Introduction to Function Approximation with Andrew Bromage

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Previous: 'Testing Better Entropy'

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0:00 : Welcome to a special episode with Andrew Bromage

0:00 : Welcome to a special episode with Andrew Bromage

0:00 : Welcome to a special episode with Andrew Bromage

2:42 : How floating point numbers are represented by a computer^{1}

2:42 : How floating point numbers are represented by a computer^{1}

2:42 : How floating point numbers are represented by a computer^{1}

4:36 : Scientific notation, and how IEEE 754 represents numbers in binary

4:36 : Scientific notation, and how IEEE 754 represents numbers in binary

4:36 : Scientific notation, and how IEEE 754 represents numbers in binary

7:14 : Get Andrew back

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7:14 : Get Andrew back

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7:14 : Get Andrew back

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9:27 : Return

9:27 : Return

9:27 : Return

10:36 : Continuing IEEE 754's^{2} representation of floating point numbers^{3}

10:36 : Continuing IEEE 754's^{2} representation of floating point numbers^{3}

10:36 : Continuing IEEE 754's^{2} representation of floating point numbers^{3}

16:20 : Subnormal numbers, the special-case numbers infinity, quiet NaN and signaling NaN, and the quality of being "algebraically closed"

16:20 : Subnormal numbers, the special-case numbers infinity, quiet NaN and signaling NaN, and the quality of being "algebraically closed"

24:10 : Any questions?

24:10 : Any questions?

24:10 : Any questions?

24:35 : Is it just a peculiarity of binary as a number system, that you can skip encoding the leading digit?

24:35 : Is it just a peculiarity of binary as a number system, that you can skip encoding the leading digit?

27:28 : Note the binary and decimal representations of floating point numbers in the IEEE 754 standard^{4}

27:28 : Note the binary and decimal representations of floating point numbers in the IEEE 754 standard^{4}

27:51 : Constants definitions in handmade_numerics.h

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27:51 : Constants definitions in handmade_numerics.h

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27:51 : Constants definitions in handmade_numerics.h

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30:22 : Constants definitions in C's float.h^{5} as compared with those in handmade_numerics.h, with a special mention of machine epsilon

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30:22 : Constants definitions in C's float.h^{5} as compared with those in handmade_numerics.h, with a special mention of machine epsilon

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33:32 : Describe the IEEEBinary32 union, ieee754_number_category enum and the special-case number functions

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33:32 : Describe the IEEEBinary32 union, ieee754_number_category enum and the special-case number functions

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36:48 : Describe Real32_Abs(), Real32_SetSign() and CategoryOfReal32()

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36:48 : Describe Real32_Abs(), Real32_SetSign() and CategoryOfReal32()

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36:48 : Describe Real32_Abs(), Real32_SetSign() and CategoryOfReal32()

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39:07 : Describe ExtractExponent() as similar to the CRT's frexp()^{6} with an example of its use in a sqrt() function

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39:07 : Describe ExtractExponent() as similar to the CRT's frexp()^{6} with an example of its use in a sqrt() function

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47:36 : When multiplying a subnormal number by a power of two, does the floating point unit first shift the numbers into the normal range before incrementing the exponent?

47:36 : When multiplying a subnormal number by a power of two, does the floating point unit first shift the numbers into the normal range before incrementing the exponent?

50:38 : Describe ScaleByExponent()

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50:38 : Describe ScaleByExponent()

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50:38 : Describe ScaleByExponent()

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53:58 : Note the differing range of absolute values of the mantissa in text books (as used in handmade_numerics.h) and the CRT's frexp()^{7}

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53:58 : Note the differing range of absolute values of the mantissa in text books (as used in handmade_numerics.h) and the CRT's frexp()^{7}

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57:01 : Quote James H. Wilkinson on the state of computer arithmetic in 1971

57:01 : Quote James H. Wilkinson on the state of computer arithmetic in 1971

57:01 : Quote James H. Wilkinson on the state of computer arithmetic in 1971

58:30 : Describe SlowDivision(), with emphasis on the sheer amount of specification compliance it contains^{8}

