I am wondering if this is true: When I take the square root of a squared integer, like in
f = Math.sqrt(123*123)
I will get a floating point number very close to 123. Due to floating point representation precision, this could be something like 122.99999999999999999999 or 123.000000000000000000001.
Since floor(122.999999999999999999) is 122, I should get 122 instead of 123. So I expect that floor(sqrt(i*i)) == i-1 in about 50% of the cases. Strangely, for all the numbers I have tested, floor(sqrt(i*i) == i. Here is a small ruby script to test the first 100 million numbers:
100_000_000.times do |i|
puts i if Math.sqrt(i*i).floor != i
end
The above script never prints anything. Why is that so?
UPDATE: Thanks for the quick reply, this seems to be the solution: According to wikipedia
Any integer with absolute value less
than or equal to 2^24 can be exactly
represented in the single precision
format, and any integer with absolute
value less than or equal to 2^53 can
be exactly represented in the double
precision format.
Math.sqrt(i*i) starts to behave as I've expected it starting from i=9007199254740993, which is 2^53 + 1.
Here's the essence of your confusion:
Due to floating point representation
precision, this could be something
like 122.99999999999999999999 or
123.000000000000000000001.
This is false. It will always be exactly 123 on a IEEE-754 compliant system, which is almost all systems in these modern times. Floating-point arithmetic does not have "random error" or "noise". It has precise, deterministic rounding, and many simple computations (like this one) do not incur any rounding at all.
123 is exactly representable in floating-point, and so is 123*123 (so are all modest-sized integers). So no rounding error occurs when you convert 123*123 to a floating-point type. The result is exactly 15129.
Square root is a correctly rounded operation, per the IEEE-754 standard. This means that if there is an exact answer, the square root function is required to produce it. Since you are taking the square root of exactly 15129, which is exactly 123, that's exactly the result you get from the square root function. No rounding or approximation occurs.
Now, for how large of an integer will this be true?
Double precision can exactly represent all integers up to 2^53. So as long as i*i is less than 2^53, no rounding will occur in your computation, and the result will be exact for that reason. This means that for all i smaller than 94906265, we know the computation will be exact.
But you tried i larger than that! What's happening?
For the largest i that you tried, i*i is just barely larger than 2^53 (1.1102... * 2^53, actually). Because conversions from integer to double (or multiplication in double) are also correctly rounded operations, i*i will be the representable value closest to the exact square of i. In this case, since i*i is 54 bits wide, the rounding will happen in the very lowest bit. Thus we know that:
i*i as a double = the exact value of i*i + rounding
where rounding is either -1,0, or 1. If rounding is zero, then the square is exact, so the square root is exact, so we already know you get the right answer. Let's ignore that case.
So now we're looking at the square root of i*i +/- 1. Using a Taylor series expansion, the infinitely precise (unrounded) value of this square root is:
i * (1 +/- 1/(2i^2) + O(1/i^4))
Now this is a bit fiddly to see if you haven't done any floating point error analysis before, but if you use the fact that i^2 > 2^53, you can see that the:
1/(2i^2) + O(1/i^4)
term is smaller than 2^-54, which means that (since square root is correctly rounded, and hence its rounding error must be smaller than 2^54), the rounded result of the sqrt function is exactly i.
It turns out that (with a similar analysis), for any exactly representable floating point number x, sqrt(x*x) is exactly x (assuming that the intermediate computation of x*x doesn't over- or underflow), so the only way you can encounter rounding for this type of computation is in the representation of x itself, which is why you see it starting at 2^53 + 1 (the smallest unrepresentable integer).
For "small" integers, there is usually an exact floating-point representation.
It's not too hard to find cases where this breaks down as you'd expect:
Math.sqrt(94949493295293425**2).floor
# => 94949493295293424
Math.sqrt(94949493295293426**2).floor
# => 94949493295293424
Math.sqrt(94949493295293427**2).floor
# => 94949493295293424
Ruby's Float is a double-precision floating point number, which means that it can accurately represent numbers with (rule of thumb) about 16 significant decimal digits. For regular single-precision floating point numbers it's about significant 7 digits.
You can find more information here:
What Every Computer Scientist Should Know About Floating-Point Arithmetic:
http://docs.sun.com/source/819-3693/ncg_goldberg.html
Related
Why do some numbers lose accuracy when stored as floating point numbers?
For example, the decimal number 9.2 can be expressed exactly as a ratio of two decimal integers (92/10), both of which can be expressed exactly in binary (0b1011100/0b1010). However, the same ratio stored as a floating point number is never exactly equal to 9.2:
32-bit "single precision" float: 9.19999980926513671875
64-bit "double precision" float: 9.199999999999999289457264239899814128875732421875
How can such an apparently simple number be "too big" to express in 64 bits of memory?
In most programming languages, floating point numbers are represented a lot like scientific notation: with an exponent and a mantissa (also called the significand). A very simple number, say 9.2, is actually this fraction:
5179139571476070 * 2 -49
Where the exponent is -49 and the mantissa is 5179139571476070. The reason it is impossible to represent some decimal numbers this way is that both the exponent and the mantissa must be integers. In other words, all floats must be an integer multiplied by an integer power of 2.
9.2 may be simply 92/10, but 10 cannot be expressed as 2n if n is limited to integer values.
Seeing the Data
First, a few functions to see the components that make a 32- and 64-bit float. Gloss over these if you only care about the output (example in Python):
def float_to_bin_parts(number, bits=64):
if bits == 32: # single precision
int_pack = 'I'
float_pack = 'f'
exponent_bits = 8
mantissa_bits = 23
exponent_bias = 127
elif bits == 64: # double precision. all python floats are this
int_pack = 'Q'
float_pack = 'd'
exponent_bits = 11
mantissa_bits = 52
exponent_bias = 1023
else:
raise ValueError, 'bits argument must be 32 or 64'
bin_iter = iter(bin(struct.unpack(int_pack, struct.pack(float_pack, number))[0])[2:].rjust(bits, '0'))
return [''.join(islice(bin_iter, x)) for x in (1, exponent_bits, mantissa_bits)]
There's a lot of complexity behind that function, and it'd be quite the tangent to explain, but if you're interested, the important resource for our purposes is the struct module.
