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I want mathematica to display the result in decimal form.Say 3 decimal places together with 10 to some power. What function shall I use?
r = 0;
Do[r += (i/100), {i, 1, 100}];
Print[r];
I tried ScientificForm[r,3]andNumberForm[r,3] and both do not work.
Thanks in advance!
The problem you have, though you don't quite state this, is that Mathematica can compute r accurately. Your code sets the value of 2 to the rational number 101/2 and Mathematica's default behaviour is to display accurate numbers accurately. That's what you (or whoever bought your licence) pay for.
The expression
N[r]
will produce a decimal representation of r, ie 50.5 and
ScientificForm[N[r]]
gives the result
5.05*10^(1)
(though formatted rather more nicely in the Mathematica front end).
double r = 11.631;
double theta = 21.4;
In the debugger, these are shown as 11.631000000000000 and 21.399999618530273.
How can I avoid this?
These accuracy problems are due to the internal representation of floating point numbers and there's not much you can do to avoid it.
By the way, printing these values at run-time often still leads to the correct results, at least using modern C++ compilers. For most operations, this isn't much of an issue.
I liked Joel's explanation, which deals with a similar binary floating point precision issue in Excel 2007:
See how there's a lot of 0110 0110 0110 there at the end? That's because 0.1 has no exact representation in binary... it's a repeating binary number. It's sort of like how 1/3 has no representation in decimal. 1/3 is 0.33333333 and you have to keep writing 3's forever. If you lose patience, you get something inexact.
So you can imagine how, in decimal, if you tried to do 3*1/3, and you didn't have time to write 3's forever, the result you would get would be 0.99999999, not 1, and people would get angry with you for being wrong.
If you have a value like:
double theta = 21.4;
And you want to do:
if (theta == 21.4)
{
}
You have to be a bit clever, you will need to check if the value of theta is really close to 21.4, but not necessarily that value.
if (fabs(theta - 21.4) <= 1e-6)
{
}
This is partly platform-specific - and we don't know what platform you're using.
It's also partly a case of knowing what you actually want to see. The debugger is showing you - to some extent, anyway - the precise value stored in your variable. In my article on binary floating point numbers in .NET, there's a C# class which lets you see the absolutely exact number stored in a double. The online version isn't working at the moment - I'll try to put one up on another site.
Given that the debugger sees the "actual" value, it's got to make a judgement call about what to display - it could show you the value rounded to a few decimal places, or a more precise value. Some debuggers do a better job than others at reading developers' minds, but it's a fundamental problem with binary floating point numbers.
Use the fixed-point decimal type if you want stability at the limits of precision. There are overheads, and you must explicitly cast if you wish to convert to floating point. If you do convert to floating point you will reintroduce the instabilities that seem to bother you.
Alternately you can get over it and learn to work with the limited precision of floating point arithmetic. For example you can use rounding to make values converge, or you can use epsilon comparisons to describe a tolerance. "Epsilon" is a constant you set up that defines a tolerance. For example, you may choose to regard two values as being equal if they are within 0.0001 of each other.
It occurs to me that you could use operator overloading to make epsilon comparisons transparent. That would be very cool.
For mantissa-exponent representations EPSILON must be computed to remain within the representable precision. For a number N, Epsilon = N / 10E+14
System.Double.Epsilon is the smallest representable positive value for the Double type. It is too small for our purpose. Read Microsoft's advice on equality testing
I've come across this before (on my blog) - I think the surprise tends to be that the 'irrational' numbers are different.
By 'irrational' here I'm just referring to the fact that they can't be accurately represented in this format. Real irrational numbers (like π - pi) can't be accurately represented at all.
Most people are familiar with 1/3 not working in decimal: 0.3333333333333...
The odd thing is that 1.1 doesn't work in floats. People expect decimal values to work in floating point numbers because of how they think of them:
1.1 is 11 x 10^-1
When actually they're in base-2
1.1 is 154811237190861 x 2^-47
You can't avoid it, you just have to get used to the fact that some floats are 'irrational', in the same way that 1/3 is.
One way you can avoid this is to use a library that uses an alternative method of representing decimal numbers, such as BCD
If you are using Java and you need accuracy, use the BigDecimal class for floating point calculations. It is slower but safer.
Seems to me that 21.399999618530273 is the single precision (float) representation of 21.4. Looks like the debugger is casting down from double to float somewhere.
You cant avoid this as you're using floating point numbers with fixed quantity of bytes. There's simply no isomorphism possible between real numbers and its limited notation.
