I am trying to implement range reduction as the first step of implementing the sine function.
I am following the method described in the paper “ARGUMENT REDUCTION FOR HUGE ARGUMENTS” by K.C. NG
I am getting error as large as 0.002339146 when using the input range of x from 0 to 20000. My error obviously shouldn’t be that large, and I’m not sure how I can reduce it. I noticed that the error magnitude is associated with the input theta magnitude to cosine/sine.
I was able to obtain the nearpi.c code that the paper mentions, but I’m not sure how to utilize the code for single precision floating point. If anyone is interested, the nearpi.c file can be found at this link: nearpi.c
Here is my MATLAB code:
x = 0:0.1:20000;
% Perform range reduction
% Store constant 2/pi
twooverpi = single(2/pi);
% Compute y
y = (x.*twooverpi);
% Compute k (round to nearest integer
k = round(y);
% Solve for f
f = single(y-k);
% Solve for r
r = single(f*single(pi/2));
% Find last two bits of k
n = bitand(fi(k,1,32,0),fi(3,1,32,0));
n = single(n);
% Preallocate for speed
z(length(x)) = 0;
for i = 1:length(x)
switch(n(i))
case 0
z(i)=sin(r(i));
case 1
z(i) = single(cos(r(i)));
case 2
z(i) = -sin(r(i));
case 3
z(i) = single(-cos(r(i)));
otherwise
end
end
maxerror = max(abs(single(z - single(sin(single(x))))))
minerror = min(abs(single(z - single(sin(single(x))))))
I have edited the program nearpi.c so that it compiles. However I am not sure how to interpret the output. Also the file expects an input, which I had to input by hand, also I am not sure of the significance of the input.
Here is the working nearpi.c:
/*
============================================================================
Name : nearpi.c
Author :
Version :
Copyright : Your copyright notice
Description : Hello World in C, Ansi-style
============================================================================
*/
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
/*
* Global macro definitions.
*/
# define hex( double ) *(1 + ((long *) &double)), *((long *) &double)
# define sgn(a) (a >= 0 ? 1 : -1)
# define MAX_k 2500
# define D 56
# define MAX_EXP 127
# define THRESHOLD 2.22e-16
/*
* Global Variables
*/
int CFlength, /* length of CF including terminator */
binade;
double e,
f; /* [e,f] range of D-bit unsigned int of f;
form 1X...X */
// Function Prototypes
int dbleCF (double i[], double j[]);
void input (double i[]);
void nearPiOver2 (double i[]);
/*
* This is the start of the main program.
*/
int main (void)
{
int k; /* subscript variable */
double i[MAX_k],
j[MAX_k]; /* i and j are continued fractions
(coeffs) */
// fp = fopen("/src/cfpi.txt", "r");
/*
* Compute global variables e and f, where
*
* e = 2 ^ (D-1), i.e. the D bit number 10...0
* and
* f = 2 ^ D - 1, i.e. the D bit number 11...1 .
*/
e = 1;
for (k = 2; k <= D; k = k + 1)
e = 2 * e;
f = 2 * e - 1;
/*
* Compute the continued fraction for (2/e)/(pi/2) , i.e.
* q's starting value for the first binade, given the continued
* fraction for pi as input; set the global variable CFlength
* to the length of the resulting continued fraction (including
* its negative valued terminator). One should use as many
* partial coefficients of pi as necessary to resolve numbers
* of the width of the underflow plus the overflow threshold.
* A rule of thumb is 0.97 partial coefficients are generated
* for every decimal digit of pi .
*
* Note: for radix B machines, subroutine input should compute
* the continued fraction for (B/e)/(pi/2) where e = B ^ (D - 1).
*/
input (i);
/*
* Begin main loop over all binades:
* For each binade, find the nearest multiples of pi/2 in that binade.
*
* [ Note: for hexadecimal machines ( B = 16 ), the rest of the main
* program simplifies(!) to
*
* B_ade = 1;
* while (B_ade < MAX_EXP)
* {
* dbleCF (i, j);
* dbleCF (j, i);
* dbleCF (i, j);
* CFlength = dbleCF (j, i);
* B_ade = B_ade + 1;
* }
* }
*
* because the alternation of source & destination are no longer necessary. ]
*/
binade = 1;
while (binade < MAX_EXP)
{
/*
* For the current (odd) binade, find the nearest multiples of pi/2.
*/
nearPiOver2 (i);
/*
* Double the continued fraction to get to the next (even) binade.
* To save copying arrays, i and j will alternate as the source
* and destination for the continued fractions.