Python's float is a 64-bit, double-precision number. In other languages such as C, C++, Java and C#, double-precision has a separate type double, which is often implemented as 64 bits.
When we call that function with our example, 9.2, here's what we get:
>>> float_to_bin_parts(9.2)
['0', '10000000010', '0010011001100110011001100110011001100110011001100110']
Interpreting the Data
You'll see I've split the return value into three components. These components are:
Sign
Exponent
Mantissa (also called Significand, or Fraction)
Sign
The sign is stored in the first component as a single bit. It's easy to explain: 0 means the float is a positive number; 1 means it's negative. Because 9.2 is positive, our sign value is 0.
Exponent
The exponent is stored in the middle component as 11 bits. In our case, 0b10000000010. In decimal, that represents the value 1026. A quirk of this component is that you must subtract a number equal to 2(# of bits) - 1 - 1 to get the true exponent; in our case, that means subtracting 0b1111111111 (decimal number 1023) to get the true exponent, 0b00000000011 (decimal number 3).
Mantissa
The mantissa is stored in the third component as 52 bits. However, there's a quirk to this component as well. To understand this quirk, consider a number in scientific notation, like this:
6.0221413x1023
The mantissa would be the 6.0221413. Recall that the mantissa in scientific notation always begins with a single non-zero digit. The same holds true for binary, except that binary only has two digits: 0 and 1. So the binary mantissa always starts with 1! When a float is stored, the 1 at the front of the binary mantissa is omitted to save space; we have to place it back at the front of our third element to get the true mantissa:
1.0010011001100110011001100110011001100110011001100110
This involves more than just a simple addition, because the bits stored in our third component actually represent the fractional part of the mantissa, to the right of the radix point.
When dealing with decimal numbers, we "move the decimal point" by multiplying or dividing by powers of 10. In binary, we can do the same thing by multiplying or dividing by powers of 2. Since our third element has 52 bits, we divide it by 252 to move it 52 places to the right:
0.0010011001100110011001100110011001100110011001100110
In decimal notation, that's the same as dividing 675539944105574 by 4503599627370496 to get 0.1499999999999999. (This is one example of a ratio that can be expressed exactly in binary, but only approximately in decimal; for more detail, see: 675539944105574 / 4503599627370496.)
Now that we've transformed the third component into a fractional number, adding 1 gives the true mantissa.
Recapping the Components
Sign (first component): 0 for positive, 1 for negative
Exponent (middle component): Subtract 2(# of bits) - 1 - 1 to get the true exponent
Mantissa (last component): Divide by 2(# of bits) and add 1 to get the true mantissa
Calculating the Number
Putting all three parts together, we're given this binary number:
1.0010011001100110011001100110011001100110011001100110 x 1011
Which we can then convert from binary to decimal:
1.1499999999999999 x 23 (inexact!)
And multiply to reveal the final representation of the number we started with (9.2) after being stored as a floating point value:
9.1999999999999993
Representing as a Fraction
9.2
Now that we've built the number, it's possible to reconstruct it into a simple fraction:
1.0010011001100110011001100110011001100110011001100110 x 1011
Shift mantissa to a whole number:
10010011001100110011001100110011001100110011001100110 x 1011-110100
Convert to decimal:
5179139571476070 x 23-52
Subtract the exponent:
5179139571476070 x 2-49
Turn negative exponent into division:
5179139571476070 / 249
Multiply exponent:
5179139571476070 / 562949953421312
Which equals:
9.1999999999999993
9.5
>>> float_to_bin_parts(9.5)
['0', '10000000010', '0011000000000000000000000000000000000000000000000000']
Already you can see the mantissa is only 4 digits followed by a whole lot of zeroes. But let's go through the paces.
Assemble the binary scientific notation:
1.0011 x 1011
Shift the decimal point:
10011 x 1011-100
Subtract the exponent:
10011 x 10-1
Binary to decimal:
19 x 2-1
Negative exponent to division:
19 / 21
Multiply exponent:
19 / 2
Equals:
9.5
Further reading
The Floating-Point Guide: What Every Programmer Should Know About Floating-Point Arithmetic, or, Why don’t my numbers add up? (floating-point-gui.de)
What Every Computer Scientist Should Know About Floating-Point Arithmetic (Goldberg 1991)
IEEE Double-precision floating-point format (Wikipedia)
Floating Point Arithmetic: Issues and Limitations (docs.python.org)
Floating Point Binary
This isn't a full answer (mhlester already covered a lot of good ground I won't duplicate), but I would like to stress how much the representation of a number depends on the base you are working in.
Consider the fraction 2/3
In good-ol' base 10, we typically write it out as something like
0.666...
0.666
0.667
When we look at those representations, we tend to associate each of them with the fraction 2/3, even though only the first representation is mathematically equal to the fraction. The second and third representations/approximations have an error on the order of 0.001, which is actually much worse than the error between 9.2 and 9.1999999999999993. In fact, the second representation isn't even rounded correctly! Nevertheless, we don't have a problem with 0.666 as an approximation of the number 2/3, so we shouldn't really have a problem with how 9.2 is approximated in most programs. (Yes, in some programs it matters.)
Number bases
So here's where number bases are crucial. If we were trying to represent 2/3 in base 3, then
(2/3)10 = 0.23
In other words, we have an exact, finite representation for the same number by switching bases! The take-away is that even though you can convert any number to any base, all rational numbers have exact finite representations in some bases but not in others.
