What's better multiplication by 2 or adding the number to itself ? BIGnums - performance

I need some help deciding what is better performance wise.
I'm working with bigints (more then 5 million digits) and most of the computation (if not all) is in the part of doubling the current bigint. So i wanted to know is it better to multiply every cell (part of the bigint) by 2 then mod it and you know the rest. Or is it better just add the bigint to itself.
I'm thinking a bit about the ease of implementation too (addition of 2 bigints is more complicated then multiplication by 2) , but I'm more concerned about the performance rather then the size of code or ease of implementation.
Other info:
I'll code it in C++ , I'm fairly familiar with bigints (just never came across this problem).
I'm not in the need of any source code or similar i just need a nice opinion and explanation/proof of it , since i need to make a good decision form the start as the project will be fairly large and mostly built around this part it depends heavily on what i chose now.
Thanks.

Try bitshifting each bit. That is probably the fastest method. When you bitshift an integer to the left, then you double it (multiply by 2). If you have several long integers in a chain, then you need to store the most significant bit, because after shifting it, it will be gone, and you need to use it as the least significant bit on the next long integer.
This doesn't actually matter a whole lot. Modern 64bit computers can add two integers in the same time it takes to bitshift them (1 clockcycle), so it will take just as long. I suggest you try different methods, and then report back if there is any major time differences. All three methods should be easy to implement, and generating a 5mb number should also be easy, using a random number generator.

To store a 5 million digit integer, you'll need quite a few bits -- 5 million if you were referring to binary digits, or ~17 million bits if those were decimal digits. Let's assume the numbers are stored in a binary representation, and your arithmetic happens in chunks of some size, e.g. 32 bits or 64 bits.
If adding the number to itself, each chunk is added to itself and to the carry from the addition of the previous chunk. Any carry forward is kept for the next chunk. That's a couple of addition operation, and some book keeping for tracking the carry.
If multiplying by two by left-shifting, that's one left-shift operation for the multiplication, and one right-shift operation + and with 1 to obtain the carry. Carry book keeping is a little simpler.
Superficially, the shift version appears slightly faster. The overall cost of doubling the number, however, is highly influenced by the size of the number. A 17 million bits number exceeds the cpu's L1 cache, and processing time is likely overwhelmed by memory fetch operations. On modern PC hardware, memory fetch is orders of magnitude slower than addition and shifting.
With that, you might want to pick the one that's simpler for you to implement. I'm leaning towards the left-shift version.

did you try shifting the bits?
<< multiplies by 2
>> divides by 2

Left bit shifting by one is the same as a multiplication by two !
This link explains the mecanism and give examples.
int A = 10; //...01010 = 10
int B = A<<1; //..010100 = 20

If it really matters, you need to write all three methods (including bit-shift!), and profile them, on various input. (Use small numbers, large numbers, and random numbers, to avoid biasing the results.)
Sorry for the "Do it yourself" answer, but that's really the best way. No one cares about this result more than you, which just makes you the best person to figure it out.

Well implemented multiplication of BigNums is O(N log(N) log(log(N)). Addition is O(n). Therefore, adding to itself should be faster than multiplying by two. However that's only true if you're multiplying two arbitrary bignums; if your library knows you're multiplying a bignum by a small integer it may be able to optimize to O(n).
As others have noted, bit-shifting is also an option. It should be O(n) as well but faster constant time. But that will only work if your bignum library supports bit shifting.

