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## Unified Diff: Modules/_decimal/libmpdec/literature/mulmod-ppro.txt

Issue 7652: Merge C version of decimal into py3k.
Patch Set: Created 8 years, 2 months ago
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 --- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/Modules/_decimal/libmpdec/literature/mulmod-ppro.txt Sat Mar 10 18:12:20 2012 +0100 @@ -0,0 +1,269 @@ + + +(* Copyright (c) 2011 Stefan Krah. All rights reserved. *) + + +======================================================================== + Calculate (a * b) % p using the 80-bit x87 FPU +======================================================================== + +A description of the algorithm can be found in the apfloat manual by +Tommila [1]. + +The proof follows an argument made by Granlund/Montgomery in [2]. + + +Definitions and assumptions: +---------------------------- + +The 80-bit extended precision format uses 64 bits for the significand: + + (1) F = 64 + +The modulus is prime and less than 2**31: + + (2) 2 <= p < 2**31 + +The factors are less than p: + + (3) 0 <= a < p + (4) 0 <= b < p + +The product a * b is less than 2**62 and is thus exact in 64 bits: + + (5) n = a * b + +The product can be represented in terms of quotient and remainder: + + (6) n = q * p + r + +Using (3), (4) and the fact that p is prime, the remainder is always +greater than zero: + + (7) 0 <= q < p /\ 1 <= r < p + + +Strategy: +--------- + +Precalculate the 80-bit long double inverse of p, with a maximum +relative error of 2**(1-F): + + (8) pinv = (long double)1.0 / p + +Calculate an estimate for q = floor(n/p). The multiplication has another +maximum relative error of 2**(1-F): + + (9) qest = n * pinv + +If we can show that q < qest < q+1, then trunc(qest) = q. It is then +easy to recover the remainder r. The complete algorithm is: + + a) Set the control word to 64-bit precision and truncation mode. + + b) n = a * b # Calculate exact product. + + c) qest = n * pinv # Calculate estimate for the quotient. + + d) q = (qest+2**63)-2**63 # Truncate qest to the exact quotient. + + f) r = n - q * p # Calculate remainder. + + +Proof for q < qest < q+1: +------------------------- + +Using the cumulative error, the error bounds for qest are: + + n n * (1 + 2**(1-F))**2 + (9) --------------------- <= qest <= --------------------- + p * (1 + 2**(1-F))**2 p + + + Lemma 1: + -------- + n q * p + r + (10) q < --------------------- = --------------------- + p * (1 + 2**(1-F))**2 p * (1 + 2**(1-F))**2 + + + Proof: + ~~~~~~ + + (I) q * p * (1 + 2**(1-F))**2 < q * p + r + + (II) q * p * 2**(2-F) + q * p * 2**(2-2*F) < r + + Using (1) and (7), it is sufficient to show that: + + (III) q * p * 2**(-62) + q * p * 2**(-126) < 1 <= r + + (III) can easily be verified by substituting the largest possible + values p = 2**31-1 and q = 2**31-2. + + The critical cases occur when r = 1, n = m * p + 1. These cases + can be exhaustively verified with a test program. + + + Lemma 2: + -------- + + n * (1 + 2**(1-F))**2 (q * p + r) * (1 + 2**(1-F))**2 + (11) --------------------- = ------------------------------- < q + 1 + p p + + Proof: + ~~~~~~ + + (I) (q * p + r) + (q * p + r) * 2**(2-F) + (q * p + r) * 2**(2-2*F) < q * p + p + + (II) (q * p + r) * 2**(2-F) + (q * p + r) * 2**(2-2*F) < p - r + + Using (1) and (7), it is sufficient to show that: + + (III) (q * p + r) * 2**(-62) + (q * p + r) * 2**(-126) < 1 <= p - r + + (III) can easily be verified by substituting the largest possible + values p = 2**31-1, q = 2**31-2 and r = 2**31-2. + + The critical cases occur when r = (p - 1), n = m * p - 