Numerical Linear Algebra
where the algebra stops being the arithmetic
Concept

Overflow — where it appears

The production of a number too large for the format to represent. It turns a computation into infinities rather than into a wrong answer, which is the good failure mode, and a norm computed naively overflows long before its result would.

Named by 10 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 10⁻⁷10⁻⁵10⁻³10⁻¹⁰10⁻⁸10⁻⁶magnitudespacing to the next numberthe smallest normalgradualflush to zerosmallest normal6.1·10⁻⁵smallest subnormal6·10⁻⁸octaves of subnormals10pairs that lie under FTZ10the spacing stops halving and stays putwhich is what makes x − y = 0 mean x = y

The numbers below the smallest one

Below the smallest normal number the spacing stops halving and stays put, all the way to zero. That is what gradual underflow is, and the thing it buys is the sentence every algorithm assumes without being told — x minus y is zero only when x equals y.

arithmetic · Subnormals 10⁻³10⁻¹10¹10³01magnitude448NaN — no ∞0.0156 — the smallest normaldrawn from the format's own rulespositive finite values126largest finite value448worst round-trip error0the subnormals are the evenly spaced ticks at the lefteverything a byte can be

Eight bits, and a format that breaks the rules

E4M3 reuses the exponent code IEEE reserves for infinities, so it reaches 448 where the same bits under IEEE's rules would reach 240 — and has no infinity left to signal an overflow with. The same computation is a NaN on one conforming device and 448 on another.

arithmetic · Floating point 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 02468101201change of units, by exponent10⁰10¹10²10³10⁴10⁶10¹⁰10¹⁶10¹⁹10²⁰10⁴⁰10¹⁵⁰as writtenafter scalinga range questionlargest finite value3.4·10³⁸predicted boundary γ1.8·10¹⁹last γ that forms10¹⁹stops where scaling fails0not a poor answerno answer at all

The units that overflow before the answer does

A change of variable that is exact in the algebra requires γ² times a matrix to be a number the format can hold. In binary64 that is a bound nobody meets by accident. In binary32 it arrives at 10¹⁹ and in fp16 at 256, and past it there is no answer rather than a poor one.

arithmetic · Overflow 0102030405060first barrier depth at which the far well is wrong by half, octavesfp16E4M3E5M2gradual underflow, from onegradual, from the topcounter, floor and ceiling9 of 9counter, window from the rates9 of 9gradual underflow, from onegradual, from the topcounter, floor and ceiling1 of 9counter, window from the rates8 of 9gradual underflow, from onegradual, from the topcounter, floor and ceiling1 of 9counter, window from the rates1 of 9ring: chains that keep the far well past sixty octavesthe window is the unbounded exponent

Room for the step, not the value

Starting a recurrence at the top of an eight-bit format's range spends its headroom once. An exponent counter beside the stored value was predicted to spend it at every step, remove every range failure and leave only the precision. Rescaled on the value — back to one whenever it nears the bottom or the top — it does not: E4M3 still loses its far well on seven or more chains of nine, because one climbing step multiplies the value by forty and E4M3 clips silently at 448. Rescaled into a window read off the chain's own rates, it reproduces the unbounded exponent bit for bit on all 531 runs of every format, and what is left of E4M3's limit is nothing.

arithmetic · Subnormals 020406080100120barrier depth, octaves32 statesa rate is zero from 9140 statesa rate is zero from 11548 states56 states64 stateswindow under one octavewindow width below zerothe window rule first failsthe aiming rule first failsthe window per step: exacta stored rate is zeroE4M3, five chain lengths, every depth from 2 to 120a window needs an octave to hold a power of two

An octave to land in

A window read off a chain's own rates kept an eight-bit recurrence exact to sixty octaves, and its width, falling towards zero, was predicted to mark where it would stop being exact, to within an octave. It stops two to seven octaves earlier, as soon as the window is narrower than the octave a power-of-two rescale moves by. The rule that aims every step, predicted to outlast it, fails too, once the value it aims at no longer fits. A window computed for each step separately never narrows below 4.8 octaves, reproduces the unbounded exponent on every depth at which the format can still store the chain, and makes the fewest rescales of the three.

arithmetic · Subnormals blocks of 232 states×40 states×48 states×56 states×64 states×blocks of 432 states×40 states×48 states×56 states×64 states×blocks of 832 states×40 states×48 states×56 states×64 states×020406080100120barrier depth, octaves×the predicted lineblock window under an octaveblock window emptyfirst stops being exactexacta stored rate is zeroE4M3, every depth from 2 to 120the block fails where its window empties

Twice the block, half the depth

An eight-bit chain kept exact by a window per step was predicted to keep exactness with one exponent shared by two states, and to lose it with four from the depth where four of its steepest steps span more than the narrowest window, 4.8 octaves. Blocks of two fail on four chains of five, at 66 to 114 octaves. Blocks of four fail at 35 to 66, two to three times deeper than the predicted 13 to 26. Every block size fails within three octaves of the depth where its block's window empties, and that depth is 4.0 to 4.6 octaves for each state a block holds.

arithmetic · Subnormals

Named alongside it

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

SignificandDynamic rangeExponent rangeHalf-precisionFp8ScalingSubnormal numbersbfloat16IEEE 754Silent failureStationary distributionUnit roundoff

All concepts