Efficient and accurate computation of the reciprocal of hypot(a,b) - algorithm

Question

Givens rotations provide a robust and easily parallelizable way to implement QR decomposition. A Givens rotation requires the computation of sine and cosine components of a rotation angle. In the case of real computation, this typically involves the computation of the reciprocal of the hypot() function to normalize a two-vector, as shown for example in Wikipedia.
While this avoids most cases of overflow and underflow in intermediate computation, for very large values a, b, hypot(a,b) may overflow to infinity, while 1/√(a2+b2) is actually representable as a subnormal floating-point number. Also, the use of a division adds further computational cost that can be significant on platforms with slow floating-point division.
A function rhypot(a,b) that directly computes 1/√(a2+b2) at a cost similar to the standard hypot() function would therefore be desirable. The accuracy should be same or better than the naive approach of computing 1.0/hypot(a,b). With a correctly-rounded hypot function, this expression has a maximum error of 1.5 ulps.
How can such a function be implemented efficiently and accurately? The use of IEEE-754 binary floating-point arithmetic and the availability of native hardware support for fused multiply-add (FMA) operations can be assumed. For ease of exposition and testing, we can restrict to single-precision computation, i.e. the IEEE-754 binary32 format.

Answer 1

In the following, I am showing ISO-C99 code that implements rhypot with good accuracy and good performance. The general algorithm is directly derived from the example implementations I showed for hypot in this answer. For hypot, one determines the value of largest magnitude among the arguments, then find a scale factor (a power of two for reasons of accuracy) that maps this value into the vicinity of unity. The scale factor is applied to both arguments, and the length of this transformed 2-vector is then computed with the sqrt function, finally the result scaled back with the "inverse' of the scale factor. The scaling relies on actual multiplication as the arguments may be subnormals that cannot be scaled correctly by simple exponent manipulation alone.
For rhypot, only two changes are needed: the reciprocal square root function rsqrt must be used instead of sqrt, and input scaling and result scaling use the same scale factor.
Some computing environments provide an rsqrt() function, and this function is scheduled for inclusion in a future version of the ISO C standard (ISO/IEC TS 18661-4:2015). For environments that do not provide a reciprocal square root function, I am showing some portable (within the platform requirements stated in the question) and machine-specific implementations.
#include <stdio.h>
#include <stdlib.h>
#include <stdint.h>
#include <string.h>
#include <math.h>
uint32_t __float_as_uint32 (float a)
{
uint32_t r;
memcpy (&r, &a, sizeof r);
return r;
}
float __uint32_as_float (uint32_t a)
{
float r;
memcpy (&r, &a, sizeof r);
return r;
}
float my_rsqrtf (float);
/* Compute the reciprocal of sqrt (a**2 + b**2), avoiding premature overflow
and underflow in intermediate computation. The accuracy of this function
depends on the accuracy of the reciprocal square root implementation used.
