Verificarlo: checking floating point accuracy through Monte Carlo Arithmetic

TL;DR

Verificarlo is a tool that automates floating point accuracy analysis across multiple programming languages using Monte Carlo Arithmetic, capturing compiler effects and aiding in reliable numerical computations for scientific software.

Contribution

It introduces verificarlo, an LLVM-based extension that automatically applies Monte Carlo Arithmetic for numerical accuracy assessment in a transparent, compiler-aware manner across C, C++, and Fortran.

Findings

Outperforms existing numerical accuracy methods on various use cases.

Supports all major programming languages including C, C++, and Fortran.

Captures influence of compiler optimizations on numerical accuracy.

Abstract

Numerical accuracy of floating point computation is a well studied topic which has not made its way to the end-user in scientific computing. Yet, it has become a critical issue with the recent requirements for code modernization to harness new highly parallel hardware and perform higher resolution computation. To democratize numerical accuracy analysis, it is important to propose tools and methodologies to study large use cases in a reliable and automatic way. In this paper, we propose verificarlo, an extension to the LLVM compiler to automatically use Monte Carlo Arithmetic in a transparent way for the end-user. It supports all the major languages including C, C++, and Fortran. Unlike source-to-source approaches, our implementation captures the influence of compiler optimizations on the numerical accuracy. We illustrate how Monte Carlo Arithmetic using the verificarlo tool outperforms the existing approaches on various use cases and is a step toward automatic numerical analysis.