Concept

Dynamic range — where it appears

The ratio between the largest and smallest magnitudes a computation has to represent. It decides whether a format's exponent range is adequate, and it is the quantity that overflows a norm before the norm is a norm.

Named by 6 essays across 2 fields — each of them below, with the objects they name alongside it.

10¹10²10³10⁴10⁵10⁶10⁷10⁸10⁹10¹⁰110⁴10⁸10¹²10¹⁶condition number κ(A)× short of a double solvebf16fp16fp32bf16fp16fp32the reference is soundreference solve, worst backward error10⁻¹⁶bfloat16 threshold κ256fp32 threshold κ1.7·10⁷eight refinement steps, residual always in doubleflat at 1 means it reached double

Where the hardware went

bfloat16 carries eight mantissa bits, which puts its refinement threshold at a condition number of 256. That is not an exotic matrix. It is an ordinary one, and past it the method still improves the answer by a factor of four hundred while getting nowhere near a usable one.

arithmetic · Mixed-precision
3456789101100.250.50.751bits in the exponent fieldeach curve as a fraction of its own maximumbfloat16fp16rangeprecisionto 617 decadesto 3.9 digitswhat the split buysbfloat16: largest number3.4·10³⁸fp16: largest number6.6·10⁴a bit of exponent doubles the rangea bit of significand adds a third of a digit

The other half of a format

fp16 and tf32 have the same eleven significand bits and their largest numbers are 65,504 and 3.4·10³⁸. For two phases this site simulated the significand alone, so it was obliged to report them as the same format — which is a claim, and a false one.

arithmetic · Floating-point
-47-37-27-17-7313233301234log₁₀ of the vector's normfp1611 bitsbfloat168 bitstf3211 bitsbinary3224 bitspale: the format's range · blue: √(Σ(xᵢ/m)²)·m · red: √(Σxᵢ²)fp16 and tf32 have the same eleven significand bitsand their bars do not overlap

A norm that overflows before it is a norm

The vector of sixteen thousands has a Euclidean norm of 4,000, which fp16 represents exactly. Written as the square root of the sum of squares it returns infinity, because squaring doubles the exponent — and the expression costs half the format's range on the one computation every iterative method performs at every step.

arithmetic · Overflow
half a stepthe 32 values of one block, in the order they arrivestep 0.0625one scale, thirty-two valuesoctaves inside the block1.9entries rounded to zero0worst error over its bound131 levels either side of zerothe largest entry chose the step

One exponent for thirty-two numbers

Share the exponent across a block and the cost per value drops from eight bits to 6.25, and the accuracy improves — up to about three octaves of spread inside a block. Past that a single outlier deletes the thirty-one values beside it, and the 2-norm barely notices.

arithmetic · Block formats
0246810121410¹⁵10¹⁹10²³10²⁷10³¹10³⁵10³⁹10⁴³k|CAᵏB|6 exact zerosa definition that will not computestates16exact zeros6‖A‖₂, measured1146last step-to-step ratio1330range across the run2·10²⁹zero for the travel timethen ‖A‖₂ᵏ

The definition asks for more of what defeats it

The rank of a p × p Hankel matrix of Markov parameters resolves a degree of p, and it needs 2p parameters to do it. Those parameters grow like the norm of the state matrix raised to their index, so the count that buys resolution is the same count that buys dynamic range. One model, four run lengths, and a spread that runs from 10¹¹ to 10¹⁰².

reduction · Transfer function
entries rounded to zero, of 320block, as given310block, sorted by size22E4M3, either order0median entry's relative errorblock, as given1block, sorted0.00321E4M30.022the same numbers, three waysdeleted, as given310deleted, sorted22deleted, per-element08-bit significands, blocks of 32sorting is free and changes no value

A bit buys an octave

The outlier a block survives is exactly two raised to its significand width — 8 at three bits, 32 at five, 128 at seven, 512 at nine. Each extra bit doubles the range the block tolerates and halves the ordinary entry's error. Reordering the same numbers buys every octave at once and costs nothing.

arithmetic · Block formats

Named alongside it

The objects these essays reach for when they reach for this one.

SignificandOverflowbfloat16Half-precisionBlock floating-pointExponent rangeFp8OutliersQuantisationShared exponentUnit roundoffCatastrophic cancellation

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