Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) Copyright (C) 1988-1992 by Cambridge

University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copying of machinereadable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to [email protected] (outside North America).

Chapter 20. Less-Numerical Algorithms

20.0 Introduction
You can stop reading now. You are done with Numerical Recipes, as such. This nal chapter is an idiosyncratic collection of less-numerical recipes which, for one reason or another, we have decided to include between the covers of an otherwise more-numerically oriented book. Authors of computer science texts, weve noticed, like to throw in a token numerical subject (usually quite a dull one quadrature, for example). We nd that we are not free of the reverse tendency. Our selection of material is not completely arbitrary. One topic, Gray codes, was already used in the construction of quasi-random sequences (7.7), and here needs only some additional explication. Two other topics, on diagnosing a computers oating-point parameters, and on arbitrary precision arithmetic, give additional insight into the machinery behind the casual assumption that computers are useful for doing things with numbers (as opposed to bits or characters). The latter of these topics also shows a very different use for Chapter 12s fast Fourier transform. The three other topics (checksums, Huffman and arithmetic coding) involve different aspects of data coding, compression, and validation. If you handle a large amount of data numerical data, even then a passing familiarity with these subjects might at some point come in handy. In 13.6, for example, we already encountered a good use for Huffman coding. But again, you dont have to read this chapter. (And you should learn about quadrature from Chapters 4 and 16, not from a computer science text!)

20.1 Diagnosing Machine Parameters

A convenient ction is that a computers oating-point arithmetic is accurate enough. If you believe this ction, then numerical analysis becomes a very clean subject. Roundoff error disappears from view; many nite algorithms become exact; only docile truncation error (1.3) stands between you and a perfect calculation. Sounds rather naive, doesnt it? Yes, it is naive. Notwithstanding, it is a ction necessarily adopted throughout most of this book. To do a good job of answering the question of how roundoff error 889

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propagates, or can be bounded, for every algorithm that we have discussed would be impractical. In fact, it would not be possible: Rigorous analysis of many practical algorithms has never been made, by us or anyone. Proper numerical analysts cringe when they hear a user say, I was getting roundoff errors with single precision, so I switched to double. The actual meaning is, for this particular algorithm, and my particular data, double precision seemed able to restore my erroneous belief in the convenient ction. We admit that most of the mentions of precision or roundoff in Numerical Recipes are only slightly more quantitative in character. That comes along with our trying to be practical. It is important to know what the limitations of your machines oating-point arithmetic actually are the more so when your treatment of oating-point roundoff error is going to be intuitive, experimental, or casual. Methods for determining useful oating-point parameters experimentally have been developed by Cody [1], Malcolm [2], and others, and are embodied in the routine machar, below, which follows Codys implementation. All of machars arguments are returned values. Here is what they mean: ibeta (called B in 1.3) is the radix in which numbers are represented, almost always 2, but occasionally 16, or even 10. it is the number of base-ibeta digits in the oating-point mantissa M (see Figure 1.3.1). machep is the exponent of the smallest (most negative) power of ibeta that, added to 1.0, gives something different from 1.0. eps is the oating-point number ibeta machep, loosely referred to as the oating-point precision. negep is the exponent of the smallest power of ibeta that, subtracted from 1.0, gives something different from 1.0. epsneg is ibetanegep, another way of dening oating-point precision. Not infrequently epsneg is 0.5 times eps; occasionally eps and epsneg are equal. iexp is the number of bits in the exponent (including its sign or bias). minexp is the smallest (most negative) power of ibeta consistent with there being no leading zeros in the mantissa. xmin is the oating-point number ibeta minexp, generally the smallest (in magnitude) useable oating value. maxexp is the smallest (positive) power of ibeta that causes overow. xmax is (1 epsneg) ibetamaxexp, generally the largest (in magnitude) useable oating value. irnd returns a code in the range 0 . . . 5, giving information on what kind of rounding is done in addition, and on how underow is handled. See below. ngrd is the number of guard digits used when truncating the product of two mantissas to t the representation. There is a lot of subtlety in a program like machar, whose purpose is to ferret out machine properties that are supposed to be transparent to the user. Further, it must do so avoiding error conditions, like overow and underow, that might interrupt its execution. In some cases the program is able to do this only by recognizing certain characteristics of standard representations. For example, it recognizes the IEEE standard representation [3] by its rounding behavior, and assumes certain features of its exponent representation as a consequence. We refer you to [1] and

Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copying of machinereadable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to [email protected] (outside North America).

