Okay. Sorry for the click-bait title. The contents aren’t going be as exciting as you might expect. We’re going to sketch out a strawman problem where:

1. We need to detect and handle underflow to meet accuracy requirements for the given computation
2. We need a high performance implementation and are willing to potentially sacrifice KISS (YMMV)

It’s going to be very strawman because the details of the actual computation and what we know are rather quite important. The problem statement is will be stripped down to the bare minimum to demonstrate the base idea. The sketch in code:

So the remainder of this post is come up with the magic number threshold and giving a rough ideal how efficient this kind of fast-path testing strategy might be.

## From floating point absorption to magic number

First some bookkeeping. I’m going to be assuming double precision (binary64) and the default rounding mode (nearest and ties to even). We’ll start by considering how effective additions and subtractions behave. Given the examples above:

s = a + b;
d = a - b;


We’ll call s an effective addition if a and b have the same signs and otherwise an effective subtraction. We’ll call d an effective addition if a and b have opposite signs and otherwise an effective subtraction.

So we can consider these two cases individually and under the assumptions that both are positive, ordered and ignore zero: $a\ge b \gt 0$

Floating point absorption (for addition/subtraction) is when the smaller input doesn’t contribute to the result. In the effective addition case we have (a+b)==a. Let’s consider a couple of examples using some 4-bit floating point format where on of the left $b$ is the smallest normal in the format and $a$ is $2^p~b$ (where $p$ is the number of precision bits in the format so 4 in this example). On the right we change $b$ to the largest denormal:

..1000....     ..1000....     a
......1000     ......0111     b
..10001000     ..10000111    a+b (before rounding)
^              ^       location of rounding unit
..1000....     ..1000....    a+b (rounded)


In both of these cases $b$ doesn’t contribute (is absorbed). In the left hand case there’s no rounding because we have a tie and the lowest bit of $a$ is zero. If lowest bit of $a$ had been set or if any other bit of $b$ was set then $b$ would have contributed but that’s okay since both are normal numbers. In the right hand case $b$ is absorbed by the example $a$ and all larger numbers. This is our magic number.

For the effective subtraction case we need to borrow from the larger so let’s look at two examples with $b$ set to the max denormal and $a$ as above and one ULP larger.

..1000....     ..1001....     a
......0111     ......0111     b
...1111001     ..10001001    a-b (before rounding)
^             ^       location of rounding unit
...1111...     ..1001....    a-b (rounded)


In the left hand case (which was good above) $b$ does contribute. However if $a$ is the next representable FP number then it is absorbed.

So we can describe the magic number as: if $\text{min}$ is the smallest normal number of a $p$ precision binary floating point number format then the threshold $T$ is:

$T = 2^p~\text{min}$

In binary64 we have $min=2^{-1022}$ and $p=2^{53}$ so $T=2^{-969}$

For the effective addition case the test value must be greater-than or equal to $T$ and the effective subtraction case (or don’t know which) it must be greater than.

Recap of the threshold value and test:

1. $\text{min}$ allows enough space for the smaller magnitude input to be the any number with the smallest representable exponent. If it’s a denormal then what would be highest bit of the previous is zero.
2. multiply by $2^p$ to allow enough space such that the larger magnitude input’s bits can’t overlap with those of a number with the smallest representable exponent.
3. a basic version of the test becomes:
• if can only be an effective addition then: if (|r| >= threshold) { expected common case }
• otherwise if (|t| > threshold) { expected common case }
4. the above test doesn’t capture all $a$ and $b$ considered legal. only those that can be determined by examining the result of the add/sub.
5. as noted at the start the test can be used to catch special inputs and overflows

Some comments on efficiency. If we’re in the effective addition case then then we’re performing an absolute measure vs. zero. Both our inputs need to be very small to fail the fast-path test. If we’re in the effective subtraction case then we’re performing a relative measure which we can consider to be from the smaller magnitude to the larger. Obviously we can get a zero result anywhere on our floating point number line so let’s consider when the larger is just one ULP larger than the smaller. Let’s denote the threshold value as

$T=2^t$

so for double precision we have $t=-969$. Next we need a power-of-two FP number $\left(2^e\right)$ such that it’s ULP is $T$. For doubles that gives us: $e-52 = t$ so $e = 52-969 = -917$. Additionally since we’re performing a greater than comparison we need the number 2 ULP larger than $2^e$ to pass the test. Let’s call that $T_s$:

\begin{align*} T_s & = 2^{e}\left(1+2\cdot2^{1-p}\right) \\ & = 2^{t+p-1}\left(1+2\cdot2^{1-p}\right) \\ & = 2^{t+1}~2 + 2^{p+t-1} \end{align*}

which for binary64 is:

$T_s = 2^{-968} + 2^{-917} = \text{0x1.0000000000002p-917}$

So the efficiency worst case is effective subtraction but if the magnitude of the larger is greater than $T_s$ the threshold test will capture the result.

## Some extensions and bells and whistles

Before stopping to type I’ll toss out a few quick extensions of the base idea.

First let’s figure out the magic number for double-doubles. Briefly: each value is represented by a hi/lo pair such that (hi+lo == hi). So:

1. for the smaller magnitude we need the term $2^{53}~\text{min}$ so there’s enough space for both words to be normal numbers.
2. for the larger magnitude we need to allow space for it to not overlap giving an additional $2^{106}$ factor
3. giving: $T = 2^{106} \cdot 2^{53} \cdot 2^{-1022} = 2^{-863}$

EDIT: I forgot to mention the above is assuming we’re taking the double result of the double-double add/sub. Although the threshold is set up in the same way as a native floating-point format, set aside 106 bits at the bottom for the smaller and the next 106 bits for the larger which prevents set bits of either from overlapping in the limit case, this doesn’t generally work for double-doubles. If both $a$ and $b$ are the double-double results of the product of two doubles then the bits of each will fit in a 106 bit window and the full result (if it passes T) cannot have lost any precision. However in the general case there’s no guarantee that all set bit will fit in the window since the low word can be arbitrarily small WRT the high word. This allows the low word of $a$ to overlap with the high of $b$. However in that case there’s at least one zero gap between the two words so the high result is still fine but the low result can be contributed to by a denormal.

Next let’s revert back to plain double computations and pretend the next operation (after the add or sub) is a square root and the sum/diff can be negative. Well we can obviously drop the fabs on the add/sum since a negative result doesn’t need to be directed to the common case but let’s pretend we have a good reason to want to include the root in the optimistic computation prior to the comparison. Well the square root is strictly increasing so if $r > T$ then $\sqrt{r} > \sqrt{T}$ over Reals. Over floating point we might need to tweak $\sqrt{T}$ to account for how our magic cutoff rounds. On average square roots send two inputs to a given output map since the interval $\left[1,4\right)$ maps to $\left[1,2\right)$. Let’s peek at the correctly rounded square of $T$ and a couple of its successors:

RN(sqrt(0x1.0000000000000p-969)) = 0x1.6a09e667f3bcdp-485  // sqrt(T)
RN(sqrt(0x1.0000000000001p-969)) = 0x1.6a09e667f3bcdp-485  // sqrt(T+ulp)
RN(sqrt(0x1.0000000000002p-969)) = 0x1.6a09e667f3bcep-485  // sqrt(T+2 ulp)


(FWIW: the input power is odd so sqrt(2) and exp adjust). So it happens that the correctly rounded square of $T$ is fine for a greater than comparison.