But most of the time you can simply ignore it. 21.4==21.4 would still be true because it is still the same numbers with the same error. But 21.4f==21.4 may not be true because the error for float and double are different.
If you need fixed precision, perhaps you should try fixed point numbers. Or even integers. I for example often use int(1000*x) for passing to debug pager.
Dangers of computer arithmetic
If it bothers you, you can customize the way some values are displayed during debug. Use it with care :-)
Enhancing Debugging with the Debugger Display Attributes
Refer to General Decimal Arithmetic
Also take note when comparing floats, see this answer for more information.
According to the javadoc
"If at least one of the operands to a numerical operator is of type double, then the
operation is carried out using 64-bit floating-point arithmetic, and the result of the
numerical operator is a value of type double. If the other operand is not a double, it is
first widened (§5.1.5) to type double by numeric promotion (§5.6)."
Here is the Source
Mathematica 8.0.1
Any one could explain what would be the logic behind this result
In[24]:= Round[10.75, .1]
Out[24]= 10.8
In[29]:= Round[2.75, .1]
Out[29]= 2.8000000000000003
I have expected the second result above to be 2.8?
EDIT 1:
I was trying to do the above for formatting purposes only to make the number fit in the space. I ended up doing the following to get the result I want:
In[41]:= NumberForm[2.75,2]
Out[41] 2.8
I wish Mathematica has printf() like formatting function. I find formatting numbers in Mathematica for exact field width and form a little awkward compared to using printf() formatting rules.
EDIT 2:
I tried $MaxExtraPrecision=1000 on some number I was trying for format/round, but it did not work, that is why I posted this question. Here it is
In[42]:= $MaxExtraPrecision=1000;
Round[2035.7520395261859,.1]
Out[43]= 2035.8000000000002
In[46]:= $MaxExtraPrecision=50;
Round[2.75,.1]
Out[47]= 2.8000000000000003
EDIT 3:
I found this way, to format a number to one decimal point only. Use Numberform, but first need to find what n-digit precision to use by counting the number of digits to the left of the decimal point, then adding 1.
In[56]:= x=2035.7520395261859;
NumberForm[x,IntegerLength[Round#x]+1]
Out[57]//NumberForm= 2035.8
EDIT 4:
The above (Edit 3) did not work for numbers such as
a=2.67301785 10^7
After some trials, I found Accounting Form to do what I want. AccountingForm gets rid of the 10^n form which NumberForm did not:
In[76]:= x=2035.7520395261859;
AccountingForm[x,IntegerLength[Round#x]+1]
Out[77]//AccountingForm= 2035.8
In[78]:= x=2.67301785 10^7;
AccountingForm[x,IntegerLength[Round#x]+1]
Out[79]//AccountingForm= 26730178.5
For formatting numerical values, the best language I found was Fortran, followed COBOL and also by those languages that use or support printf() standard formatting. With Mathematica, one can do such formatting I am sure, but it sure seems too complicated to me. I never understood why Mathematics does not have Printf[].
Not all decimal (base 10) numbers with a finite number of digits are representable in binary (base 2) with a finite number of digits. E.g. 0.1 is not representable in binary, just like 1/3 ~= 0.33333... is not representable in decimal. Mathematica (and other software) will only use a limited number of decimal digits when showing the number to hide this effect. However, occasionally it might happen that enough decimal digits are shown that the mismatch becomes visible.
http://en.wikipedia.org/wiki/Floating_point#Representable_numbers.2C_conversion_and_rounding
EDIT
This command will show you what happens when you find the closes binary representation of 0.1 using 20 binary digits, then convert it back to decimal:
RealDigits[FromDigits[RealDigits[1/10, 2, 20], 2], 10]
The number is stored in base 2, rather than base 10 (decimal). It's impossible to represent 2.8 in base 2, so it uses the closest value: 2.8000000000000003
Number/AccountingForm can take a list in the second argument, the second item of which is how many digits after the decimal place to show:
In[61]:= x=2035.7520395261859;
In[62]:= AccountingForm[x,{Infinity,3}]
Out[62]//AccountingForm= 2035.752
Perhaps this is useful.
I'm learning Ruby for fun, and for creating websites also (but that's irrelevant). While playing with it, i noticed something "weird"
When I compute 4.21 + 5 with irb, it answers 9.21 (weird, right?)
when I compute 4.23 + 5, it gives 9.23 (waw, that's definitely weird).
and when i type 4.22 + 5, it answers 9.21999... (w...wait! that's really weird).
Hence my question: what's going on?
I'd understand this behavior with division or really big numbers, but in this simple case....???
Does it mean that i can't develop an accounting app with Ruby?
