Good morning all,
I'm having some issues with floating point math, and have gotten totally lost in ".to_f"'s, "*100"'s and ".0"'s!
I was hoping someone could help me with my specific problem, and also explain exactly why their solution works so that I understand this for next time.
My program needs to do two things:
Sum a list of decimals, determine if they sum to exactly 1.0
Determine a difference between 1.0 and a sum of numbers - set the value of a variable to the exact difference to make the sum equal 1.0.
For example:
[0.28, 0.55, 0.17] -> should sum to 1.0, however I keep getting 1.xxxxxx. I am implementing the sum in the following fashion:
sum = array.inject(0.0){|sum,x| sum+ (x*100)} / 100
The reason I need this functionality is that I'm reading in a set of decimals that come from excel. They are not 100% precise (they are lacking some decimal points) so the sum usually comes out of 0.999999xxxxx or 1.000xxxxx. For example, I will get values like the following:
0.568887955,0.070564759,0.360547286
To fix this, I am ok taking the sum of the first n-1 numbers, and then changing the final number slightly so that all of the numbers together sum to 1.0 (must meet validation using the equation above, or whatever I end up with). I'm currently implementing this as follows:
sum = 0.0
array.each do |item|
sum += item * 100.0
end
array[i] = (100 - sum.round)/100.0
I know I could do this with inject, but was trying to play with it to see what works. I think this is generally working (from inspecting the output), but it doesn't always meet the validation sum above. So if need be I can adjust this one as well. Note that I only need two decimal precision in these numbers - i.e. 0.56 not 0.5623225. I can either round them down at time of presentation, or during this calculation... It doesn't matter to me.
Thank you VERY MUCH for your help!
If accuracy is important to you, you should not be using floating point values, which, by definition, are not accurate. Ruby has some precision data types for doing arithmetic where accuracy is important. They are, off the top of my head, BigDecimal, Rational and Complex, depending on what you actually need to calculate.
It seems that in your case, what you're looking for is BigDecimal, which is basically a number with a fixed number of digits, of which there are a fixed number of digits after the decimal point (in contrast to a floating point, which has an arbitrary number of digits after the decimal point).
When you read from Excel and deliberately cast those strings like "0.9987" to floating points, you're immediately losing the accurate value that is contained in the string.
require "bigdecimal"
BigDecimal("0.9987")
That value is precise. It is 0.9987. Not 0.998732109, or anything close to it, but 0.9987. You may use all the usual arithmetic operations on it. Provided you don't mix floating points into the arithmetic operations, the return values will remain precise.
If your array contains the raw strings you got from Excel (i.e. you haven't #to_f'd them), then this will give you a BigDecimal that is the difference between the sum of them and 1.
1 - array.map{|v| BigDecimal(v)}.reduce(:+)
Either:
continue using floats and round(2) your totals: 12.341.round(2) # => 12.34
use integers (i.e. cents instead of dollars)
use BigDecimal and you won't need to round after summing them, as long as you start with BigDecimal with only two decimals.
I think that algorithms have a great deal more to do with accuracy and precision than a choice of IEEE floating point over another representation.
People used to do some fine calculations while still dealing with accuracy and precision issues. They'd do it by managing the algorithms they'd use and understanding how to represent functions more deeply. I think that you might be making a mistake by throwing aside that better understanding and assuming that another representation is the solution.
For example, no polynomial representation of a function will deal with an asymptote or singularity properly.
Don't discard floating point so quickly. I could be that being smarter about the way you use them will do just fine.
Related
I am using neo4j to calculate some statistics on a data set. For that I am often using sum on a floating point value. I am getting different results depending on the circumstances. For example, a query that does this:
...
WITH foo
ORDER BY foo.fooId
RETURN SUM(foo.Weight)
Returns different result than the query that simply does the sum:
...
RETURN SUM(foo.Weight)
The differences are miniscule (293.07724195098984 vs 293.07724195099007). But it is enough to make simple equality checks fail. Another example would be a different instance of the database, loaded with the same data using the same loading process can produce the same issue (the dbs might not be 1:1, the load order of some relations might be different). I took the raw values that neo4j sums (by simply removing the SUM()) and verified that they are the same in all cases (different dbs and ordered/not ordered).
What are my options here? I don't mind losing some precision (I already tried to cut down the precision from 15 to 12 decimal places but that did not seem to work), but I need the results to match up.
Because of rounding errors, floats are not associative. (a+b)+c!=a+(b+c).
The result of every operation is rounded to fit the floats coding constraints and (a+b)+c is implemented as round(round(a+b) +c) while a+(b+c) as round(a+round(b+c)).
As an obvious illustration, consider the operation (2^-100 + 1 -1). If interpreted as a (2^-100 + 1)-1, it will return 0, as 1+2^-100 would require a precision too large for floats or double coding in IEEE754 and can only be coded as 1.0. While (2^-100 +(1-1)) correctly returns 2^-100 that can be coded by either floats or doubles.