1. These cases + can be exhaustively verified with a test program. + + +[1] http://www.apfloat.org/apfloat/2.40/apfloat.pdf +[2] http://gmplib.org/~tege/divcnst-pldi94.pdf + [Section 7: "Use of floating point"] + + + +(* Coq proof for (10) and (11) *) + +Require Import ZArith. +Require Import QArith. +Require Import Qpower. +Require Import Qabs. +Require Import Psatz. + +Open Scope Q_scope. + + +Ltac qreduce T := + rewrite <- (Qred_correct (T)); simpl (Qred (T)). + +Theorem Qlt_move_right : + forall x y z:Q, x + z < y <-> x < y - z. +Proof. + intros. + split. + intros. + psatzl Q. + intros. + psatzl Q. +Qed. + +Theorem Qlt_mult_by_z : + forall x y z:Q, 0 < z -> (x < y <-> x * z < y * z). +Proof. + intros. + split. + intros. + apply Qmult_lt_compat_r. trivial. trivial. + intros. + rewrite <- (Qdiv_mult_l x z). rewrite <- (Qdiv_mult_l y z). + apply Qmult_lt_compat_r. + apply Qlt_shift_inv_l. + trivial. psatzl Q. trivial. psatzl Q. psatzl Q. +Qed. + +Theorem Qle_mult_quad : + forall (a b c d:Q), + 0 <= a -> a <= c -> + 0 <= b -> b <= d -> + a * b <= c * d. + intros. + psatz Q. +Qed. + + +Theorem q_lt_qest: + forall (p q r:Q), + (0 < p) -> (p <= (2#1)^31 - 1) -> + (0 <= q) -> (q <= p - 1) -> + (1 <= r) -> (r <= p - 1) -> + q < (q * p + r) / (p * (1 + (2#1)^(-63))^2). +Proof. + intros. + rewrite Qlt_mult_by_z with (z := (p * (1 + (2#1)^(-63))^2)). + + unfold Qdiv. + rewrite <- Qmult_assoc. + rewrite (Qmult_comm (/ (p * (1 + (2 # 1) ^ (-63)) ^ 2)) (p * (1 + (2 # 1) ^ (-63)) ^ 2)). + rewrite Qmult_inv_r. + rewrite Qmult_1_r. + + assert (q * (p * (1 + (2 # 1) ^ (-63)) ^ 2) == q * p + (q * p) * ((2 # 1) ^ (-62) + (2 # 1) ^ (-126))). + qreduce ((1 + (2 # 1) ^ (-63)) ^ 2). + qreduce ((2 # 1) ^ (-62) + (2 # 1) ^ (-126)). + ring_simplify. + reflexivity. + rewrite H5. + + rewrite Qplus_comm. + rewrite Qlt_move_right. + ring_simplify (q * p + r - q * p). + qreduce ((2 # 1) ^ (-62) + (2 # 1) ^ (-126)). + + apply Qlt_le_trans with (y := 1). + rewrite Qlt_mult_by_z with (z := 85070591730234615865843651857942052864 # 18446744073709551617). + ring_simplify. + + apply Qle_lt_trans with (y := ((2 # 1) ^ 31 - (2#1)) * ((2 # 1) ^ 31 - 1)). + apply Qle_mult_quad. + assumption. psatzl Q. psatzl Q. psatzl Q. psatzl Q. psatzl Q. assumption. psatzl Q. psatzl Q. +Qed. + +Theorem qest_lt_qplus1: + forall (p q r:Q), + (0 < p) -> (p <= (2#1)^31 - 1) -> + (0 <= q) -> (q <= p - 1) -> + (1 <= r) -> (r <= p - 1) -> + ((q * p + r) * (1 + (2#1)^(-63))^2) / p < q + 1. +Proof. + intros. + rewrite Qlt_mult_by_z with (z := p). + + unfold Qdiv. + rewrite <- Qmult_assoc. + rewrite (Qmult_comm (/ p) p). + rewrite Qmult_inv_r. + rewrite Qmult_1_r. + + assert ((q * p + r) * (1 + (2 # 1) ^ (-63)) ^ 2 == q * p + r + (q * p + r) * ((2 # 1) ^ (-62) + (2 # 1) ^ (-126))). + qreduce ((1 + (2 # 1) ^ (-63)) ^ 2). + qreduce ((2 # 1) ^ (-62) + (2 # 1) ^ (-126)). + ring_simplify. reflexivity. + rewrite H5. + + rewrite <- Qplus_assoc. rewrite <- Qplus_comm. rewrite Qlt_move_right. + ring_simplify ((q + 1) * p - q * p). + + rewrite <- Qplus_comm. rewrite Qlt_move_right. + + apply Qlt_le_trans with (y := 1). + qreduce ((2 # 1) ^ (-62) + (2 # 1) ^ (-126)). + + rewrite Qlt_mult_by_z with (z := 85070591730234615865843651857942052864 # 18446744073709551617). + ring_simplify. + + ring_simplify in H0. + apply Qle_lt_trans with (y := (2147483646 # 1) * (2147483647 # 1) + (2147483646 # 1)). + + apply Qplus_le_compat. + apply Qle_mult_quad. + assumption. psatzl Q. auto with qarith. assumption. psatzl Q. + auto with qarith. auto with qarith. + psatzl Q. psatzl Q. assumption. +Qed. + + +
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