# Entropy Coding

In these lab notes I derive an arithmetic coder that is optimally efficient using 64 bit registers.

## Range multiplication

Given two sub-intervals of $\delim[{0, 1})$:

\begin{aligned} B &= \delim[{b₀, b₁}) \\ S &= \delim[{s₀, s₁}) \end{aligned}

and we want to compute the product of $S$ into $B$:

$$S · B = \delim[{bₒ + s₀ (b₁ - b₀), bₒ + s₁(b₁ - b₀)})$$

## 64 bit intervals

We want to represent non-empty subintervals of $\delim[{0,1})$ with 64 bit integers, $𝔹^{64}$.

$$\gdef\b{\mathtt{b}} \gdef\r{\mathtt{r}} \gdef\GF#1{\mathrm{GF}\p{#1}}$$

Take $\p{\b,\r} ∈ \p{𝔹^{64}}^2$ with the following map:

$$\p{\b,\r} ↦ \delim[{\frac{\b}{2^{64}}, \frac{\b + \r + 1}{2^{64}}})$$

Some examples of this map:

\begin{aligned} \p{0,0} &↦ \delim[{0, 2⁻^{64}}) \\ \p{0,2^{64}-1} &↦ \delim[{0, 1}) \\ \p{2^{64}-1, 0} &↦ \delim[{1 - 2⁻^{64}, 1}) \\ \p{2^{64}-1, 2^{64}-1} &↦ \delim[{1 - 2⁻^{64}, 2 - 2⁻^{64}}) \\ \end{aligned}

Where the last example is invalid. For validity we require

$$\b + \r + 1 ≤ 2^{64}$$

A reverse map can be created as:

$$\delim[{l, h}) ↦ \p{\ceil{l · 2^{64}}, \floor{h · 2^{64}} - \ceil{l · 2^{64}} - 1}$$

In order for $\b$ to be in $𝔹^{64}$ we require $0 ≤ \ceil{l · 2^{64}} < 2^{64}$. We already have $0 ≤ l < 1$. To satisfy the upper bound we additionally require:

$$l ≤ 1 - 2⁻^{64}$$

In order for $\r$ to be in $𝔹^{64}$ we require $0 ≤ \floor{h · 2^{64}} - \ceil{l · 2^{64}} - 1 < 2^{64}$. The upper bound is already satisfied. To satisfy the lower bound we require:

\begin{aligned} 0 &≤ \floor{h · 2^{64}} - \ceil{l · 2^{64}} - 1 \\ &< \p{h - l} · 2^{64} - 1 - 1 \\ l + 2^{-63} &< h \end{aligned}

Since $h ≤ 1$ this also implies the stronger bound $l < 1 - 2^{-63}$ on $l$. For the reverse map to work we need $l + 2^{-63} < h ≤ 1$.

Going full circle results in:

$$\delim[{l, h}) ↦ \p{\b,\r} ↦ \delim[{\frac{\ceil{l · 2^{64}}}{2^{64}}, \frac{\floor{h · 2^{64}}}{2^{64}}})$$

It can be easily shown that the later interval is always a subinterval of the former. It is also easily seen that this operation is idempotent.

## 64 bit interval multiply

\begin{aligned} \p{\b_B,\r_B} &↦ \delim[{\frac{\b_B}{2^{64}}, \frac{\b_B + \r_B + 1}{2^{64}}}) \\ \p{\b_S,\r_S} &↦ \delim[{\frac{\b_S}{2^{64}}, \frac{\b_S + \r_S + 1}{2^{64}}}) \end{aligned}

$$\delim[{ \frac{\b_B}{2^{64}} + \frac{\b_S}{2^{64}} \p{\frac{\b_B + \r_B + 1}{2^{64}} - \frac{\b_B}{2^{64}}}, \frac{\b_B}{2^{64}} + \frac{\b_S + \r_S + 1}{2^{64}} \p{\frac{\b_B + \r_B + 1}{2^{64}} - \frac{\b_B}{2^{64}}} })$$

$$\delim[{ \frac{\b_B}{2^{64}} + \frac{\b_S\p{\r_B + 1}}{2^{128}}, \frac{\b_B}{2^{64}} + \frac{\p{\b_S + \r_S + 1}\p{\r_B + 1}}{2^{128}} })$$