This is a trivial example, but these rounding errors may exist after every operation and explain why floating point operations are not associative.
Databases generally do not return data in a garanteed order and depending on the actual order, operations will be done differently and that explains the behaviour that you have.
In general, for this reason, it not a good idea to do equality comparison on floats. Generally, it is advised to replace a==b by abs(a-b) is "sufficiently" small.
"sufficiently" may depend on your algorithm. float are equivalent to ~6-7 decimals and doubles to 15-16 decimals (and I think that it is what is used on your DB). Depending on the number of computations, you may have the last 1--3 decimals affected.
The best is probably to use
abs(a-b)<relative-error*max(abs(a),abs(b))
where relative-error must be adjusted to your problem. Probably something around 10^-13 can be correct, but you must experiment, as rounding errors depends on the number of computations, on the dispersion of the values and on what you may consider as "equal" for you problem.
Look at this site for a discussion on comparison methods. And read What Every Computer Scientist Should Know About Floating-Point Arithmetic by David Goldberg that discusses, among others, these problems.
I start with a simple Maxima question, the answer to which may provide the answer to the actual problem I'm grappling with.
Related Simple Question:
How can I get maxima to calculate:
bfloat((1+%i)^0.3);
Might there be an option variable that can be set so that this evaluates to a complex number?
Actual Question:
In evaluating approximations for numerical time integration for finite element methods, for this purpose I'm using spectral analysis, which requires the calculation of the eigenvalues of a 4 x 4 matrix. This matrix "cav" is also calculated within maxima, using some of the algebra capabilities of maxima, but sustituting numerical values, so that matrix is entirely numerical, i.e. containing no variables. I've calculated the eigenvalues with Mathematica and it returns 4 real eigenvalues. However Maxima calculates horrenduously complicated expressions for this case, which apparently it does not "know" how to simplify, even numerically as "bigfloat". Perhaps this problem arises because Maxima first approximates the matrix "cac" by rational numbers (i.e. fractions) and then tries to solve the problem fully exactly, instead of simply using numerical "bigfloat" computations throughout. Is there I way I can change this?
Note that if you only change the input value of gzv to say 0.5 it works fine, and returns numerical values of complex eigenvalues.
I include the code below. Note that all of the code up until "cav:subst(vs,ca)$" is just for the definition of the matrix cav and seems to work fine. It is in the few statements thereafter that it fails to calculate numerical values for the eigenvalues.
v1:v0+ (1-gg)*a0+gg*a1$
d1:d0+v0+(1/2-gb)*a0+gb*a1$
obf:a1+(1+ga)*(w^2*d1 + 2*gz*w*(d1-d0)) -
ga *(w^2*d0 + 2*gz*w*(d0-g0))$
obf:expand(obf)$
cd:subst([a1=1,d0=0,v0=0,a0=0,g0=0],obf)$
fd:subst([a1=0,d0=1,v0=0,a0=0,g0=0],obf)$
fv:subst([a1=0,d0=0,v0=1,a0=0,g0=0],obf)$
fa:subst([a1=0,d0=0,v0=0,a0=1,g0=0],obf)$
fg:subst([a1=0,d0=0,v0=0,a0=0,g0=1],obf)$
f:[fd,fv,fa,fg]$
cad1:expand(cd*[1,1,1/2-gb,0] - gb*f)$
cad2:expand(cd*[0,1,1-gg,0] - gg*f)$
cad3:expand(-f)$
cad4:[cd,0,0,0]$
cad:matrix(cad1,cad2,cad3,cad4)$
gav:-0.05$
ggv:1/2-gav$
gbv:(ggv+1/2)^2/4$
gzv:1.1$
dt:0.01$
wv:bfloat(dt*2*%pi)$
vs:[ga=gav,gg=ggv,gb=gbv,gz=gzv,w=wv]$
cav:subst(vs,ca)$
cav:bfloat(cav)$
evam:eigenvalues(cav)$
evam:bfloat(evam)$
eva:evam[1]$
The main problem here is that Maxima tries pretty hard to make computations exact, and it's hard to tell it to ease up and allow inexact results.
Is there a mistake in the code you posted above? You have cav:subst(vs,ca) but ca is not defined. Is that supposed to be cav:subst(vs,cad) ?
For the short problem, usually rectform can simplify complex expressions to something more usable:
(%i58) rectform (bfloat((1+%i)^0.3));
`rat' replaced 1.0B0 by 1/1 = 1.0B0
(%o58) 2.59023849130283b-1 %i + 1.078911979230303b0
About the long problem, if fixed-precision (i.e. ordinary floats, not bigfloats) is acceptable to you, then you can use the LAPACK function dgeev to compute eigenvalues and/or eigenvectors.
