Why does this code causes the machine to crash? - maxima

I am trying to run this code but it keeps crashing:
log10(x):=log(x)/log(10);
char(x):=floor(log10(x))+1;
mantissa(x):=x/10**char(x);
chop(x,d):=(10**char(x))*(floor(mantissa(x)*(10**d))/(10**d));
rnd(x,d):=chop(x+5*10**(char(x)-d-1),d);
d:5;
a:10;
Ibwd:[[30,rnd(integrate((x**60)/(1+10*x^2),x,0,1),d)]];
for n from 30 thru 1 step -1 do Ibwd:append([[n-1,rnd(1/(2*n-1)-a*last(first(Ibwd)),d)]],Ibwd);
Maxima crashes when it evaluates the last line. Any ideas why it may happen?
Thank you so much.

The problem is that the difference becomes negative and your rounding function dies horribly with a negative argument. To find this out, I changed your loop to:
for n from 30 thru 1 step -1 do
block([],
print (1/(2*n-1)-a*last(first(Ibwd))),
print (a*last(first(Ibwd))),
Ibwd: append([[n-1,rnd(1/(2*n-1)-a*last(first(Ibwd)),d)]],Ibwd),
print (Ibwd));
The last difference printed before everything fails miserably is -316539/6125000. So now try
rnd(-1,3)
and see the same problem. This all stems from the fact that you're taking the log of a negative number, which Maxima interprets as a complex number by analytic continuation. Maxima doesn't evaluate this until it absolutely has to and, somewhere in the evaluation code, something's dying horribly.
I don't know the "fix" for your specific example, since I'm not exactly sure what you're trying to do, but hopefully this gives you enough info to find it yourself.

If you want to deconstruct a floating point number, let's first make sure that it is a bigfloat.
say z: 34.1
You can access the parts of a bigfloat by using lisp, and you can also access the mantissa length in bits by ?fpprec.
Thus ?second(z)*2^(?third(z)-?fpprec) gives you :
4799148352916685/140737488355328
and bfloat(%) gives you :
3.41b1.
If you want the mantissa of z as an integer, look at ?second(z)
Now I am not sure what it is that you are trying to accomplish in base 10, but Maxima
does not do internal arithmetic in base 10.
If you want more bits or fewer, you can set fpprec,
which is linked to ?fpprec. fpprec is the "approximate base 10" precision.
Thus fpprec is initially 16
?fpprec is correspondingly 56.
You can easily change them both, e.g. fpprec:100
corresponds to ?fpprec of 335.
If you are diddling around with float representations, you might benefit from knowing
that you can look at any of the lisp by typing, for example,
?print(z)
which prints the internal form using the Lisp print function.
You can also trace any function, your own or system function, by trace.
For example you could consider doing this:
trace(append,rnd,integrate);
If you want to use machine floats, I suggest you use, for the last line,
for n from 30 thru 1 step -1 do :
Ibwd:append([[n-1,rnd(1/(2.0*n- 1.0)-a*last(first(Ibwd)),d)]],Ibwd);
Note the decimal points. But even that is not quite enough, because integration
inserts exact structures like atan(10). Trying to round these things, or compute log
of them is probably not what you want to do. I suspect that Maxima is unhappy because log is given some messy expression that turns out to be negative, even though it initially thought otherwise. It hands the number to the lisp log program which is perfectly happy to return an appropriate common-lisp complex number object. Unfortunately, most of Maxima was written BEFORE LISP HAD COMPLEX NUMBERS.
Thus the result (log -0.5)= #C(-0.6931472 3.1415927) is entirely unexpected to the rest of Maxima. Maxima has its own form for complex numbers, e.g. 3+4*%i.
In particular, the Maxima display program predates the common lisp complex number format and does not know what to do with it.
The error (stack overflow !!!) is from the display program trying to display a common lisp complex number.
How to fix all this? Well, you could try changing your program so it computes what you really want, in which case it probably won't trigger this error. Maxima's display program should be fixed, too. Also, I suspect there is something unfortunate in simplification of logs of numbers that are negative but not obviously so.
This is probably waaay too much information for the original poster, but maybe the paragraph above will help out and also possibly improve Maxima in one or more places.

It appears that your program triggers an error in Maxima's simplification (algebraic identities) code. We are investigating and I hope we have a bug fix soon.
In the meantime, here is an idea. Looks like the bug is triggered by rnd(x, d) when x < 0. I guess rnd is supposed to round x to d digits. To handle x < 0, try this:
rnd(x, d) := if x < 0 then -rnd1(-x, d) else rnd1(x, d);
rnd1(x, d) := (... put the present definition of rnd here ...);
When I do that, the loop runs to completion and Ibwd is a list of values, but I don't know what values to expect.