With the rsqrtf() implementations shown below, the following maximum ulp
error was observed for 2**36 random test cases:
CORRECTLY_ROUNDED 1.20736973
SSE_HALLEY 1.33120522
SSE_2NR 1.42086841
SQRT_OOX 1.42906701
BIT_TWIDDLE_3NR 1.43062950
ITO_TAKAGI_YAJIMA_1NR 1.43681737
BIT_TWIDDLE_NR_HALLEY 1.47485797
*/
float my_rhypotf (float a, float b)
{
float fa, fb, mn, mx, scale, s, w, res;
uint32_t expo;
/* sort arguments by magnitude */
fa = fabsf (a);
fb = fabsf (b);
mx = fmaxf (fa, fb);
mn = fminf (fa, fb);
/* compute scale factor */
expo = __float_as_uint32 (mx) & 0xfc000000;
scale = __uint32_as_float (0x7e000000 - expo);
/* scale operand of maximum magnitude towards unity */
mn = mn * scale;
mx = mx * scale;
/* mx in [2**-23, 2**6) */
s = fmaf (mx, mx, mn * mn); // 0.75 ulp
w = my_rsqrtf (s);
/* reverse previous scaling */
res = w * scale;
/* handle special cases */
float t = a + b;
if (!(fabsf (t) <= INFINITY)) res = t; // isnan(t)
if (mx == INFINITY) res = 0.0f; // isinf(mx)
return res;
}
#define CORRECTLY_ROUNDED (1)
#define SSE_HALLEY (2)
#define SSE_2NR (3)
#define ITO_TAKAGI_YAJIMA_1NR (4)
#define SQRT_OOX (5)
#define BIT_TWIDDLE_3NR (6)
#define BIT_TWIDDLE_NR_HALLEY (7)
#define RSQRT_VARIANT (SSE_HALLEY)
#if (RSQRT_VARIANT == SSE_2NR) || (RSQRT_VARIANT == SSE_HALLEY)
#include "immintrin.h"
#endif // (RSQRT_VARIANT == SSE_2NR) || (RSQRT_VARIANT == SSE_HALLEY)
float my_rsqrtf (float a)
{
#if RSQRT_VARIANT == CORRECTLY_ROUNDED
float r = (float) sqrt (1.0/(double)a);
#elif RSQRT_VARIANT == SQRT_OOX
float r = sqrtf (1.0f / a);
#elif RSQRT_VARIANT == SSE_2NR
float r;
/* compute initial approximation */
_mm_store_ss (&r, _mm_rsqrt_ss (_mm_set_ss (a)));
/* refine approximation using two Newton-Raphson iterations */
r = fmaf (fmaf (-a, r * r, 1.0f), 0.5f * r, r);
r = fmaf (fmaf (-a, r * r, 1.0f), 0.5f * r, r);
#elif RSQRT_VARIANT == SSE_HALLEY
float e, r;
/* compute initial approximation */
_mm_store_ss (&r, _mm_rsqrt_ss (_mm_set_ss (a)));
/* refine approximation using Halley iteration with cubic convergence */
e = fmaf (r * r, -a, 1.0f);
r = fmaf (fmaf (0.375f, e, 0.5f), e * r, r);
#elif RSQRT_VARIANT == BIT_TWIDDLE_3NR
float r;
/* compute initial approximation */
r = __uint32_as_float (0x5f375b0d - (__float_as_uint32(a) >> 1));
/* refine approximation using three Newton-Raphson iterations */
r = fmaf (fmaf (-a, r * r, 1.0f), 0.5f * r, r);
r = fmaf (fmaf (-a, r * r, 1.0f), 0.5f * r, r);
r = fmaf (fmaf (-a, r * r, 1.0f), 0.5f * r, r);
#elif RSQRT_VARIANT == BIT_TWIDDLE_NR_HALLEY
float e, r;
/* compute initial approximation */
r = __uint32_as_float (0x5f375b0d - (__float_as_uint32(a) >> 1));
/* refine approximation using Newton-Raphson iteration */
r = fmaf (fmaf (-a, r * r, 1.0f), 0.5f * r, r);
/* refine approximation using Halley iteration with cubic convergence */
e = fmaf (r * r, -a, 1.0f);
r = fmaf (fmaf (0.375f, e, 0.5f), e * r, r);
#elif RSQRT_VARIANT == ITO_TAKAGI_YAJIMA_1NR
/* Masayuki Ito, Naofumi Takagi, Shuzo Yajima, "Efficient Initial
Approximation for Multiplicative Division and Square Root by a
Multiplication with Operand Modification". IEEE Transactions on
Computers, Vol. 46, No. 4, April 1997, pp. 495-498.