(%i51) load (lapack);
<bunch of messages here>
(%o51) /usr/share/maxima/5.39.0/share/lapack/lapack.mac
(%i52) dgeev (cav);
(%o52) [[- 0.02759949957202372, 0.06804641655485913, 0.997993508502892, 0.928429191717788], false, false]
If you really need variable precision, I don't know what to try. In principle it's possible to rework the LAPACK code to work with variable-precision floats, but that's a substantial task and I'm not sure about the details.
How can I express a number in Objective-C "infinitely" close to zero but still larger. Essentially I want the smallest positive number.
I want to express the number, .0000000000000001 in a simpler form.
What's the smallest number I can get without it being zero?
Use scientific notation when dealing with really small or really large numbers:
double reallyTiny = 1.0e-16; // .0000000000000001
But the best way to start with the smallest number possible is to use:
double theTiniestPositive = DBL_MIN; // 2.2250738585072014e-308
Use the nextafter function, as found here. It is of the format nextafter(x, y) and returns the closest value to x in direction of y.
Try the value DBL_MIN or FLT_MIN, they should be 1E-37.
http://projecteuler.net/problem=20
I've written code to figure out this problem, however, it seems to be accurate in some cases, and inaccurate in others. When I try solving the problem to 10 (answer is given in question, 27) I get 27, the correct answer. However, when I try solving the question given (100) I get 64, the incorrect answer, as the answer is something else.
Here's my code:
function factorial(num)
if num>=1 then
return num*factorial(num-1)
else
return 1
end
end
function getSumDigits(str)
str=string.format("%18.0f",str):gsub(" ","")
local sum=0
for i=1,#str do
sum=sum+tonumber(str:sub(i,i))
end
return sum
end
print(getSumDigits(tostring(factorial(100))))
64
Since Lua converts large numbers into scientific notation, I had to convert it back to standard notation. I don't think this is a problem, though it might be.
Is there any explanation to this?
Unfortunately, the correct solution is more difficult. The main problem here is that Lua uses 64bit floating point variables, which means this applies.
Long story told short: The number of significant digits in a 64bit float is much too small to store a number like 100!. Lua's floats can store a maximum of 52 mantissa bits, so any number greater than 2^52 will inevitably suffer from rounding errors, which gives you a little over 15 decimal digits. To store 100!, you'll need at least 158 decimal digits.
The number calculated by your factorial() function is reasonably close to the real value of 100! (i.e. the relative error is small), but you need the exact value to get the right solution.
What you need to do is implement your own algorithms for dealing with large numbers. I actually solved that problem in Lua by storing each number as a table, where each entry stores one digit of a decimal number. The complete solution takes a little more than 50 lines of code, so it's not too difficult and a nice exercise.
I'm trying to implement decimal arithmetic in (La)TeX. I'm trying to use dimens to store the values. I want the arithmetic to be exact to some (fixed) number of decimal places. If I use 1pt as my base unit, then this fails, because \divide rounds down, so 1pt / 10 gives 0.09999pt. If I use something like 1000sp as my base unit, then I get working fixed point arithmetic with 3 decimal places, but I can't figure out an easy way to format the numbers. If I try to convert them to pt, so I can use TeX's display mechanism, I have the same problem with \divide.
How do I fix this problem, or work around it?
The fp package provides fixed point arithmetic for LaTeX. The LaTeX3 Project are currently implementing something similar as part of the expl3 bundle. The code is currently not on CTAN, but can be grabbed from the SVN (or will appear when the next update from the SVN to CTAN takes place).
I would represent all the values as integers and scale them appropriately. For example, when you need three decimal digits, 0.124 would be represented as 124. This is nice because addition and subtraction are trivial. When multiplying two numbers a and b, you would have to divide the result by 1000 to get the proper representation. Dividing works by multiplying the result with 1000.
You still have to get the rounding issues correct, but this isn't very difficult. At least if you don't get near the maximum representable integer (I don't remember if it's 2^31-1 or 2^30-1).
Here is some code:
\def\fixadd#1#2#3{%
#1=#2\relax
\advance #1 by #3\relax
}
\def\fixsub#1#2#3{%
#1=#2\relax
#1=-#1\relax
\advance #1 by #3\relax
#1=-#1\relax
}
\def\fixmul#1#2#3{%
#1=#2\relax
\multiply #1 by #3\relax
\divide #1 by 1000\relax
}
\def\fixdiv#1#2#3{%
#1=#2\relax
\divide #1 by #3\relax
\multiply #1 by 1000\relax
}
\newcount\numa
\newcount\numb
\newcount\numc
\numa=1414
\numb=2828
\fixmul\numc\numa\numb
\the\numc
\bye
The operations are modeled after a three register machine, where the first is the destination and the other two are the operands. The rounding after the multiplication and division, including corner cases for very large or very small numbers are left as an exercise to you.