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I hate floating point operations

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  • W Warren Stevens

    Rick York wrote:

    if( delta <= DBL_EPSILON )

    This is still not foolproof, as the floating point round-off errors can accumulate, depending on your calculations. If there is enough error in your calculations (try using log() or tan() near their "blow up" values, if you want really bad results, really quickly) then DBL_EPSILON will not be sufficient. Unfortunately (having seen this problem in action for many years) there is no one-line solution to this problem. The proper comparison will depend on your calculations, the input values, and what you are using your results for.

    www.IconsReview.com <-- Huge list of stock icon collections (both free and commercial)

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    R Offline
    Rick York
    wrote on last edited by
    #14

    Very true and that's why I said, "A tactic similar to this can be used." Personally I always compare to a "tolerance" value and that works well. The big issue is - what do you use for a tolerance value ? That varies according to the circumstances as you said.

    W T K 3 Replies Last reply
    0
    • K KaRl

      I may have oversimplified. The case was more like the following: double dTime = 0.; double dT = atof(<some value read in a file>); double dFinal = atof(<some value read in a file>); do{ ... dTime += dT; ... while(dTime < dFinal); A loop was missing because of the 'epsilon' induced by atof.


      Where do you expect us to go when the bombs fall?

      Fold with us! ¤ flickr

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      T Offline
      Tim Smith
      wrote on last edited by
      #15

      Ravi's statement still holds. Floating point addition is bad, multiplication is good. What is 20.0 + 0.000000000000000000000000000001? 20 There isn't enough mantissa to hold all the digits. Then you add in the fact that floating point is basically base 2 while our math is base 10, floating point doesn't have much hope of representing numbers exactly. That is why banks used such things as scaled integers.

      Tim Smith I'm going to patent thought. I have yet to see any prior art.

      K 1 Reply Last reply
      0
      • R Rick York

        Very true and that's why I said, "A tactic similar to this can be used." Personally I always compare to a "tolerance" value and that works well. The big issue is - what do you use for a tolerance value ? That varies according to the circumstances as you said.

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        W Offline
        Warren Stevens
        wrote on last edited by
        #16

        Rick York wrote:

        Very true and that's why I said, "A tactic similar to this can be used."

        Don't take any offense - I wasn't trying to be pedantic (or bust your chops on the subject) I just wanted any newbie readers to be clear that there isn't a one-liner fix to the problem; after all this is the subtle bugs board.

        Rick York wrote:

        The big issue is - what do you use for a tolerance value ?

        Yes! :sigh: the million dollar question...


        www.IconsReview.com[^] Huge list of stock icon collections (both free and commercial)

        1 Reply Last reply
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        • R Rick York

          Very true and that's why I said, "A tactic similar to this can be used." Personally I always compare to a "tolerance" value and that works well. The big issue is - what do you use for a tolerance value ? That varies according to the circumstances as you said.

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          T Offline
          Tim Smith
          wrote on last edited by
          #17

          Do a google search for "compare two floating point values" and you can find an article that talks about comparing two floats using their bit pattern (a.k.a. *((int *)&value)

          Tim Smith I'm going to patent thought. I have yet to see any prior art.

          1 Reply Last reply
          0
          • R Rick York

            Very true and that's why I said, "A tactic similar to this can be used." Personally I always compare to a "tolerance" value and that works well. The big issue is - what do you use for a tolerance value ? That varies according to the circumstances as you said.

            K Offline
            K Offline
            KaRl
            wrote on last edited by
            #18

            Rick York wrote:

            what do you use for a tolerance value ?

            Something adapted to the context but the risk of a mistaken test result will ever exist.


            Where do you expect us to go when the bombs fall?

            Fold with us! ¤ flickr

            1 Reply Last reply
            0
            • T Tim Smith

              Ravi's statement still holds. Floating point addition is bad, multiplication is good. What is 20.0 + 0.000000000000000000000000000001? 20 There isn't enough mantissa to hold all the digits. Then you add in the fact that floating point is basically base 2 while our math is base 10, floating point doesn't have much hope of representing numbers exactly. That is why banks used such things as scaled integers.