*/
#define TAB_INDEX_BITS (7)
#define TAB_ENTRY_BITS (16)
#define TAB_ENTRIES (1 << TAB_INDEX_BITS)
#define FP32_EXPO_BIAS (127)
#define FP32_MANT_BITS (23)
#define FP32_SIGN_MASK (0x80000000)
#define FP32_EXPO_MASK (0x7f800000)
#define FP32_EXPO_LSB_MASK (1u << FP32_MANT_BITS)
#define FP32_INDEX_MASK (((1u << TAB_INDEX_BITS) - 1) << (FP32_MANT_BITS - TAB_INDEX_BITS))
#define FP32_XHAT_MASK (~(FP32_INDEX_MASK | FP32_SIGN_MASK) | FP32_EXPO_MASK)
#define FP32_FLIP_BIT_MASK (3u << (FP32_MANT_BITS - TAB_INDEX_BITS - 1))
#define FP32_ONE_HALF (0x3f000000)
const uint16_t d1tab [TAB_ENTRIES] = {
0xb2ec, 0xaed7, 0xaae9, 0xa720, 0xa37b, 0x9ff7, 0x9c93, 0x994d,
0x9623, 0x9316, 0x9022, 0x8d47, 0x8a85, 0x87d8, 0x8542, 0x82c0,
0x8053, 0x7bf0, 0x775f, 0x72f1, 0x6ea4, 0x6a77, 0x666a, 0x6279,
0x5ea5, 0x5aed, 0x574e, 0x53c9, 0x505d, 0x4d07, 0x49c8, 0x469e,
0x438a, 0x408a, 0x3d9e, 0x3ac4, 0x37fc, 0x3546, 0x32a0, 0x300b,
0x2d86, 0x2b10, 0x28a8, 0x264f, 0x2404, 0x21c6, 0x1f95, 0x1d70,
0x1b58, 0x194c, 0x174b, 0x1555, 0x136a, 0x1189, 0x0fb2, 0x0de6,
0x0c22, 0x0a68, 0x08b7, 0x070f, 0x056f, 0x03d8, 0x0249, 0x00c1,
0xfd08, 0xf742, 0xf1b4, 0xec5a, 0xe732, 0xe239, 0xdd6d, 0xd8cc,
0xd454, 0xd002, 0xcbd6, 0xc7cd, 0xc3e5, 0xc01d, 0xbc75, 0xb8e9,
0xb57a, 0xb225, 0xaeeb, 0xabc9, 0xa8be, 0xa5cb, 0xa2ed, 0xa024,
0x9d6f, 0x9ace, 0x983e, 0x95c1, 0x9355, 0x90fa, 0x8eae, 0x8c72,
0x8a45, 0x8825, 0x8614, 0x8410, 0x8219, 0x802e, 0x7c9c, 0x78f5,
0x7565, 0x71eb, 0x6e85, 0x6b31, 0x67f3, 0x64c7, 0x61ae, 0x5ea7,
0x5bb0, 0x58cb, 0x55f6, 0x5330, 0x5079, 0x4dd1, 0x4b38, 0x48ad,
0x462f, 0x43be, 0x4159, 0x3f01, 0x3cb5, 0x3a75, 0x3840, 0x3616
};
uint32_t arg, idx, d1, xhat;
float r;
arg = __float_as_uint32 (a);
idx = (arg >> ((FP32_MANT_BITS + 1) - TAB_INDEX_BITS)) & ((1u << TAB_INDEX_BITS) - 1);
d1 = FP32_ONE_HALF | (d1tab[idx] << ((FP32_MANT_BITS + 1) - TAB_ENTRY_BITS));
xhat = ((arg & FP32_INDEX_MASK) | (((((3 * FP32_EXPO_BIAS) << FP32_MANT_BITS) + ~arg) >> 1) & FP32_XHAT_MASK)) ^ FP32_FLIP_BIT_MASK;
/* compute initial approximation, accurate to about 14 bits */
r = __uint32_as_float (d1) * __uint32_as_float (xhat);
/* refine approximation with one Newton-Raphson iteration */
r = fmaf (fmaf (-a, r * r, 1.0f), 0.5f * r, r);
#else
#error unsupported RSQRT_VARIANT
#endif // RSQRT_VARIANT
return r;
}
uint64_t __double_as_uint64 (double a)
{
uint64_t r;
memcpy (&r, &a, sizeof r);
return r;
}
double floatUlpErr (float res, double ref)
{
uint64_t i, j, err, refi;
int expoRef;
/* ulp error cannot be computed if either operand is NaN, infinity, zero */
if (isnan (res) || isnan (ref) || isinf (res) || isinf (ref) ||
(res == 0.0f) || (ref == 0.0f)) {
return 0.0;
}
/* Convert the float result to an "extended float". This is like a float
with 56 instead of 24 effective mantissa bits.