The first bound in $l + 2^{-63} < h ≤ 1$ gives:

\begin{aligned} \frac{\b_B}{2^{64}} + \frac{\b_S\p{\r_B + 1}}{2^{128}} + 2^{-63} &< \frac{\b_B}{2^{64}} + \frac{\p{\b_S + \r_S + 1}\p{\r_B + 1}}{2^{128}} \\ \b_S\p{\r_B + 1} + 2^{64} &< \p{\b_S + \r_S + 1}\p{\r_B + 1} \end{aligned}

The second bound in $l + 2^{-63} < h ≤ 1$ gives:

\begin{aligned} \frac{\b_B}{2^{64}} + \frac{\p{\b_S + \r_S + 1}\p{\r_B + 1}}{2^{128}} & ≤ 1 \\ \b_B · 2^{64} + \p{\b_S + \r_S + 1}\p{\r_B + 1} & ≤ 2^{128} \end{aligned}

Mapping this back to $\p{𝔹^{64}}²$ using the reverse map:

\begin{aligned} \b_B' &= \ceil{l · 2^{64}} \\ &= \ceil{\p{ \frac{\b_B}{2^{64}} + \frac{\b_S\p{\r_B + 1}}{2^{128}} }·2^{64}} \\ &= \b_B + \ceil{\frac{\b_S\p{\r_B + 1}}{2^{64}} } \\ \end{aligned}

Since we have $\b_S < 2^{64}$ and $\r_B + 1 ≤ 2^{64}$ we can implement this using a 64 bit multiply with 128 bit result, and an 128 bit and 64 bit add as $\b_S · \r_B + \b_S$, or in code:

uint64 h, l;
std::tie(h, l) = mul128(b_S, r_B);
std::tie(h, l) = add128(h, l, b_S);
const uint64 t = h + (l > 0 ? 1 : 0);
b_B += t;


Where the final term implements the ceiling operator.

\begin{aligned} \r_B' &= \floor{h · 2^{64}} - \ceil{l · 2^{64}} - 1 \\ &= \floor{\p{\frac{\b_B}{2^{64}} + \frac{\p{\b_S + \r_S + 1}\p{\r_B + 1}}{2^{128}}}· 2^{64}} - \b_B + \ceil{\frac{\b_S\p{\r_B + 1}}{2^{64}}} - 1 \\ &= \floor{\frac{\p{\b_S + \r_S + 1}\p{\r_B + 1}}{2^{64}}} - \ceil{\frac{\b_S\p{\r_B + 1}}{2^{64}}} - 1 \\ \end{aligned}

To obtain a valid result we need $0 ≤ \r_B' < 2^{64}$. The lower bound goes like:

\begin{aligned} 0 &≤ \floor{\frac{\p{\b_S + \r_S + 1}\p{\r_B + 1}}{2^{64}}} - \ceil{\frac{\b_S\p{\r_B + 1}}{2^{64}}} - 1 \\ 0 &≤ \frac{\p{\b_S + \r_S + 1}\p{\r_B + 1}}{2^{64}} - \frac{\b_S\p{\r_B + 1}}{2^{64}} - 1 \\ 1 &< \frac{\p{\r_S + 1}\p{\r_B + 1}}{2^{64}} \\ 2^{64} &≤ \p{\r_S + 1}\p{\r_B + 1} \\ \r_S &≥ \frac{2^{64}}{\r_B + 1} - 1 \\ \r_S &≥ 1 \end{aligned}

Where in the last step I have used $\r_B ≥ 2⁶³$, which will be enforced later, in normalization. The upper bound $\r_B' < 2^{64}$ goes like:

\begin{aligned} 2^{64} &> \floor{\frac{\p{\b_S + \r_S + 1}\p{\r_B + 1}}{2^{64}}} - \ceil{\frac{\b_S\p{\r_B + 1}}{2^{64}}} - 1 \\ 2^{64} &> \frac{\p{\b_S + \r_S + 1}\p{\r_B + 1}}{2^{64}} - \ceil{\frac{\b_S\p{\r_B + 1}}{2^{64}}} - 1 \\ \end{aligned}

