDoubles(positiveHigh, positiveLow);
inputs.DoubleLeft[i] = leftHigh;
inputs.DoubleRight[i] = rightHigh;
inputs.DoublePositive[i] = positiveHigh;
}
inputs.Validate();
return inputs;
}
/// <summary>
/// Setup-only fixture guard. It checks the operand shape and that every benchmarked
/// operation consumes both components; it is not an accuracy oracle and does not
/// compare the two implementations against each other.
/// </summary>
private void Validate()
{
for (int i = 0; i < Count; i++)
{
ValidateOperand(Left[i], nameof(Left), i);
ValidateOperand(Right[i], nameof(Right), i);
ValidateOperand(Positive[i], nameof(Positive), i);
ValidateMatch(Left[i], SampleLeft[i], nameof(Left), i);
ValidateMatch(Right[i], SampleRight[i], nameof(Right), i);
ValidateMatch(Positive[i], SamplePositive[i], nameof(Positive), i);
if (DoubleLeft[i] != Left[i].High || DoubleRight[i] != Right[i].High || DoublePositive[i] != Positive[i].High)
{
throw new InvalidOperationException($"[{i}] the binary64 operands do not match the leading components.");
}
if (!(Positive[i].High > 0.0) || !(Positive[i].Low > 0.0))
{
throw new InvalidOperationException($"[{i}] Square and Sqrt operands must be positive in both components.");
}
}
for (int i = 0; i < Count; i++)
{
CheckResidual("Left + Right", Left[i] + Right[i], i);
CheckResidual("Left - Right", Left[i] - Right[i], i);
CheckResidual("Left * Right", Left[i] * Right[i], i);
CheckResidual("Left / Right", Left[i] / Right[i], i);
CheckResidual("Positive * Positive", DoubleDouble.Square(Positive[i]), i);
CheckResidual("Sqrt(Positive)", DoubleDouble.Sqrt(Positive[i]), i);
CheckResidual("Abs(Left)", DoubleDouble.Abs(Left[i]), i);
CheckResidual("SampleLeft + SampleRight", SampleLeft[i] + SampleRight[i], i);
CheckResidual("SampleLeft - SampleRight", SampleLeft[i] - SampleRight[i], i);
CheckResidual("SampleLeft * SampleRight", SampleLeft[i] * SampleRight[i], i);
CheckResidual("SampleLeft / SampleRight", SampleLeft[i] / SampleRight[i], i);
CheckResidual("SamplePositive.Square()", SamplePositive[i].Square(), i);
CheckResidual("SamplePositive.Sqrt()", SamplePositive[i].Sqrt(), i);
CheckResidual("SampleLeft.Abs()", SampleLeft[i].Abs(), i);
}
}
private static void ValidateOperand(DoubleDouble value, string name, int index)
{
// FromComponents renormalizes an arbitrary pair, so reproducing the value
// bit-for-bit is the normalization check for a purely dyadic construction.
bool normalized = DoubleDouble.FromComponents(value.High, value.Low).Equals(value);
if (!DoubleDouble.IsFinite(value) || value.High == 0.0 || value.Low == 0.0 || !normalized
|| Math.Abs(Math.ILogB(value.High)) > 100)
{
throw new InvalidOperationException($"{name}[{index}] is not an ordinary normalized value with both components used.");
}
}
private static void ValidateMatch(DoubleDouble value, DoubleDoubleSample sample, string name, int index)
{
bool normalized = DoubleDoubleSample.FromTwoDoubles(sample.Hi, sample.Lo).Equals(sample);
if (sample.Hi != value.High || sample.Lo != value.Low || !normalized)
{
throw new InvalidOperationException($"{name}[{index}] differs between the two double-double implementations.");
}
}
private static void CheckResidual(string operation, DoubleDouble result, int index)
{
if (!DoubleDouble.IsFinite(result) || result.Low == 0.0)
{
throw new InvalidOperationException($"{operation}[{index}] left the ordinary range or lost its low component.");
}
}
private static void CheckResidual(string operation, DoubleDoubleSample result, int index)
{
if (!double.IsFinite(result.Hi) || result.Lo == 0.0)
{
throw new InvalidOperationException($"{operation}[{index}] left the ordinary range or lost its low component.");
}
}
}
@@ -0,0 +1,23 @@
using BenchmarkDotNet.Reports;
using BenchmarkDotNet.Running;
BenchmarkSwitcher switcher = BenchmarkSwitcher.FromAssembly(typeof(Program).Assembly);
// Only these standalone discovery/help forms intentionally produce no reports.