To drive this point home, let's look at 1/2. It might surprise you that even though this perfectly simple number has an exact representation in base 10 and 2, it requires a repeating representation in base 3.
(1/2)10 = 0.510 = 0.12 = 0.1111...3
Why are floating point numbers inaccurate?
Because often-times, they are approximating rationals that cannot be represented finitely in base 2 (the digits repeat), and in general they are approximating real (possibly irrational) numbers which may not be representable in finitely many digits in any base.
While all of the other answers are good there is still one thing missing:
It is impossible to represent irrational numbers (e.g. π, sqrt(2), log(3), etc.) precisely!
And that actually is why they are called irrational. No amount of bit storage in the world would be enough to hold even one of them. Only symbolic arithmetic is able to preserve their precision.
Although if you would limit your math needs to rational numbers only the problem of precision becomes manageable. You would need to store a pair of (possibly very big) integers a and b to hold the number represented by the fraction a/b. All your arithmetic would have to be done on fractions just like in highschool math (e.g. a/b * c/d = ac/bd).
But of course you would still run into the same kind of trouble when pi, sqrt, log, sin, etc. are involved.
TL;DR
For hardware accelerated arithmetic only a limited amount of rational numbers can be represented. Every not-representable number is approximated. Some numbers (i.e. irrational) can never be represented no matter the system.
There are infinitely many real numbers (so many that you can't enumerate them), and there are infinitely many rational numbers (it is possible to enumerate them).
The floating-point representation is a finite one (like anything in a computer) so unavoidably many many many numbers are impossible to represent. In particular, 64 bits only allow you to distinguish among only 18,446,744,073,709,551,616 different values (which is nothing compared to infinity). With the standard convention, 9.2 is not one of them. Those that can are of the form m.2^e for some integers m and e.
You might come up with a different numeration system, 10 based for instance, where 9.2 would have an exact representation. But other numbers, say 1/3, would still be impossible to represent.
Also note that double-precision floating-points numbers are extremely accurate. They can represent any number in a very wide range with as much as 15 exact digits. For daily life computations, 4 or 5 digits are more than enough. You will never really need those 15, unless you want to count every millisecond of your lifetime.
Why can we not represent 9.2 in binary floating point?
Floating point numbers are (simplifying slightly) a positional numbering system with a restricted number of digits and a movable radix point.
A fraction can only be expressed exactly using a finite number of digits in a positional numbering system if the prime factors of the denominator (when the fraction is expressed in it's lowest terms) are factors of the base.
The prime factors of 10 are 5 and 2, so in base 10 we can represent any fraction of the form a/(2b5c).
On the other hand the only prime factor of 2 is 2, so in base 2 we can only represent fractions of the form a/(2b)
Why do computers use this representation?
Because it's a simple format to work with and it is sufficiently accurate for most purposes. Basically the same reason scientists use "scientific notation" and round their results to a reasonable number of digits at each step.
It would certainly be possible to define a fraction format, with (for example) a 32-bit numerator and a 32-bit denominator. It would be able to represent numbers that IEEE double precision floating point could not, but equally there would be many numbers that can be represented in double precision floating point that could not be represented in such a fixed-size fraction format.
However the big problem is that such a format is a pain to do calculations on. For two reasons.
If you want to have exactly one representation of each number then after each calculation you need to reduce the fraction to it's lowest terms. That means that for every operation you basically need to do a greatest common divisor calculation.
If after your calculation you end up with an unrepresentable result because the numerator or denominator you need to find the closest representable result. This is non-trivil.
Some Languages do offer fraction types, but usually they do it in combination with arbitary precision, this avoids needing to worry about approximating fractions but it creates it's own problem, when a number passes through a large number of calculation steps the size of the denominator and hence the storage needed for the fraction can explode.
Some languages also offer decimal floating point types, these are mainly used in scenarios where it is imporant that the results the computer gets match pre-existing rounding rules that were written with humans in mind (chiefly financial calculations). These are slightly more difficult to work with than binary floating point, but the biggest problem is that most computers don't offer hardware support for them.
Why do some numbers lose accuracy when stored as floating point numbers?
For example, the decimal number 9.2 can be expressed exactly as a ratio of two decimal integers (92/10), both of which can be expressed exactly in binary (0b1011100/0b1010). However, the same ratio stored as a floating point number is never exactly equal to 9.2:
32-bit "single precision" float: 9.19999980926513671875
64-bit "double precision" float: 9.199999999999999289457264239899814128875732421875
How can such an apparently simple number be "too big" to express in 64 bits of memory?
In most programming languages, floating point numbers are represented a lot like scientific notation: with an exponent and a mantissa (also called the significand). A very simple number, say 9.2, is actually this fraction:
5179139571476070 * 2 -49
Where the exponent is -49 and the mantissa is 5179139571476070. The reason it is impossible to represent some decimal numbers this way is that both the exponent and the mantissa must be integers. In other words, all floats must be an integer multiplied by an integer power of 2.
9.2 may be simply 92/10, but 10 cannot be expressed as 2n if n is limited to integer values.
Seeing the Data
First, a few functions to see the components that make a 32- and 64-bit float. Gloss over these if you only care about the output (example in Python):
def float_to_bin_parts(number, bits=64):
if bits == 32: # single precision
int_pack = 'I'
float_pack = 'f'
exponent_bits = 8
mantissa_bits = 23
exponent_bias = 127
elif bits == 64: # double precision. all python floats are this
int_pack = 'Q'
float_pack = 'd'
exponent_bits = 11
mantissa_bits = 52
exponent_bias = 1023
else:
raise ValueError, 'bits argument must be 32 or 64'
bin_iter = iter(bin(struct.unpack(int_pack, struct.pack(float_pack, number))[0])[2:].rjust(bits, '0'))
return [''.join(islice(bin_iter, x)) for x in (1, exponent_bits, mantissa_bits)]
There's a lot of complexity behind that function, and it'd be quite the tangent to explain, but if you're interested, the important resource for our purposes is the struct module.
