Floating-point addition and multiplication are not necessarily associative. When performing those operations over large numbers of operands with different magnitudes, the order in which individual operations are performed can affect the final result. On massively multithreaded systems, when performing parallel reductions, the non-deterministic nature of numerical operation interleaving can lead to non-deterministic numerical results. We have investigated the effect of this problem on the convergence of a conjugate gradient calculation used as part of a power grid analysis application.
Revised: April 14, 2010 |
Published: May 3, 2009
Citation
Villa O., D. ChavarrÃa-Miranda, V. Gurumoorthi, A. Marquez, and S. Krishnamoorthy. 2009.Effects of floating-point non-associativity on numerical computations on massively multithreaded systems. In Cray User Group Meeting (CUG 2009), May 4-7, 2009, Atlanta, Georgia. Corvallis, Oregon:Cray User Group, Inc.PNNL-SA-65946.