if (args is ["--list", "flat" or "tree"] or ["--help"] or ["-h"])
{
switcher.Run(args);
return 0;
}
Summary[] summaries = [.. switcher.Run(args.Length == 0 ? ["--filter", "*"] : args)];
// BenchmarkDotNet can return normally after validation, build, or execution
// failures. Do not let CI mistake an empty or failed run for a passing smoke test.
if (summaries.Length == 0 || summaries.Any(summary =>
summary.HasCriticalValidationErrors || summary.Reports.Length == 0 ||
summary.Reports.Any(report => !report.Success || report.ResultStatistics is null)))
{
Console.Error.WriteLine("Benchmark run failed or produced no measurements.");
return 1;
}
return 0;
@@ -0,0 +1,278 @@
// Printing and parsing of DoubleDoubleSample, by Marek Fiser.
// Source: https://marekfiser.com/blog/double-double-arithmetic
// Licensed under CC BY 4.0: https://creativecommons.org/licenses/by/4.0/
// Changes for this benchmark: copied into this project, kept in the
// Just.PreciseMath.PerformanceComparison.Reference namespace, and the file and type
// renamed to DoubleDoubleSample.Format.cs and DoubleDoubleSample.
// Printing 31 correct decimal digits requires computing them exactly, which is done with
// BigInteger (part of the BCL, so still no NuGet dependencies).
using System.Globalization;
using System.Numerics;
using System.Text;
namespace Just.PreciseMath.PerformanceComparison.Reference;
public readonly partial struct DoubleDoubleSample {
/// <summary>Significant digits <see cref="ToString()"/> prints: enough to round-trip any
/// value whose two components are contiguous (see <see cref="Parse"/>).</summary>
private const int DEFAULT_DIGITS = 36;
/// <summary>Formats with <see cref="DEFAULT_DIGITS"/> significant digits.</summary>
public override string ToString() {
return ToString(DEFAULT_DIGITS);
}
/// <summary>Formats with the given number of significant decimal digits, correctly rounded.</summary>
public string ToString(int significantDigits) {
ArgumentOutOfRangeException.ThrowIfLessThan(significantDigits, 1);
if (!double.IsFinite(m_hi)) {
return m_hi.ToString(CultureInfo.InvariantCulture);
}
(BigInteger numerator, BigInteger denominator) = toRational(this);
return formatRational(numerator, denominator, significantDigits);
}
/// <summary>
/// Formats the exact value. A double-double is a sum of two binary fractions, so it
/// always has a finite decimal expansion, but it can be hundreds of digits long when the
/// components are far apart.
/// </summary>
public string ToStringExact() {
if (!double.IsFinite(m_hi)) {
return m_hi.ToString(CultureInfo.InvariantCulture);
}
(BigInteger numerator, BigInteger denominator) = toRational(this);
if (numerator.IsZero) {
return "0";
}
// The denominator is a power of two, so multiplying by the matching power of five
// turns it into a power of ten, which gives the decimal digits directly.
int twos = (int)(denominator.GetBitLength() - 1);
BigInteger scaled = BigInteger.Abs(numerator) * BigInteger.Pow(5, twos);
string digits = scaled.ToString(CultureInfo.InvariantCulture).PadLeft(twos + 1, '0');
string sign = numerator.Sign < 0 ? "-" : "";
if (twos == 0) {
return sign + digits;
}
string result = sign + digits[..^twos] + "." + digits[^twos..];
return result.TrimEnd('0').TrimEnd('.');
}
/// <summary>
/// Parses a decimal string to the nearest double-double. The value is built exactly as a
/// rational, then rounded once into each component. Round-trips with
/// <see cref="ToString()"/> for every value whose components are contiguous;
/// a hand-built pair such as (1.0, 1e-300) holds more information than 36 digits can
/// represent.
/// </summary>
public static DoubleDoubleSample Parse(string text) {
(BigInteger numerator, BigInteger denominator) = parseRational(text);
double hi = toNearestDouble(numerator, denominator);
if (!double.IsFinite(hi)) {
return FromDouble(hi);
}
// Subtract the leading component exactly and round the remainder into the trailing one.