Python's float is a 64-bit, double-precision number. In other languages such as C, C++, Java and C#, double-precision has a separate type double, which is often implemented as 64 bits.
When we call that function with our example, 9.2, here's what we get:
>>> float_to_bin_parts(9.2)
['0', '10000000010', '0010011001100110011001100110011001100110011001100110']
Interpreting the Data
You'll see I've split the return value into three components. These components are:
Sign
Exponent
Mantissa (also called Significand, or Fraction)
Sign
The sign is stored in the first component as a single bit. It's easy to explain: 0 means the float is a positive number; 1 means it's negative. Because 9.2 is positive, our sign value is 0.
Exponent
The exponent is stored in the middle component as 11 bits. In our case, 0b10000000010. In decimal, that represents the value 1026. A quirk of this component is that you must subtract a number equal to 2(# of bits) - 1 - 1 to get the true exponent; in our case, that means subtracting 0b1111111111 (decimal number 1023) to get the true exponent, 0b00000000011 (decimal number 3).
Mantissa
The mantissa is stored in the third component as 52 bits. However, there's a quirk to this component as well. To understand this quirk, consider a number in scientific notation, like this:
6.0221413x1023
The mantissa would be the 6.0221413. Recall that the mantissa in scientific notation always begins with a single non-zero digit. The same holds true for binary, except that binary only has two digits: 0 and 1. So the binary mantissa always starts with 1! When a float is stored, the 1 at the front of the binary mantissa is omitted to save space; we have to place it back at the front of our third element to get the true mantissa:
1.0010011001100110011001100110011001100110011001100110
This involves more than just a simple addition, because the bits stored in our third component actually represent the fractional part of the mantissa, to the right of the radix point.
When dealing with decimal numbers, we "move the decimal point" by multiplying or dividing by powers of 10. In binary, we can do the same thing by multiplying or dividing by powers of 2. Since our third element has 52 bits, we divide it by 252 to move it 52 places to the right:
0.0010011001100110011001100110011001100110011001100110
In decimal notation, that's the same as dividing 675539944105574 by 4503599627370496 to get 0.1499999999999999. (This is one example of a ratio that can be expressed exactly in binary, but only approximately in decimal; for more detail, see: 675539944105574 / 4503599627370496.)
Now that we've transformed the third component into a fractional number, adding 1 gives the true mantissa.
Recapping the Components
Sign (first component): 0 for positive, 1 for negative
Exponent (middle component): Subtract 2(# of bits) - 1 - 1 to get the true exponent
Mantissa (last component): Divide by 2(# of bits) and add 1 to get the true mantissa
Calculating the Number
Putting all three parts together, we're given this binary number:
1.0010011001100110011001100110011001100110011001100110 x 1011
Which we can then convert from binary to decimal:
1.1499999999999999 x 23 (inexact!)
And multiply to reveal the final representation of the number we started with (9.2) after being stored as a floating point value:
9.1999999999999993
Representing as a Fraction
9.2
Now that we've built the number, it's possible to reconstruct it into a simple fraction:
1.0010011001100110011001100110011001100110011001100110 x 1011
Shift mantissa to a whole number:
10010011001100110011001100110011001100110011001100110 x 1011-110100
Convert to decimal:
5179139571476070 x 23-52
Subtract the exponent:
5179139571476070 x 2-49
Turn negative exponent into division:
5179139571476070 / 249
Multiply exponent:
5179139571476070 / 562949953421312
Which equals:
9.1999999999999993
9.5
>>> float_to_bin_parts(9.5)
['0', '10000000010', '0011000000000000000000000000000000000000000000000000']
Already you can see the mantissa is only 4 digits followed by a whole lot of zeroes. But let's go through the paces.
Assemble the binary scientific notation:
1.0011 x 1011
Shift the decimal point:
10011 x 1011-100
Subtract the exponent:
10011 x 10-1
Binary to decimal:
19 x 2-1
Negative exponent to division:
19 / 21
Multiply exponent:
19 / 2
Equals:
9.5
Further reading
The Floating-Point Guide: What Every Programmer Should Know About Floating-Point Arithmetic, or, Why don’t my numbers add up? (floating-point-gui.de)
What Every Computer Scientist Should Know About Floating-Point Arithmetic (Goldberg 1991)
IEEE Double-precision floating-point format (Wikipedia)
Floating Point Arithmetic: Issues and Limitations (docs.python.org)
Floating Point Binary
This isn't a full answer (mhlester already covered a lot of good ground I won't duplicate), but I would like to stress how much the representation of a number depends on the base you are working in.
Consider the fraction 2/3
In good-ol' base 10, we typically write it out as something like
0.666...
0.666
0.667
When we look at those representations, we tend to associate each of them with the fraction 2/3, even though only the first representation is mathematically equal to the fraction. The second and third representations/approximations have an error on the order of 0.001, which is actually much worse than the error between 9.2 and 9.1999999999999993. In fact, the second representation isn't even rounded correctly! Nevertheless, we don't have a problem with 0.666 as an approximation of the number 2/3, so we shouldn't really have a problem with how 9.2 is approximated in most programs. (Yes, in some programs it matters.)
Number bases
So here's where number bases are crucial. If we were trying to represent 2/3 in base 3, then
(2/3)10 = 0.23
In other words, we have an exact, finite representation for the same number by switching bases! The take-away is that even though you can convert any number to any base, all rational numbers have exact finite representations in some bases but not in others.
To drive this point home, let's look at 1/2. It might surprise you that even though this perfectly simple number has an exact representation in base 10 and 2, it requires a repeating representation in base 3.
