Scaling a Matrix to Exploit Half Precision Arithmetic

In my previous post, I gave a general introduction to the importance of using half precision (fp16) in the solution of linear systems of equations. In this post I will focus on one specific obstacle in using fp16 for general scientific computing: handling very large numbers and very small numbers.

To clarify the meaning of very large and very small it is helpful to draw an analogy with a ruler, which we use it on daily basis to measure length.

The minimum length which one can measure with the ruler shown in the picture (Image credits splashmath)  is 1 mm (millimeter), and this is referred to as the least count of this measuring instrument. The maximum length that can be measured is 10.5 cm (centimeters).  If  we have a pencil whose length falls between 5.6 cm and 5.7 cm, then we decide if it is 5.6 or 5.7 based on to which it is closer to. A similar process also happens in a computer!

Drawing parallels with the example above, we use a similar ruler to measure in a computer, but we measure numbers rather than lengths, and this ruler is called a “floating point system”. Just like a ruler there is a minimum number which the floating point system can measure, and any number less than that is treated as zero. This process of numbers becoming zero in a floating point system because they are very small is called “underflow”. Next, any number which is too large to be measured by a floating point system is made infinity, and this process is called “overflow”. Finally just like a scale, any number is represented by a number closest to it in the floating point format, and this process is called as ‘rounding’.  For a detailed rigorous and accessible introduction to floating point arithmetic, I would refer interested readers to this blog post by Cleve Moler.

There are four standard ways of measuring numbers, and they are called half precision, single precision, double precision, and quadruple precision. They are in the increasing order of maximum number they can represent, and decreasing order of the minimum number they can represent. For the sake of concreteness, lets consider half precision and double precision. The maximum number that can be represented by double precision is 1.80 × 10308, and for half precision is 65500. The maximum number which can be represented in double precision is enough for most of the problems arising in scientific computing. On the other hand 65500 is extremely small! For example, the modulus of elasticity of many metals is in the order of 109, and this is infinity in fp16! Similarly the minimum positive (and normalized) numbers are 1.18 × 10-38 for double precision, and 6.10 x 10-5 for fp16. This limitation in the range of numbers poses a serious limitation for using fp16 in scientific computing.

Summarising, we have a dichotomy between the computational efficiency and the limitation in representing large and small numbers in fp16. To address this, Prof. Nick Higham and I have developed an algorithm that  squeezes a matrix into the range of numbers that can be represented by fp16. We use the well known technique of diagonal scaling to scale all the matrix entries between -1 and +1, and next we multiply the matrix by θ x 65500 to make complete use of the range of numbers in fp16. θ < 1, and is used to avoid overflow in subsequent computation. The scaling algorithm proposed is not restricted to any particular application, but we concentrate on solution of system of linear equations. We employ GMRES-based iterative refinement, which has generated a lot of interest in the scientific computing community. The main contribution of this scaling algorithm is that it greatly expands the class of problems in which fp16 can be used. All the technical details and results of numerical experiments can be found in the following EPrint of the manuscript.


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