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GPU Computing Gems Jade Edition by Wen-mei W. Hwu

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Chapter 9

Interval Arithmetic in CUDA

Sylvain Collange, Marc Daumas and David Defour

Every now and then some headlines question the confidence we may have in results obtained from computers. In the past, failures to deliver an accurate result were caused by exceptions (division by zero for example [6]) or situations that are now characterized as catastrophic (cancellation) [1], illposed or ill-conditioned [7]. Peak performance of GPUs typically counts in teraflops, and they are used in peta-scale systems. Most applications running on such systems can be considered as ill-conditioned, and no catastrophic or exceptional event may be blamed for computed results that fall too far from their target.

One solution is to spend some of the impressive ...

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