Float epsilon is different in c++ than c# - c#

So small question, I've been looking into moving part of my C# code to C++ for performance reasons.
Now when I look at my float.Epsilon in C# its value is different from my C++ value.
In C# the value, as described by microsoft is 1.401298E-45.
In C++ the value, as described by cppreferences is 1.19209e-07;
How can it be that the smallest possible value for a float/single can be different between these languages?
If I'm correct, the binary values should be equal in terms of number of bytes an maybe even their binary values. Or am I looking at this the wrong way?
Hope someone can help me, thanks!

The second value you quoted is the machine epsilon for IEEE binary32 values.
The first value you quoted is NOT the machine epsilon. From the documentation you linked:
The value of the Epsilon property is not equivalent to machine epsilon, which represents the upper bound of the relative error due to rounding in floating-point arithmetic.
From the wiki Variant Definitions section for machine epsilon:
The IEEE standard does not define the terms machine epsilon and unit roundoff, so differing definitions of these terms are in use, which can cause some confusion.
...
The following different definition is much more widespread outside academia: Machine epsilon is defined as the difference between 1 and the next larger floating point number.
The C# documentation is using that variant definition.
So the answer is that you are comparing two different types of Epsilon.

C++
Returns the machine epsilon, that is, the difference between 1.0 and the next value representable by the floating-point type T.
https://en.cppreference.com/w/cpp/types/numeric_limits/epsilon
C#
Represents the smallest positive Single value that is greater than zero. This field is constant.
https://learn.microsoft.com/en-us/dotnet/api/system.single.epsilon?view=net-5.0
Conclusion
C# has next value from 0, C++ has next from 1. Two completely different things.
Edit: The other answer is probably more correct

From the link you referenced, you should use the value FLT_TRUE_MIN ("minimum positive value of float") if you want something similar to .NET Single.Epsilon ("smallest positive single value that is greater than zero").

Related

Value of a double variable not exact after multiplying with 100 [duplicate]

This question already has answers here:
Is floating point math broken?
(31 answers)
Closed 7 years ago.
If I execute the following expression in C#:
double i = 10*0.69;
i is: 6.8999999999999995. Why?
I understand numbers such as 1/3 can be hard to represent in binary as it has infinite recurring decimal places but this is not the case for 0.69. And 0.69 can easily be represented in binary, one binary number for 69 and another to denote the position of the decimal place.
How do I work around this? Use the decimal type?
Because you've misunderstood floating point arithmetic and how data is stored.
In fact, your code isn't actually performing any arithmetic at execution time in this particular case - the compiler will have done it, then saved a constant in the generated executable. However, it can't store an exact value of 6.9, because that value cannot be precisely represented in floating point point format, just like 1/3 can't be precisely stored in a finite decimal representation.
See if this article helps you.
why doesn't the framework work around this and hide this problem from me and give me the
right answer,0.69!!!
Stop behaving like a dilbert manager, and accept that computers, though cool and awesome, have limits. In your specific case, it doesn't just "hide" the problem, because you have specifically told it not to. The language (the computer) provides alternatives to the format, that you didn't choose. You chose double, which has certain advantages over decimal, and certain downsides. Now, knowing the answer, you're upset that the downsides don't magically disappear.
As a programmer, you are responsible for hiding this downside from managers, and there are many ways to do that. However, the makers of C# have a responsibility to make floating point work correctly, and correct floating point will occasionally result in incorrect math.
So will every other number storage method, as we do not have infinite bits. Our job as programmers is to work with limited resources to make cool things happen. They got you 90% of the way there, just get the torch home.
And 0.69 can easily be represented in
binary, one binary number for 69 and
another to denote the position of the
decimal place.
I think this is a common mistake - you're thinking of floating point numbers as if they are base-10 (i.e decimal - hence my emphasis).
So - you're thinking that there are two whole-number parts to this double: 69 and divide by 100 to get the decimal place to move - which could also be expressed as:
69 x 10 to the power of -2.
However floats store the 'position of the point' as base-2.
Your float actually gets stored as:
68999999999999995 x 2 to the power of some big negative number
This isn't as much of a problem once you're used to it - most people know and expect that 1/3 can't be expressed accurately as a decimal or percentage. It's just that the fractions that can't be expressed in base-2 are different.
but why doesn't the framework work around this and hide this problem from me and give me the right answer,0.69!!!
Because you told it to use binary floating point, and the solution is to use decimal floating point, so you are suggesting that the framework should disregard the type you specified and use decimal instead, which is very much slower because it is not directly implemented in hardware.
A more efficient solution is to not output the full value of the representation and explicitly specify the accuracy required by your output. If you format the output to two decimal places, you will see the result you expect. However if this is a financial application decimal is precisely what you should use - you've seen Superman III (and Office Space) haven't you ;)
Note that it is all a finite approximation of an infinite range, it is merely that decimal and double use a different set of approximations. The advantage of decimal is it produces the same approximations that you would if you were performing the calculation yourself. For example if you calculated 1/3, you would eventually stop writing 3's when it was 'good enough'.
For the same reason that 1 / 3 in a decimal systems comes out as 0.3333333333333333333333333333333333333333333 and not the exact fraction, which is infinitely long.
To work around it (e.g. to display on screen) try this:
double i = (double) Decimal.Multiply(10, (Decimal) 0.69);
Everyone seems to have answered your first question, but ignored the second part.