(BigInteger hiNumerator, BigInteger hiDenominator) = toRational(FromDouble(hi));
BigInteger restNumerator = numerator * hiDenominator - hiNumerator * denominator;
BigInteger restDenominator = denominator * hiDenominator;
double lo = toNearestDouble(restNumerator, restDenominator);
return FromTwoDoubles(hi, lo);
}
/// <summary>The exact value of a double-double as a rational (the denominator is a power of two).</summary>
private static (BigInteger Numerator, BigInteger Denominator) toRational(DoubleDoubleSample value) {
(BigInteger hiNumerator, BigInteger hiDenominator) = toRational(value.m_hi);
(BigInteger loNumerator, BigInteger loDenominator) = toRational(value.m_lo);
return (hiNumerator * loDenominator + loNumerator * hiDenominator, hiDenominator * loDenominator);
}
/// <summary>The exact value of a finite double as a rational, from its bits.</summary>
private static (BigInteger Numerator, BigInteger Denominator) toRational(double value) {
long bits = BitConverter.DoubleToInt64Bits(value);
int exponent = (int)((bits >> 52) & 0x7FF);
long mantissa = bits & 0xF_FFFF_FFFF_FFFFL;
if (exponent == 0) {
exponent = -1074; // subnormal: no implicit leading bit
} else {
mantissa |= 1L << 52;
exponent -= 1075;
}
BigInteger numerator = bits < 0 ? -mantissa : mantissa;
return exponent >= 0
? (numerator << exponent, BigInteger.One)
: (numerator, BigInteger.One << -exponent);
}
/// <summary>Rounds an exact rational to the nearest double, ties to even.</summary>
private static double toNearestDouble(BigInteger numerator, BigInteger denominator) {
if (numerator.IsZero) {
return 0.0;
}
int sign = numerator.Sign;
numerator = BigInteger.Abs(numerator);
// Scale so that the quotient is in [2^52, 2^54). One integer division then gives all
// bits of the significand plus the remainder needed for the rounding.
long exponent = numerator.GetBitLength() - denominator.GetBitLength() - 53;
if (exponent > 0) {
denominator <<= (int)exponent;
} else {
numerator <<= (int)-exponent;
}
BigInteger quotient = BigInteger.DivRem(numerator, denominator, out BigInteger remainder);
if (quotient.GetBitLength() > 53) {
// One bit too many. Move it to the exponent and add the dropped bit to the
// remainder so that the rounding decision below stays exact.
if (!quotient.IsEven) {
remainder += denominator;
}
quotient >>= 1;
denominator <<= 1;
exponent++;
}
int comparison = (remainder << 1).CompareTo(denominator);
if (comparison > 0 || (comparison == 0 && !quotient.IsEven)) {
quotient++;
if (quotient.GetBitLength() > 53) {
quotient >>= 1;
exponent++;
}
}
return sign * Math.ScaleB((double)quotient, (int)exponent);
}
/// <summary>Parses a decimal string such as "-1.25e-7" into an exact rational.</summary>
private static (BigInteger Numerator, BigInteger Denominator) parseRational(string text) {
text = text.Trim();
if (text.Length == 0) {
throw new FormatException("Empty input.");
}
int index = 0;
bool negative = text[index] == '-';
if (negative || text[index] == '+') {
index++;
}
BigInteger mantissa = BigInteger.Zero;
int fractionDigits = 0;
bool seenDot = false;
bool seenDigit = false;
for (; index < text.Length; index++) {
char c = text[index];
if (c == '.') {
if (seenDot) {
throw new FormatException($"Two decimal points in '{text}'.");
}
seenDot = true;
} else if (c is >= '0' and <= '9') {
mantissa = mantissa * 10 + (c - '0');
seenDigit = true;
if (seenDot) {
fractionDigits++;
}
} else if (c is 'e' or 'E') {
break;
} else {
throw new FormatException($"Unexpected character '{c}' in '{text}'.");
}
}
if (!seenDigit) {
throw new FormatException($"No digits in '{text}'.");
}
int exponent = -fractionDigits;
if (index < text.Length) {
exponent += int.Parse(text[(index + 1)..], CultureInfo.InvariantCulture);
}
if (negative) {
mantissa = -mantissa;
}
return exponent >= 0
? (mantissa * BigInteger.Pow(10, exponent), BigInteger.One)
: (mantissa, BigInteger.Pow(10, -exponent));
}
/// <summary>Rounds an exact rational to N significant digits and formats them.</summary>
private static string formatRational(BigInteger numerator, BigInteger denominator, int digits) {
if (numerator.IsZero) {
return "0";
}
bool negative = numerator.Sign < 0;
numerator = BigInteger.Abs(numerator);
// Estimate of the decimal exponent of the leading digit from the bit lengths
// (log10(2) ~ 0.30103). The loop below corrects it when the estimate is off by one.