              Tim Smith I'm going to patent thought. I have yet to see any prior art.

              K Offline
              K Offline
              KaRl
              wrote on last edited by
              #19

              Tim Smith wrote:

              Ravi's statement still holds. Floating point addition is bad, multiplication is good.

              Mine still holds too, beware atof. I believe you could get the same result without any addition or multiplication (whose I doubt it is good). Introduction of an epsilon by atof is not indicated in the documentation[^]. Some might be fooled.

              Tim Smith wrote:

              scaled integers

              Replacing a double by a structure of an integer and a floating point position?


              Where do you expect us to go when the bombs fall?

              Fold with us! ¤ flickr

              D T 2 Replies Last reply
              0
              • C Chris Maunder

                I really do think the compiler should throw an error when you try to compare floating point values for equality.

                cheers, Chris Maunder

                CodeProject.com : C++ MVP

                K Offline
                K Offline
                KaRl
                wrote on last edited by
                #20

                A warning may be sufficient, like the ';' after a 'if'. In my case, that would not have been enough. Guys who made that code didn't believe in warnings. When I reactivated the compiler option, over 1,400 warnings popped up at the first rebuild. Yeepee.


                Where do you expect us to go when the bombs fall?

                Fold with us! ¤ flickr

                L 1 Reply Last reply
                0
                • K KaRl

                  A warning may be sufficient, like the ';' after a 'if'. In my case, that would not have been enough. Guys who made that code didn't believe in warnings. When I reactivated the compiler option, over 1,400 warnings popped up at the first rebuild. Yeepee.


                  Where do you expect us to go when the bombs fall?

                  Fold with us! ¤ flickr

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                  L Offline
                  Lost User
                  wrote on last edited by
                  #21

                  K(arl) wrote:

                  over 1,400 warnings popped up at the first rebuild

                  :omg: A cardinal sin. Everything we do here is warning level 3 or higher, with "warning as errors" on release builds.


                  Kicking squealing Gucci little piggy.
                  The Rob Blog

                  1 Reply Last reply
                  0
                  • K KaRl

                    Tim Smith wrote:

                    Ravi's statement still holds. Floating point addition is bad, multiplication is good.

                    Mine still holds too, beware atof. I believe you could get the same result without any addition or multiplication (whose I doubt it is good). Introduction of an epsilon by atof is not indicated in the documentation[^]. Some might be fooled.

                    Tim Smith wrote:

                    scaled integers

                    Replacing a double by a structure of an integer and a floating point position?


                    Where do you expect us to go when the bombs fall?

                    Fold with us! ¤ flickr

                    D Offline
                    D Offline
                    Dan Neely
                    wrote on last edited by
                    #22

                    K(arl) wrote:

                    Tim Smith wrote: scaled integers Replacing a double by a structure of an integer and a floating point position?

                    Possible I suppose, but storing the value in cents, not dollars would be a simpler method.

                    -- Rules of thumb should not be taken for the whole hand.

                    1 Reply Last reply
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                    • K KaRl

                      <Using MFC> double dValue = atof("0.1"); ASSERT(dValue == 0.1); double dSecondValue = (1 + dValue + dValue + dValue + dValue); ASSERT(dSecondValue == 1.4); // Crash


                      Where do you expect us to go when the bombs fall?