*/
i = ((uint64_t)__float_as_uint32(res)) << 32;
/* Convert the double reference to an "extended float". If the reference is
>= 2^129, we need to clamp to the maximum "extended float". If reference
is < 2^-126, we need to denormalize because of the float types's limited
exponent range.
*/
refi = __double_as_uint64(ref);
expoRef = (int)(((refi >> 52) & 0x7ff) - 1023);
if (expoRef >= 129) {
j = 0x7fffffffffffffffULL;
} else if (expoRef < -126) {
j = ((refi << 11) | 0x8000000000000000ULL) >> 8;
j = j >> (-(expoRef + 126));
} else {
j = ((refi << 11) & 0x7fffffffffffffffULL) >> 8;
j = j | ((uint64_t)(expoRef + 127) << 55);
}
j = j | (refi & 0x8000000000000000ULL);
err = (i < j) ? (j - i) : (i - j);
return err / 4294967296.0;
}
double rhypot (double a, double b)
{
return 1.0 / hypot (a, b);
}
// Fixes via: Greg Rose, KISS: A Bit Too Simple. http://eprint.iacr.org/2011/007
static unsigned int z=362436069,w=521288629,jsr=362436069,jcong=123456789;
#define znew (z=36969*(z&0xffff)+(z>>16))
#define wnew (w=18000*(w&0xffff)+(w>>16))
#define MWC ((znew<<16)+wnew)
#define SHR3 (jsr^=(jsr<<13),jsr^=(jsr>>17),jsr^=(jsr<<5)) /* 2^32-1 */
#define CONG (jcong=69069*jcong+13579) /* 2^32 */
#define KISS ((MWC^CONG)+SHR3)
#define FP32_QNAN_BIT (0x00400000)
int main (void)
{
float af, bf, resf, reff;
uint32_t ai, bi, resi, refi;
double ref, err, maxerr = 0;
uint64_t diff, diffsum = 0, count = 1ULL << 36;
do {
ai = KISS;
bi = KISS;
af = __uint32_as_float (ai);
bf = __uint32_as_float (bi);
resf = my_rhypotf (af, bf);
ref = rhypot ((double)af, (double)bf);
reff = (float)ref;
refi = __float_as_uint32 (reff);
resi = __float_as_uint32 (resf);
diff = llabs ((long long int)resi - (long long int)refi);
/* If both inputs are a NaN, result can be either argument, converted
to QNaN if necessary. If one input is NaN and the other not infinity
the NaN input must be returned, converted to QNaN if necessary. If
one input is infinity, zero must be returned even if the other input
is a NaN. In all other cases allow up to 1 ulp of difference.
*/
if ((isnan (af) && isnan (bf) && (resi != (ai | FP32_QNAN_BIT)) && (resi != (bi | FP32_QNAN_BIT))) ||
(isnan (af) && !isinf (bf) && !isnan (bf) && (resi != (ai | FP32_QNAN_BIT))) ||
(isnan (bf) && !isinf (af) && !isnan (af) && (resi != (bi | FP32_QNAN_BIT))) ||
(isinf (af) && (resi != 0)) ||
(isinf (bf) && (resi != 0)) ||
(diff > 1)) {
printf ("err # (%08x,%08x): res= %08x (%15.8e) ref=%08x (%15.8e)\n",
ai, bi, resi, resf, refi, reff);
return EXIT_FAILURE;
}
diffsum += diff;
err = floatUlpErr (resf, ref);
if (err > maxerr) {
printf ("ulp=%.8f # (% 15.8e, % 15.8e): res=%15.6a ref=%22.13a\n",
err, af, bf, resf, ref);
maxerr = err;
}
count--;
} while (count);
printf ("diffsum = %llu\n", diffsum);
return EXIT_SUCCESS;
}