*/
CFlength = dbleCF (i, j);
binade = binade + 1;
/*
* Check for main loop termination again because of the
* alternation.
*/
if (binade >= MAX_EXP)
break;
/*
* For the current (even) binade, find the nearest multiples of pi/2.
*/
nearPiOver2 (j);
/*
* Double the continued fraction to get to the next (odd) binade.
*/
CFlength = dbleCF (j, i);
binade = binade + 1;
}
return 0;
} /* end of Main Program */
/*
* Subroutine DbleCF doubles a continued fraction whose partial
* coefficients are i[] into a continued fraction j[], where both
* arrays are of a type sufficient to do D-bit integer arithmetic.
*
* In my case ( D = 56 ) , I am forced to treat integers as double
* precision reals because my machine does not have integers of
* sufficient width to handle D-bit integer arithmetic.
*
* Adapted from a Basic program written by W. Kahan.
*
* Algorithm based on Hurwitz's method of doubling continued
* fractions (see Knuth Vol. 3, p.360).
*
* A negative value terminates the last partial quotient.
*
* Note: for the non-C programmers, the statement break
* exits a loop and the statement continue skips to the next
* case in the same loop.
*
* The call modf ( l / 2, &l0 ) assigns the integer portion of
* half of L to L0.
*/
int dbleCF (double i[], double j[])
{
double k,
l,
l0,
j0;
int n,
m;
n = 1;
m = 0;
j0 = i[0] + i[0];
l = i[n];
while (1)
{
if (l < 0)
{
j[m] = j0;
break;
};
modf (l / 2, &l0);
l = l - l0 - l0;
k = i[n + 1];
if (l0 > 0)
{
j[m] = j0;
j[m + 1] = l0;
j0 = 0;
m = m + 2;
};
if (l == 0) {
/*
* Even case.
*/
if (k < 0)
{
m = m - 1;
break;
}
else
{
j0 = j0 + k + k;
n = n + 2;
l = i[n];
continue;
};
}
/*
* Odd case.
*/
if (k < 0)
{
j[m] = j0 + 2;
break;
};
if (k == 0)
{
n = n + 2;
l = l + i[n];
continue;
};
j[m] = j0 + 1;
m = m + 1;
j0 = 1;
l = k - 1;
n = n + 1;
continue;
};
m = m + 1;
j[m] = -99999;
return (m);
}
/*
* Subroutine input computes the continued fraction for
* (2/e) / (pi/2) , where e = 2 ^ (D-1) , given pi 's
* continued fraction as input. That is, double the continued
* fraction of pi D-3 times and place a zero at the front.
*
* One should use as many partial coefficients of pi as
* necessary to resolve numbers of the width of the underflow
* plus the overflow threshold. A rule of thumb is 0.97
* partial coefficients are generated for every decimal digit
* of pi . The last coefficient of pi is terminated by a
* negative number.
*
* I'll be happy to supply anyone with the partial coefficients
* of pi . My ARPA address is mcdonald@ucbdali.BERKELEY.ARPA .
*
* I computed the partial coefficients of pi using a method of
* Bill Gosper's. I need only compute with integers, albeit
* large ones. After writing the program in bc and Vaxima ,
* Prof. Fateman suggested FranzLisp . To my surprise, FranzLisp
* ran the fastest! the reason? FranzLisp's Bignum package is
* hand coded in assembler. Also, FranzLisp can be compiled.
*
*
* Note: for radix B machines, subroutine input should compute
* the continued fraction for (B/e)/(pi/2) where e = B ^ (D - 1).
* In the case of hexadecimal ( B = 16 ), this is done by repeated
* doubling the appropriate number of times.
*/
void input (double i[])
{
int k;
double j[MAX_k];
/*
* Read in the partial coefficients of pi from a precalculated file
* until a negative value is encountered.
*/
k = -1;
do
{
k = k + 1;
scanf ("%lE", &i[k]);
printf("hello\n");
printf("%d", k);
} while (i[k] >= 0);
/*
* Double the continued fraction for pi D-3 times using
* i and j alternately as source and destination. On my
* machine D = 56 so D-3 is odd; hence the following code:
*
* Double twice (D-3)/2 times,
*/
for (k = 1; k <= (D - 3) / 2; k = k + 1)
{
dbleCF (i, j);
dbleCF (j, i);
};
/*
* then double once more.
*/
dbleCF (i, j);
/*
* Now append a zero on the front (reciprocate the continued
* fraction) and the return the coefficients in i .
*/
i[0] = 0;
k = -1;
do
{
k = k + 1;
i[k + 1] = j[k];
} while (j[k] >= 0);
/*
* Return the length of the continued fraction, including its
* terminator and initial zero, in the global variable CFlength.