Why is the division result between two integers truncated?

All experienced programmers in C# (I think this comes from C) are used to cast on of the integers in a division to get the decimal / double / float result instead of the int (the real result truncated).
I'd like to know why is this implemented like this? Is there ANY good reason to truncate the result if both numbers are integer?
C# traces its heritage to C, so the answer to "why is it like this in C#?" is a combination of "why is it like this in C?" and "was there no good reason to change?"
The approach of C is to have a fairly close correspondence between the high-level language and low-level operations. Processors generally implement integer division as returning a quotient and a remainder, both of which are of the same type as the operands.
(So my question would be, "why doesn't integer division in C-like languages return two integers", not "why doesn't it return a floating point value?")
The solution was to provide separate operations for division and remainder, each of which returns an integer. In the context of C, it's not surprising that the result of each of these operations is an integer. This is frequently more accurate than floating-point arithmetic. Consider the example from your comment of 7 / 3. This value cannot be represented by a finite binary number nor by a finite decimal number. In other words, on today's computers, we cannot accurately represent 7 / 3 unless we use integers! The most accurate representation of this fraction is "quotient 2, remainder 1".
So, was there no good reason to change? I can't think of any, and I can think of a few good reasons not to change. None of the other answers has mentioned Visual Basic which (at least through version 6) has two operators for dividing integers: / converts the integers to double, and returns a double, while \ performs normal integer arithmetic.
I learned about the \ operator after struggling to implement a binary search algorithm using floating-point division. It was really painful, and integer division came in like a breath of fresh air. Without it, there was lots of special handling to cover edge cases and off-by-one errors in the first draft of the procedure.
From that experience, I draw the conclusion that having different operators for dividing integers is confusing.
Another alternative would be to have only one integer operation, which always returns a double, and require programmers to truncate it. This means you have to perform two int->double conversions, a truncation and a double->int conversion every time you want integer division. And how many programmers would mistakenly round or floor the result instead of truncating it? It's a more complicated system, and at least as prone to programmer error, and slower.
Finally, in addition to binary search, there are many standard algorithms that employ integer arithmetic. One example is dividing collections of objects into sub-collections of similar size. Another is converting between indices in a 1-d array and coordinates in a 2-d matrix.
As far as I can see, no alternative to "int / int yields int" survives a cost-benefit analysis in terms of language usability, so there's no reason to change the behavior inherited from C.
In conclusion:
Integer division is frequently useful in many standard algorithms.
When the floating-point division of integers is needed, it may be invoked explicitly with a simple, short, and clear cast: (double)a / b rather than a / b
Other alternatives introduce more complication both the programmer and more clock cycles for the processor.
Is there ANY good reason to truncate the result if both numbers are integer?
Of course; I can think of a dozen such scenarios easily. For example: you have a large image, and a thumbnail version of the image which is 10 times smaller in both dimensions. When the user clicks on a point in the large image, you wish to identify the corresponding pixel in the scaled-down image. Clearly to do so, you divide both the x and y coordinates by 10. Why would you want to get a result in decimal? The corresponding coordinates are going to be integer coordinates in the thumbnail bitmap.
Doubles are great for physics calculations and decimals are great for financial calculations, but almost all the work I do with computers that does any math at all does it entirely in integers. I don't want to be constantly having to convert doubles or decimals back to integers just because I did some division. If you are solving physics or financial problems then why are you using integers in the first place? Use nothing but doubles or decimals. Use integers to solve finite mathematics problems.
Calculating on integers is faster (usually) than on floating point values. Besides, all other integer/integer operations (+, -, *) return an integer.
EDIT:
As per the request of the OP, here's some addition:
The OP's problem is that they think of / as division in the mathematical sense, and the / operator in the language performs some other operation (which is not the math. division). By this logic they should question the validity of all other operations (+, -, *) as well, since those have special overflow rules, which is not the same as would be expected from their math counterparts. If this is bothersome for someone, they should find another language where the operations perform as expected by the person.
As for the claim on perfomance difference in favor of integer values: When I wrote the answer I only had "folk" knowledge and "intuition" to back up the claim (hece my "usually" disclaimer). Indeed as Gabe pointed out, there are platforms where this does not hold. On the other hand I found this link (point 12) that shows mixed performances on an Intel platform (the language used is Java, though).
The takeaway should be that with performance many claims and intuition are unsubstantiated until measured and found true.
Yes, if the end result needs to be a whole number. It would depend on the requirements.
If these are indeed your requirements, then you would not want to store a decimal and then truncate it. You would be wasting memory and processing time to accomplish something that is already built-in functionality.
The operator is designed to return the same type as it's input.
Edit (comment response):
Why? I don't design languages, but I would assume most of the time you will be sticking with the data types you started with and in the remaining instance, what criteria would you use to automatically assume which type the user wants? Would you automatically expect a string when you need it? (sincerity intended)
If you add an int to an int, you expect to get an int. If you subtract an int from an int, you expect to get an int. If you multiple an int by an int, you expect to get an int. So why would you not expect an int result if you divide an int by an int? And if you expect an int, then you will have to truncate.
If you don't want that, then you need to cast your ints to something else first.
Edit: I'd also note that if you really want to understand why this is, then you should start looking into how binary math works and how it is implemented in an electronic circuit. It's certainly not necessary to understand it in detail, but having a quick overview of it would really help you understand how the low-level details of the hardware filter through to the details of high-level languages.

