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by AlotOfReading
583 days ago
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This is one of the reasons I argue that it's almost always better to prioritize speed and stability than accuracy specifically. No one actually knows what their thresholds are (including library authors), but the sky isn't falling despite that. Instabilities and nondeterminism will blow up a test suite pretty quickly though. |
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If low-level numerical libraries provided documentation for their accuracy guarantees, it would make it easier to develop software on top of those libraries. I think numerical libraries should be doing this, when possible. It's already common for special-function (e.g. sin, cos, sqrt) libraries to specify their accuracy in ULPs. It's less common for linear algebra libraries to specify their accuracy, but it's still quite doable for BLAS-like operations.