int exponent10 = (int)Math.Floor((numerator.GetBitLength() - denominator.GetBitLength()) * 0.30103);
string text;
while (true) {
int scale = digits - 1 - exponent10;
BigInteger scaledNumerator = numerator;
BigInteger scaledDenominator = denominator;
if (scale >= 0) {
scaledNumerator *= BigInteger.Pow(10, scale);
} else {
scaledDenominator *= BigInteger.Pow(10, -scale);
}
BigInteger rounded = roundToNearest(scaledNumerator, scaledDenominator);
text = rounded.ToString(CultureInfo.InvariantCulture);
if (text.Length == digits) {
break;
}
// Off by one either way (estimate too low, or rounding carried into a new digit).
exponent10 += text.Length - digits;
}
text = text.TrimEnd('0');
if (text.Length == 0) {
text = "0";
}
StringBuilder result = new(negative ? "-" : "");
if (exponent10 >= -5 && exponent10 < digits) {
// Positional notation for the range where it is readable.
if (exponent10 >= 0) {
text = text.PadRight(exponent10 + 1, '0');
result.Append(text[..(exponent10 + 1)]);
if (text.Length > exponent10 + 1) {
result.Append('.').Append(text[(exponent10 + 1)..]);
}
} else {
result.Append("0.").Append('0', -exponent10 - 1).Append(text);
}
} else {
result.Append(text[0]);
if (text.Length > 1) {
result.Append('.').Append(text[1..]);
}
result.Append('e').Append(exponent10.ToString(CultureInfo.InvariantCulture));
}
return result.ToString();
}
/// <summary>Integer nearest to numerator/denominator, ties away from zero (both positive).</summary>
private static BigInteger roundToNearest(BigInteger numerator, BigInteger denominator) {
BigInteger quotient = BigInteger.DivRem(numerator, denominator, out BigInteger remainder);
return (remainder << 1) >= denominator ? quotient + 1 : quotient;
}
}
@@ -0,0 +1,213 @@
// Double-double arithmetic in about 200 lines, by Marek Fiser.
// Source: https://marekfiser.com/blog/double-double-arithmetic
// Licensed under CC BY 4.0: https://creativecommons.org/licenses/by/4.0/
// Changes for this benchmark: copied into this project, kept in the
// Just.PreciseMath.PerformanceComparison.Reference namespace, and the file and type
// renamed to DoubleDoubleSample.
// This file depends only on System so that it can be copied into any project. Printing and
// parsing use BigInteger and are in DoubleDoubleSample.Format.cs.
namespace Just.PreciseMath.PerformanceComparison.Reference;
/// <summary>
/// A value stored as the unevaluated sum of two doubles: ~106 significand bits
/// (~31 decimal digits) at a few times the cost of a double, with no heap allocation.
///
/// Invariant: Hi == RoundToNearest(Hi + Lo), i.e. |Lo| is at most half an ulp of Hi.
/// Every factory and operation below maintains it; comparisons and ToDouble rely on it.
///
/// Operations are not correctly rounded but stay within a few units of 2^-106 of the
/// exact result. The exponent range is the same as a plain double's, and infinities are
/// not special-cased: the first operation on one returns NaN (the error terms compute
/// inf - inf).
///
/// By Marek Fiser, from marekfiser.com/blog/double-double-arithmetic/ (CC BY 4.0; the file
/// header carries the full attribution and license notice).