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Sample Results Returned by machar typical IEEE-compliant machine precision ibeta it machep eps negep epsneg iexp minexp xmin maxexp xmax irnd ngrd single 2 24 23 1.19 107 24 5.96 108 8 126 1.18 1038 128 3.40 1038 5 0 double 2 53 52 2.22 1016 53 1.11 1016 11 1022 2.23 10308 1024 1.79 10308 5 0 DEC VAX single 2 24 24 5.96 108 24 5.96 108 8 128 2.94 1039 127 1.70 1038 1 0
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copying of machinereadable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to [email protected] (outside North America).

references therein for details. Be aware that machar can give incorrect results on some nonstandard machines. The parameter irnd needs some additional explanation. In the IEEE standard, bit patterns correspond to exact, representable numbers. The specied method for rounding an addition is to add two representable numbers exactly, and then round the sum to the closest representable number. If the sum is precisely halfway between two representable numbers, it should be rounded to the even one (low-order bit zero). The same behavior should hold for all the other arithmetic operations, that is, they should be done in a manner equivalent to innite precision, and then rounded to the closest representable number. If irnd returns 2 or 5, then your computer is compliant with this standard. If it returns 1 or 4, then it is doing some kind of rounding, but not the IEEE standard. If irnd returns 0 or 3, then it is truncating the result, not rounding it not desirable. The other issue addressed by irnd concerns underow. If a oating value is less than xmin, many computers underow its value to zero. Values irnd = 0, 1, or 2 indicate this behavior. The IEEE standard species a more graceful kind of underow: As a value becomes smaller than xmin, its exponent is frozen at the smallest allowed value, while its mantissa is decreased, acquiring leading zeros and gracefully losing precision. This is indicated by irnd = 3, 4, or 5.

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#include <math.h> #define CONV(i) ((float)(i)) Change float to double here and in declarations below to nd double precision parameters. void machar(int *ibeta, int *it, int *irnd, int *ngrd, int *machep, int *negep, int *iexp, int *minexp, int *maxexp, float *eps, float *epsneg, float *xmin, float *xmax) Determines and returns machine-specic parameters aecting oating-point arithmetic. Returned values include ibeta, the oating-point radix; it, the number of base-ibeta digits in the oating-point mantissa; eps, the smallest positive number that, added to 1.0, is not equal to 1.0; epsneg, the smallest positive number that, subtracted from 1.0, is not equal to 1.0; xmin, the smallest representable positive number; and xmax, the largest representable positive number. See text for description of other returned parameters. { int i,itemp,iz,j,k,mx,nxres; float a,b,beta,betah,betain,one,t,temp,temp1,tempa,two,y,z,zero; one=CONV(1); two=one+one; zero=one-one; a=one; Determine ibeta and beta by the method of M. do { Malcolm. a += a; temp=a+one; temp1=temp-a; } while (temp1-one == zero); b=one; do { b += b; temp=a+b; itemp=(int)(temp-a); } while (itemp == 0); *ibeta=itemp; beta=CONV(*ibeta); *it=0; Determine it and irnd. b=one; do { ++(*it); b *= beta; temp=b+one; temp1=temp-b; } while (temp1-one == zero); *irnd=0; betah=beta/two; temp=a+betah; if (temp-a != zero) *irnd=1; tempa=a+beta; temp=tempa+betah; if (*irnd == 0 && temp-tempa != zero) *irnd=2; *negep=(*it)+3; Determine negep and epsneg. betain=one/beta; a=one; for (i=1;i<=(*negep);i++) a *= betain; b=a; for (;;) { temp=one-a; if (temp-one != zero) break; a *= beta; --(*negep); } *negep = -(*negep); *epsneg=a; *machep = -(*it)-3; Determine machep and eps. a=b;

