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An Abstraction-guided Approach to Scalable and Rigorous Floating-Point Error Analysis (2004.11960v3)

Published 24 Apr 2020 in cs.PL, cs.NA, cs.SC, and math.NA

Abstract: Automated techniques for rigorous floating-point round-off error analysis are important in areas including formal verification of correctness and precision tuning. Existing tools and techniques, while providing tight bounds, fail to analyze expressions with more than a few hundred operators, thus unable to cover important practical problems. In this work, we present Satire, a new tool that sheds light on how scalability and bound-tightness can be attained through a combination of incremental analysis, abstraction, and judicious use of concrete and symbolic evaluation. Satire has handled problems exceeding 200K operators. We present Satire's underlying error analysis approach, information-theoretic abstraction heuristics, and a wide range of case studies, with evaluation covering FFT, Lorenz system of equations, and various PDE stencil types. Our results demonstrate the tightness of Satire's bounds, its acceptable runtime, and valuable insights provided.

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