(1/2)10 = 0.510 = 0.12 = 0.1111...3
Why are floating point numbers inaccurate?
Because often-times, they are approximating rationals that cannot be represented finitely in base 2 (the digits repeat), and in general they are approximating real (possibly irrational) numbers which may not be representable in finitely many digits in any base.
While all of the other answers are good there is still one thing missing:
It is impossible to represent irrational numbers (e.g. π, sqrt(2), log(3), etc.) precisely!
And that actually is why they are called irrational. No amount of bit storage in the world would be enough to hold even one of them. Only symbolic arithmetic is able to preserve their precision.
Although if you would limit your math needs to rational numbers only the problem of precision becomes manageable. You would need to store a pair of (possibly very big) integers a and b to hold the number represented by the fraction a/b. All your arithmetic would have to be done on fractions just like in highschool math (e.g. a/b * c/d = ac/bd).
But of course you would still run into the same kind of trouble when pi, sqrt, log, sin, etc. are involved.
TL;DR
For hardware accelerated arithmetic only a limited amount of rational numbers can be represented. Every not-representable number is approximated. Some numbers (i.e. irrational) can never be represented no matter the system.
There are infinitely many real numbers (so many that you can't enumerate them), and there are infinitely many rational numbers (it is possible to enumerate them).
The floating-point representation is a finite one (like anything in a computer) so unavoidably many many many numbers are impossible to represent. In particular, 64 bits only allow you to distinguish among only 18,446,744,073,709,551,616 different values (which is nothing compared to infinity). With the standard convention, 9.2 is not one of them. Those that can are of the form m.2^e for some integers m and e.
You might come up with a different numeration system, 10 based for instance, where 9.2 would have an exact representation. But other numbers, say 1/3, would still be impossible to represent.
Also note that double-precision floating-points numbers are extremely accurate. They can represent any number in a very wide range with as much as 15 exact digits. For daily life computations, 4 or 5 digits are more than enough. You will never really need those 15, unless you want to count every millisecond of your lifetime.
Why can we not represent 9.2 in binary floating point?
Floating point numbers are (simplifying slightly) a positional numbering system with a restricted number of digits and a movable radix point.
A fraction can only be expressed exactly using a finite number of digits in a positional numbering system if the prime factors of the denominator (when the fraction is expressed in it's lowest terms) are factors of the base.
The prime factors of 10 are 5 and 2, so in base 10 we can represent any fraction of the form a/(2b5c).
On the other hand the only prime factor of 2 is 2, so in base 2 we can only represent fractions of the form a/(2b)
Why do computers use this representation?
Because it's a simple format to work with and it is sufficiently accurate for most purposes. Basically the same reason scientists use "scientific notation" and round their results to a reasonable number of digits at each step.
It would certainly be possible to define a fraction format, with (for example) a 32-bit numerator and a 32-bit denominator. It would be able to represent numbers that IEEE double precision floating point could not, but equally there would be many numbers that can be represented in double precision floating point that could not be represented in such a fixed-size fraction format.
However the big problem is that such a format is a pain to do calculations on. For two reasons.
If you want to have exactly one representation of each number then after each calculation you need to reduce the fraction to it's lowest terms. That means that for every operation you basically need to do a greatest common divisor calculation.
If after your calculation you end up with an unrepresentable result because the numerator or denominator you need to find the closest representable result. This is non-trivil.
Some Languages do offer fraction types, but usually they do it in combination with arbitary precision, this avoids needing to worry about approximating fractions but it creates it's own problem, when a number passes through a large number of calculation steps the size of the denominator and hence the storage needed for the fraction can explode.
Some languages also offer decimal floating point types, these are mainly used in scenarios where it is imporant that the results the computer gets match pre-existing rounding rules that were written with humans in mind (chiefly financial calculations). These are slightly more difficult to work with than binary floating point, but the biggest problem is that most computers don't offer hardware support for them.
Why do some numbers lose accuracy when stored as floating point numbers?
For example, the decimal number 9.2 can be expressed exactly as a ratio of two decimal integers (92/10), both of which can be expressed exactly in binary (0b1011100/0b1010). However, the same ratio stored as a floating point number is never exactly equal to 9.2:
32-bit "single precision" float: 9.19999980926513671875
64-bit "double precision" float: 9.199999999999999289457264239899814128875732421875
How can such an apparently simple number be "too big" to express in 64 bits of memory?
In most programming languages, floating point numbers are represented a lot like scientific notation: with an exponent and a mantissa (also called the significand). A very simple number, say 9.2, is actually this fraction:
5179139571476070 * 2 -49
Where the exponent is -49 and the mantissa is 5179139571476070. The reason it is impossible to represent some decimal numbers this way is that both the exponent and the mantissa must be integers. In other words, all floats must be an integer multiplied by an integer power of 2.
9.2 may be simply 92/10, but 10 cannot be expressed as 2n if n is limited to integer values.
Seeing the Data
First, a few functions to see the components that make a 32- and 64-bit float. Gloss over these if you only care about the output (example in Python):
def float_to_bin_parts(number, bits=64):
if bits == 32: # single precision
int_pack = 'I'
float_pack = 'f'
exponent_bits = 8
mantissa_bits = 23
exponent_bias = 127
elif bits == 64: # double precision. all python floats are this
int_pack = 'Q'
float_pack = 'd'
exponent_bits = 11
mantissa_bits = 52
exponent_bias = 1023
else:
raise ValueError, 'bits argument must be 32 or 64'
bin_iter = iter(bin(struct.unpack(int_pack, struct.pack(float_pack, number))[0])[2:].rjust(bits, '0'))
return [''.join(islice(bin_iter, x)) for x in (1, exponent_bits, mantissa_bits)]
There's a lot of complexity behind that function, and it'd be quite the tangent to explain, but if you're interested, the important resource for our purposes is the struct module.