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for (;;) { temp=one+a; if (temp-one != zero) break; a *= beta; ++(*machep); } *eps=a; *ngrd=0; Determine ngrd. temp=one+(*eps); if (*irnd == 0 && temp*one-one != zero) *ngrd=1; i=0; Determine iexp. k=1; z=betain; t=one+(*eps); nxres=0; for (;;) { Loop until an underow occurs, then exit. y=z; z=y*y; a=z*one; Check here for the underow. temp=z*t; if (a+a == zero || fabs(z) >= y) break; temp1=temp*betain; if (temp1*beta == z) break; ++i; k += k; } if (*ibeta != 10) { *iexp=i+1; mx=k+k; } else { For decimal machines only. *iexp=2; iz=(*ibeta); while (k >= iz) { iz *= *ibeta; ++(*iexp); } mx=iz+iz-1; } for (;;) { To determine minexp and xmin, loop until an *xmin=y; underow occurs, then exit. y *= betain; a=y*one; Check here for the underow. temp=y*t; if (a+a != zero && fabs(y) < *xmin) { ++k; temp1=temp*betain; if (temp1*beta == y && temp != y) { nxres=3; *xmin=y; break; } } else break; } *minexp = -k; Determine maxexp, xmax. if (mx <= k+k-3 && *ibeta != 10) { mx += mx; ++(*iexp); } *maxexp=mx+(*minexp); *irnd += nxres; Adjust irnd to reect partial underow. if (*irnd >= 2) *maxexp -= 2; Adjust for IEEE-style machines. i=(*maxexp)+(*minexp); Adjust for machines with implicit leading bit in binary mantissa, and machines with radix

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point at extreme right of mantissa. if (*ibeta == 2 && !i) --(*maxexp); if (i > 20) --(*maxexp); if (a != y) *maxexp -= 2; *xmax=one-(*epsneg); if ((*xmax)*one != *xmax) *xmax=one-beta*(*epsneg); *xmax /= (*xmin*beta*beta*beta); i=(*maxexp)+(*minexp)+3; for (j=1;j<=i;j++) { if (*ibeta == 2) *xmax += *xmax; else *xmax *= beta; } }

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Some typical values returned by machar are given in the table, above. IEEEcompliant machines referred to in the table include most UNIX workstations (SUN, DEC, MIPS), and Apple Macintosh IIs. IBM PCs with oating co-processors are generally IEEE-compliant, except that some compilers underow intermediate results ungracefully, yielding irnd = 2 rather than 5. Notice, as in the case of a VAX (fourth column), that representations with a phantom leading 1 bit in the mantissa achieve a smaller eps for the same wordlength, but cannot underow gracefully.
CITED REFERENCES AND FURTHER READING: Goldberg, D. 1991, ACM Computing Surveys, vol. 23, pp. 548. Cody, W.J. 1988, ACM Transactions on Mathematical Software, vol. 14, pp. 303311. [1] Malcolm, M.A. 1972, Communications of the ACM, vol. 15, pp. 949951. [2] IEEE Standard for Binary Floating-Point Numbers, ANSI/IEEE Std 7541985 (New York: IEEE, 1985). [3]

20.2 Gray Codes

A Gray code is a function G(i) of the integers i, that for each integer N 0 is one-to-one for 0 i 2 N 1, and that has the following remarkable property: The binary representation of G(i) and G(i + 1) differ in exactly one bit. An example of a Gray code (in fact, the most commonly used one) is the sequence 0000, 0001, 0011, 0010, 0110, 0111, 0101, 0100, 1100, 1101, 1111, 1110, 1010, 1011, 1001, and 1000, for i = 0, . . . , 15. The algorithm for generating this code is simply to form the bitwise exclusive-or (XOR) of i with i/2 (integer part). Think about how the carries work when you add one to a number in binary, and you will be able to see why this works. You will also see that G(i) and G(i + 1) differ in the bit position of the rightmost zero bit of i (prexing a leading zero if necessary). The spelling is Gray, not gray: The codes are named after one Frank Gray, who rst patented the idea for use in shaft encoders. A shaft encoder is a wheel with concentric coded stripes each of which is read by a xed conducting brush. The idea is to generate a binary code describing the angle of the wheel. The obvious, but wrong, way to build a shaft encoder is to have one stripe (the innermost, say) conducting on half the wheel, but insulating on the other half; the next stripe is conducting in quadrants 1 and 3; the next stripe is conducting in octants 1, 3, 5,