Related

Neo4j floating point sum different results

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.

Non-Evaluation of Numerical Expression in Maxima

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 to keep track of the seed

So in Lua it's common knowledge that you can use math.randomseed but it's also obvious that math.random sets the seed as well (calling it twice does not return the same result), what does it set it to, and how can I keep track of it, and if it's impossible, please explain why that is so.
This is not a Lua question, but general question on how some RNG algorithm works.
First, Lua don't have their own RNG - they just output you (slightly mangled) value from RNG of underlying C library. Most RNG implementations do not reveal you their inner state, but sometimes you can caclulate it yourself.
For example when you use Lua on Windows, you'll be using LCG-based RNG from MS C library. The numbers you get is a slice of seed, not full value. There are two ways you can deal with that:
If you know how many times you called random, you can just take initial seed value, feed it to your copy of the same algorithm with same constants that are hardcoded in MS library and get exact value of seed.
If you don't, but you can be sure that nobody interferes in between your two calls to random, you can get two generated numbers, and reverse LCG algorithm by shifting bits back to their place. This will leave you with several missing bits (with one more bit thanks to Lua mangling) that you will need to simply bruteforce - just reiterate over all missing bits until your copy of algorithm produces exactly same two "random" numbers you've recorded before. That will be current seed stored inside library's RNG as well. Well programmed solution in Lua can bruteforce this in about 0.2-0.5s on somewhat dated PC - I did it past. Here's example on Crypto.SE talking about this task in more details: Predicting values from a Linear Congruential Generator.
First approach can be used with any other RNG algorithm that doesn't use any real entropy, second with most RNGs that don't mask too much bits in slice to make bruteforcing unreasonable.
Real answer though is: you don't need to keep track of seed at all. What you want is probably something else.
If you set a seed all numbers math.random() generates are pseudo-random (This is always the case as the system will generate a seed by itself).
math.randomseed(4)
print(math.random())
print(math.random())
math.randomseed(4)
print(math.random())
Outputs
0.50827539156303
0.75454387490399
0.50827539156303
So if you reset the seed to the same value you can predict all values that are going to come up to the maximum number of consecutive values that you already generated using that seed.
What the seed does not do is keep the output of math.random() the same. It would be the same if you kept resetting it to the same value.
An analogy as an example
Imagine the random number is an integer between 0 and 9 (instead of a double between 0 and 1).
math.random() could traverse pi's decimals from an arbitrary starting position (default could be system time).
What you do when you use set.seed() is (not literally, this is an analogy as mentioned) set the starting decimals of where in pi you are going to retrieve your numbers.
If you now reset the seed to the same starting position the numbers are going to be the same as the last time you reset the starting position.
You will know the numbers of to the last call, after that you can't be certain anymore.

Is it possible to clear the FPU?

