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Detection & tolerances

How well does Freivalds' check work in floating point?

research/freivalds-float

Freivalds' matrix-product check in floating point: rank-one corruption missed with probability exactly erf(t/(√2F)) (worst case for fixed norm), erf^m for m probes, Rademacher probes stuck at ½ for any size, measured float32 noise floor, and 1/erf grinding tries when the probe is hashed from the result.

7 tests

What it found

Checking a claimed matrix product by A(Br) ≈ Cr needs a tolerance t, so the error bound becomes size-dependent: a rank-one corruption of Frobenius norm F is missed by a Gaussian probe with probability exactly erf(t/(√2F)), rank one is the worst case for fixed F, and m probes give erfm (4 probes for 1% at 3t). Rademacher probes miss a two-entry corruption with probability ½ at every size. Emulated float32 noise grows ≈n0.9; a hashed probe with free retries lets a cheater grind in 1/erf tries (125 at 100t). Stylised, additive corruption.

A figure from its own output

Figure produced by research/freivalds-float: miss_vs_f
freivalds-float/experiments/miss_vs_f.svg, written by the project's own experiment code.

Paper, code and results

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Produced with AI assistance (Claude). Results are from the code in this repository and are simulated or stylised unless the abstract says otherwise; nothing here implies affiliation with or endorsement by any lab, researcher or company cited. MIT licensed.