C#: Decimal -> Largest integer that can be stored exactly

I've been looking at the decimal type for some possible programming fun in the near future, and would like to use it a a bigger integer than an Int64. One key point is that I need to find out the largest integer that I can store safely into the decimal (without losing precision); I say this, because apparently it uses some floating point in there, and as programmers, we all know the love that only floating point can give us.
So, does anyone know the largest int I can shove in there?
And on a separate note, does anyone have any experience playing with arrays of longs / ints? It's for the project following this one.
Thanks,
-R
decimal works differently to float and double - it always has enough information to store as far as integer precision, as the maximum exponent is 28 and it has 28-29 digits of precision. You may be interested in my articles on decimal floating point and binary floating point on .NET to look at the differences more closely.
So you can store any integer in the range [decimal.MinValue, decimal.MaxValue] without losing any precision.
If you want a wider range than that, you should use BigInteger as Fredrik mentioned (assuming you're on .NET 4, of course... I believe there are 3rd party versions available for earlier versions of .NET).
If you want to deal with big integers, you might want to look into the BigInteger type.
From the documentation:
Represents an arbitrarily large signed integer

Division by zero: int vs. float

Dividing an int by zero, will throw an exception, but a float won't - at least in Java. Why does a float have additional NaN info, while an int type doesn't?
The representation of a float has been designed such that there are some special combination of bits reserved to store special values such as NaN, infinity, etc.
There are no unused representations for an int type - every bit pattern corresponds to an integer. This has many advantages:
The range of an integer type is as large as possible - no bit patterns are wasted.
The representation of an integer is easy to understand because there are no special cases.
Integer arithmetic can be done at extremely high speed even on very simple processors.
A clear Explanation about float arithmetic is given here
http://www.artima.com/underthehood/floatingP.html
I think the real reason, the root of this, is the well known fact: computers store everything in zeroes and ones.
What does it have to do with integers, floats and zero division? It's pretty simple. If you have only zeroes and ones, it is pretty easy to combine them into integer numbers, like you do with decimal digits. So "10" becomes two, "11" becomes three and so on. This kind of integer representation is so natural that no one would think of inventing anything else for integers, it would just make CPUs more complicated and things more confusing. The only "invention" that was required is to figure out how to store negative numbers, but that's also very natural and simple if you start from the point that x+(-x) should always be equal to zero, without using any special kind of addition here. That's why 11111111 is -1 for 8-bit integers, because if you add 1 to it, it becomes 100000000, then 8th bit is truncated due to overflow and you get your zero. But this natural format has no place for infinities and NaNs, and nobody wanted to invent a non-natural representation just for that. Well, I won't be surprised if someone actually did that, but there is no way such format would become well-known and widely used.
Now, for floating-point numbers, there is no natural representation. Even if we translate 0.5 to binary, it would still be something like 0.1 only now we have "binary point" instead of decimal point. But CPUs can't naturally represent a "point", only 1 and 0. So some kind of special format was needed. There was simply no other way to go. And then someone probably suggested, "Hey guys, while we are at it, why not to include special representation for infinity and other numeric nonsense?" and so it was done.
This is the reason why these formats are so different. How to handle divisions by zero, it's up to language designers, but for floating-points they have the choice between inf/NaN and exceptions, while for integers they don't naturally have such kind of thing.
Basically, it's a purely arbitrary decision.
The traditional int tries to use all the bits for representing possible numbers, whereas IEEE 754 standard reserves a special value for NaN.
The standard could be changed for ints to include special values, at a cost of less efficient operations. The developers usually expect int operations to be very efficient, whereas the operations with floating point numbers are (purely psychologically) more allowed to be slower.
Ints and floats are represented differently inside the machine. Integers usually use a signed, two's complement representation that is (essentially) the number written out in base two. Floats, on the other hand, use a more complex representation that can hold much larger and much smaller values. However, the machine reserves several special bit patterns for floats to mean things other than numbers. There's values for NaN, and for positive or negative infinity, for example. This means that if you divide a float by zero, there is a series of bits that the computer can use to encode that you divided by zero. For ints, all bit patterns are used to encode numbers, so there's no meaningful series of bits the computer could use to represent the error.
This isn't an essential property of ints, though. One could, in theory, make an integer representation that handles division by zero by returning some NaN variant. It's just not what's done in practice.
Java reflects the way most CPUs are implemented. Integer divide by zero causes an interrupt on x86/x64 and Floating point divide by zero results in Infinity, Negative infinity or NaN. Note: with floating point you can also divide by negative zero. :P

Why is System.Math and for example MathNet.Numerics based on double?

