python: how accurate math.sqrt(x) function is? - c#

Consider the following code snippet in Python:
m = int(math.sqrt(n))
For n = 25, it should give m = 5 (and it does in my shell). But from my C experience I know that using such expression is a bad idea, as sqrt function may return a slightly lower value than the real value, and then after rounding i may get m = 4 instead of m = 5. Is this limitation also involved in python? And if this is the case, what is be the best way to write such expressions in python? What will happen if I use Java or C#?
Besides, if there is any inaccuracy, what factors controls the amount of it?

For proper rounding, use round(); it rounds to the nearest whole number, but returns a float. Then you may construct an int from the result.
(Most probably your code is not performance-critical and you will never notice any slowdown associated with round(). If you do, you probably should be using numpy anyway.)

If you are very concerned with the accuracy of sqrt, you could use the decimal.Decimal class from the standard library, which provides its own sqrt function. The Decimal class can be set to greater precision than regular Python floats. That said, it may not matter if you are rounding anyways. The Decimal class results in exact numbers (from the docs):
The exactness [of Decimal] carries over into arithmetic. In decimal floating point,
0.1 + 0.1 + 0.1 - 0.3 is exactly equal to zero. In binary floating point, the result is 5.5511151231257827e-017. While near to zero, the
differences prevent reliable equality testing and differences can
accumulate. For this reason, decimal is preferred in accounting
applications which have strict equality invariants.

The solution is easy. If you're expecting an integer result, use int(math.sqrt(n)+.1). If the value is a little more or less than the integer result, it will round to the correct value.

Related

Computations in C# as accurately as with Windows Calculator

When I do the following double multiplication in C# 100.0 * 1.005 I get 100,49999999999999 as a result. I believe this is because the exact number (or some intermedia result when evaluting the expression) cannot be represented. When I do the same computation in calc.exe I get 100.5 as expected.
Another example is the ninefold incrementation of 0.001 (that is the first time a deviation occurs) so basically 9d * 0.001d = 0,0090000000000000011. When I do the same computation in calc.exe I get 0.009 as expected.
Now one can argue, that I should choose decimal instead. But with decimal I get the problem with other computations for example with ((1M / 3M) * 3M) = 0,9999999999999999999999999999 while calc.exe says 1.
With calc.exe I can divide 1 by 3 several times until some real small number and then multiply with 3 again as many several times and then I reach exacty 1. I therefore suspect, that calc.exe computes internally with fractions, but obviously with real big ones, because it computes
(677605234775492641 / 116759166847407000) + (932737194383944703 / 2451942503795547000)
where the common denominator is -3422539506717149376 (an overflow occured) when doing a long computation, so it must be at least ulong. Does anybody know how computation in calc.exe is implemented? Is this implementation made somewhere public for reuse?
As described here, calc uses an arbitrary-precision engine for its calculations, while double is standard IEEE-754 arithmetic, and decimal is also floating-point arithmetic, just in decimal, which, as you point out, has the same problems, just in another base.
You can try finding such an arbitrary-precision arithmetic library for C# and use it, e.g. this one (no idea whether it's good; was the first result). The one inside calc is not available as an API, so you cannot use it.
Another point is that when you round the result to a certain number of places (less than 15), you'd also get the intuitively "correct" result in a lot of cases. C# already does some rounding to hide the exact value of a double from you (where 0.3 is definitely not exactly 0.3, but probably something like 0.30000000000000004). By reducing the number of digits you display you lessen the occurrence of such very small differences from the correct value.

Why doesn't 0.9 recurring always equal 1

Mathematically, 0.9 recurring can be shown to be equal to 1. This question however, is not about infinity, convergence, or the maths behind this.
The above assumption can be represented using doubles in C# with the following.
var oneOverNine = 1d / 9d;
var resultTimesNine = oneOverNine * 9d;
Using the code above, (resultTimesNine == 1d) evaluates to true.
When using decimals instead, the evaluation yields false, yet, my question is not about the disparate precision of double and decimal.
Since no type has infinite precision, how and why does double maintain such an equality where decimal does not? What is happening literally 'between the lines' of code above, with regards to the manner in which the oneOverNine variable is stored in memory?
It depends on the rounding used to get the closest representable value to 1/9. It could go either way. You can investigate the issue of representability at Rob Kennedy's useful page: http://pages.cs.wisc.edu/~rkennedy/exact-float
But don't think that somehow double is able to achieve exactness. It isn't. If you try with 2/9, 3/9 etc. you will find cases where the rounding goes the other way. The bottom line is that 1/9 is not exactly representable in binary floating point. And so rounding happens and your calculations are subject to rounding errors.
What is happening literally 'between the lines' of code above, with regards to the manner in which the oneOverNine variable is stored in memory?
What you're asking about is called IEEE 754. This is the spec that C#, it's underlying .Net runtime, and most other programming platforms use to store and manipulate decimal values. This is because support for IEEE 754 is typically implemented directly at the CPU/chipset-level, making it both far more performant than an alternative implemented solely in software and far easier when building compilers, because the operations will map almost directly to specific CPU instructions.