/// </summary>
public readonly partial struct DoubleDoubleSample : IEquatable<DoubleDoubleSample>, IComparable<DoubleDoubleSample> {
private readonly double m_hi;
private readonly double m_lo;
/// <summary>The leading component; equals the value rounded to nearest double.</summary>
public double Hi => m_hi;
/// <summary>The trailing component (the rounding error of <see cref="Hi"/>).</summary>
public double Lo => m_lo;
public bool IsZero => m_hi == 0.0;
/// <summary>-1, 0 or +1 (0 also for NaN).</summary>
public int Sign => m_hi > 0.0 ? 1 : m_hi < 0.0 ? -1 : 0;
public static DoubleDoubleSample Zero { get; } = new DoubleDoubleSample(0.0, 0.0);
public static DoubleDoubleSample One { get; } = new DoubleDoubleSample(1.0, 0.0);
private DoubleDoubleSample(double hi, double lo) {
m_hi = hi;
m_lo = lo;
}
/// <summary>Exact conversion from a double.</summary>
public static DoubleDoubleSample FromDouble(double value) {
return new DoubleDoubleSample(value, 0.0);
}
/// <summary>The exact sum <paramref name="hi"/> + <paramref name="lo"/> of two arbitrary doubles.</summary>
public static DoubleDoubleSample FromTwoDoubles(double hi, double lo) {
// Renormalizes so that the invariant holds.
(double sum, double error) = twoSum(hi, lo);
return new DoubleDoubleSample(sum, error);
}
public DoubleDoubleSample Add(DoubleDoubleSample right) {
// Add the two components pairwise, then incorporate lowSum and lowError one by one.
// Adding lowError can round, so a second quickTwoSum renormalizes the result.
(double sum, double error) = twoSum(m_hi, right.m_hi);
(double lowSum, double lowError) = twoSum(m_lo, right.m_lo);
error += lowSum;
(sum, error) = quickTwoSum(sum, error);
error += lowError;
(sum, error) = quickTwoSum(sum, error);
return new DoubleDoubleSample(sum, error);
}
public DoubleDoubleSample Subtract(DoubleDoubleSample right) {
return Add(right.Negate());
}
public DoubleDoubleSample Multiply(DoubleDoubleSample right) {
// hi*hi exactly, then the three cross terms. Each cross term is at least 2^-53 smaller
// than the product, so plain double arithmetic is accurate enough for them.
(double product, double error) = twoProduct(m_hi, right.m_hi);
error += m_hi * right.m_lo + m_lo * right.m_hi + m_lo * right.m_lo;
(product, error) = quickTwoSum(product, error);
return new DoubleDoubleSample(product, error);
}
/// <summary>Multiplies by a plain double. Faster than the full double-double product.</summary>
public DoubleDoubleSample Multiply(double right) {
(double product, double error) = twoProduct(m_hi, right);
error += m_lo * right;
(product, error) = quickTwoSum(product, error);
return new DoubleDoubleSample(product, error);
}
/// <summary>Slower and slightly less accurate than the other operations.</summary>
public DoubleDoubleSample Divide(DoubleDoubleSample right) {
// Three steps of long division.
double quotient1 = m_hi / right.m_hi;
DoubleDoubleSample remainder = Subtract(right.Multiply(quotient1));
double quotient2 = remainder.m_hi / right.m_hi;
remainder = remainder.Subtract(right.Multiply(quotient2));
double quotient3 = remainder.m_hi / right.m_hi;
(double sum, double error) = quickTwoSum(quotient1, quotient2);
return new DoubleDoubleSample(sum, error).Add(FromDouble(quotient3));
}
/// <summary>Slightly faster than the general product.</summary>
public DoubleDoubleSample Square() {
(double product, double error) = twoProduct(m_hi, m_hi);
error += 2.0 * m_hi * m_lo + m_lo * m_lo;
(product, error) = quickTwoSum(product, error);
return new DoubleDoubleSample(product, error);
}
public DoubleDoubleSample Negate() {
// Negation never rounds, so this is exact.
return new DoubleDoubleSample(-m_hi, -m_lo);
}
public DoubleDoubleSample Abs() {
return Sign < 0 ? Negate() : this;
}
/// <summary>Slightly less accurate than the other operations. Negative and NaN inputs
/// return NaN, as Math.Sqrt does.</summary>
public DoubleDoubleSample Sqrt() {
if (!(m_hi > 0.0)) { // Not "m_hi <= 0.0", because this form is also true for NaN.
return FromDouble(Math.Sqrt(m_hi));
}
// One Newton step from the double square root.