All the methods in System.Math takes double as parameters and returns parameters. The constants are also of type double. I checked out MathNet.Numerics, and the same seems to be the case there.
Why is this? Especially for constants. Isn't decimal supposed to be more exact? Wouldn't that often be kind of useful when doing calculations?
This is a classic speed-versus-accuracy trade off.
However, keep in mind that for PI, for example, the most digits you will ever need is 41.
The largest number of digits of pi
that you will ever need is 41. To
compute the circumference of the
universe with an error less than the
diameter of a proton, you need 41
digits of pi †. It seems safe to
conclude that 41 digits is sufficient
accuracy in pi for any circle
measurement problem you're likely to
encounter. Thus, in the over one
trillion digits of pi computed in
2002, all digits beyond the 41st have
no practical value.
In addition, decimal and double have a slightly different internal storage structure. Decimals are designed to store base 10 data, where as doubles (and floats), are made to hold binary data. On a binary machine (like every computer in existence) a double will have fewer wasted bits when storing any number within its range.
Also consider:
System.Double 8 bytes Approximately ±5.0e-324 to ±1.7e308 with 15 or 16 significant figures
System.Decimal 12 bytes Approximately ±1.0e-28 to ±7.9e28 with 28 or 29 significant figures
As you can see, decimal has a smaller range, but a higher precision.
No, - decimals are no more "exact" than doubles, or for that matter, any type. The concept of "exactness", (when speaking about numerical representations in a compuiter), is what is wrong. Any type is absolutely 100% exact at representing some numbers. unsigned bytes are 100% exact at representing the whole numbers from 0 to 255. but they're no good for fractions or for negatives or integers outside the range.
Decimals are 100% exact at representing a certain set of base 10 values. doubles (since they store their value using binary IEEE exponential representation) are exact at representing a set of binary numbers.
Neither is any more exact than than the other in general, they are simply for different purposes.
To elaborate a bit furthur, since I seem to not be clear enough for some readers...
If you take every number which is representable as a decimal, and mark every one of them on a number line, between every adjacent pair of them there is an additional infinity of real numbers which are not representable as a decimal. The exact same statement can be made about the numbers which can be represented as a double. If you marked every decimal on the number line in blue, and every double in red, except for the integers, there would be very few places where the same value was marked in both colors.
In general, for 99.99999 % of the marks, (please don't nitpick my percentage) the blue set (decimals) is a completely different set of numbers from the red set (the doubles).
This is because by our very definition for the blue set is that it is a base 10 mantissa/exponent representation, and a double is a base 2 mantissa/exponent representation. Any value represented as base 2 mantissa and exponent, (1.00110101001 x 2 ^ (-11101001101001) means take the mantissa value (1.00110101001) and multiply it by 2 raised to the power of the exponent (when exponent is negative this is equivilent to dividing by 2 to the power of the absolute value of the exponent). This means that where the exponent is negative, (or where any portion of the mantissa is a fractional binary) the number cannot be represented as a decimal mantissa and exponent, and vice versa.