Python's float is a 64-bit, double-precision number. In other languages such as C, C++, Java and C#, double-precision has a separate type double, which is often implemented as 64 bits.
When we call that function with our example, 9.2, here's what we get:
>>> float_to_bin_parts(9.2)
['0', '10000000010', '0010011001100110011001100110011001100110011001100110']
Interpreting the Data
You'll see I've split the return value into three components. These components are:
Sign
Exponent
Mantissa (also called Significand, or Fraction)
Sign
The sign is stored in the first component as a single bit. It's easy to explain: 0 means the float is a positive number; 1 means it's negative. Because 9.2 is positive, our sign value is 0.
Exponent
The exponent is stored in the middle component as 11 bits. In our case, 0b10000000010. In decimal, that represents the value 1026. A quirk of this component is that you must subtract a number equal to 2(# of bits) - 1 - 1 to get the true exponent; in our case, that means subtracting 0b1111111111 (decimal number 1023) to get the true exponent, 0b00000000011 (decimal number 3).
Mantissa
The mantissa is stored in the third component as 52 bits. However, there's a quirk to this component as well. To understand this quirk, consider a number in scientific notation, like this:
6.0221413x1023
The mantissa would be the 6.0221413. Recall that the mantissa in scientific notation always begins with a single non-zero digit. The same holds true for binary, except that binary only has two digits: 0 and 1. So the binary mantissa always starts with 1! When a float is stored, the 1 at the front of the binary mantissa is omitted to save space; we have to place it back at the front of our third element to get the true mantissa:
1.0010011001100110011001100110011001100110011001100110
This involves more than just a simple addition, because the bits stored in our third component actually represent the fractional part of the mantissa, to the right of the radix point.
When dealing with decimal numbers, we "move the decimal point" by multiplying or dividing by powers of 10. In binary, we can do the same thing by multiplying or dividing by powers of 2. Since our third element has 52 bits, we divide it by 252 to move it 52 places to the right:
0.0010011001100110011001100110011001100110011001100110
In decimal notation, that's the same as dividing 675539944105574 by 4503599627370496 to get 0.1499999999999999. (This is one example of a ratio that can be expressed exactly in binary, but only approximately in decimal; for more detail, see: 675539944105574 / 4503599627370496.)
Now that we've transformed the third component into a fractional number, adding 1 gives the true mantissa.
Recapping the Components
Sign (first component): 0 for positive, 1 for negative
Exponent (middle component): Subtract 2(# of bits) - 1 - 1 to get the true exponent
Mantissa (last component): Divide by 2(# of bits) and add 1 to get the true mantissa
Calculating the Number
Putting all three parts together, we're given this binary number:
1.0010011001100110011001100110011001100110011001100110 x 1011
Which we can then convert from binary to decimal:
1.1499999999999999 x 23 (inexact!)
And multiply to reveal the final representation of the number we started with (9.2) after being stored as a floating point value:
9.1999999999999993
Representing as a Fraction
9.2
Now that we've built the number, it's possible to reconstruct it into a simple fraction:
1.0010011001100110011001100110011001100110011001100110 x 1011
Shift mantissa to a whole number:
10010011001100110011001100110011001100110011001100110 x 1011-110100
Convert to decimal:
5179139571476070 x 23-52
Subtract the exponent:
5179139571476070 x 2-49
Turn negative exponent into division:
5179139571476070 / 249
Multiply exponent:
5179139571476070 / 562949953421312
Which equals:
9.1999999999999993
9.5
>>> float_to_bin_parts(9.5)
['0', '10000000010', '0011000000000000000000000000000000000000000000000000']
Already you can see the mantissa is only 4 digits followed by a whole lot of zeroes. But let's go through the paces.
Assemble the binary scientific notation:
1.0011 x 1011
Shift the decimal point:
10011 x 1011-100
Subtract the exponent:
10011 x 10-1
Binary to decimal:
19 x 2-1
Negative exponent to division:
19 / 21
Multiply exponent:
19 / 2
Equals:
9.5
Further reading
The Floating-Point Guide: What Every Programmer Should Know About Floating-Point Arithmetic, or, Why don’t my numbers add up? (floating-point-gui.de)
What Every Computer Scientist Should Know About Floating-Point Arithmetic (Goldberg 1991)
IEEE Double-precision floating-point format (Wikipedia)
Floating Point Arithmetic: Issues and Limitations (docs.python.org)
Floating Point Binary
This isn't a full answer (mhlester already covered a lot of good ground I won't duplicate), but I would like to stress how much the representation of a number depends on the base you are working in.
Consider the fraction 2/3
In good-ol' base 10, we typically write it out as something like
0.666...
0.666
0.667
When we look at those representations, we tend to associate each of them with the fraction 2/3, even though only the first representation is mathematically equal to the fraction. The second and third representations/approximations have an error on the order of 0.001, which is actually much worse than the error between 9.2 and 9.1999999999999993. In fact, the second representation isn't even rounded correctly! Nevertheless, we don't have a problem with 0.666 as an approximation of the number 2/3, so we shouldn't really have a problem with how 9.2 is approximated in most programs. (Yes, in some programs it matters.)
Number bases
So here's where number bases are crucial. If we were trying to represent 2/3 in base 3, then
(2/3)10 = 0.23
In other words, we have an exact, finite representation for the same number by switching bases! The take-away is that even though you can convert any number to any base, all rational numbers have exact finite representations in some bases but not in others.
To drive this point home, let's look at 1/2. It might surprise you that even though this perfectly simple number has an exact representation in base 10 and 2, it requires a repeating representation in base 3.
(1/2)10 = 0.510 = 0.12 = 0.1111...3
Why are floating point numbers inaccurate?
