Certain floating point numbers have inherent inaccuracy from binary floating point representation:
> puts "%.50f" % (0.5) # cleanly representable
0.50000000000000000000000000000000000000000000000000
> puts "%.50f" % (0.1) # not cleanly representable
0.10000000000000000555111512312578270211815834045410
This is nothing new. But why does ruby's BigDecimal also show this behaviour?
> puts "%.50f" % ("0.1".to_d)
0.10000000000000000555111512312578270211815834045410
(I'm using the rails shorthand .to_d instead of BigDecimal.new for brevity only, this is not a rails specific question.)
Question: Why is "0.1".to_d still showing errors on the order of 10-17? I thought the purpose of BigDecimal was expressly to avoid inaccuracies like that?
At first I thought this was because I was converting an already inaccurate floating point 0.1 to BigDecimal, and BigDecimal was just losslessly representing the inaccuraccy. But I made sure I was using the string constructor (as in the snippet above), which should avoid the problem.
EDIT:
A bit more investigation shows that BigDecimal does still internally represent things cleanly. (Obvious, because otherwise this would be a huge bug in a very widely used system.) Here's an example with an operation that would still show error:
> puts "%.50f" % ("0.1".to_d * "10".to_d)
1.00000000000000000000000000000000000000000000000000
If the representation were lossy, that would show the same error as above, just shifted by an order of magnitude. What is going on here?
The %.50f specifier takes a floating point value, so that decimal value needs to be converted to floating point before it's rendered for display, and as such is subjected to the same floating point noise you get in ordinary floating point values.
sprintf and friends, like the String#% method, do conversions automatically depending on the type specified in the placeholder.
To suppress that you'd have to use the .to_s method on the BigDecimal number directly. It can take an optional format specifier if you want a certain number of places, and this can be chained in to a %s placeholder in your other string.
Related
I have the following string:
"1.273,08"
And I need to convert to float and the result must be:
1273.08
I tried some code using gsub but I can't solve this.
How can I do this conversion?
You have already received two good answers how to massage your String into your desired format using String#delete and String#tr.
But there is a deeper problem.
The decimal value 1 273.0810 cannot be accurately represented as an IEEE 754-2019 / ISO/IEC 60559:2020 binary64 floating point value.
Just like the value 1/3rd can easily be represented in ternary (0.13) but has an infinite representation in decimal (0.33333333…10, i.e. 0.[3]…10) and thus cannot be accurately represented, the value 8/100th can easily be represented in decimal (0.0810) but has an infinite representation in binary (0.0001010001111010111000010100011110101110000101…2, i.e. 0.[00010100011110101110]…2). In other words, it is impossible to express 1 273.0810 as a Ruby Float.
And that's not specific to Ruby, or even to programming, that is just basic high school maths: you cannot represent this number in binary, period, just like you cannot represent 1/3rd in decimal, or π in any integer base.
And of course, computers don't have infinite memory, so not only does 1 273.0810 have an infinite representation in binary, but as a Float, it will also be cut off after 64 bits. The closest possible value to 1 273.0810 as an IEEE 754-2019 / ISO/IEC 60559:2020 binary64 floating point value is 1 273.079 999 999 999 927 240 423 858 1710, which is less than 1 273.0810.
That is why you should never represent money using binary numbers: everybody will expect it to be decimal, not binary; if I write a cheque, I write it in decimal, not binary. People will expect that it is impossible to represent $ 1/3rd, they will expect that it is impossible to represent $ π, but they will not expect and not accept that if they put $ 1273.08 into their account, they will actually end up with slightly less than that.
The correct way to represent money would be to use a specialized Money datatype, or at least using the bigdecimal library from the standard library:
require 'bigdecimal'
BigDecimal('1.273,08'.delete('.').tr(',', '.'))
#=> 0.127308e4
I would do
"1.273,08".delete('.') # delete '.' from the string
.tr(',', '.') # replace ',' with '.'
.to_f # translate to float
#=> 1273.08
So, we're using . as a thousands separator and , instead of a dot:
str = "1.273,08"
str.gsub('.','').gsub(',', '.').to_f
Is there any way to tell the default ruby JSON library to parse non-integer numeric values as string (or BigDecimal?) instead of floats?
ie JSON.parse('{"foo": 123.45}')['foo'].class outputs Float, which may lead to precision issues.
