On Jul 19, 2011, at 2:26 AM, Prof Brian Ripley wrote: > On Mon, 18 Jul 2011, Alireza Mahani wrote: > >> Simon, >> >> Thank you for elaborating on the limitations of R in handling float types. I >> think I'm pretty much there with you. >> >> As for the insufficiency of single-precision math (and hence limitations of >> GPU), my personal take so far has been that double-precision becomes crucial >> when some sort of error accumulation occurs. For example, in differential >> equations where boundary values are integrated to arrive at interior values, >> etc. On the other hand, in my personal line of work (Hierarchical Bayesian >> models for quantitative marketing), we have so much inherent uncertainty and >> noise at so many levels in the problem (and no significant error >> accumulation sources) that single vs double precision issue is often >> inconsequential for us. So I think it really depends on the field as well as >> the nature of the problem. > > The main reason to use only double precision in R was that on modern CPUs > double precision calculations are as fast as single-precision ones, and with > 64-bit CPUs they are a single access. So the extra precision comes > more-or-less for free. You also under-estimate the extent to which stability > of commonly used algorithms relies on double precision. (There are stable > single-precision versions, but they are no longer commonly used. And as > Simon said, in some cases stability is ensured by using extra precision where > available.) > > I disagree slightly with Simon on GPUs: I am told by local experts that the > double-precision on the latest GPUs (those from the last year or so) is > perfectly usable. See the performance claims on > http://en.wikipedia.org/wiki/Nvidia_Tesla of about 50% of the SP performance > in DP. >
That would be good news. Unfortunately those seem to be still targeted at a specialized market and are not really graphics cards in traditional sense. Although this is sort of required for the purpose it removes the benefit of ubiquity. So, yes, I agree with you that it may be an interesting way forward, but I fear it's too much of a niche to be widely supported. I may want to ask our GPU specialists here to see if they have any around so I could re-visit our OpenCL R benchmarks. Last time we abandoned our OpenCL R plans exactly due to the lack of speed in double precision. Thanks, Simon ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