most of the computation (if not all) is in the part of doubling the current bigint
If all your computation is in doubling the number, why don't you just keep a distinct (base-2) scale field? Then just add one to scale, which can just be a plain-old int. This will surely be faster than any manipulation of some-odd million bits.
IOW, use a bigfloat.
random benchmark
use Math::GMP;
use Time::HiRes qw(clock_gettime CLOCK_REALTIME CLOCK_PROCESS_CPUTIME_ID);
my $n = Math::GMP->new(2);
$n = $n ** 1_000_000;
my $m = Math::GMP->new(2);
$m = $m ** 10_000;
my $str;
for ($bits = 1_000_000; $bits <= 2_000_000; $bits += 10_000) {
my $start = clock_gettime(CLOCK_PROCESS_CPUTIME_ID);
$str = "$n" for (1..3);
my $stop = clock_gettime(CLOCK_PROCESS_CPUTIME_ID);
print "$bits,#{[($stop-$start)/3]}\n";
$n = $n * $m;
}
Seems to show that somehow GMP is doing its conversion in O(n) time (where n the number of bits in the binary number). This may be due to the special case of having a 1 followed by a million (or two) zeros; the GNU MP docs say it should be slower (but still better than O(N^2).
http://img197.imageshack.us/img197/6527/chartp.png

Related

Set bits before index without shift or LUT

Let's say I need to set all bits before a specific bit index. Here are examples with 4 bits:
index(0) = (0x0, 0000)
index(1) = (0x1, 1000)
index(2) = (0x3, 1100)
index(3) = (0x7, 1110)
How can I do this without using shifts or a LUT, but instead using minimal bitwise operations or arithmetic or something similarly efficient?
The constraints are very weird because you want efficient solution and cut of the only two means allowing to do it properly.
So you basically want to compute x=(2^bit)-1 which is with bit-shift pretty easy:
x=(1<<bit)-1; // O(1)
With LUT also ... So how to attack this without the two:
x=pow(2,bit)-1; //O(?) can be O(1),O(log(n)),O(n)
Well this is far from efficient and pow also uses bit shift and some implementation also LUT. The only solutions left are:
approximation
can use polynomial,PCA,or any other method ... but you need to consider the target range ... This is also not very optimal and robust. This can be O(1),O(log(n)),O(n) but usually with very slow constant time.
emulate bit-shif left
you can do that with loop and addition:
int x; for (x=1;bit;bit--) x+=x; x--;
But this runs in O(n). Anyway this is still faster then pow unless you got some pow2 implemented on HW.
[Notes]
in the complexity formulas n=bit and all the code is in C++ except the first formula where ^ means power.

Time taken in executing % / * + - operations

Recently, i heard that % operator is costly in terms of time.
So, the question is that, is there a way to find the remainder faster?
Also your help will be appreciated if anyone can tell the difference in the execution of % / * + - operations.
In some cases where you're using power-of-2 divisors you can do better with roll-your-own techniques for calculating remainder, but generally a halfway decent compiler will do the best job possible with variable divisors, or "odd" divisors that don't fit any pattern.
Note that a few CPUs don't even have a multiply operation, and so (on those) multiply is quite slow vs add (at least 64x for a 32-bit multiply). (But a smart compiler may improve on this if the multiplier is a literal.) A slightly larger number do not have a divide operation or have a pretty slow one. (On a CPU with a fast multiplier multiply may only be on the order of 4 times slower than add, but on "normal" hardware it's 16-32 times slower for a 32 bit operation. Divide is inherently 2-4x slower than multiply, but can be much slower on some hardware.)
The remainder operation is rarely implemented in hardware, and normally A % B maps to something along the lines of A - ((A / B) * B) (a few extra operations may be required to assure the proper sign, et al).
(I learned about this stuff while microprogramming the instruction set for the SUMC computer for RCA/NASA back in the early 70s.)
No, the compiler is going to implement % in the most efficient way possible.
In terms of speed, + and - are the fastest (and are equally fast, generally done by the same hardware).
*, /, and % are much slower. Multiplication is basically done by the method you learn in grade school- multiply the first number by every digit in the second number and add the results. With some hacks made possible by binary. As of a few years ago, multiply was 3x slower than add. Division should be similar to multiply. Remainder is similar to division (in fact it generally calculates both at once).
Exact differences depend on the CPU type and exact model. You'd need to look up the latencies in the CPU spec sheets for your particular machine.