Is there a patch or something to be applied? (to my brains, most likely)
You should read up on floating point representation in computers. This guide is a good place to start. Here's the short of it:
Because internally, computers use a
format (binary floating-point) that
cannot accurately represent a number
like 0.1, 0.2 or 0.3 at all.
When the code is compiled or
interpreted, your “0.1” is already
rounded to the nearest number in that
format, which results in a small
rounding error even before the
calculation happens.
By the way, I'm not sure why you think 4.21 + 5 = 9.21 or 4.23 + 5 = 9.23 is weird. If you think it's weird because one literal is an integer and one is a float, which ends up as a float response, that's how Ruby and some other languages handle differences in number types. It wouldn't be handy if Ruby dropped your float's precision and gave you just an integer back (9), so any integer literals are effectively changed to floats.
As for using floating-point numbers in a financial application, check out Developing financial application. The main takeaway is use the Decimal object vs. Float.
http://ruby-decimal.rubyforge.org/
This is the package you'd want to do reliable Floating Point maths in ruby. The Developint Financial Applications link doesn't reference it, but it makes the important point of using Decimal data types in your database.
Just noting this since it was non obvious for me :)
I have an array of numbers that potentially have up to 8 decimal places and I need to find the smallest common number I can multiply them by so that they are all whole numbers. I need this so all the original numbers can all be multiplied out to the same scale and be processed by a sealed system that will only deal with whole numbers, then I can retrieve the results and divide them by the common multiplier to get my relative results.
Currently we do a few checks on the numbers and multiply by 100 or 1,000,000, but the processing done by the *sealed system can get quite expensive when dealing with large numbers so multiplying everything by a million just for the sake of it isn’t really a great option. As an approximation lets say that the sealed algorithm gets 10 times more expensive every time you multiply by a factor of 10.
What is the most efficient algorithm, that will also give the best possible result, to accomplish what I need and is there a mathematical name and/or formula for what I’m need?
*The sealed system isn’t really sealed. I own/maintain the source code for it but its 100,000 odd lines of proprietary magic and it has been thoroughly bug and performance tested, altering it to deal with floats is not an option for many reasons. It is a system that creates a grid of X by Y cells, then rects that are X by Y are dropped into the grid, “proprietary magic” occurs and results are spat out – obviously this is an extremely simplified version of reality, but it’s a good enough approximation.
So far there are quiet a few good answers and I wondered how I should go about choosing the ‘correct’ one. To begin with I figured the only fair way was to create each solution and performance test it, but I later realised that pure speed wasn’t the only relevant factor – an more accurate solution is also very relevant. I wrote the performance tests anyway, but currently the I’m choosing the correct answer based on speed as well accuracy using a ‘gut feel’ formula.
My performance tests process 1000 different sets of 100 randomly generated numbers.
Each algorithm is tested using the same set of random numbers.
Algorithms are written in .Net 3.5 (although thus far would be 2.0 compatible)
I tried pretty hard to make the tests as fair as possible.
Greg – Multiply by large number
and then divide by GCD – 63
milliseconds
Andy – String Parsing
– 199 milliseconds
Eric – Decimal.GetBits – 160 milliseconds
Eric – Binary search – 32
milliseconds
Ima – sorry I couldn’t
figure out a how to implement your
solution easily in .Net (I didn’t
want to spend too long on it)
Bill – I figure your answer was pretty
close to Greg’s so didn’t implement
it. I’m sure it’d be a smidge faster
but potentially less accurate.
So Greg’s Multiply by large number and then divide by GCD” solution was the second fastest algorithm and it gave the most accurate results so for now I’m calling it correct.
I really wanted the Decimal.GetBits solution to be the fastest, but it was very slow, I’m unsure if this is due to the conversion of a Double to a Decimal or the Bit masking and shifting. There should be a
similar usable solution for a straight Double using the BitConverter.GetBytes and some knowledge contained here: http://blogs.msdn.com/bclteam/archive/2007/05/29/bcl-refresher-floating-point-types-the-good-the-bad-and-the-ugly-inbar-gazit-matthew-greig.aspx but my eyes just kept glazing over every time I read that article and I eventually ran out of time to try to implement a solution.
I’m always open to other solutions if anyone can think of something better.
I'd multiply by something sufficiently large (100,000,000 for 8 decimal places), then divide by the GCD of the resulting numbers. You'll end up with a pile of smallest integers that you can feed to the other algorithm. After getting the result, reverse the process to recover your original range.
Multiple all the numbers by 10
until you have integers.
Divide
by 2,3,5,7 while you still have all
integers.