Because often-times, they are approximating rationals that cannot be represented finitely in base 2 (the digits repeat), and in general they are approximating real (possibly irrational) numbers which may not be representable in finitely many digits in any base.
While all of the other answers are good there is still one thing missing:
It is impossible to represent irrational numbers (e.g. π, sqrt(2), log(3), etc.) precisely!
And that actually is why they are called irrational. No amount of bit storage in the world would be enough to hold even one of them. Only symbolic arithmetic is able to preserve their precision.
Although if you would limit your math needs to rational numbers only the problem of precision becomes manageable. You would need to store a pair of (possibly very big) integers a and b to hold the number represented by the fraction a/b. All your arithmetic would have to be done on fractions just like in highschool math (e.g. a/b * c/d = ac/bd).
But of course you would still run into the same kind of trouble when pi, sqrt, log, sin, etc. are involved.
TL;DR
For hardware accelerated arithmetic only a limited amount of rational numbers can be represented. Every not-representable number is approximated. Some numbers (i.e. irrational) can never be represented no matter the system.
There are infinitely many real numbers (so many that you can't enumerate them), and there are infinitely many rational numbers (it is possible to enumerate them).
The floating-point representation is a finite one (like anything in a computer) so unavoidably many many many numbers are impossible to represent. In particular, 64 bits only allow you to distinguish among only 18,446,744,073,709,551,616 different values (which is nothing compared to infinity). With the standard convention, 9.2 is not one of them. Those that can are of the form m.2^e for some integers m and e.
You might come up with a different numeration system, 10 based for instance, where 9.2 would have an exact representation. But other numbers, say 1/3, would still be impossible to represent.
Also note that double-precision floating-points numbers are extremely accurate. They can represent any number in a very wide range with as much as 15 exact digits. For daily life computations, 4 or 5 digits are more than enough. You will never really need those 15, unless you want to count every millisecond of your lifetime.
Why can we not represent 9.2 in binary floating point?
Floating point numbers are (simplifying slightly) a positional numbering system with a restricted number of digits and a movable radix point.
A fraction can only be expressed exactly using a finite number of digits in a positional numbering system if the prime factors of the denominator (when the fraction is expressed in it's lowest terms) are factors of the base.
The prime factors of 10 are 5 and 2, so in base 10 we can represent any fraction of the form a/(2b5c).
On the other hand the only prime factor of 2 is 2, so in base 2 we can only represent fractions of the form a/(2b)
Why do computers use this representation?
Because it's a simple format to work with and it is sufficiently accurate for most purposes. Basically the same reason scientists use "scientific notation" and round their results to a reasonable number of digits at each step.
It would certainly be possible to define a fraction format, with (for example) a 32-bit numerator and a 32-bit denominator. It would be able to represent numbers that IEEE double precision floating point could not, but equally there would be many numbers that can be represented in double precision floating point that could not be represented in such a fixed-size fraction format.
However the big problem is that such a format is a pain to do calculations on. For two reasons.
If you want to have exactly one representation of each number then after each calculation you need to reduce the fraction to it's lowest terms. That means that for every operation you basically need to do a greatest common divisor calculation.
If after your calculation you end up with an unrepresentable result because the numerator or denominator you need to find the closest representable result. This is non-trivil.
Some Languages do offer fraction types, but usually they do it in combination with arbitary precision, this avoids needing to worry about approximating fractions but it creates it's own problem, when a number passes through a large number of calculation steps the size of the denominator and hence the storage needed for the fraction can explode.
Some languages also offer decimal floating point types, these are mainly used in scenarios where it is imporant that the results the computer gets match pre-existing rounding rules that were written with humans in mind (chiefly financial calculations). These are slightly more difficult to work with than binary floating point, but the biggest problem is that most computers don't offer hardware support for them.
What is the difference between machine epsilon and least positive number in floating point representation?
If I try to show the floating point number on a number line .Is the gap between exact 0 and the first positive (number which floating point can represent) ,and the gap between two successive numbers, different?
which one is generally smaller? and on which factor these two values depends(mantisa or exponent)?
For the IEEE 754 we have the binary64 with:
sign : 1 bit
exponent: 11 bits
significand : 53 bits
The smallest representable number depends on the exponent. For 11 bits we can go to aprox. 10^-323.
Using python:
0.0 == 1e-323 # False
0.0 == 1e-324 # True
The machine epsilon depends on the sigficand and is related to relative rounding error. For 53 bits we have epsilon of aprox. 1e-15.
1.0 == 1.0 + 1e-15 # False
1.0 == 1.0 + 1e-16 # True
Machine epsilon is actually the relative error in a floating point number system representation.
Using this you can find the absolute errors. How?
see eg in IEEE754 you have 23 bit mantissa and 8 bit biased exponent .
As per the definition of epsilon you can find it by putting all zero in exponent
we get 2^-23
we now have least positive number for which 1+epsilon not equals 1
So to find absolute error of any range of number we just multiply it with the exponent of that number.
Whereas least number is the lowest number that a number representation can represent. eg all zeros in IEEE754 representation.
Both are different things...
7The most common definition of machine epsilon is the distance between 1.0 and the next representable number. For normal/normalised numbers the most significant bit of the significand is always 1, meaning the machine epsilon depends only on the number of bits in the significand. The standard 64-bit IEEE double has one implied and 52 actual bits there; flipping the least of them gives you an epsilon of 2^-52. That's also what you tend to get as DBL_EPSILON (float.h) since many compilers use the IEEE format.
The value of the least significant bit in the significand - and hence the difference between two successive floats - is sometimes known as an ulp (Knuth). Hence the machine epsilon is the ulp # 1.0.
The smallest representable normalised double has a 1 bit before the radix point, the rest all zeroes, and the smallest possible (regular) exponent. Thus it depends only on the possible exponent range. For the standard double that's 2^-1022 (DBL_MIN).
