Library Flocq.Prop.Fprop_relative

This file is part of the Flocq formalization of floating-point arithmetic in Coq: http://flocq.gforge.inria.fr/

Copyright (C) 2010-2011 Sylvie Boldo
Copyright (C) 2010-2011 Guillaume Melquiond

This library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version.

This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the COPYING file for more details.

Relative error of the roundings

Require Import Fcore.

Section Fprop_relative.

Variable beta : radix.
Notation bpow e := (bpow beta e).

Section Fprop_relative_generic.

Variable fexp : Z -> Z.
Context { prop_exp : Valid_exp fexp }.

Section relative_error_conversion.

Variable rnd : R -> Z.
Context { valid_rnd : Valid_rnd rnd }.

Lemma relative_error_lt_conversion :
  forall x b, (0 < b)%R ->
  (Rabs (round beta fexp rnd x - x) < b * Rabs x)%R ->
  exists eps,
  (Rabs eps < b)%R /\ round beta fexp rnd x = (x * (1 + eps))%R.

Lemma relative_error_le_conversion :
  forall x b, (0 <= b)%R ->
  (Rabs (round beta fexp rnd x - x) <= b * Rabs x)%R ->
  exists eps,
  (Rabs eps <= b)%R /\ round beta fexp rnd x = (x * (1 + eps))%R.

End relative_error_conversion.

Variable emin p : Z.
Hypothesis Hmin : forall k, (emin < k)%Z -> (p <= k - fexp k)%Z.

Variable rnd : R -> Z.
Context { valid_rnd : Valid_rnd rnd }.

Theorem relative_error :
  forall x,
  (bpow emin <= Rabs x)%R ->
  (Rabs (round beta fexp rnd x - x) < bpow (-p + 1) * Rabs x)%R.

1+ε property in any rounding
Theorem relative_error_ex :
  forall x,
  (bpow emin <= Rabs x)%R ->
  exists eps,
  (Rabs eps < bpow (-p + 1))%R /\ round beta fexp rnd x = (x * (1 + eps))%R.

Theorem relative_error_F2R_emin :
  forall m, let x := F2R (Float beta m emin) in
  (x <> 0)%R ->
  (Rabs (round beta fexp rnd x - x) < bpow (-p + 1) * Rabs x)%R.

Theorem relative_error_F2R_emin_ex :
  forall m, let x := F2R (Float beta m emin) in
  (x <> 0)%R ->
  exists eps,
  (Rabs eps < bpow (-p + 1))%R /\ round beta fexp rnd x = (x * (1 + eps))%R.

Theorem relative_error_round :
  (0 < p)%Z ->
  forall x,
  (bpow emin <= Rabs x)%R ->
  (Rabs (round beta fexp rnd x - x) < bpow (-p + 1) * Rabs (round beta fexp rnd x))%R.

Theorem relative_error_round_F2R_emin :
  (0 < p)%Z ->
  forall m, let x := F2R (Float beta m emin) in
  (x <> 0)%R ->
  (Rabs (round beta fexp rnd x - x) < bpow (-p + 1) * Rabs (round beta fexp rnd x))%R.

Variable choice : Z -> bool.

Theorem relative_error_N :
  forall x,
  (bpow emin <= Rabs x)%R ->
  (Rabs (round beta fexp (Znearest choice) x - x) <= /2 * bpow (-p + 1) * Rabs x)%R.

1+ε property in rounding to nearest
Theorem relative_error_N_ex :
  forall x,
  (bpow emin <= Rabs x)%R ->
  exists eps,
  (Rabs eps <= /2 * bpow (-p + 1))%R /\ round beta fexp (Znearest choice) x = (x * (1 + eps))%R.

Theorem relative_error_N_F2R_emin :
  forall m, let x := F2R (Float beta m emin) in
  (Rabs (round beta fexp (Znearest choice) x - x) <= /2 * bpow (-p + 1) * Rabs x)%R.

Theorem relative_error_N_F2R_emin_ex :
  forall m, let x := F2R (Float beta m emin) in
  exists eps,
  (Rabs eps <= /2 * bpow (-p + 1))%R /\ round beta fexp (Znearest choice) x = (x * (1 + eps))%R.

Theorem relative_error_N_round :
  (0 < p)%Z ->
  forall x,
  (bpow emin <= Rabs x)%R ->
  (Rabs (round beta fexp (Znearest choice) x - x) <= /2 * bpow (-p + 1) * Rabs (round beta fexp (Znearest choice) x))%R.

Theorem relative_error_N_round_F2R_emin :
  (0 < p)%Z ->
  forall m, let x := F2R (Float beta m emin) in
  (Rabs (round beta fexp (Znearest choice) x - x) <= /2 * bpow (-p + 1) * Rabs (round beta fexp (Znearest choice) x))%R.

End Fprop_relative_generic.

Section Fprop_relative_FLT.

Variable emin prec : Z.
Variable Hp : Zlt 0 prec.

Lemma relative_error_FLT_aux :
  forall k, (emin + prec - 1 < k)%Z -> (prec <= k - FLT_exp emin prec k)%Z.

Variable rnd : R -> Z.
Context { valid_rnd : Valid_rnd rnd }.

Theorem relative_error_FLT_F2R_emin :
  forall m, let x := F2R (Float beta m (emin + prec - 1)) in
  (x <> 0)%R ->
  (Rabs (round beta (FLT_exp emin prec) rnd x - x) < bpow (-prec + 1) * Rabs x)%R.