The second term we already have as t. For the first term we need another tricky multiply. In this case we have $\b_S + \r_S + 1 ≤ 2^{64}$ and $\r_B + 1 ≤ 2^{64}$, so the intermediate result can actually be $2^{64}$. The $-1$ will make sure the final result will be in $𝔹^{64}$. We must be careful, but modular arithmetic will handle the overflow fine. Let's rewrite the multiplication in values $<2^{64}$:

$$\p{\b_S + \r_S}·\r_B + \p{\b_S + \r_S} + \r_B + 1$$

Now we can calculate the final interval:

std::tie(h, l) = mul128(b_S + r_S, r_B);
std::tie(h, l) = add128(h, l, b_S + r_S);
std::tie(h, l) = add128(h, l, r_B);
std::tie(h, l) = add128(h, l, 1);
r_B = h - t - 1;


## Normalization

Given an interval $\delim[{l,h})$ we want to extract the prefix bits that won't change anymore. To determine which bits won't change it is useful to look at $h-l$:

\begin{aligned} l &= \mathtt{0.0001101101000111111110110010001001}… \\ h &= \mathtt{0.0001101101001000000011000010000111}… \\ h - l &= \mathtt{0.} \underbrace{\mathtt{000000000000}}_{\mathrm{settled}} \underbrace{\mathtt{0000000}}_{\mathrm{outstanding}} \underbrace{\mathtt{100001111111110}…}_{\mathrm{active}} \end{aligned}

The settled bits can be written directly to the output. The outstanding bits can still change because of a carry, but are otherwise settled. To normalize this interval we output the first 12 bits, note that there are 7 bits outstanding, and rescale the interval by $2^{12+7}$. There is one edge case we can consider:

\begin{aligned} h - l &= \mathtt{0.0000000000000000000100000000000000}… \\ &= \mathtt{0.00000000000000000000} \underbrace{\mathtt{11111111111111}…}_{\mathrm{active}} \end{aligned}

Writing the number in two different but equal ways can result in a different number of leading zeros. We take the one that results in the largest number of leading zeros. So in general we want to rescale by $2^n$ with $n$ given by:

$$n = \floor{-\log_2 \p{h - l}} - 1$$

The interval is normalized if $n=0$ and thus iff $\frac 12 < h - l$.

\begin{aligned} l' = l·2^n &= \mathtt{1101101000111111.110110010001001}… \\ h' = h·2^n &= \mathtt{1101101001000000.011000010000111}… \\ \end{aligned}

Here we can be in one of two situations, either the integral parts are the same, or $h$'s is one larger that $l$'s. In this case $h$'s is in fact one larger. We can subtract the integral part of $l$:

\begin{aligned} l'' = l'-\floor{l'} &= \mathtt{0.110110010001001}… \\ h'' = h'-\floor{l'} &= \mathtt{1.011000010000111}… \\ \end{aligned}

We have now scaled our $\delim[{l,h}$ interval to a subinterval of $\delim[{0,2})$, but we also have

$$0 ≤ l < 1$$

$$½ < h-l ≤ 1$$

In summary, an interval is normalized when it is a subinterval of $\delim[{0,2})$ and the above inequalities hold.

After normalization we end up in one of two cases:

• $\delim[{h,l}) ⊆ \delim[{0,1})$
• $\delim[{h,l}) ⊈ \delim[{0,1})$

Our situation is as above, there are no bits outstanding. This is when we have a carry outstanding and $h > 1$. After further narrowing of the interval we will eventually end up in the first case and flush the carry buffer, or we will end up in a third case:

• $\delim[{h,l}) ⊆ \delim[{1,2})$

In this third case we should add the carry and subtract $1$ from both $h$ and $l$. We are then effectively back in the first case.