PD: the oj library supports loading these values as BigDecimals.
PD2: seems there isn't: https://github.com/flori/json/blob/76f41a84e2bace20c3076aba53887537e37dfdb2/lib/json/pure/parser.rb#L196
In theory JSON as a container could hold highly precise numbers, but in practice one end is generally limited to IEEE 754 double precision floating point numbers as that is what JavaScript itself is limited to. Any precision loss will already be incurred if the values are encoded in JavaScript or almost any JSON implementation.
Hence, converting to BigDecimal from the parsed Float will almost always result in no additional loss of precision:
data = JSON.parse("[1.025]")
# Float can't represent decimal values precisely, so `round` fails
data.first.round(2) # => 1.02
# Converting to big decimal improves the precision of future operations
BigDecimal.new(data.first.to_s).round(2).to_s # => "1.03"
You are much better off transporting your highly precise values as strings.
Lastly, if you really need to ruby libraries can always be monkey patched to behave how you want.
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
As I tried to debug, I found that : just as I type in
Dim value As Double
value = 0.90000
then hit enter, and it automatically converts to 0.9
Shouldn't it keep the precision in double in visual basic?
For my calculation, I absolutely need to show the precision
If precision is required then the Currency data type is what you want to use.
There are at least two representations of your value in play. One is the value you see on the screen -- a string -- and one is the internal representation -- a binary value. In dealing with fractional values, the two are often not equivalent and where they aren't, it's because they can't be.
If you stick with doubles, VB will maintain 53 bits of mantissa throughout your calculations, no matter how they might appear when printed. If you transition through the string domain, say by saving to a file or DB and later retrieving, it often has to leave some of that precision behind. It's inevitable, because the interface between the two domains is not perfect. Some values that can be exactly represented as strings (or Decimals, that is, powers of ten) can't be exactly represented as fractional powers of 2.
This has nothing to do with VB, it's the nature of floating point. The best you can do is control where the rounding occurs. For this purpose your friend is the Format function, which controls how a value appears in string form.
? Format$(0.9, "0.00000") will show you an example.
You are getting what you see on the screen confused with what bits are being set in the Double to make that number.
VB is simply being "helpful", and simply knocking off excess zeros. But for all intents and purposes,
0.9
is identical to
0.90000
If you don't believe me, try doing this comparison:
Debug.Print CDbl("0.9") = CDbl("0.90000")
As has already been said, displayed precision can be shown using the Format$() function, e.g.
Debug.Print Format$(0.9, "0.00000")
No, it shouldn't keep the precision. Binary floating point values don't retain this information... and it would be somewhat odd to do so, given that you're expressing the value in one base even though it's being represented in another.
I don't know whether VB6 has a decimal floating point type, but that's probably what you want - or a fixed point decimal type, perhaps. Certainly in .NET, System.Decimal has retained extra 0s from .NET 1.1 onwards. If this doesn't help you, you could think about remembering two integers - e.g. "90000" and "100000" in this case, so that the value you're representing is one integer divided by another, with the associated level of precision.
EDIT: I thought that Currency may be what you want, but according to this article, that's fixed at 4 decimal places, and you're trying to retain 5. You could potentially just multiply by 10, if you always want 5 decimal places - but it's an awkward thing to remember to do everywhere... and you'd have to work out how to format it appropriately. It would also always be 4 decimal places, I suspect, even if you'd specified fewer - so if you want "0.300" to be different to "0.3000" then Currency may not be appropriate. I'm entirely basing this on articles online though...
You can also enter the value as 0.9# instead. This helps avoid implicit coercion within an expression that may truncate the precision you expect. In most cases the compiler won't require this hint though because floating point literals default to Double (indeed, the IDE typically deletes the # symbol unless the value was an integer, e.g. 9#).
Contrast the results of these:
MsgBox TypeName(0.9)
MsgBox TypeName(0.9!)
MsgBox TypeName(0.9#)
I am writing code that will deal with currencies, charges, etc. I am going to use the BigDecimal class for math and storage, but we ran into something weird with it.