*/
CFlength = k;
}
/*
* Given a continued fraction's coefficients in an array i ,
* subroutine nearPiOver2 finds all machine representable
* values near a integer multiple of pi/2 in the current binade.
*/
void nearPiOver2 (double i[])
{
int k, /* subscript for recurrences (see
handout) */
K; /* like k , but used during cancel. elim.
*/
double p[MAX_k], /* product of the q's (see
handout) */
q[MAX_k], /* successive tail evals of CF (see
handout) */
j[MAX_k], /* like convergent numerators (see
handout) */
tmp, /* temporary used during cancellation
elim. */
mk0, /* m[k - 1] (see
handout) */
mk, /* m[k] is one of the few ints (see
handout) */
mkAbs, /* absolute value of m sub k
*/
mK0, /* like mk0 , but used during cancel.
elim. */
mK, /* like mk , but used during cancel.
elim. */
z, /* the object of our quest (the argument)
*/
m0, /* the mantissa of z as a D-bit integer
*/
x, /* the reduced argument (see
handout) */
ldexp (), /* sys routine to multiply by a power of
two */
fabs (), /* sys routine to compute FP absolute
value */
floor (), /* sys routine to compute greatest int <=
value */
ceil (); /* sys routine to compute least int >=
value */
/*
* Compute the q's by evaluating the continued fraction from
* bottom up.
*
* Start evaluation with a big number in the terminator position.
*/
q[CFlength] = 1.0 + 30;
for (k = CFlength - 1; k >= 0; k = k - 1)
q[k] = i[k] + 1 / q[k + 1];
/*
* Let THRESHOLD be the biggest | x | that we are interesed in
* seeing.
*
* Compute the p's and j's by the recurrences from the top down.
*
* Stop when
*
* 1 1
* ----- >= THRESHOLD > ------ .
* 2 |j | 2 |j |
* k k+1
*/
p[0] = 1;
j[0] = 0;
j[1] = 1;
k = 0;
do
{
p[k + 1] = -q[k + 1] * p[k];
if (k > 0)
j[1 + k] = j[k - 1] - i[k] * j[k];
k = k + 1;
} while (1 / (2 * fabs (j[k])) >= THRESHOLD);
/*
* Then mk runs through the integers between
*
* k + k +
* (-1) e / p - 1/2 & (-1) f / p - 1/2 .
* k k
*/
for (mkAbs = floor (e / fabs (p[k]));
mkAbs <= ceil (f / fabs (p[k])); mkAbs = mkAbs + 1)
{
mk = mkAbs * sgn (p[k]);
/*
* For each mk , mk0 runs through integers between
*
* +
* m q - p THRESHOLD .
* k k k
*/
for (mk0 = floor (mk * q[k] - fabs (p[k]) * THRESHOLD);
mk0 <= ceil (mk * q[k] + fabs (p[k]) * THRESHOLD);
mk0 = mk0 + 1)
{
/*
* For each pair { mk , mk0 } , check that
*
* k
* m = (-1) ( j m - j m )
* 0 k-1 k k k-1
*/
m0 = (k & 1 ? -1 : 1) * (j[k - 1] * mk - j[k] * mk0);
/*
* lies between e and f .
*/
if (e <= fabs (m0) && fabs (m0) <= f)
{
/*
* If so, then we have found an
*
* k
* x = ((-1) m / p - m ) / j
* 0 k k k
*
* = ( m q - m ) / p .
* k k k-1 k
*
* But this later formula can suffer cancellation. Therefore,
* run the recurrence for the mk 's to get mK with minimal
* | mK | + | mK0 | in the hope mK is 0 .
*/
K = k;
mK = mk;
mK0 = mk0;
while (fabs (mK) > 0)
{
p[K + 1] = -q[K + 1] * p[K];
tmp = mK0 - i[K] * mK;
if (fabs (tmp) > fabs (mK0))
break;
mK0 = mK;
mK = tmp;
K = K + 1;
};
/*
* Then
* x = ( m q - m ) / p
* K K K-1 K
*
* as accurately as one could hope.
*/
x = (mK * q[K] - mK0) / p[K];
/*
* To return z and m0 as positive numbers,
* x must take the sign of m0 .
*/
x = x * sgn (m0);
m0 = fabs (m0);
/*d
* Set z = m0 * 2 ^ (binade+1-D) .
*/
z = ldexp (m0, binade + 1 - D);
/*
* Print z (hex), z (dec), m0 (dec), binade+1-D, x (hex), x (dec).