## 64 bit normalization

$$\delim[{\frac{\b}{2^{64}}, \frac{\b + \r + 1}{2^{64}}})$$

For this to be normalized in $\delim[{0, 2})$ we must have

And the normalization condition $½ < h-l ≤ 1$ reduces to $2⁶³ ≤ \r < 2^{64}$. This essentially means that $\r ∊ 𝔹^{64}$ and $\r$ must have the most significant bit set.

\begin{aligned} n &= \floor{-\log_2 \p{\frac{\r + 1}{2^{64}}}} - 1 \\ &= 63 - \ceil{\log_2 \p{\r + 1}} \\ \end{aligned}

The ceiling and the $+1$ cancel, except when $\r=0$. What remains is essentially a count leading zeroes operation:

const uint n = r == 0 ? 63 : count_leading_zeros(r);


\begin{aligned} l'' &= l·2^n - \floor{l·2^n} = \mod{\frac{\b}{2^{64}⁻^n}}_1 \\ h'' &= h·2^n - \floor{l·2^n} = \frac{\b + \r + 1}{2^{64}⁻^n} - \floor{\frac{\b}{2^{64}⁻^n}}\\ \end{aligned}

Where $\mod{x}_1 = x - \floor{x}$ is the fractional part operator.

\begin{aligned} \b'' &= \ceil{l'' · 2^{64}} \\ &= \ceil{\mod{\frac{\b}{2^{64}⁻^n}}_1 · 2^{64}} \\ &= \ceil{\mod{\frac{\b}{2^{64}⁻^n}_1 · 2^{64}}_{2^{64}}} \\ &= \mod{\b · 2^n}_{2^{64}} \end{aligned}

Where $\mod{x}_{2^{64}} = x \;\mathrm{mod}\; 2^{64}$ is the modular operator. Since $\b · 2^n$ is strictly integer, the ceiling has no effect and the operation reduces to a simple right shift:

b <<= n;


\begin{aligned} \r'' &= \floor{h'' · 2^{64}} - \ceil{l'' · 2^{64}} - 1 \\ &= \floor{h'' · 2^{64}} - \b'' - 1 \\ &= \floor{\p{\frac{\b + \r + 1}{2^{64}⁻^n} - \floor{\frac{\b}{2^{64}⁻^n}}} · 2^{64}} - \b'' - 1 \\ &= \floor{\p{\b + \r + 1}·2^n - \floor{\frac{\b}{2^{64}⁻^n}}· 2^{64} } - \b'' - 1 \\ \end{aligned}

\begin{aligned} &= \floor{\p{\frac{\b·2^n}{2^{64}} - \floor{\frac{\b·2^n}{2^{64}}}}· 2^{64} + \p{\r + 1}·2^n} - \b'' - 1 \\ &= \floor{\mod{\b·2^n}_{2^{64}} + \p{\r + 1}·2^n} - \b'' - 1 \\ &= \floor{\b'' + \p{\r + 1}·2^n} - \b'' - 1 \\ &= \r·2^n + 2^n - 1 \\ \end{aligned}

This is essentially shifting $\r$ to the right $n$ places while shifting in ones. We don't need to worry about overflow here because $\r$ is strictly less than $2^{64-n}$.

r <<= n;
r += (1UL << n) - 1;


## Appendix: 128 Bit arithmetic

pair<uint64_t, uint64_t> mul128_emu(uint64_t a, uint64_t b)
{
using uint64_t;
const uint64_t u1 = (a & 0xffffffff);
const uint64_t v1 = (b & 0xffffffff);
uint64_t t = (u1 * v1);
const uint64_t w3 = (t & 0xffffffff);
uint64_t k = (t >> 32);

a >>= 32;
t = (a * v1) + k;
k = (t & 0xffffffff);
uint64_t w1 = (t >> 32);

b >>= 32;
t = (u1 * b) + k;
k = (t >> 32);

const uint64_t h = (a * b) + w1 + k;
const uint64_t l = (t << 32) + w3;
return make_pair(h, l);
}

pair<uint64_t, uint64_t> add128(uint64_t h, uint64_t l, uint64_t n)
{
l += n;
h += (l < n) ? 1 : 0;
return make_pair(h, l);
}


Remco Bloemen
Math & Engineering
https://2π.com