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Mitigate catastrophic cancellation in cross products and other code #435

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@mosra mosra commented Apr 21, 2020

Original article: https://pharr.org/matt/blog/2019/11/03/difference-of-floats.html

While this makes 32-bit float cross product precision basically equivalent to a 64-bit calculation casted back to 32-bit, it stays with the speed halfway between the straightforward 32- and 64-bit implementation. Benchmark on Release:

Starting Magnum::Math::Test::VectorBenchmark with 9 test cases...
 BENCH [2]   0.98 ± 0.05   ns cross2Baseline<Float>()@24999x100000 (wall time)
 BENCH [3]   3.44 ± 0.11   ns cross2Baseline<Double>()@24999x100000 (wall time)
 BENCH [4]   1.97 ± 0.08   ns cross2()@24999x100000 (wall time)
 BENCH [5]   2.22 ± 0.11   ns cross3Baseline<Float>()@24999x100000 (wall time)
 BENCH [6]   4.69 ± 0.22   ns cross3Baseline<Double>()@24999x100000 (wall time)
 BENCH [7]   3.32 ± 0.15   ns cross3()@24999x100000 (wall time)
Finished Magnum::Math::Test::VectorBenchmark with 0 errors out of 450000 checks.

However this happens only on platforms that actually have a FMA instruction. For example on Emscripten the code is ten times slower than the baseline implementation, which is not an acceptable tradeoff -- there simply using doubles to calculate the result is faster. And enabling the more precise variant only on some platforms doesn't seem like a good idea for portability. For the record, benchmark output on Chrome (node.js in the terminal gives similar results):

Starting Magnum::Math::Test::VectorBenchmark with 7 test cases...
 BENCH [2]   2.53 ± 0.34   ns cross2Baseline<Float>()@499x100000 (wall time)
 BENCH [3]   5.18 ± 1.30   ns cross2Baseline<Double>()@499x100000 (wall time)
 BENCH [4]   6.22 ± 0.46   ns cross2()@499x100000 (wall time)
 BENCH [5]   2.73 ± 0.35   ns cross3Baseline<Float>()@499x100000 (wall time)
 BENCH [6]   5.94 ± 0.61   ns cross3Baseline<Double>()@499x100000 (wall time)
 BENCH [7]  28.77 ± 2.40   ns cross3()@499x100000 (wall time)
Finished Magnum::Math::Test::VectorBenchmark with 0 errors out of 7000 checks.

Stashing this aside until I'm clearer what to do with this. Things to keep an eye on:

Have to do some precision improvements, so a baseline is needed. The
debug perf is beyond awful, actually.
And the Vector3 version 5% slower in Release, on GCC at least. FFS,
what was I thinking with the gather() things. Nice in user code,
extremely bad in library code.
While this makes 32-bit float cross product precision basically
equivalent to a 64-bit calculation casted back to 32-bit, it stays with
the speed halfway between the straightforward 32- and 64-bit
implementation.

However only on platforms that actually have a FMA instruction. For
example on Emscripten the code is TEN TIMES slower than the baseline
implementation, which is not an acceptable tradeoff -- there simply
using doubles to calculate the result is faster. And enabling the more
precise variant only on some platforms doesn't seem like a good idea for
portability.

Stashing this aside until I'm clearer what to do with this.
@mosra mosra added this to TODO in Math and algorithms via automation Apr 21, 2020
@mosra mosra mentioned this pull request May 9, 2020
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