A clever homebrew modulus implementation

I'm programming a PLC with some legacy software (RSLogix 500, don't ask) and it does not natively support a modulus operation, but I need one. I do not have access to: modulus, integer division, local variables, a truncate operation (though I can hack it with rounding). Furthermore, all variables available to me are laid out in tables sorted by data type. Finally, it should work for floating point decimals, for example 12345.678 MOD 10000 = 2345.678.
If we make our equation:
dividend / divisor = integer quotient, remainder
There are two obvious implementations.
Implementation 1:
Perform floating point division: dividend / divisor = decimal quotient. Then hack together a truncation operation so you find the integer quotient. Multiply it by the divisor and find the difference between the dividend and that, which results in the remainder.
I don't like this because it involves a bunch of variables of different types. I can't 'pass' variables to a subroutine, so I just have to allocate some of the global variables located in multiple different variable tables, and it's difficult to follow. Unfortunately, 'difficult to follow' counts, because it needs to be simple enough for a maintenance worker to mess with.
Implementation 2:
Create a loop such that while dividend > divisor divisor = dividend - divisor. This is very clean, but it violates one of the big rules of PLC programming, which is to never use loops, since if someone inadvertently modifies an index counter you could get stuck in an infinite loop and machinery would go crazy or irrecoverably fault. Plus loops are hard for maintenance to troubleshoot. Plus, I don't even have looping instructions, I have to use labels and jumps. Eww.
So I'm wondering if anyone has any clever math hacks or smarter implementations of modulus than either of these. I have access to + - * /, exponents, sqrt, trig functions, log, abs value, and AND/OR/NOT/XOR.
How many bits are you dealing with? You could do something like:
if dividend > 32 * divisor dividend -= 32 * divisor
if dividend > 16 * divisor dividend -= 16 * divisor
if dividend > 8 * divisor dividend -= 8 * divisor
if dividend > 4 * divisor dividend -= 4 * divisor
if dividend > 2 * divisor dividend -= 2 * divisor
if dividend > 1 * divisor dividend -= 1 * divisor
quotient = dividend
Just unroll as many times as there are bits in dividend. Make sure to be careful about those multiplies overflowing. This is just like your #2 except it takes log(n) instead of n iterations, so it is feasible to unroll completely.
If you don't mind overly complicating things and wasting computer time you can calculate modulus with periodic trig functions:
atan(tan(( 12345.678 -5000)*pi/10000))*10000/pi+5000 = 2345.678
Seriously though, subtracting 10000 once or twice (your "implementation 2") is better. The usual algorithms for general floating point modulus require a number of bit-level manipulations that are probably unfeasible for you. See for example http://www.netlib.org/fdlibm/e_fmod.c (The algorithm is simple but the code is complex because of special cases and because it is written for IEEE 754 double precision numbers assuming there is no 64-bit integer type)
This all seems completely overcomplicated. You have an encoder index that rolls over at 10000 and objects rolling along the line whose positions you are tracking at any given point. If you need to forward project stop points or action points along the line, just add however many inches you need and immediately subtract 10000 if your target result is greater than 10000.
Alternatively, or in addition, you always get a new encoder value every PLC scan. In the case where the difference between the current value and last value is negative you can energize a working contact to flag the wrap event and make appropriate corrections for any calculations on that scan. (**or increment a secondary counter as below)
Without knowing more about the actual problem it is hard to suggest a more specific solution but there are certainly better solutions. I don't see a need for MOD here at all. Furthermore, the guys on the floor will thank you for not filling up the machine with obfuscated wizard stuff.
I quote :
Finally, it has to work for floating point decimals, for example
12345.678 MOD 10000 = 2345.678
There is a brilliant function that exists to do this - it's a subtraction. Why does it need to be more complicated than that? If your conveyor line is actually longer than 833 feet then roll a second counter that increments on a primary index roll-over until you've got enough distance to cover the ground you need.
For example, if you need 100000 inches of conveyor memory you can have a secondary counter that rolls over at 10. Primary encoder rollovers can be easily detected as above and you increment the secondary counter each time. Your working encoder position, then, is 10000 times the counter value plus the current encoder value. Work in the extended units only and make the secondary counter roll over at whatever value you require to not lose any parts. The problem, again, then reduces to a simple subtraction (as above).
I use this technique with a planetary geared rotational part holder, for example. I have an encoder that rolls over once per primary rotation while the planetary geared satellite parts (which themselves rotate around a stator gear) require 43 primary rotations to return to an identical starting orientation. With a simple counter that increments (or decrements, depending on direction) at the primary encoder rollover point it gives you a fully absolute measure of where the parts are at. In this case, the secondary counter rolls over at 43.