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58:30 : Describe SlowDivision(), with emphasis on the sheer amount of specification compliance it contains^{8}

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1:06:29 : Walk through an example of SlowDivision(), noting why it uses 11 bits of precision in its application of Horner's rule^{9} (IA-32's RCPSS instruction^{10})

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1:06:29 : Walk through an example of SlowDivision(), noting why it uses 11 bits of precision in its application of Horner's rule^{9} (IA-32's RCPSS instruction^{10})

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1:14:13 : How SlowDivision() finishes up its computation to the highest precision it can

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1:14:13 : How SlowDivision() finishes up its computation to the highest precision it can

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1:14:13 : How SlowDivision() finishes up its computation to the highest precision it can

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1:16:54 : Note the difference between SlowDivision() and how our FPU performs division

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1:16:54 : Note the difference between SlowDivision() and how our FPU performs division

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1:16:54 : Note the difference between SlowDivision() and how our FPU performs division

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1:19:13 : Calculating those polynomial approximations from SlowDivision(), with range illustrations in Mathematica

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1:19:13 : Calculating those polynomial approximations from SlowDivision(), with range illustrations in Mathematica

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1:25:12 : Relative vs absolute error

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1:25:12 : Relative vs absolute error

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1:25:12 : Relative vs absolute error

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1:26:43 : Plot the error function in Mathematica, with a mention of Chebyshev's Equioscillation theorem^{11} and Chebyshev nodes^{12}

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1:26:43 : Plot the error function in Mathematica, with a mention of Chebyshev's Equioscillation theorem^{11} and Chebyshev nodes^{12}

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1:31:35 : Plot the eighth order Chebyshev polynomial in the range -1 to 1 in Mathematica

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1:31:35 : Plot the eighth order Chebyshev polynomial in the range -1 to 1 in Mathematica

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1:31:35 : Plot the eighth order Chebyshev polynomial in the range -1 to 1 in Mathematica

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1:33:47 : Using the Remez exchange algorithm^{13} to find approximations to Chebyshev's set of polynomials

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1:33:47 : Using the Remez exchange algorithm^{13} to find approximations to Chebyshev's set of polynomials

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1:38:21 : On the initial guesses in the Remez exchange algorithm

1:38:21 : On the initial guesses in the Remez exchange algorithm

1:38:21 : On the initial guesses in the Remez exchange algorithm

1:39:15 : Plot the ninth order Chebyshev polynomial, for comparison with the eighth order, to explain extrema

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1:39:15 : Plot the ninth order Chebyshev polynomial, for comparison with the eighth order, to explain extrema

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1:40:20 : Struggle with the communication link

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1:40:20 : Struggle with the communication link

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1:40:20 : Struggle with the communication link

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1:41:49 : As the Remez exchange algorithm proceeds, what values does it use as its new guesses?

1:41:49 : As the Remez exchange algorithm proceeds, what values does it use as its new guesses?

1:41:49 : As the Remez exchange algorithm proceeds, what values does it use as its new guesses?

1:42:24 : Searching for the extremum, perhaps using golden-section search,^{14} as the Remez exchange algorithm proceeds

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1:42:24 : Searching for the extremum, perhaps using golden-section search,^{14} as the Remez exchange algorithm proceeds

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1:46:50 : Plot sine in Mathematica, and introduce the computation of sine in the range 0 to 2π

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1:46:50 : Plot sine in Mathematica, and introduce the computation of sine in the range 0 to 2π

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1:46:50 : Plot sine in Mathematica, and introduce the computation of sine in the range 0 to 2π

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1:56:57 : Describe SinCos_TableVersion()

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1:56:57 : Describe SinCos_TableVersion()

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1:56:57 : Describe SinCos_TableVersion()

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1:58:31 : Deriving trigonometric identities

1:58:31 : Deriving trigonometric identities

1:58:31 : Deriving trigonometric identities

2:02:28 : Calculating cosine around "a", branch-free

2:02:28 : Calculating cosine around "a", branch-free

2:02:28 : Calculating cosine around "a", branch-free

2:04:00 : Point out the experimental SinCos_QuadrantVersion() for SIMD sines and cosines

