Picking good first estimates for Goldschmidt division

Question

I'm calculating fixedpoint reciprocals in Q22.10 with Goldschmidt division for use in my software rasterizer on ARM.

This is done by just setting the numerator to 1, i.e the numerator becomes the scalar on the first iteration. To be honest, I'm kind of following the wikipedia algorithm blindly here. The article says that if the denominator is scaled in the half-open range (0.5, 1.0], a good first estimate can be based on the denominator alone: Let F be the estimated scalar and D be the denominator, then F = 2 - D.

But when doing this, I lose a lot of precision. Say if I want to find the reciprocal of 512.00002f. In order to scale the number down, I lose 10 bits of precision in the fraction part, which is shifted out. So, my questions are:

• Is there a way to pick a better estimate which does not require normalization? Why? Why not? A mathematical proof of why this is or is not possible would be great.
• Also, is it possible to pre-calculate the first estimates so the series converges faster? Right now, it converges after the 4th iteration on average. On ARM this is about ~50 cycles worst case, and that's not taking emulation of clz/bsr into account, nor memory lookups. If it's possible, I'd like to know if doing so increases the error, and by how much.

Here is my testcase. Note: The software implementation of clz on line 13 is from my post here. You can replace it with an intrinsic if you want. clz should return the number of leading zeros, and 32 for the value 0.

#include <stdio.h>
#include <stdint.h>

const unsigned int BASE = 22ULL;

static unsigned int divfp(unsigned int val, int* iter)
{
  /* Numerator, denominator, estimate scalar and previous denominator */
  unsigned long long N,D,F, DPREV;
  int bitpos;

  *iter = 1;
  D = val;
  /* Get the shift amount + is right-shift, - is left-shift. */
  bitpos = 31 - clz(val) - BASE;
  /* Normalize into the half-range (0.5, 1.0] */
  if(0 < bitpos)
    D >>= bitpos;
  else
    D <<= (-bitpos);

  /* (FNi / FDi) == (FN(i+1) / FD(i+1)) */
  /* F = 2 - D */
  F = (2ULL<<BASE) - D;
  /* N = F for the first iteration, because the numerator is simply 1.
     So don't waste a 64-bit UMULL on a multiply with 1 */
  N = F;
  D = ((unsigned long long)D*F)>>BASE;

  while(1){
    DPREV = D;
    F = (2<<(BASE)) - D;
    D = ((unsigned long long)D*F)>>BASE;
    /* Bail when we get the same value for two denominators in a row.
      This means that the error is too small to make any further progress. */
    if(D == DPREV)
      break;
    N = ((unsigned long long)N*F)>>BASE;
    *iter = *iter + 1;
  }
  if(0 < bitpos)
    N >>= bitpos;
  else
    N <<= (-bitpos);
  return N;
}


int main(int argc, char* argv[])
{
  double fv, fa;
  int iter;
  unsigned int D, result;

  sscanf(argv[1], "%lf", &fv);

  D = fv*(double)(1<<BASE);
  result = divfp(D, &iter); 

  fa = (double)result / (double)(1UL << BASE);
  printf("Value: %8.8lf 1/value: %8.8lf FP value: 0x%.8X\n", fv, fa, result);
  printf("iteration: %d\n",iter);

  return 0;
}

Answer 1

Althouh this answer doesn't answer your question directly. I'm convinced that if you post your question at OMPF, they'll have the answer for you.

Ompf is a forum about realtime raytracing, with a lot of asm and math gurus.

Answer 2

Maybe the people over at http://mathoverflow.net/ would be better able to advise on good first estimates.

Answer 3

Mads, you are not losing any precision at all. When you divide 512.00002f by 2^10, you merely decrease the exponent of your floating point number by 10. Mantissa remains the same. Of course unless the exponent hits its minimum value but that shouldn't happen since you're scaling to (0.5, 1].

EDIT: Ok so you're using a fixed decimal point. In that case you should allow a different representation of the denominator in your algorithm. The value of D is from (0.5, 1] not only at the beginning but throughout the whole calculation (it's easy to prove that x * (2-x) < 1 for x < 1). So you should represent the denominator with decimal point at base = 32. This way you will have 32 bits of precision all the time.

EDIT: To implement this you'll have to change the following lines of your code:

  //bitpos = 31 - clz(val) - BASE;
  bitpos = 31 - clz(val) - 31;
...
  //F = (2ULL<<BASE) - D;
  //N = F;
  //D = ((unsigned long long)D*F)>>BASE;
  F = -D;
  N = F >> (31 - BASE);
  D = ((unsigned long long)D*F)>>31;
...
    //F = (2<<(BASE)) - D;
    //D = ((unsigned long long)D*F)>>BASE;
    F = -D;
    D = ((unsigned long long)D*F)>>31;
...
    //N = ((unsigned long long)N*F)>>BASE;
    N = ((unsigned long long)N*F)>>31;

Also in the end you'll have to shift N not by bitpos but some different value which I'm too lazy to figure out right now :).