*/
printf ("%08lx %08lx Z=%22.16E M=%17.17G L+1-%d=%3d %08lx %08lx x=%23.16E\n", hex (z), z, m0, D, binade + 1 - D, hex (x), x);
}
}
}
}
Theory
First let’s note the difference using single-precision arithmetic makes.
[Equation 8] The minimal value of
fcan be larger. As double-precision numbers are a super-set of the single-precision numbers, the closestsingleto a multiple of2/pican only be farther away then ~2.98e-19, therefore the number of leading zeros in fixed-arithmetic representation offmust be at most 61 leading zeros (but will probably be less). Denote this quantityfdigits.[Equation Before 9] Consequently, instead of 121 bits,
ymust be accurate tofdigits+ 24 (non-zero significant bits in single-precision) + 7 (extra guard bits) =fdigits+ 31, and at most 92.[Equation 9] “Therefore, together with the width of
x‘s exponent,2/pimust contain 127 (maximal exponent ofsingle) + 31 +fdigits, or 158 +fdigitsand at most 219 bits.[Subsection 2.5] The size of
Ais determined by the number of zeros inxbefore the binary point (and is unaffected by the move tosingle), while the size ofCis determined by Equation Before 9.x(x>=2^24),xlooks like this: [24 bits, M zeros]. Multiplying it byA, whose size is the firstMbits of2/pi, will result in an integer (the zeros ofxwill just shift everything into the integers).Cto be starting from theM+dbit of2/piwill result in the productx*Cbeing of size at mostd-24. In double precision,dis chosen to be 174 (and instead of 24, we have 53) so that the product will be of size at most 121. Insingle, it is enough to choosedsuch thatd-24 <= 92, or more precisely,d-24 <= fdigits+31. That is,dcan be chosen asfdigits+55, or at most 116.Bshould be of size at most 116 bits.We are therefore left with two problems :
fdigits. This involves reading ref 6 from the linked paper and understanding it. Might not be that easy. 🙂 As far as I can see, that’s the only place wherenearpi.cis used.B, the relevant bits of2/pi. SinceMis bounded below by 127, we can just compute the first 127+116 bits of2/pioffline and store them in an array. See Wikipedia.y=x*B. This involves multipliyingxby a 116-bits number. This is where Section 3 is used. The size of the blocks is chosen to be 24 because 2*24 + 2 (multiplying two 24-bits numbers, and adding 3 such numbers) is smaller than the precision ofdouble, 53 (and because 24 divides 96). We can use blocks of size 11 bits forsinglearithmetic for similar reasons.Note – the trick with
Bonly applies to numbers whose exponents are positive (x>=2^24).To summarize – first, you have to solve the problem with
doubleprecision. YourMatlabcode doesn’t work indoubleprecision too (try removingsingleand computingsin(2^53), because yourtwooverpionly has 53 significant bits, not 175 (and anyway, you can’t directly multiply such precise numbers in Matlab). Second, the scheme should be adapted to work withsingle, and again, the key problem is representing2/piprecisely enough, and supporting multiplication of highly-precise numbers. Last, when everything works, you can try and figure out a betterfdigitsto reduce the number of bits you have to store and multiply.Hopefully I’m not completely off – comments and contradictions are welcome.
Example
As an example, let us compute
sin(x)wherex = single(2^24-1), which has no zeros after the significant bits (M= 0). This simplifies findingB, asBconsists of the first 116 bits of2/pi. Sincexhas precision of 24 bits andBof 116 bits, the productwill have 92 bits of precision, as required.
Section 3 in the linked paper describes how to perform this product with enough precision; the same algorithm can be used with blocks of size 11 to compute
yin our case. Being drudgery, I hope I’m excused for not doing this explicitly, instead relying onMatlab‘s symbolic math toolbox. This toolbox provides us with thevpafunction, which allows us to specify the precision of a number in decimal digits. So,will produce an approximation of
2/piof at least 116 bits of precision. Becausevpaaccepts only integers for its precision argument, we usually can’t specify the binary precision of a number exactly, so we use the next-best.The following code computes
sin(x)according to the paper, insingleprecision :(The precision of
yis obtained usingMathematica, which turned out to be a much better numerical tool thanMatlab🙂 )In
libmThe other answer to this question (which has been deleted since) lead me to an implementation in
libm, which although works on double-precision numbers, follows the linked paper very thoroughly.See file s_sin.c for the wrapper (Table 2 from the linked paper appears as a
switchstatement at the end of the file), and e_rem_pio2.c for the argument reduction code (of particular interest is an array containing the first 396 hex-digits of2/pi, starting at line 69).