                      Fold with us! ¤ flickr

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                      K Offline
                      Kochise
                      wrote on last edited by
                      #23

                      Try this, this is what I use in every of my code :

                      double dValue = atof("0.1");
                      double dTest = 0.1;
                      ASSERT
                      (
                      ((*((LONGLONG*)&dValue))&0xFFFFFFFFFFFFFF00)
                      == ((*((LONGLONG*)&dTest)) &0xFFFFFFFFFFFFFF00)
                      );

                      double dSecondValue = (1 + dValue + dValue + dValue + dValue);
                      double dTest2 = 1.4;
                      ASSERT
                      (
                      (*((LONGLONG*)&dSecondValue)&0xFFFFFFFFFFFFFF00)
                      == (*((LONGLONG*)&dTest2) &0xFFFFFFFFFFFFFF00)
                      ); // *NO* Crash

                      By reducing mantissa's complexity (skiping lasting bits) by an interger cast (mostly like an union over a double), you can do some pretty decent comparison with no headache... By using float (4 bytes) instead, you could simply things to :

                      float dValue = atof("0.1");
                      float dTest = 0.1;
                      ASSERT
                      (
                      ((*((int*)&dValue))&0xFFFFFFF0)
                      == ((*((int*)&dTest)) &0xFFFFFFF0)
                      );

                      float dSecondValue = (1 + dValue + dValue + dValue + dValue);
                      float dTest2 = 1.4;
                      ASSERT
                      (
                      (*((int*)&dSecondValue)&0xFFFFFFF0)
                      == (*((int*)&dTest2) &0xFFFFFFF0)
                      ); // *NO* Crash

                      The problem comes mostly because the preprocessor code which convert double dTest = 0.1 is *NOT* the same than the code within ATOF which convert double dValue = atof("0.1"). So you don't get a bitwise exact match of the value, only a close approximation. By using the cast technique, you : 1- can control over how many bits how want to perform the comparison 2- do a full integer comparison, which is faster by far than loading floating point registers to do the same 3- etc... So define the following macros :

                      #define DCMP(x,y) ((*((LONGLONG*)&x))&0xFFFFFFFFFFFFFF00)==((*((LONGLONG*)&y))&0xFFFFFFFFFFFFFF00)
                      #define FCMP(x,y) (*((int*)&x)&0xFFFFFFF0)==(*((int*)&y)&0xFFFFFFF0)

                      Use DCMP on double, and FCMP on float... But beware, you cannot do that :

                      ASSERT(DCMP(atof("0.1"),0.1)); // atof returns a value which have to be stored...

                      The following code works :

                      #define FCMP(x,y) (*((int*)&x)&0xFFFFF000)==(*((int*)&y)&0xFFFFF000)

                      float dSecondValue = atof("1.4"); // RAW : 0x3FB332DF
                      float dTest2 = 1.39999; // RAW : 0x3FB33333, last 12 bits are differents, so don't compare them
                      ASSERT(FCMP(dSecondValue,dTest2)); // *NO* Crash

                      Kochise EDIT : you may have used a memcmp approach, which is similar in functionality, but you can only test on byte boundaries (base of lenght of comparison is byte) and x86 is little endian, so you start comparing the different bytes first,

                      T K 2 Replies Last reply
                      0
                      • K KaRl

                        Tim Smith wrote:

                        Ravi's statement still holds. Floating point addition is bad, multiplication is good.

                        Mine still holds too, beware atof. I believe you could get the same result without any addition or multiplication (whose I doubt it is good). Introduction of an epsilon by atof is not indicated in the documentation[^]. Some might be fooled.

                        Tim Smith wrote:

                        scaled integers

                        Replacing a double by a structure of an integer and a floating point position?


                        Where do you expect us to go when the bombs fall?

                        Fold with us! ¤ flickr

                        T Offline
                        T Offline
                        Tim Smith
                        wrote on last edited by
                        #24

                        Read any book on the issues of floating point math and it will tell you that floating point addition is inherently more imprecise that floating point multiplication. For example, this is bad. You accumulate small error all the time: float x = 10; for (i = 0; i < 1000; i++) x += 0.05; This is much better but can still have a problem with the addition: float x = 10; for (i = 0; i < 1000; i++) float x1 = x + (i * 0.05);

                        Tim Smith I'm going to patent thought. I have yet to see any prior art.

