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Small double-double library

Emulates quadruple precision with a pair of doubles. This roughly doubles the mantissa bits (and thus squares the precision of double). The range is almost the same as double, with a larger area of denormalized numbers.

The rough cost in floating point operations (flops) and relative error as multiples of u² = 1.32e-32 (round-off error or half the machine epsilon) is as follows:

double d;
xprec::ExDouble xd;        // double "cast" to quad precsion
xprec::DDouble dd;         // emulated quad precision number
(op) xd (op) d error dd (op) d error dd (op) dd error
add_small 3 flops 0u² 7 flops 2u² 17 flops 3u²
+ - 6 flops 0u² 10 flops 2u² 20 flops 3u²
* 2 flops 0u² 6 flops 2u² 9 flops 4u²
/ 3* flops 1u² 10* flops 3u² 28* flops 6u²
reciprocal 3* flops 1u² 19* flops 2.3u²

The error bounds are mostly tight analytical bounds (except for divisions).1 An asterisk indicates the need for one or two double divisions, which are about an order of magnitude more expensive than regular flops on a modern CPU.

The table can be distilled into two rules of thumb: double-double arithmetic roughly doubles the number of significant digits at the cost of a roughly 15x slowdown compared to double arithmetic.

Usage

Simple example:

#include <iostream>
#include <xprec/ddouble.hpp>

int main()
{
  xprec::DDouble x = 1.0;                // emulated quad precision
  x = (4 - x) / (x + 6);                 // arithmetic operators work
  std::cout << x << std::endl;           // output to full precision
  std::cout << x.hi() << std::endl;      // output truncated to double
  std::cout << exp(x) << std::endl;      // higher-precision exp
}

Installation

libxprec has no mandatory dependencies other than a C++11-compliant compiler.

mkdir build
cd build
cmake .. [EXTRA_CMAKE_FLAGS_GO_HERE]
make
./test/tests      # requires -DBUILD_TESTING=ON
make install      # set -DCMAKE_INSTALL_PREFIX to customize install dir

Useful CMake flags:

  • -DBUILD_TESTING=ON: builds unit tests. You need to have the GNU MPFR library installed for this to work.

  • -DCMAKE_CXX_FLAGS=-mfma: the double-double arithmetic in libxprec is much faster when using the fused-multiply add (FMA) instruction, which should be available on most modern CPUs. We recommend adding this flag unless you require portable binaries.

  • -DCMAKE_INSTALL_PREFIX=/path/to/usr: sets the base directory below which to install include files and the shared object.

Header-only mode

libxprec can also be used in header-only mode, which does not require installation. For this, simply drop the full libxprec directory into your project and use the following header:

#include "libxprec/include/xprec/ddouble-header-only.hpp"

Please note that this will likely lead to considerably longer compile times.

Import in other CMake project

In order to use the library in CMake projects, we recommend using FetchContent:

include(FetchContent)
FetchContent_Declare(XPrec
    GIT_REPOSITORY https://github.com/tuwien-cms/libxprec
    GIT_TAG v0.6.0
    FIND_PACKAGE_ARGS 0.6.0
    )
FetchContent_MakeAvailable(XPrec)

You then should be able to simply link against the XPrec::xprec target.

License and Copying

Copyright (C) 2023 Markus Wallerberger and others.

Released under the MIT license (see LICENSE for details).

Footnotes

  1. M. Joldes, et al., ACM Trans. Math. Softw. 44, 1-27 (2018) and J.-M. Muller and L. Rideau, ACM Trans. Math. Softw. 48, 1, 9 (2022). The flop count has been reduced by 3 for divisons/reciprocals. In the case of double-double division, the bound is 10u² but largest observed error is 6u². In double by double division, we expect u². We report the largest observed error. ↩