Floating-point round-off errors are ubiquitous in numerically intensive programs arising in fields such as scientific computing and optimization. As floating-point errors potentially lead to unexpected and catastrophic program failures, one must derive guaranteed round-off thresholds to ensure the correctness of these programs. However, deterministic round-off thresholds tend to be too conservative to be usable in practice, since they often involve large round-off errors that occur with small probability. Probabilistic thresholds relax deterministic ones by specifying that the probability of the round-off error exceeding a threshold is below a given confidence. In this work, we propose a novel approach to probabilistic round-off analysis, by applying concentration inequalities over the Taylor expansion from FPTaylor (TOPLAS 2018). A major obstacle in applying concentration inequalities is that the Taylor expansion involves absolute value operators that make the calculation of the expected values of the first order partial differential terms difficult. Our first step to overcome this obstacle is a sound over-approximation that removes the absolute value operators in polynomial expressions. Then, we show how to handle fractional expressions by a transformation into polynomial case. Finally, we show how to improve our approach with range partitioning. Our approach is scalable since the key computational part is the calculation of expected values of polynomial expressions with independent variables, for which the linear and independence properties of expectation boost the computation. Experimental results show that our approach is orders of magnitude more time efficient, while producing thresholds with comparable precision against the state of the art.

The treatment of the axiomatic theory of floating-point numbers is out of reach of current SMT solvers, especially when it comes to automatic reasoning on approximation errors. In this paper, we describe a dedicated procedure for such a theory, which provides an interface akin to the instantiation mechanism of an SMT solver. This procedure is based on the approach of the Gappa tool: it performs saturation of consequences of the axioms, in order to refine bounds on expressions. In addition to the original approach, bounds are further refined by a constraint solver for linear arithmetic. Combined with the natural support for equalities provided by SMT solvers, our approach improves the treatment of goals coming from deductive verification of numeric programs. We have implemented it in the Alt-Ergo SMT solver.