c# floating point for loop, unexpected results

Can anyone explain to me why this program:
for(float i = -1; i < 1; i += .1F)
Console.WriteLine(i);
Outputs this:
-1
-0.9
-0.8
-0.6999999
-0.5999999
-0.4999999
-0.3999999
-0.2999999
-0.1999999
-0.99999993
7.450581E-08
0.1000001
0.2000001
0.3000001
0.4000001
0.5000001
0.6000001
0.7000001
0.8000001
0.9000002
Where is the rounding error coming from??
I'm sure this question must have been asked in some form before but I can't find it anywhere quickly. :)
The answer comes down to the way that floating point numbers are represented. You can go into the technical detail via wikipedia but it is simply put that a decimal number doesn't necessarily have an exact floating point representation...
The way floating point numbers (base 2 floating point anyway like doubles and floats) work [0]is by adding up powers of 1/2 to get to what you want. So 0.5 is just 1/2. 0.75 is 1/2+1/4 and so on.
the problem comes that you can never represent 0.1 in this binary system without an unending stream of increasingly smaller powers of 2 so the best a computer can do is store a number that is very close to but not quite 0.1.
Usually you don't notice these differences but they are there and sometimes you can make them manifest themselves. There are a lot of ways to deal with these issues and which one you use is very much dependant on what you are actually doing with it.
[0] in the slightly handwavey close enough kind of way
Floating point numbers are not correct, they are always approximated because they must be rounded!!
They are precise in binary representation.
Every CPU or pc could lead to different results.
Take a look at Wikipedia page
The big issue is that 0.1 cannot be represented in binary, just like 1 / 3 or 1 / 7 cannot be represented in decimal. So since the computer has to cut off at some point, it will accumulate a rounding error.
Try doing 0.1 + 0.7 == 0.8 in pretty much any programming language, you'll get false as a result.
In C# to get around this, use the decimal type to get better precision.
This will explain everything about floating-point:
http://docs.oracle.com/cd/E19957-01/806-3568/ncg_goldberg.html
The rounding error comes from the fact that Float is not a precise data type (when converted to decimal), it is an approxomation, note in the C# Reference Float is specified as having 7 digits of decimal precision.
It is fundamental to the any floating point variable. The reasons are complex but there is plenty of information if you google it.
Try using Decimal instead.
As other posters have intimated, the problem stems from the assumption that floating point numbers are a precise decimal representation. They are not- they are a precise binary (base-2) representation of a number. The problem you are experiencing is that you cannot always express a precise binary number in decimal format- just like you cannot express 1/3 in decimal format (.33333333...). At some point, rounding must occur.
In your example, rounding is occurring when you express .1F (because that is not a value that can be expressed precisely in base-2).

