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First Steps Towards More Numerical Reproducibility

Fabienne Jezequel, Philippe Langlois, Nathalie Revol
LIP6 (UMR7606 CNRS-Universite Pierre et Marie Curie)
HAL: lirmm-00872562, (14 October 2013)

@inproceedings{jezequel2013first,

   title={First steps towards more numerical reproducibility},

   author={J{‘e}z{‘e}quel, Fabienne and Langlois, Philippe and Revol, Nathalie and others},

   booktitle={SMAI’2013: 6{‘e}me biennale des Math{‘e}matiques Appliqu{‘e}es et Industrielles},

   pages={001–010},

   year={2013}

}

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Questions whether numerical simulation is reproducible or not have been reported in several sensitive applications. Numerical reproducibility failure mainly comes from the finite precision of computer arithmetic. Results of floating-point computation depends on the computer arithmetic precision and on the order of arithmetic operations. Massive parallel HPC which merges, for instance, many-core CPU and GPU, clearly modifies these two parameters even from run to run on a given computing platform. How to trust such computed results? This paper presents how three classic approaches in computer arithmetic may provide some first steps towards more numerical reproducibility.
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