Why is there an implied (or hidden) bit in IEEE floating point format? What is the purpose of it? It is mentioned in passing on Wikipedia.
From (Complete) Tutorial to Understand IEEE Floating-Point Errors:
"[Fraction] is the normalized fractional part of the number, normalized because the exponent is adjusted so that the leading bit is always a 1. This way, it does not have to be stored, and you get one more bit of precision. This is why there is an implied bit."
It basically allows for higher precision.
Related
Assume we have some sequence as input. For performance reasons we may want to convert it in homogeneous representation. And in order to transform it into homogeneous representation we are trying to convert it to same type. Here lets consider only 2 types in input - int64 and float64 (in my simple code I will use numpy and python; it is not the matter of this question - one may think only about 64-bit integer and 64-bit floats).
First we may try to cast everything to float64.
So we want something like so as input:
31 1.2 -1234
be converted to float64. If we would have all int64 we may left it unchanged ("already homogeneous"), or if something else was found we would return "not homogeneous". Pretty straightforward.
But here is the problem. Consider a bit modified input:
31000000 1.2 -1234
Idea is clear - we need to check that our "caster" is able to handle large by absolute value int64 properly:
format(np.float64(31000000), '.0f') # just convert to float64 and print
'31000000'
Seems like not a problem at all. So lets go to the deal right away:
im = np.iinfo(np.int64).max # maximum of int64 type
format(np.float64(im), '.0f')
format(np.float64(im-100), '.0f')
'9223372036854775808'
'9223372036854775808'
Now its really undesired - we lose some information which maybe needed. I.e. we want to preserve all the information provided in the input sequence.
So our im and im-100 values cast to the same float64 representation. The reason of this is clear - float64 has only 53 significand of total 64 bits. That is why its precision enough to represent log10(2^53) ~= 15.95 i.e. about all 16-length int64 without any information loss. But int64 type contains up to 19 digits.
So we end up with about [10^16; 10^19] (more precisely [10^log10(53); int64.max]) range in which each int64 may be represented with information loss.
Q: What decision in such situation should one made in order to represent int64 and float64 homogeneously.
I see several options for now:
Just convert all int64 range to float64 and "forget" about possible information loss.
Motivation here is "majority of input barely will be > 10^16 int64 values".
EDIT: This clause was misleading. In clear formulation we don't consider such solutions (but left it for completeness).
Do not make such automatic conversions at all. Only if explicitly specified.
I.e. we agree with performance drawbacks. For any int-float arrays. Even with ones as in simplest 1st case.
Calculate threshold for performing conversion to float64 without possible information loss. And use it while making casting decision. If int64 above this threshold found - do not convert (return "not homogeneous").
We've already calculate this threshold. It is log10(2^53) rounded.
Create new type "fint64". This is an exotic decision but I'm considering even this one for completeness.
Motivation here consists of 2 points. First one: it is frequent situation when user wants to store int and float types together. Second - is structure of float64 type. I'm not quite understand why one will need ~308 digits value range if significand consists only of ~16 of them and other ~292 is itself a noise. So we might use one of float64 exponent bits to indicate whether its float or int is stored here. But for int64 it would be definitely drawback to lose 1 bit. Cause would reduce our integer range twice. But we would gain possibility freely store ints along with floats without any additional overhead.
EDIT: While my initial thinking of this was as "exotic" decision in fact it is just a variant of another solution alternative - composite type for our representation (see 5 clause). But need to add here that my 1st composition has definite drawback - losing some range for float64 and for int64. What we rather do - is not to subtract 1 bit but add one bit which represents a flag for int or float type stored in following 64 bits.
As proposed #Brendan one may use composite type consists of "combination of 2 or more primitive types". So using additional primitives we may cover our "problem" range for int64 for example and get homogeneous representation in this "new" type.
EDITs:
Because here question arisen I need to try be very specific: Devised application in question do following thing - convert sequence of int64 or float64 to some homogeneous representation lossless if possible. The solutions are compared by performance (e.g. total excessive RAM needed for representation). That is all. No any other requirements is considered here (cause we should consider a problem in its minimal state - not writing whole application). Correspondingly algo that represents our data in homogeneous state lossless (we are sure we not lost any information) fits into our app.