This would work identically for a linear conveyor with the only difference being that a linear conveyor can go on for an infinite distance. The problem then only needs to be limited by the longest linear path taken by the worst-case part on the line.
With the caveat that I've never used RSLogix, here is the general idea (I've used generic symbols here and my syntax is probably a bit wrong but you should get the idea)
With the above, you end up with a value ENC_EXT which has essentially transformed your encoder from a 10k inch one to a 100k inch one. I don't know if your conveyor can run in reverse, if it can you would need to handle the down count also. If the entire rest of your program only works with the ENC_EXT value then you don't even have to worry about the fact that your encoder only goes to 10k. It now goes to 100k (or whatever you want) and the wraparound can be handled with a subtraction instead of a modulus.
Afterword :
PLCs are first and foremost state machines. The best solutions for PLC programs are usually those that are in harmony with this idea. If your hardware is not sufficient to fully represent the state of the machine then the PLC program should do its best to fill in the gaps for that missing state information with the information it has. The above solution does this - it takes the insufficient 10000 inches of state information and extends it to suit the requirements of the process.
The benefit of this approach is that you now have preserved absolute state information, not just for the conveyor, but also for any parts on the line. You can track them forward and backward for troubleshooting and debugging and you have a much simpler and clearer coordinate system to work with for future extensions. With a modulus calculation you are throwing away state information and trying to solve individual problems in a functional way - this is often not the best way to work with PLCs. You kind of have to forget what you know from other programming languages and work in a different way. PLCs are a different beast and they work best when treated as such.
You can use a subroutine to do exactly what you are talking about. You can tuck the tricky code away so the maintenance techs will never encounter it. It's almost certainly the easiest for you and your maintenance crew to understand.
It's been a while since I used RSLogix500, so I might get a couple of terms wrong, but you'll get the point.
Define a Data File each for your floating points and integers, and give them symbols something along the lines of MOD_F and MOD_N. If you make these intimidating enough, maintenance techs leave them alone, and all you need them for is passing parameters and workspace during your math.
If you really worried about them messing up the data tables, there are ways to protect them, but I have forgotten what they are on a SLC/500.
Next, defined a subroutine, far away numerically from the ones in use now, if possible. Name it something like MODULUS. Again, maintenance guys almost always stay out of SBRs if they sound like programming names.
In the rungs immediately before your JSR instruction, load the variables you want to process into the MOD_N and MOD_F Data Files. Comment these rungs with instructions that they load data for MODULUS SBR. Make the comments clear to anyone with a programming background.
Call your JSR conditionally, only when you need to. Maintenance techs do not bother troubleshooting non-executing logic, so if your JSR is not active, they will rarely look at it.
Now you have your own little walled garden where you can write your loop without maintenance getting involved with it. Only use those Data Files, and don't assume the state of anything but those files is what you expect. In other words, you cannot trust indirect addressing. Indexed addressing is OK, as long as you define the index within your MODULUS JSR. Do not trust any incoming index. It's pretty easy to write a FOR loop with one word from your MOD_N file, a jump and a label. Your whole Implementation #2 should be less than ten rungs or so. I would consider using an expression instruction or something...the one that lets you just type in an expression. Might need a 504 or 505 for that instruction. Works well for combined float/integer math. Check the results though to make sure the rounding doesn't kill you.
After you are done, validate your code, perfectly if possible. If this code ever causes a math overflow and faults the processor, you will never hear the end of it. Run it on a simulator if you have one, with weird values (in case they somehow mess up the loading of the function inputs), and make sure the PLC does not fault.
If you do all that, no one will ever even realize you used regular programming techniques in the PLC, and you will be fine. AS LONG AS IT WORKS.
This is a loop based on the answer by #Keith Randall, but it also maintains the result of the division by substraction. I kept the printf's for clarity.
#include <stdio.h>
#include <limits.h>
#define NBIT (CHAR_BIT * sizeof (unsigned int))
unsigned modulo(unsigned dividend, unsigned divisor)
{
unsigned quotient, bit;
printf("%u / %u:", dividend, divisor);
for (bit = NBIT, quotient=0; bit-- && dividend >= divisor; ) {
if (dividend < (1ul << bit) * divisor) continue;
dividend -= (1ul << bit) * divisor;
quotient += (1ul << bit);
}
printf("%u, %u\n", quotient, dividend);
return dividend; // the remainder *is* the modulo
}
int main(void)
{
modulo( 13,5);
modulo( 33,11);
return 0;
}