I think that covers all cases.
2.1 * 10/7 -> 3
0.008 * 10^3/2^3 -> 1
That's assuming your multiplier can be a rational fraction.
If you want to find some integer N so that N*x is also an exact integer for a set of floats x in a given set are all integers, then you have a basically unsolvable problem. Suppose x = the smallest positive float your type can represent, say it's 10^-30. If you multiply all your numbers by 10^30, and then try to represent them in binary (otherwise, why are you even trying so hard to make them ints?), then you'll lose basically all the information of the other numbers due to overflow.
So here are two suggestions:
If you have control over all the related code, find another
approach. For example, if you have some function that takes only
int's, but you have floats, and you want to stuff your floats into
the function, just re-write or overload this function to accept
floats as well.
If you don't have control over the part of your system that requires
int's, then choose a precision to which you care about, accept that
you will simply have to lose some information sometimes (but it will
always be "small" in some sense), and then just multiply all your
float's by that constant, and round to the nearest integer.
By the way, if you're dealing with fractions, rather than float's, then it's a different game. If you have a bunch of fractions a/b, c/d, e/f; and you want a least common multiplier N such that N*(each fraction) = an integer, then N = abc / gcd(a,b,c); and gcd(a,b,c) = gcd(a, gcd(b, c)). You can use Euclid's algorithm to find the gcd of any two numbers.
Greg: Nice solution but won't calculating a GCD that's common in an array of 100+ numbers get a bit expensive? And how would you go about that? Its easy to do GCD for two numbers but for 100 it becomes more complex (I think).
Evil Andy: I'm programing in .Net and the solution you pose is pretty much a match for what we do now. I didn't want to include it in my original question cause I was hoping for some outside the box (or my box anyway) thinking and I didn't want to taint peoples answers with a potential solution. While I don't have any solid performance statistics (because I haven't had any other method to compare it against) I know the string parsing would be relatively expensive and I figured a purely mathematical solution could potentially be more efficient.
To be fair the current string parsing solution is in production and there have been no complaints about its performance yet (its even in production in a separate system in a VB6 format and no complaints there either). It's just that it doesn't feel right, I guess it offends my programing sensibilities - but it may well be the best solution.
That said I'm still open to any other solutions, purely mathematical or otherwise.
What language are you programming in? Something like
myNumber.ToString().Substring(myNumber.ToString().IndexOf(".")+1).Length
would give you the number of decimal places for a double in C#. You could run each number through that and find the largest number of decimal places(x), then multiply each number by 10 to the power of x.
Edit: Out of curiosity, what is this sealed system which you can pass only integers to?
In a loop get mantissa and exponent of each number as integers. You can use frexp for exponent, but I think bit mask will be required for mantissa. Find minimal exponent. Find most significant digits in mantissa (loop through bits looking for last "1") - or simply use predefined number of significant digits.
Your multiple is then something like 2^(numberOfDigits-minMantissa). "Something like" because I don't remember biases/offsets/ranges, but I think idea is clear enough.
So basically you want to determine the number of digits after the decimal point for each number.
This would be rather easier if you had the binary representation of the number. Are the numbers being converted from rationals or scientific notation earlier in your program? If so, you could skip the earlier conversion and have a much easier time. Otherwise you might want to pass each number to a function in an external DLL written in C, where you could work with the floating point representation directly. Or you could cast the numbers to decimal and do some work with Decimal.GetBits.
The fastest approach I can think of in-place and following your conditions would be to find the smallest necessary power-of-ten (or 2, or whatever) as suggested before. But instead of doing it in a loop, save some computation by doing binary search on the possible powers. Assuming a maximum of 8, something like:
int NumDecimals( double d )
{
// make d positive for clarity; it won't change the result
if( d<0 ) d=-d;
// now do binary search on the possible numbers of post-decimal digits to
// determine the actual number as quickly as possible:
if( NeedsMore( d, 10e4 ) )
{
// more than 4 decimals
if( NeedsMore( d, 10e6 ) )
{
// > 6 decimal places
if( NeedsMore( d, 10e7 ) ) return 10e8;
return 10e7;
}
else
{
// <= 6 decimal places
if( NeedsMore( d, 10e5 ) ) return 10e6;
return 10e5;
}
}
else
{
// <= 4 decimal places
// etc...
}
}
bool NeedsMore( double d, double e )
{
// check whether the representation of D has more decimal points than the
// power of 10 represented in e.
return (d*e - Math.Floor( d*e )) > 0;
}
PS: you wouldn't be passing security prices to an option pricing engine would you? It has exactly the flavor...