double approx = Math.Sqrt(m_hi);
DoubleDoubleSample residual = Subtract(FromDouble(approx).Square());
double correction = residual.m_hi / (approx + approx);
(double hi, double lo) = quickTwoSum(approx, correction);
return new DoubleDoubleSample(hi, lo);
}
public double ToDouble() {
return m_hi;
}
public int CompareTo(DoubleDoubleSample other) {
// Correct only for normalized pairs.
int hiComparison = m_hi.CompareTo(other.m_hi);
return hiComparison != 0 ? hiComparison : m_lo.CompareTo(other.m_lo);
}
public bool Equals(DoubleDoubleSample other) {
return m_hi == other.m_hi && m_lo == other.m_lo;
}
public override bool Equals(object? obj) {
return obj is DoubleDoubleSample other && Equals(other);
}
public override int GetHashCode() {
return HashCode.Combine(m_hi, m_lo);
}
public static DoubleDoubleSample operator +(DoubleDoubleSample left, DoubleDoubleSample right) => left.Add(right);
public static DoubleDoubleSample operator -(DoubleDoubleSample left, DoubleDoubleSample right) => left.Subtract(right);
public static DoubleDoubleSample operator *(DoubleDoubleSample left, DoubleDoubleSample right) => left.Multiply(right);
public static DoubleDoubleSample operator *(DoubleDoubleSample left, double right) => left.Multiply(right);
public static DoubleDoubleSample operator /(DoubleDoubleSample left, DoubleDoubleSample right) => left.Divide(right);
public static DoubleDoubleSample operator -(DoubleDoubleSample value) => value.Negate();
public static bool operator ==(DoubleDoubleSample left, DoubleDoubleSample right) => left.Equals(right);
public static bool operator !=(DoubleDoubleSample left, DoubleDoubleSample right) => !left.Equals(right);
public static bool operator <(DoubleDoubleSample left, DoubleDoubleSample right) => left.CompareTo(right) < 0;
public static bool operator >(DoubleDoubleSample left, DoubleDoubleSample right) => left.CompareTo(right) > 0;
public static bool operator <=(DoubleDoubleSample left, DoubleDoubleSample right) => left.CompareTo(right) <= 0;
public static bool operator >=(DoubleDoubleSample left, DoubleDoubleSample right) => left.CompareTo(right) >= 0;
// Conversion from a double is exact, so it is implicit. Conversion to a double drops the
// low component, so it is explicit.
public static implicit operator DoubleDoubleSample(double value) => FromDouble(value);
public static explicit operator double(DoubleDoubleSample value) => value.ToDouble();
/// <summary>Knuth's two-sum: sum + error == a + b exactly, for any two doubles.</summary>
private static (double Sum, double Error) twoSum(double a, double b) {
// The rounding error of a floating-point addition is itself representable as a double.
// The intermediate results below may round, but their rounding errors cancel out.
double sum = a + b;
double bKept = sum - a; // The part of b that made it into the sum.
double aKept = sum - bKept; // The part of a that made it into the sum.
double aLost = a - aKept;
double bLost = b - bKept;
return (sum, aLost + bLost);
}
/// <summary>Dekker's fast two-sum: the same guarantee as twoSum, valid only when
/// |a| >= |b| (or a == 0).</summary>
private static (double Sum, double Error) quickTwoSum(double a, double b) {
double sum = a + b;
double bKept = sum - a;
return (sum, b - bKept); // a lost nothing, so only b's loss remains.
}
/// <summary>Exact product: product + error == a * b exactly, as long as the product is a
/// normal double. Below about 2e-292 the error no longer fits a double.</summary>
private static (double Product, double Error) twoProduct(double a, double b) {
// The fused multiply-add computes a*b - product with a single rounding, which is the
// low half of the 106-bit product. On a CPU without an FMA instruction,
// Math.FusedMultiplyAdd computes the same result in software, much slower.
double product = a * b;
double error = Math.FusedMultiplyAdd(a, b, -product);
return (product, error);
}
}
@@ -0,0 +1,174 @@
{
"version": 1,
"dependencies": {
"net10.0": {
"BenchmarkDotNet": {
"type": "Direct",
"requested": "[0.15.8, )",
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+1
View File
@@ -7,6 +7,7 @@
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