Non-normalised (denormal/subnormal) values can get smaller. The smallest of them has a single lone 1 bit in the last position of the significand and the smallest possible exponent (which tends to be reserved for denormals and NaNs), and thus depends both on the exponent range and the number of mantissa bits. For the standard double that's 2^-1074.
The wiki article has nice diagrams, all the gory details, and links to the relevant standards.
The spacing between floats is regular as long as the exponent stays the same, and it doubles when the exponent increases.
For all standard double denormals it is 2^-1074, and that's the tightest spacing that you can get for that type (in absolute terms). From DBL_MIN onward it's 2^-1073, and so on.
From 2^53 on the spacing is 2.0, meaning you can use doubles as ersatz integers for counting on oddball platforms only up to 2^53 inclusive.
A recent homework assignment I have received asks us to take expressions which could create a loss of precision when performed in the computer, and alter them so that this loss is avoided.
Unfortunately, the directions for doing this haven't been made very clear. From watching various examples being performed, I know that there are certain methods of doing this: using Taylor series, using conjugates if square roots are involved, or finding a common denominator when two fractions are being subtracted.
However, I'm having some trouble noticing exactly when loss of precision is going to occur. So far the only thing I know for certain is that when you subtract two numbers that are close to being the same, loss of precision occurs since high order digits are significant, and you lose those from round off.
My question is what are some other common situations I should be looking for, and what are considered 'good' methods of approaching them?
For example, here is one problem:
f(x) = tan(x) − sin(x) when x ~ 0
What is the best and worst algorithm for evaluating this out of these three choices:
(a) (1/ cos(x) − 1) sin(x),
(b) (x^3)/2
(c) tan(x)*(sin(x)^2)/(cos(x) + 1).
I understand that when x is close to zero, tan(x) and sin(x) are nearly the same. I don't understand how or why any of these algorithms are better or worse for solving the problem.
Another rule of thumb usually used is this: When adding a long series of numbers, start adding from numbers closest to zero and end with the biggest numbers.
Explaining why this is good is abit tricky. when you're adding small numbers to a large numbers, there is a chance they will be completely discarded because they are smaller than then lowest digit in the current mantissa of a large number. take for instance this situation:
a = 1,000,000;
do 100,000,000 time:
a += 0.01;
if 0.01 is smaller than the lowest mantissa digit, then the loop does nothing and the end result is a == 1,000,000
but if you do this like this:
a = 0;
do 100,000,000 time:
a += 0.01;
a += 1,000,000;
Than the low number slowly grow and you're more likely to end up with something close to a == 2,000,000 which is the right answer.
This is ofcourse an extreme example but I hope you get the idea.
I had to take a numerics class back when I was an undergrad, and it was thoroughly painful. Anyhow, IEEE 754 is the floating point standard typically implemented by modern CPUs. It's useful to understand the basics of it, as this gives you a lot of intuition about what not to do. The simplified explanation of it is that computers store floating point numbers in something like base-2 scientific notation with a fixed number of digits (bits) for the exponent and for the mantissa. This means that the larger the absolute value of a number, the less precisely it can be represented. For 32-bit floats in IEEE 754, half of the possible bit patterns represent between -1 and 1, even though numbers up to about 10^38 are representable with a 32-bit float. For values larger than 2^24 (approximately 16.7 million) a 32-bit float cannot represent all integers exactly.
What this means for you is that you generally want to avoid the following:
Having intermediate values be large when the final answer is expected to be small.
Adding/subtracting small numbers to/from large numbers. For example, if you wrote something like:
for(float index = 17000000; index < 17000001; index++) {}
This loop would never terminate becuase 17,000,000 + 1 is rounded down to 17,000,000.
If you had something like:
float foo = 10000000 - 10000000.0001
The value for foo would be 0, not -0.0001, due to rounding error.
My question is what are some other
common situations I should be looking
for, and what are considered 'good'
methods of approaching them?
There are several ways you can have severe or even catastrophic loss of precision.
The most important reason is that floating-point numbers have a limited number of digits, e.g..doubles have 53 bits. That means if you have "useless" digits which are not part of the solution but must be stored, you lose precision.
For example (We are using decimal types for demonstration):
2.598765000000000000000000000100 -
2.598765000000000000000000000099
The interesting part is the 100-99 = 1 answer. As 2.598765 is equal in both cases, it
does not change the result, but waste 8 digits. Much worse, because the computer doesn't
know that the digits is useless, it is forced to store it and crams 21 zeroes after it,
wasting at all 29 digits. Unfortunately there is no way to circumvent it for differences,
but there are other cases, e.g. exp(x)-1 which is a function occuring very often in physics.
The exp function near 0 is almost linear, but it enforces a 1 as leading digit. So with 12
significant digits
exp(0.001)-1 = 1.00100050017 - 1 = 1.00050017e-3
If we use instead a function expm1(), use the taylor series:
1 + x +x^2/2 +x^3/6 ... -1 =
x +x^2/2 +x^3/6 =: expm1(x)
expm1(0.001) = 1.00500166667e-3
Much better.
The second problem are functions with a very steep slope like tangent of x near pi/2.
tan(11) has a slope of 50000 which means that any small deviation caused by rounding errors
before will be amplified by the factor 50000 ! Or you have singularities if e.g. the result approaches 0/0, that means it can have any value.
In both cases you create a substitute function, simplying the original function. It is of no use to highlight the different solution approaches because without training you will simply not "see" the problem in the first place.
A very good book to learn and train: Forman S. Acton: Real Computing made real
Another thing to avoid is subtracting numbers that are nearly equal, as this can also lead to increased sensitivity to roundoff error. For values near 0, cos(x) will be close to 1, so 1/cos(x) - 1 is one of those subtractions that you'd like to avoid if possible, so I would say that (a) should be avoided.