I've decided to remove words "app" and "user" from question - it was also misleading.
When choosing a data type there are 3 requirements:
if values may have different signs
needed precision
needed range
Of course hardware doesn't provide a lot of types to choose from; so you'll need to select the next largest provided type. For example, if you want to store values ranging from 0 to 500 with 8 bits of precision; then hardware won't provide anything like that and you will need to use either 16-bit integer or 32-bit floating point.
When choosing a homogeneous representation there are 3 requirements:
if values may have different signs; determined from the requirements from all of the original types being represented
needed precision; determined from the requirements from all of the original types being represented
needed range; determined from the requirements from all of the original types being represented
For example, if you have integers from -10 to +10000000000 you need a 35 bit integer type that doesn't exist so you'll use a 64-bit integer, and if you need floating point values from -2 to +2 with 31 bits of precision then you'll need a 33 bit floating point type that doesn't exist so you'll use a 64-bit floating point type; and from the requirements of these two original types you'll know that a homogeneous representation will need a sign flag, a 33 bit significand (with an implied bit), and a 1-bit exponent; which doesn't exist so you'll use a 64-bit floating point type as the homogeneous representation.
However; if you don't know anything about the requirements of the original data types (and only know that whatever the requirements were they led to the selection of a 64-bit integer type and a 64-bit floating point type), then you'll have to assume "worst cases". This leads to needing a homogeneous representation that has a sign flag, 62 bits of precision (plus an implied 1 bit) and an 8 bit exponent. Of course this 71 bit floating point type doesn't exist, so you need to select the next largest type.
Also note that sometimes there is no "next largest type" that hardware supports. When this happens you need to resort to "composed types" - a combination of 2 or more primitive types. This can include anything up to and including "big rational numbers" (numbers represented by 3 big integers in "numerator / divisor * (1 << exponent)" form).
Of course if the original types (the 64-bit integer type and 64-bit floating point type) were primitive types and your homogeneous representation needs to use a "composed type"; then your "for performance reasons we may want to convert it in homogeneous representation" assumption is likely to be false (it's likely that, for performance reasons, you want to avoid using a homogeneous representation).
In other words:
If you don't know anything about the requirements of the original data types, it's likely that, for performance reasons, you want to avoid using a homogeneous representation.
Now...
Let's rephrase your question as "How to deal with design failures (choosing the wrong types which don't meet requirements)?". There is only one answer, and that is to avoid the design failure. Run-time checks (e.g. throwing an exception if the conversion to the homogeneous representation caused precision loss) serve no purpose other than to notify developers of design failures.
It is actually very basic: use 64 bits floating point. Floating point is an approximation, and you will loose precision for many ints. But there are no uncertainties other than "might this originally have been integral" and "does the original value deviates more than 1.0".
I know of one non-standard floating point representation that would be more powerfull (to be found in the net). That might (or might not) help cover the ints.
The only way to have an exact int mapping, would be to reduce the int range, and guarantee (say) 60 bits ints to be precise, and the remaining range approximated by floating point. Floating point would have to be reduced too, either exponential range as mentioned, or precision (the mantissa).
My application requires a fractional quantity multiplied by a monetary value.
For example, $65.50 × 0.55 hours = $36.025 (rounded to $36.03).
I know that floats should not be used to represent money, so I'm storing all of my monetary values as cents. $65.50 in the above equation is stored as 6550 (integer).
For the fractional coefficient, my issue is that 0.55 does not have a 32-bit float representation. In the use case above, 0.55 hours == 33 minutes, so 0.55 is an example of a specific value that my application will need to account for exactly. The floating point representation of 0.550000012 is insufficient, because the user will not understand where the additional 0.000000012 came from. I cannot simply call a rounding function on 0.550000012 because it will round to the whole number.
