On Fri, Dec 11, 2015 at 11:22 AM, Anne Archibald <archib...@astron.nl> wrote: > Actually, GCC implements 128-bit floats in software and provides them as > __float128; there are also quad-precision versions of the usual functions. > The Intel compiler provides this as well, I think, but I don't think > Microsoft compilers do. A portable quad-precision library might be less > painful. > > The cleanest way to add extended precision to numpy is by adding a > C-implemented dtype. This can be done in an extension module; see the > quaternion and half-precision modules online. > > Anne > > > On Fri, Dec 11, 2015, 16:46 Charles R Harris <charlesr.har...@gmail.com> > wrote: >> >> On Fri, Dec 11, 2015 at 6:25 AM, Thomas Baruchel <baruc...@gmx.com> wrote: >>> >>> From time to time it is asked on forums how to extend precision of >>> computation on Numpy array. The most common answer >>> given to this question is: use the dtype=object with some arbitrary >>> precision module like mpmath or gmpy. >>> See >>> http://stackoverflow.com/questions/6876377/numpy-arbitrary-precision-linear-algebra >>> or http://stackoverflow.com/questions/21165745/precision-loss-numpy-mpmath >>> or >>> http://stackoverflow.com/questions/15307589/numpy-array-with-mpz-mpfr-values >>> >>> While this is obviously the most relevant answer for many users because >>> it will allow them to use Numpy arrays exactly >>> as they would have used them with native types, the wrong thing is that >>> from some point of view "true" vectorization >>> will be lost. >>> >>> With years I got very familiar with the extended double-double type which >>> has (for usual architectures) about 32 accurate >>> digits with faster arithmetic than "arbitrary precision types". I even >>> used it for research purpose in number theory and >>> I got convinced that it is a very wonderful type as long as such >>> precision is suitable. >>> >>> I often implemented it partially under Numpy, most of the time by trying >>> to vectorize at a low-level the libqd library. >>> >>> But I recently thought that a very nice and portable way of implementing >>> it under Numpy would be to use the existing layer >>> of vectorization on floats for computing the arithmetic operations by >>> "columns containing half of the numbers" rather than >>> by "full numbers". As a proof of concept I wrote the following file: >>> https://gist.github.com/baruchel/c86ed748939534d8910d >>> >>> I converted and vectorized the Algol 60 codes from >>> http://szmoore.net/ipdf/documents/references/dekker1971afloating.pdf >>> (Dekker, 1971). >>> >>> A test is provided at the end; for inverting 100,000 numbers, my type is >>> about 3 or 4 times faster than GMPY and almost >>> 50 times faster than MPmath. It should be even faster for some other >>> operations since I had to create another np.ones >>> array for testing this type because inversion isn't implemented here >>> (which could of course be done). You can run this file by yourself >>> (maybe you will have to discard mpmath or gmpy if you don't have it). >>> >>> I would like to discuss about the way to make available something related >>> to that. >>> >>> a) Would it be relevant to include that in Numpy ? (I would think to some >>> "contribution"-tool rather than including it in >>> the core of Numpy because it would be painful to code all ufuncs; on the >>> other hand I am pretty sure that many would be happy >>> to perform several arithmetic operations by knowing that they can't use >>> cos/sin/etc. on this type; in other words, I am not >>> sure it would be a good idea to embed it as an every-day type but I think >>> it would be nice to have it quickly available >>> in some way). If you agree with that, in which way should I code it (the >>> current link only is a "proof of concept"; I would >>> be very happy to code it in some cleaner way)? >>> >>> b) Do you think such attempt should remain something external to Numpy >>> itself and be released on my Github account without being >>> integrated to Numpy? >> >> >> I think astropy does something similar for time and dates. There has also >> been some talk of adding a user type for ieee 128 bit doubles. I've looked >> once for relevant code for the latter and, IIRC, the available packages were >> GPL :(.
This might be the same as or similar to a recent announcement for Julia https://groups.google.com/d/msg/julia-users/iHTaxRVj1yM/M-WtZCedCQAJ It would be useful to get this in a consistent way across platforms and compilers. I can think of several applications where higher precision reduce operations would be useful in statistics. As Windows user, I never even saw a higher precision float. Josef >> >> Chuck >> _______________________________________________ >> NumPy-Discussion mailing list >> NumPy-Discussion@scipy.org >> https://mail.scipy.org/mailman/listinfo/numpy-discussion > > > _______________________________________________ > NumPy-Discussion mailing list > NumPy-Discussion@scipy.org > https://mail.scipy.org/mailman/listinfo/numpy-discussion > _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org https://mail.scipy.org/mailman/listinfo/numpy-discussion