Fastest/easiest way to average ARGB color ints?

I have five colors stored in the format #AARRGGBB as unsigned ints, and I need to take the average of all five. Obviously I can't simply divide each int by five and just add them, and the only way I thought of so far is to bitmask them, do each channel separately, and then OR them together again. Is there a clever or concise way of averaging all five of them?
Half way between your (OP) proposed solution and Patrick's solution looks quite neat:
Color colors[5]={ 0xAARRGGBB,...};
unsigned long sum1=0,sum2=0;
for (int i=0;i<5;i++)
{
sum1+= colors[i] &0x00FF00FF; // 0x00RR00BB
sum2+=(colors[i]>>8)&0x00FF00FF; // 0x00AA00GG
}
unsigned long output=0;
output|=(((sum1&0xFFFF)/5)&0xFF);
output|=(((sum2&0xFFFF)/5)&0xFF)<<8;
sum1>>=16;sum2>>=16; // and now the top halves
output|=(((sum1&0xFFFF)/5)&0xFF)<<16;
output|=(((sum2&0xFFFF)/5)&0xFF)<<24;
I don't think you could really divide sum1/sum2 by 5, because the bits from the top half would spill down...
If an approximation would be valid, you could try a multiplication by something like, 0.1875 (0.125+0.0625), (this means: multiply by 3 and shift down by 4 places. This you could do with bitmasking and care.)
The problem is, 0.2 has a crappy binary representation, so multiplying by it is an ass.
As ever, accuracy or speed. Your choice.
When using x86 machines with at least SSE, and if you need to approximate only, you could use the assembly instruction PAVGB (Packed Average Byte), which averages bytes. See http://www.tommesani.com/SSEPrimer.html for explanation.
Since you've got 5 values, you would need to be creative in calling PAVGB, since PAVGB will only do two values at a time.
I found smart solution of your problem, sadly it is only applicable if number of colors is power of 2. I'll show it in case of two colors:
mask = 01010101
pom = ~(a^b & mask) # ^ means xor here, ~ negation
a = a & pom
b = b & pom
avg = (a+b) >> 1
The trick of this method is — when you count average, LSB of sum (in case of two numbers) has no meaning, as it will be dropped in division (we're talking integers here, of course). In your problem, LSB of partial sums is at the same moment carry bit of sum of adjacent color. Provided, that LSB of every color sum will be 0 you can safely add those two integers — additions won't interfere with each other. Bit shift divides every color by two.
This method can be used with 4 colors as well, but you have to implement finding out the carry flag of sum of numbers made of two last bits of every color. It is also possible to omit this part and just zero last two bits of every color — biggest mistake made with this omission is 1 for every component.
EDIT I'll leave this attempt for posterity, but please note that it is incorrect and will not work.
One "clever" way you could do it would be to insert zeros between the components, parse into an unsigned long, average the numbers, convert back to a hex string, remove the zeros and finally parse into an unsigned int.
i.e. convert #AARRGGBB to #AA00RR00GG00BB
This method involves parsing and string manipulations, so will undoubtedly be slower than the method you proposed.
If you were to factor your own solution carefully, it might actually look quite clever itself.