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2:04:00 : Point out the experimental SinCos_QuadrantVersion() for SIMD sines and cosines

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2:04:00 : Point out the experimental SinCos_QuadrantVersion() for SIMD sines and cosines

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2:05:54 : Describe the XSinCosX table look up

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2:05:54 : Describe the XSinCosX table look up

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2:05:54 : Describe the XSinCosX table look up

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2:07:56 : Counting has always started at zero^{15}

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2:07:56 : Counting has always started at zero^{15}

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2:07:56 : Counting has always started at zero^{15}

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2:08:47 : Continued description of the XSinCosX table look up

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2:08:47 : Continued description of the XSinCosX table look up

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2:08:47 : Continued description of the XSinCosX table look up

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2:10:38 : Run calculate_sincos_tables and explain the result for .5

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2:10:38 : Run calculate_sincos_tables and explain the result for .5

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2:10:38 : Run calculate_sincos_tables and explain the result for .5

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2:12:10 : Describe how FindSinCosAround() searches adjacent floating point numbers

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2:12:10 : Describe how FindSinCosAround() searches adjacent floating point numbers

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2:12:10 : Describe how FindSinCosAround() searches adjacent floating point numbers

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2:15:55 : Could you explain why part of the table version looks up into XSinCosX while the polynomial part is the same no matter where you are in the table?

2:15:55 : Could you explain why part of the table version looks up into XSinCosX while the polynomial part is the same no matter where you are in the table?

2:17:10 : Further explain the table lookups of cos(a) and sin(a) and the sin(e) and cos(e) polynomial approximations

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2:17:10 : Further explain the table lookups of cos(a) and sin(a) and the sin(e) and cos(e) polynomial approximations

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2:19:46 : Since table lookups are hard in SIMD, what sort of stuff would you end up doing if you couldn't use a table?

2:19:46 : Since table lookups are hard in SIMD, what sort of stuff would you end up doing if you couldn't use a table?

2:20:09 : Describe the experimental SinCos_QuadrantVersion()

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2:20:09 : Describe the experimental SinCos_QuadrantVersion()

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2:20:09 : Describe the experimental SinCos_QuadrantVersion()

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2:29:32 : Describe ATan() and ATan2(), noting the current use of atan2 in Handmade Hero

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2:29:32 : Describe ATan() and ATan2(), noting the current use of atan2 in Handmade Hero

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2:29:32 : Describe ATan() and ATan2(), noting the current use of atan2 in Handmade Hero

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2:35:01 : Determine to remove atan2 from Handmade Hero with thanks to Andrew

2:35:01 : Determine to remove atan2 from Handmade Hero with thanks to Andrew

2:35:01 : Determine to remove atan2 from Handmade Hero with thanks to Andrew

2:35:31 : Q&A

2:35:31 : Q&A

2:35:31 : Q&A

2:43:17 : Note the educational nature of this sine and cosine implementation, with a mention of Cody-Waite reduction

2:43:17 : Note the educational nature of this sine and cosine implementation, with a mention of Cody-Waite reduction

2:46:51 : SSE denormal flushing

2:46:51 : SSE denormal flushing

2:46:51 : SSE denormal flushing

2:50:34 : Re-emphasise the slowness of SlowDivision()

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2:50:34 : Re-emphasise the slowness of SlowDivision()

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2:50:34 : Re-emphasise the slowness of SlowDivision()

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2:56:22 : Quote the Intel 64 and IA-32 Architectures Optimization Reference Manual:^{17} "Although x87 supports transcendental instructions, software library implementation of transcendental function can be faster in many cases"

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2:56:22 : Quote the Intel 64 and IA-32 Architectures Optimization Reference Manual:^{17} "Although x87 supports transcendental instructions, software library implementation of transcendental function can be faster in many cases"

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2:57:04 : Thank you to Andrew for walking us through sine and cosine, with closing thoughts on numerical approximations

2:57:04 : Thank you to Andrew for walking us through sine and cosine, with closing thoughts on numerical approximations

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Next: 'Never, Ever Update Your Development Tools. Ever.'

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