Answer 4

I could not resist spending an hour on your problem...

This algorithm is described in section 5.5.2 of "Arithmetique des ordinateurs" by Jean-Michel Muller (in french). It is actually a special case of Newton iterations with 1 as starting point. The book gives a simple formulation of the algorithm to compute N/D, with D normalized in range [1/2,1[:

e = 1 - D
Q = N
repeat K times:
  Q = Q * (1+e)
  e = e*e

The number of correct bits doubles at each iteration. In the case of 32 bits, 4 iterations will be enough. You can also iterate until e becomes too small to modify Q.

Normalization is used because it provides the max number of significant bits in the result. It is also easier to compute the error and number of iterations needed when the inputs are in a known range.

Once your input value is normalized, you don't need to bother with the value of BASE until you have the inverse. You simply have a 32-bit number X normalized in range 0x80000000 to 0xFFFFFFFF, and compute an approximation of Y=2^64/X (Y is at most 2^33).

This simplified algorithm may be implemented for your Q22.10 representation as follows:

// Fixed point inversion
// EB Apr 2010

#include <math.h>
#include <stdio.h>

// Number X is represented by integer I: X = I/2^BASE.
// We have (32-BASE) bits in integral part, and BASE bits in fractional part
#define BASE 22
typedef unsigned int uint32;
typedef unsigned long long int uint64;

// Convert FP to/from double (debug)
double toDouble(uint32 fp) { return fp/(double)(1<<BASE); }
uint32 toFP(double x) { return (int)floor(0.5+x*(1<<BASE)); }

// Return inverse of FP
uint32 inverse(uint32 fp)
{
  if (fp == 0) return (uint32)-1; // invalid

  // Shift FP to have the most significant bit set
  int shl = 0; // normalization shift
  uint32 nfp = fp; // normalized FP
  while ( (nfp & 0x80000000) == 0 ) { nfp <<= 1; shl++; } // use "clz" instead

  uint64 q = 0x100000000ULL; // 2^32
  uint64 e = 0x100000000ULL - (uint64)nfp; // 2^32-NFP
  int i;
  for (i=0;i<4;i++) // iterate
    {
      // Both multiplications are actually
      // 32x32 bits truncated to the 32 high bits
      q += (q*e)>>(uint64)32;
      e = (e*e)>>(uint64)32;
      printf("Q=0x%llx E=0x%llx\n",q,e);
    }
  // Here, (Q/2^32) is the inverse of (NFP/2^32).
  // We have 2^31<=NFP<2^32 and 2^32<Q<=2^33
  return (uint32)(q>>(64-2*BASE-shl));
}

int main()
{
  double x = 1.234567;
  uint32 xx = toFP(x);
  uint32 yy = inverse(xx);
  double y = toDouble(yy);

  printf("X=%f Y=%f X*Y=%f\n",x,y,x*y);
  printf("XX=0x%08x YY=0x%08x XX*YY=0x%016llx\n",xx,yy,(uint64)xx*(uint64)yy);
}

As noted in the code, the multiplications are not full 32x32->64 bits. E will become smaller and smaller and fits initially on 32 bits. Q will always be on 34 bits. We take only the high 32 bits of the products.

The derivation of 64-2*BASE-shl is left as an exercise for the reader :-). If it becomes 0 or negative, the result is not representable (the input value is too small).

EDIT. As a follow-up to my comment, here is a second version with an implicit 32-th bit on Q. Both E and Q are now stored on 32 bits:

uint32 inverse2(uint32 fp)
{
  if (fp == 0) return (uint32)-1; // invalid

  // Shift FP to have the most significant bit set
  int shl = 0; // normalization shift for FP
  uint32 nfp = fp; // normalized FP
  while ( (nfp & 0x80000000) == 0 ) { nfp <<= 1; shl++; } // use "clz" instead
  int shr = 64-2*BASE-shl; // normalization shift for Q
  if (shr <= 0) return (uint32)-1; // overflow

  uint64 e = 1 + (0xFFFFFFFF ^ nfp); // 2^32-NFP, max value is 2^31
  uint64 q = e; // 2^32 implicit bit, and implicit first iteration
  int i;
  for (i=0;i<3;i++) // iterate
    {
      e = (e*e)>>(uint64)32;
      q += e + ((q*e)>>(uint64)32);
    }
  return (uint32)(q>>shr) + (1<<(32-shr)); // insert implicit bit
}