I'm using Delphi XE6 to perform a complicated floating point calculation. I realize the limitations of floating point numbers so understand the inaccuracies inherent in FP numbers. However this particular case, I always get 1 of 2 different values at the end of the calculation.
The first value and after a while (I haven't figured out why and when), it flips to the second value, and then I can't get the first value again unless I restart my application. I can't really be more specific as the calculation is very complicated. I could almost understand if the value was somewhat random, but just 2 different states is a little confusing. This only happens in the 32-bit compiler, the 64 bit compiler gives one single answer no matter how many times I try it. This number is different from the 2 from the 32-bit calculation, but I understand why that is happening and I'm fine with it. I need consistency, not total accuracy.
My one suspicion is that perhaps the FPU is being left in a state after some calculation that affects subsequent calculations, hence my question about clearing all registers and FPU stack to level out the playing field. I'd call this CLEARFPU before I start of the calculation.
After some more investigation I realized I was looking in the wrong place. What you see is not what you get with floating point numbers. I was looking at the string representation of the numbers and thinking here are 4 numbers going into a calculation ALL EQUAL and the result is different. Turns out the numbers only seemed to be the same. I started logging the hex equivalent of the numbers, worked my way back and found an external dll used for matrix multiplication the cause of the error. I replaced the matrix multiplication with a routine written in Delphi and all is well.
Floating point calculations are deterministic. The inputs are the input data and the floating point control word. With the same input, the same calculation will yield repeatable output.
If you have unpredictable results, then there will be a reason for it. Either the input data or the floating point control word is varying. You have to diagnose what that reason for that is. Until you understand the problem fully, you should not be looking for a problem. Do not attempt to apply a sticking plaster without understanding the disease.
So the next step is to isolate and reproduce the problem in a simple piece of code. Once you can reproduce the issue you can solve the problem.
Possible explanations include using uninitialized data, or external code modifying the floating point control word. But there could be other reasons.
Uninitialized data is plausible. Perhaps more likely is that some external code is modifying the floating point control word. Instrument your code to log the floating point control word at various stages of execution, to see if it ever changes unexpectedly.
You've probably been bitten by combination of optimization and excess x87 FPU precision resulting in the same bit of floating-point code in your source code being duplicated with different assembly code implementations with different rounding behaviour.
The problem with x87 FPU math
The basic problem is that while x87 FPU the supports 32-bit, 64-bit and 80-bit floating-point value, it only has 80-bit registers and the precision of operations is determined by the state of the bits in the floating point control word, not the instruction used. Changing the rounding bits is expensive, so most compilers don't, and so all floating point operations end being be performed at the same precision regardless of the data types involved.
So if the compiler sets the FPU to use 80-bit rounding and you add three 64-bit floating point variables, the code generated will often add the first two variables keeping the unrounded result in a 80-bit FPU register. It would then add the third 64-bit variable to 80-bit value in the register resulting in another unrounded 80-bit value in a FPU register. This can result in a different value being calculated than if the result was rounded to 64-bit precision after each step.
If that resulting value is then stored in a 64-bit floating-point variable then the compiler might write it to memory, rounding it to 64 bits at this point. But if the value is used in later floating point calculations then the compiler might keep it in a register instead. This means what rounding occurs at this point depends on the optimizations the compiler performs. The more its able to keep values in a 80-bit FPU register for speed, the more the result will differ from what you'd get if all floating point operation were rounded according to the size of actual floating point types used in the code.
Why SSE floating-point math is better
With 64-bit code the x87 FPU isn't normally used, instead equivalent scalar SSE instructions are used. With these instructions the precision of the operation used is determined by the instruction used. So with the adding three numbers example, the compiler would emit instructions that added the numbers using 64-bit precision. It doesn't matter if the result gets stored in memory or stays in register, the value remains the same, so optimization doesn't affect the result.
How optimization can turn deterministic FP code into non-deterministic FP code
So far this would explain why you'd get a different result with 32-bit code and 64-bit code, but it doesn't explain why you can get a different result with the same 32-bit code. The problem here is that optimizations can change the your code in surprising ways. One thing the compiler can do is duplicate code for various reasons, and this can cause the same floating point code being executed in different code paths with different optimizations applied.
Since optimization can affect floating point results this can mean the different code paths can give different results even though there's only one code path in the source code. If the code path chosen at run time is non-deterministic then this can cause non-deterministic results even when the in the source code the result isn't dependent on any non-deterministic factor.
An example
So for example, consider this loop. It performs a long running calculation, so every few seconds it prints a message letting the user know how many iterations have been completed so far. At the end of the loop there's simple summation performed using floating-point arithmetic. While there's non-deterministic factor in the loop, the floating-point operation isn't dependent on it. It's always performed regardless of whether progress updated is printed or not.
while ... do
begin
...
if TimerProgress() then
begin
PrintProgress(count);
count := 0
end
else
count := count + 1;
sum := sum + value
end
As optimization the compiler might move the last summing statement into the end of both blocks of the if statement. This lets both blocks finish by jumping back to the start of the loop, saving a jump instruction. Otherwise one of the blocks has to end with a jump to the summing statement.
This transforms the code into this:
while ... do
begin
...
if TimerProgress() then
begin
PrintProgress(count);
count := 0;
sum := sum + value
end
else
begin
count := count + 1;
sum := sum + value
end
end
This can result in the two summations being optimized differently. It may be in one code path the variable sum can be kept in a register, but in the other path its forced out in to memory. If x87 floating point instructions are used here this can cause sum to be rounded differently depending on a non-deterministic factor: whether or not its time to print the progress update.
Possible solutions
Whatever the source of your problem, clearing the FPU state isn't going to solve it. The fact that the 64-bit version works, provides an possible solution, using SSE math instead x87 math. I don't know if Delphi supports this, but it's common feature of C compilers. It's very hard and expensive to make x87 based floating-point math conforming to the C standard, so many C compilers support using SSE math instead.
Unfortunately, a quick search of the Internet suggests the Delphi compiler doesn't have option for using SSE floating-point math in 32-bit code. In that case your options would be more limited. You can try disabling optimization, that should prevent the compiler from creating differently optimized versions of the same code. You could also try to changing the rounding precision in the x87 floating-point control word. By default it uses 80-bit precision, but all your floating point variables are 64-bit then changing the FPU to use 64-bit precision should significantly reduce the effect optimization has on rounding.
To do the later you can probably use the Set8087CW procedure MBo mentioned, or maybe System.Math.SetPrecisionMode.

Project Euler -Prob. #20 (Lua)

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.

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