                        K 1 Reply Last reply
                        0
                        • K Kochise

                          Try this, this is what I use in every of my code :

                          double dValue = atof("0.1");
                          double dTest = 0.1;
                          ASSERT
                          (
                          ((*((LONGLONG*)&dValue))&0xFFFFFFFFFFFFFF00)
                          == ((*((LONGLONG*)&dTest)) &0xFFFFFFFFFFFFFF00)
                          );

                          double dSecondValue = (1 + dValue + dValue + dValue + dValue);
                          double dTest2 = 1.4;
                          ASSERT
                          (
                          (*((LONGLONG*)&dSecondValue)&0xFFFFFFFFFFFFFF00)
                          == (*((LONGLONG*)&dTest2) &0xFFFFFFFFFFFFFF00)
                          ); // *NO* Crash

                          By reducing mantissa's complexity (skiping lasting bits) by an interger cast (mostly like an union over a double), you can do some pretty decent comparison with no headache... By using float (4 bytes) instead, you could simply things to :

                          float dValue = atof("0.1");
                          float dTest = 0.1;
                          ASSERT
                          (
                          ((*((int*)&dValue))&0xFFFFFFF0)
                          == ((*((int*)&dTest)) &0xFFFFFFF0)
                          );

                          float dSecondValue = (1 + dValue + dValue + dValue + dValue);
                          float dTest2 = 1.4;
                          ASSERT
                          (
                          (*((int*)&dSecondValue)&0xFFFFFFF0)
                          == (*((int*)&dTest2) &0xFFFFFFF0)
                          ); // *NO* Crash

                          The problem comes mostly because the preprocessor code which convert double dTest = 0.1 is *NOT* the same than the code within ATOF which convert double dValue = atof("0.1"). So you don't get a bitwise exact match of the value, only a close approximation. By using the cast technique, you : 1- can control over how many bits how want to perform the comparison 2- do a full integer comparison, which is faster by far than loading floating point registers to do the same 3- etc... So define the following macros :

                          #define DCMP(x,y) ((*((LONGLONG*)&x))&0xFFFFFFFFFFFFFF00)==((*((LONGLONG*)&y))&0xFFFFFFFFFFFFFF00)
                          #define FCMP(x,y) (*((int*)&x)&0xFFFFFFF0)==(*((int*)&y)&0xFFFFFFF0)

                          Use DCMP on double, and FCMP on float... But beware, you cannot do that :

                          ASSERT(DCMP(atof("0.1"),0.1)); // atof returns a value which have to be stored...

                          The following code works :

                          #define FCMP(x,y) (*((int*)&x)&0xFFFFF000)==(*((int*)&y)&0xFFFFF000)

                          float dSecondValue = atof("1.4"); // RAW : 0x3FB332DF
                          float dTest2 = 1.39999; // RAW : 0x3FB33333, last 12 bits are differents, so don't compare them
                          ASSERT(FCMP(dSecondValue,dTest2)); // *NO* Crash

                          Kochise EDIT : you may have used a memcmp approach, which is similar in functionality, but you can only test on byte boundaries (base of lenght of comparison is byte) and x86 is little endian, so you start comparing the different bytes first,

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                          Tim Smith
                          wrote on last edited by
                          #25

                          Your code still doesn't work since it suffers from boundary conditions. For example: 0xFFFFFF00 0xFFFFFEFF These are two very close floating point numbers, but your test will fail. Also, there are problems with -0 and +0. bool CMP (float x, float y, int tol) { int ix = *((int *) &x); int iy = *((int *) &y); if (ix < 0) ix = 0x80000000 - ix; if (iy < 0) iy = 0x80000000 - iy; return abs (ix - iy) <= tol; } This fixes the boundary condition and the +0, -0 issue. However, it still has problems with such things as +inf and -inf being close to +/- MAX_FLT and other issues with special floating point bit patterns.

                          Tim Smith I'm going to patent thought. I have yet to see any prior art.