For any arbitrary real number, that falls randomly on the real number line, it will either be closer to one of the blue decimals, or to one of the red doubles.
Decimal is more precise but has less of a range. You would generally use Double for physics and mathematical calculations but you would use Decimal for financial and monetary calculations.
See the following articles on msdn for details.
Double
http://msdn.microsoft.com/en-us/library/678hzkk9.aspx
Decimal
http://msdn.microsoft.com/en-us/library/364x0z75.aspx
Seems like most of the arguments here to "It does not do what I want" are "but it's faster", well so is ANSI C+Gmp library, but nobody is advocating that right?
If you particularly want to control accuracy, then there are other languages which have taken the time to implement exact precision, in a user controllable way:
http://www.doughellmann.com/PyMOTW/decimal/
If precision is really important to you, then you are probably better off using languages that mathematicians would use. If you do not like Fortran then Python is a modern alternative.
Whatever language you are working in, remember the golden rule:
Avoid mixing types...
So do convert a and b to be the same before you attempt a operator b
If I were to hazard a guess, I'd say those functions leverage low-level math functionality (perhaps in C) that does not use decimals internally, and so returning a decimal would require a cast from double to decimal anyway. Besides, the purpose of the decimal value type is to ensure accuracy; these functions do not and cannot return 100% accurate results without infinite precision (e.g., irrational numbers).
Neither Decimal nor float or double are good enough if you require something to be precise. Furthermore, Decimal is so expensive and overused out there it is becoming a regular joke.
If you work in fractions and require ultimate precision, use fractions. It's same old rule, convert once and only when necessary. Your rounding rules too will vary per app, domain and so on, but sure you can find an odd example or two where it is suitable. But again, if you want fractions and ultimate precision, the answer is not to use anything but fractions. Consider you might want a feature of arbitrary precision as well.
The actual problem with CLR in general is that it is so odd and plain broken to implement a library that deals with numerics in generic fashion largely due to bad primitive design and shortcoming of the most popular compiler for the platform. It's almost the same as with Java fiasco.
double just turns out to be the best compromise covering most domains, and it works well, despite the fact MS JIT is still incapable of utilising a CPU tech that is about 15 years old now.
[piece to users of MSDN slowdown compilers]
Double is a built-in type. Is is supported by FPU/SSE core (formerly known as "Math coprocessor"), that's why it is blazingly fast. Especially at multiplication and scientific functions.
Decimal is actually a complex structure, consisting of several integers.

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