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Avoid overflow for fixed_point round #9809

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merged 8 commits into from
Jan 10, 2022
Merged

Avoid overflow for fixed_point round #9809

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8137134
init
sperlingxx Nov 30, 2021
293b558
Merge remote-tracking branch 'origin/branch-22.02' into opt_dec_round
sperlingxx Dec 1, 2021
6cc0474
update
sperlingxx Dec 1, 2021
79fee12
update
sperlingxx Dec 2, 2021
fd098fe
revert
sperlingxx Dec 2, 2021
ac9e0d9
update
sperlingxx Dec 23, 2021
e15b0cb
Merge remote-tracking branch 'origin/branch-22.02' into opt_dec_round
sperlingxx Dec 30, 2021
ceb1c27
Merge remote-tracking branch 'origin/branch-22.02' into opt_dec_round
sperlingxx Jan 10, 2022
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23 changes: 16 additions & 7 deletions cpp/src/round/round.cu
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Original file line number Diff line number Diff line change
Expand Up @@ -23,7 +23,6 @@
#include <cudf/fixed_point/fixed_point.hpp>
#include <cudf/fixed_point/temporary.hpp>
#include <cudf/round.hpp>
#include <cudf/scalar/scalar.hpp>
#include <cudf/scalar/scalar_factories.hpp>
#include <cudf/types.hpp>
#include <cudf/utilities/error.hpp>
Expand All @@ -32,6 +31,7 @@
#include <rmm/cuda_stream_view.hpp>
#include <rmm/exec_policy.hpp>

#include <cudf/detail/fill.hpp>
#include <type_traits>

namespace cudf {
Expand Down Expand Up @@ -253,13 +253,22 @@ std::unique_ptr<column> round_with(column_view const& input,
result_type, input.size(), copy_bitmask(input, stream, mr), input.null_count(), stream, mr);

auto out_view = result->mutable_view();
Type const n = std::pow(10, std::abs(decimal_places + input.type().scale()));

thrust::transform(rmm::exec_policy(stream),
input.begin<Type>(),
input.end<Type>(),
out_view.begin<Type>(),
FixedPointRoundFunctor{n});
auto const scale_movement = -decimal_places - input.type().scale();
// If scale_movement is larger than max precision of current type, the pow operation will
// overflow. Under this circumstance, we can simply output a zero column because no digits can
// survive such a large scale movement.
if (scale_movement > cuda::std::numeric_limits<Type>::digits10) {
auto zero_scalar = make_fixed_point_scalar<T>(0, scale_type{-decimal_places});
detail::fill_in_place(out_view, 0, out_view.size(), *zero_scalar, stream);
} else {
Type const n = std::pow(10, scale_movement);
thrust::transform(rmm::exec_policy(stream),
input.begin<Type>(),
input.end<Type>(),
out_view.begin<Type>(),
FixedPointRoundFunctor{n});
}

return result;
}
Expand Down
111 changes: 78 additions & 33 deletions cpp/tests/round/round_tests.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -51,9 +51,11 @@ TYPED_TEST(RoundTestsFixedPointTypes, SimpleFixedPointTestHalfUpZero)
using RepType = cudf::device_storage_type_t<decimalXX>;
using fp_wrapper = cudf::test::fixed_point_column_wrapper<RepType>;

auto const input = fp_wrapper{{1140, 1150, 1160, 1240, 1250, 1260}, scale_type{-2}};
auto const expected = fp_wrapper{{11, 12, 12, 12, 13, 13}, scale_type{0}};
auto const result = cudf::round(input);
auto const input = fp_wrapper{
{1140, 1150, 1160, 1240, 1250, 1260, -1140, -1150, -1160, -1240, -1250, -1260}, scale_type{-2}};
auto const expected =
fp_wrapper{{11, 12, 12, 12, 13, 13, -11, -12, -12, -12, -13, -13}, scale_type{0}};
auto const result = cudf::round(input);

CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected, result->view());
}
Expand All @@ -65,7 +67,8 @@ TYPED_TEST(RoundTestsFixedPointTypes, SimpleFixedPointTestHalfUpZeroNoOp)
using RepType = cudf::device_storage_type_t<decimalXX>;
using fp_wrapper = cudf::test::fixed_point_column_wrapper<RepType>;

auto const input = fp_wrapper{{1125, 1150, 1160, 1240, 1250, 1260}, scale_type{0}};
auto const input = fp_wrapper{
{1125, 1150, 1160, 1240, 1250, 1260, -1125, -1150, -1160, -1240, -1250, -1260}, scale_type{0}};
auto const result = cudf::round(input);