                          K 1 Reply Last reply
                          0
                          • T Tim Smith

                            Your code still doesn't work since it suffers from boundary conditions. For example: 0xFFFFFF00 0xFFFFFEFF These are two very close floating point numbers, but your test will fail. Also, there are problems with -0 and +0. bool CMP (float x, float y, int tol) { int ix = *((int *) &x); int iy = *((int *) &y); if (ix < 0) ix = 0x80000000 - ix; if (iy < 0) iy = 0x80000000 - iy; return abs (ix - iy) <= tol; } This fixes the boundary condition and the +0, -0 issue. However, it still has problems with such things as +inf and -inf being close to +/- MAX_FLT and other issues with special floating point bit patterns.

                            Tim Smith I'm going to patent thought. I have yet to see any prior art.

                            K Offline
                            K Offline
                            Kochise
                            wrote on last edited by
                            #26

                            My macro can be of great help if you know where you put your foot. Eg when dealing with strict positive numbers set, or strict negative numbers set, without mixing the two. However the test case only works with 0xFF... values padded with 0, not like your 0xFFFFFEFF example. I think you wanted to say 0xFFFFFE00 which is correct :) Kochise PS : If I remember right, there is a 'magical trick' explained in a raticle on CP which explain how to cast double to float and the way back only using integer operations, and it works pretty well and fast, and also deals with the sign...

                            In Code we trust !

                            T 1 Reply Last reply
                            0
                            • T Tim Smith

                              Read any book on the issues of floating point math and it will tell you that floating point addition is inherently more imprecise that floating point multiplication. For example, this is bad. You accumulate small error all the time: float x = 10; for (i = 0; i < 1000; i++) x += 0.05; This is much better but can still have a problem with the addition: float x = 10; for (i = 0; i < 1000; i++) float x1 = x + (i * 0.05);

                              Tim Smith I'm going to patent thought. I have yet to see any prior art.

                              K Offline
                              K Offline
                              KaRl
                              wrote on last edited by
                              #27

                              Tim Smith wrote:

                              it will tell you that floating point addition is inherently more imprecise that floating point multiplication

                              It works only if one of the term of the multiplication is an integer. :~ I understand it's like incertitude calculation, for addition you sum absolute incertitudes, for multiplication you sum relative ones.


                              Where do you expect us to go when the bombs fall?

                              Fold with us! ¤ flickr

                              T 1 Reply Last reply
                              0
                              • K KaRl

                                <Using MFC> double dValue = atof("0.1"); ASSERT(dValue == 0.1); double dSecondValue = (1 + dValue + dValue + dValue + dValue); ASSERT(dSecondValue == 1.4); // Crash


                                Where do you expect us to go when the bombs fall?

                                Fold with us! ¤ flickr

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                                B Offline
                                Bassam Abdul Baki
                                wrote on last edited by
                                #28

                                If you've ever studied the harmonic series (1 + 1/2 + 1/3 + ...), you'll know that it diverges very slowly. However, if you use any calculator to sum it up, you'll think that it converges. When I was still a pre-engineering student, before I switched to Math, we were taught to start any summand from the lower end and add up the bigger numbers so that the round-off error is minimized. In this case, you need to add the 1 last, but not after subtracting the integer part, multiplying the decimal part by a power of ten and rounding it to see if it is still zero or one depending on what the value is exactly and then doing the compare. Since everybody here has been pulling your leg and giving you grief, I'll keep my jokes to myself. Yeah, I don't have any anyway. :) It's annoying as a developer that you actually have to write a check to make sure your numbers are what they should be. Makes you wonder why we use machines for calculations and why cororations aren't going broke because of them. Hmmm, maybe they round to their benefit and that's why people are going broke and they're doing very well. :rolleyes: I'm in the wrong business.


                                "This perpetual motion machine she made is a joke. It just keeps going faster and faster. Lisa, get in here! In this house, we obey the laws of thermodynamics!" - Homer Simpson Web - Blog - RSS - Math - LinkedIn - BM

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                                • P PIEBALDconsult

                                  A) Never hate B) Don't expect them to do what they can't

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                                  1 Offline
                                  123 0
                                  wrote on last edited by
                                  #29

                                  PIEBALDconsult wrote:

                                  Never hate

                                  Better advice from Amos (5:15): "Hate the evil, and love the good."