Multiplication solution
To solve this, my first idea was to store all quantities as integers and multiply × 1000. So 0.55 entered by the user would become 550 (integer) when stored. All calculations would happen without floats, and then simply divide by 1000 (integer division, not float) when presenting the result to the user.
I realize that this would permanently limit me to 3 decimal places of
precision. If I decide that 3 is adequate for the lifetime of my
application, does this approach make sense?
Are there potential rounding issues if I were to use integer division?
Is there a name for this process? EDIT: As indicated by #SergGr, this is fixed-point arithmetic.
Is there a better approach?
EDIT:
I should have clarified, this is not time-specific. It is for generic quantities like 1.256 pounds of flour, 1 sofa, or 0.25 hours (think invoices).
What I'm trying to replicate here is a more exact version of Postgres's extra_float_digits = 0 functionality, where if the user enters 0.55 (float32), the database stores 0.550000012 but when queried for the result returns 0.55 which appears to be exactly what the user typed.
I am willing to limit this application's precision to 3 decimal places (it's business, not scientific), so that's what made me consider the × 1000 approach.
I'm using the Go programming language, but I'm interested in generic cross-language solutions.
Another solution to store the result is using the rational form of the value. You can explain the number by two integer value which the number is equal p/q, such that both p and q are integers. Hence, you can have more precision for your numbers and do some math with the rational numbers in the format of two integers.
Note: This is an attempt to merge different comments into one coherent answer as was requested by Matt.
TL;DR
Yes, this approach makes sense but most probably is not the best choice
Yes, there are rounding issues but there inevitably will be some no matter what representation you use
What you suggest using is called Decimal fixed point numbers
I'd argue yes, there is a better approach and it is to use some standard or popular decimal floating point numbers library for your language (Go is not my native language so I can't recommend one)
In PostgreSQL it is better to use Numeric (something like Numeric(15,3) for example) rather than a combination of float4/float8 and extra_float_digits. Actually this is what the first item in the PostgreSQL doc on Floating-Point Types suggests:
If you require exact storage and calculations (such as for monetary amounts), use the numeric type instead.
Some more details on how non-integer numbers can be stored
First of all there is a fundamental fact that there are infinitely many numbers in the range [0;1] so you obviously can't store every number there in any finite data structure. It means you have to make some compromises: no matter what way you choose, there will be some numbers you can't store exactly so you'll have to round.
Another important point is that people are used to 10-based system and in that system only results of division by numbers in a form of 2^a*5^b can be represented using a finite number of digits. For every other rational number even if you somehow store it in the exact form, you will have to do some truncation and rounding at the formatting for human usage stage.
Potentially there are infinitely many ways to store numbers. In practice only a few are widely used:
floating point numbers with two major branches of binary (this is what most today's hardware natively implements and what is support by most of the languages as float or double) and decimal. This is the format that store mantissa and exponent (can be negative), so the number is mantissa * base^exponent (I omit sign and just say it is logically a part of the mantissa although in practice it is usually stored separately). Binary vs. decimal is specified by the base. For example 0.5 will be stored in binary as a pair (1,-1) i.e. 1*2^-1 and in decimal as a pair (5,-1) i.e. 5*10^-1. Theoretically you can use any other base as well but in practice only 2 and 10 make sense as the bases.
fixed point numbers with the same division in binary and decimal. The idea is the same as in floating point numbers but some fixed exponent is used for all the numbers. What you suggests is actually a decimal fixed point number with the exponent fixed at -3. I've seen a usage of binary fixed-point numbers on some embedded hardware where there is no built-in support of floating point numbers, because binary fixed-point numbers can be implemented with reasonable efficiency using integer arithmetic. As for decimal fixed-point numbers, in practice they are not much easier to implement that decimal floating-point numbers but provide much less flexibility.
rational numbers format i.e. the value is stored as a pair of (p, q) which represents p/q (and usually q>0 so sign stored in p and either p=0, q=1 for 0 or gcd(p,q) = 1 for every other number). Usually this requires some big integer arithmetic to be useful in the first place (here is a Go example of math.big.Rat). Actually this might be an useful format for some problems and people often forget about this possibility, probably because it is often not a part of a standard library. Another obvious drawback is that as I said people are not used to think in rational numbers (can you easily compare which is greater 123/456 or 213/789?) so you'll have to convert the final results to some other form. Another drawback is that if you have a long chain of computations, internal numbers (p and q) might easily become very big values so computations will be slow. Still it may be useful to store intermediate results of calculations.