Theorem relative_error_FLT :
  forall x,
  (bpow (emin + prec - 1) <= Rabs x)%R ->
  (Rabs (round beta (FLT_exp emin prec) rnd x - x) < bpow (-prec + 1) * Rabs x)%R.

Theorem relative_error_FLT_F2R_emin_ex :
  forall m, let x := F2R (Float beta m (emin + prec - 1)) in
  (x <> 0)%R ->
  exists eps,
  (Rabs eps < bpow (-prec + 1))%R /\ round beta (FLT_exp emin prec) rnd x = (x * (1 + eps))%R.

1+ε property in any rounding in FLT
Theorem relative_error_FLT_ex :
  forall x,
  (bpow (emin + prec - 1) <= Rabs x)%R ->
  exists eps,
  (Rabs eps < bpow (-prec + 1))%R /\ round beta (FLT_exp emin prec) rnd x = (x * (1 + eps))%R.

Variable choice : Z -> bool.

Theorem relative_error_N_FLT :
  forall x,
  (bpow (emin + prec - 1) <= Rabs x)%R ->
  (Rabs (round beta (FLT_exp emin prec) (Znearest choice) x - x) <= /2 * bpow (-prec + 1) * Rabs x)%R.

1+ε property in rounding to nearest in FLT
Theorem relative_error_N_FLT_ex :
  forall x,
  (bpow (emin + prec - 1) <= Rabs x)%R ->
  exists eps,
  (Rabs eps <= /2 * bpow (-prec + 1))%R /\ round beta (FLT_exp emin prec) (Znearest choice) x = (x * (1 + eps))%R.

Theorem relative_error_N_FLT_round :
  forall x,
  (bpow (emin + prec - 1) <= Rabs x)%R ->
  (Rabs (round beta (FLT_exp emin prec) (Znearest choice) x - x) <= /2 * bpow (-prec + 1) * Rabs (round beta (FLT_exp emin prec) (Znearest choice) x))%R.

Theorem relative_error_N_FLT_F2R_emin :
  forall m, let x := F2R (Float beta m (emin + prec - 1)) in
  (Rabs (round beta (FLT_exp emin prec) (Znearest choice) x - x) <= /2 * bpow (-prec + 1) * Rabs x)%R.

Theorem relative_error_N_FLT_F2R_emin_ex :
  forall m, let x := F2R (Float beta m (emin + prec - 1)) in
  exists eps,
  (Rabs eps <= /2 * bpow (-prec + 1))%R /\ round beta (FLT_exp emin prec) (Znearest choice) x = (x * (1 + eps))%R.

Theorem relative_error_N_FLT_round_F2R_emin :
  forall m, let x := F2R (Float beta m (emin + prec - 1)) in
  (Rabs (round beta (FLT_exp emin prec) (Znearest choice) x - x) <= /2 * bpow (-prec + 1) * Rabs (round beta (FLT_exp emin prec) (Znearest choice) x))%R.

Lemma error_N_FLT_aux :
  forall x,
  (0 < x)%R ->
  exists eps, exists eta,
  (Rabs eps <= /2 * bpow (-prec + 1))%R /\
  (Rabs eta <= /2 * bpow (emin))%R /\
  (eps*eta=0)%R /\
  round beta (FLT_exp emin prec) (Znearest choice) x = (x * (1 + eps) + eta)%R.

End Fprop_relative_FLT.

Section Fprop_relative_FLX.

Variable prec : Z.
Variable Hp : Zlt 0 prec.

Lemma relative_error_FLX_aux :
  forall k, (prec <= k - FLX_exp prec k)%Z.

Variable rnd : R -> Z.
Context { valid_rnd : Valid_rnd rnd }.

Theorem relative_error_FLX :
  forall x,
  (x <> 0)%R ->
  (Rabs (round beta (FLX_exp prec) rnd x - x) < bpow (-prec + 1) * Rabs x)%R.

1+ε property in any rounding in FLX
Theorem relative_error_FLX_ex :
  forall x,
  (x <> 0)%R ->
  exists eps,
  (Rabs eps < bpow (-prec + 1))%R /\ round beta (FLX_exp prec) rnd x = (x * (1 + eps))%R.

Theorem relative_error_FLX_round :
  forall x,
  (x <> 0)%R ->
  (Rabs (round beta (FLX_exp prec) rnd x - x) < bpow (-prec + 1) * Rabs (round beta (FLX_exp prec) rnd x))%R.

Variable choice : Z -> bool.

Theorem relative_error_N_FLX :
  forall x,
  (Rabs (round beta (FLX_exp prec) (Znearest choice) x - x) <= /2 * bpow (-prec + 1) * Rabs x)%R.

1+ε property in rounding to nearest in FLX
Theorem relative_error_N_FLX_ex :
  forall x,
  exists eps,
  (Rabs eps <= /2 * bpow (-prec + 1))%R /\ round beta (FLX_exp prec) (Znearest choice) x = (x * (1 + eps))%R.

Theorem relative_error_N_FLX_round :
  forall x,
  (Rabs (round beta (FLX_exp prec) (Znearest choice) x - x) <= /2 * bpow (-prec + 1) * Rabs (round beta (FLX_exp prec) (Znearest choice) x))%R.

End Fprop_relative_FLX.

End Fprop_relative.