                                  1 Reply Last reply
                                  0
                                  • C Chris Maunder

                                    I really do think the compiler should throw an error when you try to compare floating point values for equality.

                                    cheers, Chris Maunder

                                    CodeProject.com : C++ MVP

                                    1 Offline
                                    1 Offline
                                    123 0
                                    wrote on last edited by
                                    #30

                                    Chris Maunder wrote:

                                    I really do think the compiler should throw an error when you try to compare floating point values for equality.

                                    It seems to me that a data type where the concept of equal values is either undefined or can't be practically determined is clearly "half-baked".

                                    C 1 Reply Last reply
                                    0
                                    • K KaRl

                                      <Using MFC> double dValue = atof("0.1"); ASSERT(dValue == 0.1); double dSecondValue = (1 + dValue + dValue + dValue + dValue); ASSERT(dSecondValue == 1.4); // Crash


                                      Where do you expect us to go when the bombs fall?

                                      Fold with us! ¤ flickr

                                      1 Offline
                                      1 Offline
                                      123 0
                                      wrote on last edited by
                                      #31

                                      K(arl) wrote:

                                      I hate floating point operations

                                      So do we. Any data type where "equality of values" is ill-defined is clearly half-baked. Someone should have put a more thought and less transistors into the matter.

                                      S T A 3 Replies Last reply
                                      0
                                      • 1 123 0

                                        Chris Maunder wrote:

                                        I really do think the compiler should throw an error when you try to compare floating point values for equality.

                                        It seems to me that a data type where the concept of equal values is either undefined or can't be practically determined is clearly "half-baked".

                                        C Offline
                                        C Offline
                                        Chris Maunder
                                        wrote on last edited by
                                        #32

                                        You think maybe we should instead store the value as "one-point-five"? Or even "three-point-one-four-one-five-nine..."?

                                        cheers, Chris Maunder

                                        CodeProject.com : C++ MVP

                                        1 1 Reply Last reply
                                        0
                                        • C Chris Maunder

                                          You think maybe we should instead store the value as "one-point-five"? Or even "three-point-one-four-one-five-nine..."?

                                          cheers, Chris Maunder

                                          CodeProject.com : C++ MVP

                                          1 Offline
                                          1 Offline
                                          123 0
                                          wrote on last edited by
                                          #33

                                          Chris Maunder wrote:

                                          You think maybe we should instead store the value as "one-point-five"? Or even "three-point-one-four-one-five-nine..."?

                                          Ha, ha. Actually, Plain English uses ratios for both rational numbers and for reasonable approximations of irrational numbers (curious name, don't you think?). For example, we typically use 355/113 for pi. It has been our experience that rounding errors can be more easily minimized with the ratio approach than floating-point numbers. Plain English also supports scaled integers which, on a 32-bit machine, are sufficient for all but the most demanding problems and which, on a 64-bit machine, should suffice for nearly everything else. In either case, the concept of "equal values" can be defined and implemented with rigor, consistency, and reliability. These are desirable things, yes? And since adopting this approach eliminates an entire processor from the machine, it appears to be a significantly more efficient approach, as well. Not to mention less noisy. Our objections to "floating point" or "real" numbers - besides those stated above - are two. First, they suggest a "continuous" universe, rather than a discrete one. Yet we know that electrons are never between shells and that that famous arrow really does get where it's going. See [^] for a digital view of the universe. Secondly, as popular as the metric system may be in many countries, we find it much less effective in everyday life than the English system. If you're not hungry enough for a whole piece of pie, for example, do you typically ask for a half, or a tenth? Do you double an estimate you're not sure about, or multiply it by ten? In other words, people - who have not been trained otherwise - naturally think in halves and wholes, not tenths and hundredths.

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