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Numerical accuracy of floating point computation is a well studied topicwhich has not made its way to the end-user in scientific computing. Yet, it hasbecome a critical issue with the recent requirements for code modernization toharness new highly parallel hardware and perform higher resolution computation.To democratize numerical accuracy analysis, it is important to propose toolsand methodologies to study large use cases in a reliable and automatic way. Inthis paper, we propose verificarlo, an extension to the LLVM compiler toautomatically use Monte Carlo Arithmetic in a transparent way for the end-user.It supports all the major languages including C, C++, and Fortran. Unlikesource-to-source approaches, our implementation captures the influence ofcompiler optimizations on the numerical accuracy. We illustrate how Monte CarloArithmetic using the verificarlo tool outperforms the existing approaches onvarious use cases and is a step toward automatic numerical analysis.

Verificarlo: checking floating point accuracy through Monte Carlo Arithmetic