In practical terms there is also a division into arbitrary length and fixed length representations. For example:
IEEE 754 float or double are fixed length floating-point binary representations,
Go math.big.Float is an arbitrary length floating-point binary representations
.Net decimal is a fixed length floating-point decimal representations
Java BigDecimal is an arbitrary length floating-point decimal representations
In practical terms I'd says that the best solution for your problem is some big enough fixed length floating point decimal representations (like .Net decimal). An arbitrary length implementation would also work. If you have to make an implementation from scratch, than your idea of a fixed length fixed point decimal representation might be OK because it is the easiest thing to implement yourself (a bit easier than the previous alternatives) but it may become a burden at some point.
As mentioned in the comments, it would be best to use some builtin Decimal module in your language to handle exact arithmetic. However, since you haven't specified a language, we cannot be certain that your language may even have such a module. If it does not, here is how to go about doing so.
Consider using Binary Coded Decimal to store your values. The way it works is by restricting the values that can be stored per byte to 0 through 9 (inclusive), "wasting" the rest. You can encode a decimal representation of a number byte by byte that way. For example, 613 would become
6 -> 0000 0110
1 -> 0000 0001
3 -> 0000 0011
613 -> 0000 0110 0000 0001 0000 0011
Where each grouping of 4 digits above is a "nibble" of a byte. In practice, a packed variant is used, where two decimal digits are packed into a byte (one per nibble) to be less "wasteful". You can then implement a few methods to do your basic addition, subtract, multiplication, etc. Just iterate over an array of bytes, and perform your classic grade school addition / multiplication algorithms (keep in mind for the packed variant that you may need to pad a zero to get an even number of nibbles). You just need to keep a variable to store where the decimal point is, and remember to carry where necessary to preserve the encoding.
How I write -2^-132 in hexadecimal format in IEEE-754 single precision?
See this Wikipedia article for how to represent it in IEEE-754.
Or even this link.
Note: the result is denormal, so the exponent is zero!
According to this and this, the answer is:
0x80020000 == 10000000000000100000000000000000b
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
just curious! but I spotted that the value of π held by SAS is in fact incorrect.
for instance:
data _null_;
x= constant('pi') * 1000000000000000000000000000;
put x= 32.;
run;
gives a π value of (3.)141592653589792961327005696
however - π is of course (3.)1415926535897932384626433832795 ( http://www.joyofpi.com/pi.html ) - to 31 dp.
what gives??!!
SAS stores PI as a constant to 14 decimal places. The difference you are seeing is an artifact of floating point math when you did the multiplication step.
data _null_;
pi=constant("PI");
put pi= 32.30;
run;
/*On Log */
pi=3.141592653589790000000000000000
PI is held as a constant in all programming languages to a set precision. It isn't calculated. Your code just exposes how accurate PI is in SAS.
You got 16 digits of precision. Which means it probably uses an IEEE 754 double-precision floating point representation, which only gives about 16-17 decimal digits of precision. It is impossible for π to be represented in any finite number of digits, so any computer representation is going to be truncated at some number of digits. There are ways of doing arbitrary-precision math (Java has a BigDecimal class), but even then you'd have to truncate π somewhere. And math done that way is several orders of magnitude slower (because it is not handled by direct CPU instructions).
As Garry Shutler said, it's held as a constant. Note that that small fractional values in the numeric types of computer languages are rarely all that accurate (in fact, their accuracy can be lower than their precision), because they're stored as very good approximations that can be manipulated quickly. If you need excellent precision (as in financial and scientific endeavors), you need to use special types like Java's BigDecimal that handle being completely accurate (at the cost of computational speed). (Sorry, don't know SAS so don't know of an analog for BigDecimal.)