Algorithm to find a common multiplier to convert decimal numbers to whole numbers

I have an array of numbers that potentially have up to 8 decimal places and I need to find the smallest common number I can multiply them by so that they are all whole numbers. I need this so all the original numbers can all be multiplied out to the same scale and be processed by a sealed system that will only deal with whole numbers, then I can retrieve the results and divide them by the common multiplier to get my relative results.
Currently we do a few checks on the numbers and multiply by 100 or 1,000,000, but the processing done by the *sealed system can get quite expensive when dealing with large numbers so multiplying everything by a million just for the sake of it isn’t really a great option. As an approximation lets say that the sealed algorithm gets 10 times more expensive every time you multiply by a factor of 10.
What is the most efficient algorithm, that will also give the best possible result, to accomplish what I need and is there a mathematical name and/or formula for what I’m need?
*The sealed system isn’t really sealed. I own/maintain the source code for it but its 100,000 odd lines of proprietary magic and it has been thoroughly bug and performance tested, altering it to deal with floats is not an option for many reasons. It is a system that creates a grid of X by Y cells, then rects that are X by Y are dropped into the grid, “proprietary magic” occurs and results are spat out – obviously this is an extremely simplified version of reality, but it’s a good enough approximation.
So far there are quiet a few good answers and I wondered how I should go about choosing the ‘correct’ one. To begin with I figured the only fair way was to create each solution and performance test it, but I later realised that pure speed wasn’t the only relevant factor – an more accurate solution is also very relevant. I wrote the performance tests anyway, but currently the I’m choosing the correct answer based on speed as well accuracy using a ‘gut feel’ formula.
My performance tests process 1000 different sets of 100 randomly generated numbers.
Each algorithm is tested using the same set of random numbers.
Algorithms are written in .Net 3.5 (although thus far would be 2.0 compatible)
I tried pretty hard to make the tests as fair as possible.
Greg – Multiply by large number
and then divide by GCD – 63
milliseconds
Andy – String Parsing
– 199 milliseconds
Eric – Decimal.GetBits – 160 milliseconds
Eric – Binary search – 32
milliseconds
Ima – sorry I couldn’t
figure out a how to implement your
solution easily in .Net (I didn’t
want to spend too long on it)
Bill – I figure your answer was pretty
close to Greg’s so didn’t implement
it. I’m sure it’d be a smidge faster
but potentially less accurate.
So Greg’s Multiply by large number and then divide by GCD” solution was the second fastest algorithm and it gave the most accurate results so for now I’m calling it correct.
I really wanted the Decimal.GetBits solution to be the fastest, but it was very slow, I’m unsure if this is due to the conversion of a Double to a Decimal or the Bit masking and shifting. There should be a
similar usable solution for a straight Double using the BitConverter.GetBytes and some knowledge contained here: http://blogs.msdn.com/bclteam/archive/2007/05/29/bcl-refresher-floating-point-types-the-good-the-bad-and-the-ugly-inbar-gazit-matthew-greig.aspx but my eyes just kept glazing over every time I read that article and I eventually ran out of time to try to implement a solution.
I’m always open to other solutions if anyone can think of something better.
I'd multiply by something sufficiently large (100,000,000 for 8 decimal places), then divide by the GCD of the resulting numbers. You'll end up with a pile of smallest integers that you can feed to the other algorithm. After getting the result, reverse the process to recover your original range.
Multiple all the numbers by 10
until you have integers.
Divide
by 2,3,5,7 while you still have all
integers.
I think that covers all cases.
2.1 * 10/7 -> 3
0.008 * 10^3/2^3 -> 1
That's assuming your multiplier can be a rational fraction.
If you want to find some integer N so that N*x is also an exact integer for a set of floats x in a given set are all integers, then you have a basically unsolvable problem. Suppose x = the smallest positive float your type can represent, say it's 10^-30. If you multiply all your numbers by 10^30, and then try to represent them in binary (otherwise, why are you even trying so hard to make them ints?), then you'll lose basically all the information of the other numbers due to overflow.
So here are two suggestions:
If you have control over all the related code, find another