This statement:
1876.8 == BigDecimal('1876.8')
returns false.
If I run those values through a formatting string "%.13f" I get:
"%.20f" % 1876.8 => 1876.8000000000000
"%.20f" % BigDecimal('1876.8') => 1876.8000000000002
Note the extra 2 from the BigDecimal at the last decimal place.
I thought BigDecimal was supposed to counter the inaccuracies of storing real numbers directly in the native floating point of the computer. Where is this 2 coming from?
It won't give you as much control over the number of decimal places, but the conventional format mechanism for BigDecimal appears to be:
a.to_s('F')
If you need more control, consider using the Money gem, assuming your domain problem is mostly about currency.
gem install money
You are right, BigDecimal should be storing it correctly, my best guess is:
BigDecimal is storing the value correctly
When passed to a string formatting function, BigDecimal is being cast as a lower precision floating point value, creating the ...02.
When compared directly with a float, the float has an extra decimal place far beyond the 20 you see (classic floats can't be compared behavoir).
Either way, you are unlikely to get accurate results comparing a float to a BigDecimal.
Don't compare FPU decimal string fractions for equality
The problem is that the equality comparison of a floating or double value with a decimal constant that contains a fraction is rarely successful.
Very few decimal string fractions have exact values in the binary FP representation, so equality comparisons are usually doomed.*
To answer your exact question, the 2 is coming from a slightly different conversion of the decimal string fraction into the Float format. Because the fraction cannot be represented exactly, it's possible that two computations will consider different amounts of precision in intermediate calculations and ultimately end up rounding the result to a 52-bit IEEE 754 double precision mantissa differently. It hardly matters because there is no exact representation anyway, but one is probably more wrong than the other.
In particular, your 1876.8 cannot be represented exactly by an FP object, in fact, between 0.01 and 0.99, only 0.25, 0.50, and 0.75 have exact binary representations. All the others, include 1876.8, repeat forever and are rounded to 52 bits. This is about half of the reason that BigDecimal even exists. (The other half of the reason is the fixed precision of FP data: sometimes you need more.)
So, the result that you get when comparing an actual machine value with a decimal string constant depends on every single bit in the binary fraction ... down to 1/252 ... and even then requires rounding.
If there is anything even the slightest bit (hehe, bit, sorry) imperfect about the process that produced the number, or the input conversion code, or anything else involved, they won't look exactly equal.
An argument could even be made that the comparison should always fail because no IEEE-format FPU can even represent that number exactly. They really are not equal, even though they look like it. On the left, your decimal string has been converted to a binary string, and most of the numbers just don't convert exactly. On the right, it's still a decimal string.
So don't mix floats with BigDecimal, just compare one BigDecimal with another BigDecimal. (Even when both operands are floats, testing for equality requires great care or a fuzzy test. Also, don't trust every formatted digit: output formatting will carry remainders way off the right side of the fraction, so you don't generally start seeing zeroes, you will just see garbage values.)
*The problem: machine numbers are x/2n, but decimal constants are x/(2n * 5m). Your value as sign, exponent, and mantissa is the infinitely repeating 0 10000001001 1101010100110011001100110011001100110011001100110011... Ironically, FP arithmetic is perfectly precise and equality comparisons work perfectly well when the value has no fraction.
as David said, BigDecimal is storing it right
p (BigDecimal('1876.8') * 100000000000000).to_i
returns 187680000000000000
so, yes, the string formatting is ruining it
If you don't need fractional cents, consider storing and manipulating the currency as an integer, then dividing by 100 when it's time to display. I find that easier than dealing with the inevitable precision issues of storing and manipulating in floating point.
On Mac OS X, I'm running ruby 1.8.7 (2008-08-11 patchlevel 72) [i686-darwin9]
irb(main):004:0> 1876.8 == BigDecimal('1876.8') => true
However, being Ruby, I think you should think in terms of messages sent to objects. What does this return to you:
BigDecimal('1876.8') == 1876.8
The two aren't equivalent, and if you're trying to use BigDecimal's ability to determine precise decimal equality, it should be the receiver of the message asking about the equality.
For the same reason I don't think formatting the BigDecimal by sending a format message to the format string is the right approach either.