Convert.ToDecimal(double x) - System.OverflowException

What is the maximum double value that can be represented\converted to a decimal?
How can this value be derived - example please.
Update
Given a maximum value for a double that can be converted to a decimal, I would expect to be able to round-trip the double to a decimal, and then back again. However, given a figure such as (2^52)-1 as in #Jirka's answer, this does not work. For example:
Test]
public void round_trip_double_to_decimal()
{
double maxDecimalAsDouble = (Math.Pow(2, 52) - 1);
decimal toDecimal = Convert.ToDecimal(maxDecimalAsDouble);
double toDouble = Convert.ToDouble(toDecimal);
//Fails.
Assert.That(toDouble, Is.EqualTo(maxDecimalAsDouble));
}
All integers between -9,007,199,254,740,992 and 9,007,199,254,740,991 can be exactly represented in a double. (Keep reading, though.)
The upper bound is derived as 2^53 - 1. The internal representation of it is something like (0x1.fffffffffffff * 2^52) if you pardon my hexadecimal syntax.
Outside of this range, many integers can be still exactly represented if they are a multiple of a power of two.
The highest integer whatsoever that can be accurately represented would therefore be 9,007,199,254,740,991 * (2 ^ 1023), which is even higher than Decimal.MaxValue but this is a pretty meaningless fact, given that the value does not bother to change, for example, when you subtract 1 in double arithmetic.
Based on the comments and further research, I am adding info on .NET and Mono implementations of C# that relativizes most conclusions you and I might want to make.
Math.Pow does not seem to guarantee any particular accuracy and it seems to deliver a bit or two fewer than what a double can represent. This is not too surprising with a floating point function. The Intel floating point hardware does not have an instruction for exponentiation and I expect that the computation involves logarithm and multiplication instructions, where intermediate results lose some precision. One would use BigInteger.Pow if integral accuracy was desired.
However, even (decimal)(double)9007199254740991M results in a round trip violation. This time it is, however, a known bug, a direct violation of Section 6.2.1 of the C# spec. Interestingly I see the same bug even in Mono 2.8. (The referenced source shows that this conversion bug can hit even with much lower values.)
Double literals are less rounded, but still a little: 9007199254740991D prints out as 9007199254740990D. This is an artifact of internal multiplication by 10 when parsing the string literal (before the upper and lower bound converge to the same double value based on the "first zero after the decimal point"). This again violates the C# spec, this time Section 9.4.4.3.
Unlike C, C# has no hexadecimal floating point literals, so we cannot avoid that multiplication by 10 by any other syntax, except perhaps by going through Decimal or BigInteger, if these only provided accurate conversion operators. I have not tested BigInteger.
The above could almost make you wonder whether C# does not invent its own unique floating point format with reduced precision. No, Section 11.1.6 references 64bit IEC 60559 representation. So the above are indeed bugs.
So, to conclude, you should be able to fit even 9007199254740991M in a double precisely, but it's quite a challenge to get the value in place!
The moral of the story is that the traditional belief that "Arithmetic should be barely more precise than the data and the desired result" is wrong, as this famous article demonstrates (page 36), albeit in the context of a different programming language.
Don't store integers in floating point variables unless you have to.
MSDN Double data type
Decimal vs double
The value of Decimal.MaxValue is positive 79,228,162,514,264,337,593,543,950,335.

C# loss of precision when dividing doubles

I know this has been discussed time and time again, but I can't seem to get even the most simple example of a one-step division of doubles to result in the expected, unrounded outcome in C# - so I'm wondering if perhaps there's i.e. some compiler flag or something else strange I'm not thinking of. Consider this example:
double v1 = 0.7;
double v2 = 0.025;
double result = v1 / v2;
When I break after the last line and examine it in the VS debugger, the value of "result" is 27.999999999999996. I'm aware that I can resolve it by changing to "decimal," but that's not possible in the case of the surrounding program. Is it not strange that two low-precision doubles like this can't divide to the correct value of 28? Is the only solution really to Math.Round the result?
Is it not strange that two low-precision doubles like this can't divide to the correct value of 28?
No, not really. Neither 0.7 nor 0.025 can be exactly represented in the double type. The exact values involved are:
0.6999999999999999555910790149937383830547332763671875
0.025000000000000001387778780781445675529539585113525390625
Now are you surprised that the division doesn't give exactly 28? Garbage in, garbage out...
As you say, the right result to represent decimal numbers exactly is to use decimal. If the rest of your program is using the wrong type, that just means you need to work out which is higher: the cost of getting the wrong answer, or the cost of changing the whole program.
Precision is always a problem, in case you are dealing with float or double.
Its a known issue in Computer Science and every programming language is affected by it. To minimize these sort of errors, which are mostly related to rounding, a complete field of Numerical Analysis is dedicated to it.
For instance, let take the following code.
What would you expect?
You will expect the answer to be 1, but this is not the case, you will get 0.9999907.
float v = .001f;
float sum = 0;
for (int i = 0; i < 1000; i++ )
{
sum += v;
}
It has nothing to do with how 'simple' or 'small' the double numbers are. Strictly speaking, neither 0.7 or 0.025 may be stored as exactly those numbers in computer memory, so performing calculations on them may provide interesting results if you're after heavy precision.
So yes, use decimal or round.
To explain this by analogy:
Imagine that you are working in base 3. In base 3, 0.1 is (in decimal) 1/3, or 0.333333333'.
So you can EXACTLY represent 1/3 (decimal) in base 3, but you get rounding errors when trying to express it in decimal.
Well, you can get exactly the same thing with some decimal numbers: They can be exactly expressed in decimal, but they CAN'T be exactly expressed in binary; hence, you get rounding errors with them.
Short answer to your first question: No, it's not strange. Floating-point numbers are discrete approximations of the real numbers, which means that rounding errors will propagate and scale when you do arithmetic operations.
Theres' a whole field of mathematics called numerical analyis that basically deal with how to minimize the errors when working with such approximations.
It's the usual floating point imprecision. Not every number can be represented as a double, and those minor representation inaccuracies add up. It's also a reason why you should not compare doubles to exact numbers. I just tested it, and result.ToString() showed 28 (maybe some kind of rounding happens in double.ToString()?). result == 28 returned false though. And (int)result returned 27. So you'll just need to expect imprecisions like that.

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