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multithreadingfloating-pointdeterministicnon-deterministic

Are floating point operations deterministic when running in multiple threads?


Suppose I have a function that runs calculations, example being something like a dot product - I pass in an arrays A, B of vectors and a float array C, and the functions assigns: C[i] = dot(A[i], B[i]);

If I create and start two threads that will run this function, and pass in the same three arrays to both the threads, under what circumstances is this type of action (perhaps using a different non-random mathematical operation etc.) not guaranteed give the same result (running the same application without any recompilation, and on the same machine)? I'm only interested in the context of a consumer PC.

I know that float operations are in general deterministic, but I do wonder whether perhaps something weird could happen and maybe on one thread the calculations will use an intermediate 80 bit register, but not in the other.

I would assume it's pretty much guaranteed the same binary code should run in both threads (is there some way this could not happen? The function being compiled multiple times for some reason, the compiler somehow figuring out it will run in multiple threads, and compiling it again, for some reason, for the second thread?). But I'm a a bit more worried that CPU cores might not have the same instruction sets, even on consumer level PCs.

Side question - what about GPUs in a similar scenario?

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I'm assuming x86_64, Windows, c++, and dot is a.x * b.x + a.y * b.y. Can't give more info than that - using Unity IL2CPP, don't know how it compiles/with what options.

Motivation for the question: I'm writing a computational geometry procedure that modifies a mesh - I'll call this the "geometric mesh". The issue is that it could happen that the "rendering mesh" has multiple vertices for certain geometric positions - it's needed for flat shading for example - you have multiple vertices with different normals. However, the actual computational geometry procedure only uses purely geometric data of the positions in space.

So I see two options:

  1. Create a map from the rendering mesh to the geometric mesh (example - duplicate vertices being mapped to one unique vertex), run the procedure on the geometric mesh, then somehow modify the rendering mesh based on the result.
  2. Work with the rendering mesh directly. Slightly more inefficient as the procedure does calculations for all vertices, but much easier from a code perspective. But most of all I'm a bit worried that I could get two different values for two vertices that actually have the same position and that shouldn't happen. Only the position is used, and the position would be the same for both such vertices.

Solution

  • Floating point (FP) operations are not associative (but it is commutative). As a result, (x+y)+z can give different results than x+(y+z). For example, (1e-13 + (1 - 1e-13)) == ((1e-13 + 1) - 1e-13) is false with 64-bit IEEE-754 floats. The C++ standard is not very restrictive about floating-point numbers. However, the widely-used IEEE-754 standard is. It specifies the precision of 32-bit and 64-bit number operations, including rounding modes. x86-64 processors are IEEE-754 compliant and mainstream compilers (eg. GCC, Clang and MSVC) are also IEEE-754 compliant by default. ICC is not compliant by default since it assumes the FP operations are associative for the sake of performance. Mainstream compilers have compilation flags to make such assumption so to speed up codes. It is generally combined with other ones like the assumption that all FP values are not NaN (eg. -ffast-math). Such flags break the IEEE-754 compliance, but they are often used in the 3D or video game industry so to speed up codes. IEEE-754 is not required by the C++ standard, but you can check this with std::numeric_limits<T>::is_iec559.

    Threads can have different rounding modes by default. However, you can set the rounding mode using the C code provided in this answer. Also, please note that denormal numbers are sometimes disabled on some platforms because of their very-high overhead (see this for more information).

    Assuming the IEEE-754 compliance is not broken, the rounding mode is the same and the threads does the operations in the same order, then the result should be identical up to at least 1 ULP. In practice, if they are compiled using a same mainstream compiler, the result should be exactly the same.

    The thing is using multiple threads often result in a non-deterministic order of the applied FP operations which causes non-deterministic results. More specifically, atomic operations on FP variables often cause such an issue because the order of the operations often changes at runtime. If you want deterministic results, you need to use a static partitioning, avoid atomic operations on FP variables or more generally atomic operations that could result in a different ordering. The same thing applies for locks or any synchronization mechanisms.

    The same thing is true for GPUs. In fact, such problem is very frequent when developers use atomic FP operations for example to sum values. They often do that because implementing fast reductions is complex (though it is more deterministic) and atomic operations as pretty fast on modern GPUs (since they use dedicated efficient units).