Re: [eigen] RFC: making a deterministic and reproducable product codepath with Eigen |

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: Re: [eigen] RFC: making a deterministic and reproducable product codepath with Eigen*From*: Christoph Hertzberg <chtz@xxxxxxxxxxxxxxxxxxxxxxxx>*Date*: Fri, 9 Sep 2016 11:15:49 +0200

On 08.09.2016 at 21:45, Peter wrote:

In case you are interested, there's e.g. HP's Dynamo project, <http://www.hpl.hp.com/techreports/1999/HPL-1999-77.html>, which messes around with binaries. And for scalar products, it's sufficient to change the order of evaluation, to loose bit-wise accuracy, eg. the scalar product of ( 1, 1e-50, 1) with ( 1, 1, -1 ) is a simple example.

Sure, I'm aware that IEEE math is non-associative ...

I'm just not sure how far the processors mess around.

I agree, using a F77 BLAS should be sufficient. Although I still don't understand what one learns from bypassing all optimizations.

If correctness is important one should switch to exact scalar product, like in C-XSC, which removes the dependence on the order of evaluation and just _has_ to provide the same result everywhere.

The original RFC was just on reproducibility not on exactness, I think.

BTW, exact scalar products could be an interesting extension to Eigen in some future version, opening the door to verified computing.

Christoph -- Dipl. Inf., Dipl. Math. Christoph Hertzberg Universität Bremen FB 3 - Mathematik und Informatik AG Robotik Robert-Hooke-Straße 1 28359 Bremen, Germany Zentrale: +49 421 178 45-6611 Besuchsadresse der Nebengeschäftsstelle: Robert-Hooke-Straße 5 28359 Bremen, Germany Tel.: +49 421 178 45-4021 Empfang: +49 421 178 45-6600 Fax: +49 421 178 45-4150 E-Mail: chtz@xxxxxxxxxxxxxxxxxxxxxxxx Weitere Informationen: http://www.informatik.uni-bremen.de/robotik

**Follow-Ups**:

**References**:**[eigen] RFC: making a deterministic and reproducable product codepath with Eigen***From:*Jason Newton

**Re: [eigen] RFC: making a deterministic and reproducable product codepath with Eigen***From:*Peter

**Re: [eigen] RFC: making a deterministic and reproducable product codepath with Eigen***From:*Jason Newton

**Re: [eigen] RFC: making a deterministic and reproducable product codepath with Eigen***From:*Peter

**Re: [eigen] RFC: making a deterministic and reproducable product codepath with Eigen***From:*Christoph Hertzberg

**Re: [eigen] RFC: making a deterministic and reproducable product codepath with Eigen***From:*Peter

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