CUDF_TEST_EXPECT_COLUMNS_EQUAL(input, result->view());
Expand Down Expand Up @@ -93,9 +96,11 @@ TYPED_TEST(RoundTestsFixedPointTypes, SimpleFixedPointTestHalfEvenZero)
using RepType = cudf::device_storage_type_t<decimalXX>;
using fp_wrapper = cudf::test::fixed_point_column_wrapper<RepType>;

auto const input = fp_wrapper{{1140, 1150, 1160, 1240, 1250, 1260}, scale_type{-2}};
auto const expected = fp_wrapper{{11, 12, 12, 12, 12, 13}, scale_type{0}};
auto const result = cudf::round(input, 0, cudf::rounding_method::HALF_EVEN);
auto const input = fp_wrapper{
{1140, 1150, 1160, 1240, 1250, 1260, -1140, -1150, -1160, -1240, -1250, -1260}, scale_type{-2}};
auto const expected =
fp_wrapper{{11, 12, 12, 12, 12, 13, -11, -12, -12, -12, -12, -13}, scale_type{0}};
auto const result = cudf::round(input, 0, cudf::rounding_method::HALF_EVEN);

CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected, result->view());
}
Expand All @@ -107,8 +112,8 @@ TYPED_TEST(RoundTestsFixedPointTypes, SimpleFixedPointTestHalfUp)
using RepType = cudf::device_storage_type_t<decimalXX>;
using fp_wrapper = cudf::test::fixed_point_column_wrapper<RepType>;

auto const input = fp_wrapper{{1140, 1150, 1160}, scale_type{-3}};
auto const expected = fp_wrapper{{11, 12, 12}, scale_type{-1}};
auto const input = fp_wrapper{{1140, 1150, 1160, -1140, -1150, -1160}, scale_type{-3}};
auto const expected = fp_wrapper{{11, 12, 12, -11, -12, -12}, scale_type{-1}};
auto const result = cudf::round(input, 1, cudf::rounding_method::HALF_UP);

CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected, result->view());
Expand All @@ -121,8 +126,8 @@ TYPED_TEST(RoundTestsFixedPointTypes, SimpleFixedPointTestHalfUp2)
using RepType = cudf::device_storage_type_t<decimalXX>;
using fp_wrapper = cudf::test::fixed_point_column_wrapper<RepType>;

auto const input = fp_wrapper{{114, 115, 116}, scale_type{-2}};
auto const expected = fp_wrapper{{11, 12, 12}, scale_type{-1}};
auto const input = fp_wrapper{{114, 115, 116, -114, -115, -116}, scale_type{-2}};
auto const expected = fp_wrapper{{11, 12, 12, -11, -12, -12}, scale_type{-1}};
auto const result = cudf::round(input, 1, cudf::rounding_method::HALF_UP);

CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected, result->view());
Expand All @@ -135,8 +140,8 @@ TYPED_TEST(RoundTestsFixedPointTypes, SimpleFixedPointTestHalfUp3)
using RepType = cudf::device_storage_type_t<decimalXX>;
using fp_wrapper = cudf::test::fixed_point_column_wrapper<RepType>;

auto const input = fp_wrapper{{1, 2, 3}, scale_type{1}};
auto const expected = fp_wrapper{{100, 200, 300}, scale_type{-1}};
auto const input = fp_wrapper{{1, 2, 3, -1, -2, -3}, scale_type{1}};
auto const expected = fp_wrapper{{100, 200, 300, -100, -200, -300}, scale_type{-1}};
auto const result = cudf::round(input, 1, cudf::rounding_method::HALF_UP);

CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected, result->view());
Expand All @@ -149,9 +154,11 @@ TYPED_TEST(RoundTestsFixedPointTypes, SimpleFixedPointTestHalfEven)
using RepType = cudf::device_storage_type_t<decimalXX>;
using fp_wrapper = cudf::test::fixed_point_column_wrapper<RepType>;

auto const input = fp_wrapper{{1140, 1150, 1160, 1240, 1250, 1260}, scale_type{-3}};
auto const expected = fp_wrapper{{11, 12, 12, 12, 12, 13}, scale_type{-1}};
auto const result = cudf::round(input, 1, cudf::rounding_method::HALF_EVEN);
auto const input = fp_wrapper{
{1140, 1150, 1160, 1240, 1250, 1260, -1140, -1150, -1160, -1240, -1250, -1260}, scale_type{-3}};
auto const expected =
fp_wrapper{{11, 12, 12, 12, 12, 13, -11, -12, -12, -12, -12, -13}, scale_type{-1}};
auto const result = cudf::round(input, 1, cudf::rounding_method::HALF_EVEN);

CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected, result->view());
}
Expand All @@ -163,9 +170,11 @@ TYPED_TEST(RoundTestsFixedPointTypes, SimpleFixedPointTestHalfEven2)
using RepType = cudf::device_storage_type_t<decimalXX>;
using fp_wrapper = cudf::test::fixed_point_column_wrapper<RepType>;

auto const input = fp_wrapper{{114, 115, 116, 124, 125, 126}, scale_type{-2}};
auto const expected = fp_wrapper{{11, 12, 12, 12, 12, 13}, scale_type{-1}};
auto const result = cudf::round(input, 1, cudf::rounding_method::HALF_EVEN);
auto const input =
fp_wrapper{{114, 115, 116, 124, 125, 126, -114, -115, -116, -124, -125, -126}, scale_type{-2}};
auto const expected =
fp_wrapper{{11, 12, 12, 12, 12, 13, -11, -12, -12, -12, -12, -13}, scale_type{-1}};
auto const result = cudf::round(input, 1, cudf::rounding_method::HALF_EVEN);

CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected, result->view());
}
Expand All @@ -177,8 +186,8 @@ TYPED_TEST(RoundTestsFixedPointTypes, SimpleFixedPointTestHalfEven3)
using RepType = cudf::device_storage_type_t<decimalXX>;
using fp_wrapper = cudf::test::fixed_point_column_wrapper<RepType>;

auto const input = fp_wrapper{{1, 2, 3}, scale_type{1}};
auto const expected = fp_wrapper{{100, 200, 300}, scale_type{-1}};
auto const input = fp_wrapper{{1, 2, 3, -1, -2, -3}, scale_type{1}};
auto const expected = fp_wrapper{{100, 200, 300, -100, -200, -300}, scale_type{-1}};
auto const result = cudf::round(input, 1, cudf::rounding_method::HALF_EVEN);

CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected, result->view());
Expand Down Expand Up @@ -207,8 +216,9 @@ TYPED_TEST(RoundTestsFixedPointTypes, SimpleFixedPointTestNegHalfUp)
using RepType = cudf::device_storage_type_t<decimalXX>;
using fp_wrapper = cudf::test::fixed_point_column_wrapper<RepType>;

auto const input = fp_wrapper{{14, 15, 16, 24, 25, 26}, scale_type{2}};
auto const expected = fp_wrapper{{1, 2, 2, 2, 3, 3}, scale_type{3}};
auto const input =
fp_wrapper{{14, 15, 16, 24, 25, 26, -14, -15, -16, -24, -25, -26}, scale_type{2}};
auto const expected = fp_wrapper{{1, 2, 2, 2, 3, 3, -1, -2, -2, -2, -3, -3}, scale_type{3}};
auto const result = cudf::round(input, -3, cudf::rounding_method::HALF_UP);

CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected, result->view());
Expand All @@ -221,8 +231,9 @@ TYPED_TEST(RoundTestsFixedPointTypes, SimpleFixedPointTestNegHalfUp2)
using RepType = cudf::device_storage_type_t<decimalXX>;
using fp_wrapper = cudf::test::fixed_point_column_wrapper<RepType>;

auto const input = fp_wrapper{{14, 15, 16, 24, 25, 26}, scale_type{3}};
auto const expected = fp_wrapper{{1, 2, 2, 2, 3, 3}, scale_type{4}};
auto const input =
fp_wrapper{{14, 15, 16, 24, 25, 26, -14, -15, -16, -24, -25, -26}, scale_type{3}};
auto const expected = fp_wrapper{{1, 2, 2, 2, 3, 3, -1, -2, -2, -2, -3, -3}, scale_type{4}};
auto const result = cudf::round(input, -4, cudf::rounding_method::HALF_UP);

CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected, result->view());
Expand All @@ -235,8 +246,8 @@ TYPED_TEST(RoundTestsFixedPointTypes, SimpleFixedPointTestHalfNegUp3)
using RepType = cudf::device_storage_type_t<decimalXX>;
using fp_wrapper = cudf::test::fixed_point_column_wrapper<RepType>;

auto const input = fp_wrapper{{1, 2, 3}, scale_type{2}};
auto const expected = fp_wrapper{{10, 20, 30}, scale_type{1}};
auto const input = fp_wrapper{{1, 2, 3, -1, -2, -3}, scale_type{2}};
auto const expected = fp_wrapper{{10, 20, 30, -10, -20, -30}, scale_type{1}};
auto const result = cudf::round(input, -1, cudf::rounding_method::HALF_UP);

CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected, result->view());
Expand All @@ -249,8 +260,9 @@ TYPED_TEST(RoundTestsFixedPointTypes, SimpleFixedPointTestNegHalfEven)
using RepType = cudf::device_storage_type_t<decimalXX>;
using fp_wrapper = cudf::test::fixed_point_column_wrapper<RepType>;

auto const input = fp_wrapper{{14, 15, 16, 24, 25, 26}, scale_type{2}};
auto const expected = fp_wrapper{{1, 2, 2, 2, 2, 3}, scale_type{3}};
auto const input =
fp_wrapper{{14, 15, 16, 24, 25, 26, -14, -15, -16, -24, -25, -26}, scale_type{2}};
auto const expected = fp_wrapper{{1, 2, 2, 2, 2, 3, -1, -2, -2, -2, -2, -3}, scale_type{3}};
auto const result = cudf::round(input, -3, cudf::rounding_method::HALF_EVEN);

CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected, result->view());
Expand All @@ -263,8 +275,9 @@ TYPED_TEST(RoundTestsFixedPointTypes, SimpleFixedPointTestNegHalfEven2)
using RepType = cudf::device_storage_type_t<decimalXX>;
using fp_wrapper = cudf::test::fixed_point_column_wrapper<RepType>;

auto const input = fp_wrapper{{14, 15, 16, 24, 25, 26}, scale_type{3}};
auto const expected = fp_wrapper{{1, 2, 2, 2, 2, 3}, scale_type{4}};
auto const input =
fp_wrapper{{14, 15, 16, 24, 25, 26, -14, -15, -16, -24, -25, -26}, scale_type{3}};
auto const expected = fp_wrapper{{1, 2, 2, 2, 2, 3, -1, -2, -2, -2, -2, -3}, scale_type{4}};
auto const result = cudf::round(input, -4, cudf::rounding_method::HALF_EVEN);

CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected, result->view());
Expand All @@ -277,8 +290,8 @@ TYPED_TEST(RoundTestsFixedPointTypes, SimpleFixedPointTestHalfNegEven3)
using RepType = cudf::device_storage_type_t<decimalXX>;
using fp_wrapper = cudf::test::fixed_point_column_wrapper<RepType>;

auto const input = fp_wrapper{{1, 2, 3}, scale_type{2}};
auto const expected = fp_wrapper{{10, 20, 30}, scale_type{1}};
auto const input = fp_wrapper{{1, 2, 3, -1, -2, -3}, scale_type{2}};
auto const expected = fp_wrapper{{10, 20, 30, -10, -20, -30}, scale_type{1}};
auto const result = cudf::round(input, -1, cudf::rounding_method::HALF_EVEN);

CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected, result->view());
Expand All @@ -298,6 +311,38 @@ TYPED_TEST(RoundTestsFixedPointTypes, TestForBlog)
CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected, result->view());
}

TEST_F(RoundTests, TestScaleMovementExceedingMaxPrecision)
{
using namespace numeric;
using dec32_wrapper = cudf::test::fixed_point_column_wrapper<int32_t>;
using dec64_wrapper = cudf::test::fixed_point_column_wrapper<int64_t>;
using dec128_wrapper = cudf::test::fixed_point_column_wrapper<__int128_t>;

// max precision of int32 = 9
// scale movement = -(-11) -1 = 10 > 9
auto const input_32 =
dec32_wrapper{{14, 15, 16, 24, 25, 26, -14, -15, -16, -24, -25, -26}, scale_type{1}};
auto const expected_32 = dec32_wrapper{{0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0}, scale_type{11}};
auto const result_32 = cudf::round(input_32, -11, cudf::rounding_method::HALF_UP);
CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected_32, result_32->view());

// max precision of int64 = 18
// scale movement = -(-20) -1 = 19 > 18
auto const input_64 =
dec64_wrapper{{14, 15, 16, 24, 25, 26, -14, -15, -16, -24, -25, -26}, scale_type{1}};
auto const expected_64 = dec64_wrapper{{0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0}, scale_type{20}};
auto const result_64 = cudf::round(input_64, -20, cudf::rounding_method::HALF_EVEN);
CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected_64, result_64->view());

// max precision of int128 = 38
// scale movement = -(-40) -1 = 39 > 18
auto const input_128 =
dec128_wrapper{{14, 15, 16, 24, 25, 26, -14, -15, -16, -24, -25, -26}, scale_type{1}};
auto const expected_128 = dec128_wrapper{{0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0}, scale_type{40}};
auto const result_128 = cudf::round(input_128, -40, cudf::rounding_method::HALF_UP);
CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected_128, result_128->view());
}

TYPED_TEST(RoundTestsFloatingPointTypes, SimpleFloatingPointTestHalfUp0)
{
using fw_wrapper = cudf::test::fixed_width_column_wrapper<TypeParam>;
Expand Down