approach. For example, if you have some function that takes only
int's, but you have floats, and you want to stuff your floats into
the function, just re-write or overload this function to accept
floats as well.
If you don't have control over the part of your system that requires
int's, then choose a precision to which you care about, accept that
you will simply have to lose some information sometimes (but it will
always be "small" in some sense), and then just multiply all your
float's by that constant, and round to the nearest integer.
By the way, if you're dealing with fractions, rather than float's, then it's a different game. If you have a bunch of fractions a/b, c/d, e/f; and you want a least common multiplier N such that N*(each fraction) = an integer, then N = abc / gcd(a,b,c); and gcd(a,b,c) = gcd(a, gcd(b, c)). You can use Euclid's algorithm to find the gcd of any two numbers.
Greg: Nice solution but won't calculating a GCD that's common in an array of 100+ numbers get a bit expensive? And how would you go about that? Its easy to do GCD for two numbers but for 100 it becomes more complex (I think).
Evil Andy: I'm programing in .Net and the solution you pose is pretty much a match for what we do now. I didn't want to include it in my original question cause I was hoping for some outside the box (or my box anyway) thinking and I didn't want to taint peoples answers with a potential solution. While I don't have any solid performance statistics (because I haven't had any other method to compare it against) I know the string parsing would be relatively expensive and I figured a purely mathematical solution could potentially be more efficient.
To be fair the current string parsing solution is in production and there have been no complaints about its performance yet (its even in production in a separate system in a VB6 format and no complaints there either). It's just that it doesn't feel right, I guess it offends my programing sensibilities - but it may well be the best solution.
That said I'm still open to any other solutions, purely mathematical or otherwise.
What language are you programming in? Something like
myNumber.ToString().Substring(myNumber.ToString().IndexOf(".")+1).Length
would give you the number of decimal places for a double in C#. You could run each number through that and find the largest number of decimal places(x), then multiply each number by 10 to the power of x.
Edit: Out of curiosity, what is this sealed system which you can pass only integers to?
In a loop get mantissa and exponent of each number as integers. You can use frexp for exponent, but I think bit mask will be required for mantissa. Find minimal exponent. Find most significant digits in mantissa (loop through bits looking for last "1") - or simply use predefined number of significant digits.
Your multiple is then something like 2^(numberOfDigits-minMantissa). "Something like" because I don't remember biases/offsets/ranges, but I think idea is clear enough.
So basically you want to determine the number of digits after the decimal point for each number.
This would be rather easier if you had the binary representation of the number. Are the numbers being converted from rationals or scientific notation earlier in your program? If so, you could skip the earlier conversion and have a much easier time. Otherwise you might want to pass each number to a function in an external DLL written in C, where you could work with the floating point representation directly. Or you could cast the numbers to decimal and do some work with Decimal.GetBits.
The fastest approach I can think of in-place and following your conditions would be to find the smallest necessary power-of-ten (or 2, or whatever) as suggested before. But instead of doing it in a loop, save some computation by doing binary search on the possible powers. Assuming a maximum of 8, something like:
int NumDecimals( double d )
{
// make d positive for clarity; it won't change the result
if( d<0 ) d=-d;
// now do binary search on the possible numbers of post-decimal digits to
// determine the actual number as quickly as possible:
if( NeedsMore( d, 10e4 ) )
{
// more than 4 decimals
if( NeedsMore( d, 10e6 ) )
{
// > 6 decimal places
if( NeedsMore( d, 10e7 ) ) return 10e8;
return 10e7;
}
else
{
// <= 6 decimal places
if( NeedsMore( d, 10e5 ) ) return 10e6;
return 10e5;
}
}
else
{
// <= 4 decimal places
// etc...
}
}
bool NeedsMore( double d, double e )
{
// check whether the representation of D has more decimal points than the
// power of 10 represented in e.
return (d*e - Math.Floor( d*e )) > 0;
}
PS: you wouldn't be passing security prices to an option pricing engine would you? It has exactly the flavor...

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