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I'm just curious, why in IEEE-754 any non zero float number divided by zero results in infinite value? It's a nonsense from the mathematical perspective. So I think that correct result for this operation is NaN.
Function f(x) = 1/x is not defined when x=0, if x is a real number. For example, function sqrt is not defined for any negative number and sqrt(-1.0f) if IEEE-754 produces a NaN value. But 1.0f/0 is Inf.
But for some reason this is not the case in IEEE-754. There must be a reason for this, maybe some optimization or compatibility reasons.
So what's the point?
It's a nonsense from the mathematical perspective.
Yes. No. Sort of.
The thing is: Floating-point numbers are approximations. You want to use a wide range of exponents and a limited number of digits and get results which are not completely wrong. :)
The idea behind IEEE-754 is that every operation could trigger "traps" which indicate possible problems. They are
Illegal (senseless operation like sqrt of negative number)
Overflow (too big)
Underflow (too small)
Division by zero (The thing you do not like)
Inexact (This operation may give you wrong results because you are losing precision)
Now many people like scientists and engineers do not want to be bothered with writing trap routines. So Kahan, the inventor of IEEE-754, decided that every operation should also return a sensible default value if no trap routines exist.
They are
NaN for illegal values
signed infinities for Overflow
signed zeroes for Underflow
NaN for indeterminate results (0/0) and infinities for (x/0 x != 0)
normal operation result for Inexact
The thing is that in 99% of all cases zeroes are caused by underflow and therefore in 99%
of all times Infinity is "correct" even if wrong from a mathematical perspective.
I'm not sure why you would believe this to be nonsense.
The simplistic definition of a / b, at least for non-zero b, is the unique number of bs that has to be subtracted from a before you get to zero.
Expanding that to the case where b can be zero, the number that has to be subtracted from any non-zero number to get to zero is indeed infinite, because you'll never get to zero.
Another way to look at it is to talk in terms of limits. As a positive number n approaches zero, the expression 1 / n approaches "infinity". You'll notice I've quoted that word because I'm a firm believer in not propagating the delusion that infinity is actually a concrete number :-)
NaN is reserved for situations where the number cannot be represented (even approximately) by any other value (including the infinities), it is considered distinct from all those other values.
For example, 0 / 0 (using our simplistic definition above) can have any amount of bs subtracted from a to reach 0. Hence the result is indeterminate - it could be 1, 7, 42, 3.14159 or any other value.
Similarly things like the square root of a negative number, which has no value in the real plane used by IEEE754 (you have to go to the complex plane for that), cannot be represented.
In mathematics, division by zero is undefined because zero has no sign, therefore two results are equally possible, and exclusive: negative infinity or positive infinity (but not both).
In (most) computing, 0.0 has a sign. Therefore we know what direction we are approaching from, and what sign infinity would have. This is especially true when 0.0 represents a non-zero value too small to be expressed by the system, as it frequently the case.
The only time NaN would be appropriate is if the system knows with certainty that the denominator is truly, exactly zero. And it can't unless there is a special way to designate that, which would add overhead.
NOTE:
I re-wrote this following a valuable comment from #Cubic.
I think the correct answer to this has to come from calculus and the notion of limits. Consider the limit of f(x)/g(x) as x->0 under the assumption that g(0) == 0. There are two broad cases that are interesting here:
If f(0) != 0, then the limit as x->0 is either plus or minus infinity, or it's undefined. If g(x) takes both signs in the neighborhood of x==0, then the limit is undefined (left and right limits don't agree). If g(x) has only one sign near 0, however, the limit will be defined and be either positive or negative infinity. More on this later.
If f(0) == 0 as well, then the limit can be anything, including positive infinity, negative infinity, a finite number, or undefined.
In the second case, generally speaking, you cannot say anything at all. Arguably, in the second case NaN is the only viable answer.
Now in the first case, why choose one particular sign when either is possible or it might be undefined? As a practical matter, it gives you more flexibility in cases where you do know something about the sign of the denominator, at relatively little cost in the cases where you don't. You may have a formula, for example, where you know analytically that g(x) >= 0 for all x, say, for example, g(x) = x*x. In that case the limit is defined and it's infinity with sign equal to the sign of f(0). You might want to take advantage of that as a convenience in your code. In other cases, where you don't know anything about the sign of g, you cannot generally take advantage of it, but the cost here is just that you need to trap for a few extra cases - positive and negative infinity - in addition to NaN if you want to fully error check your code. There is some price there, but it's not large compared to the flexibility gained in other cases.
Why worry about general functions when the question was about "simple division"? One common reason is that if you're computing your numerator and denominator through other arithmetic operations, you accumulate round-off errors. The presence of those errors can be abstracted into the general formula format shown above. For example f(x) = x + e, where x is the analytically correct, exact answer, e represents the error from round-off, and f(x) is the floating point number that you actually have on the machine at execution.
I am using CUDA 4.0 on Geforce GTX 580 (Fermi) . I have numbers as small as 7.721155e-43 . I want to multiply them with each other just once or better say I want to calculate 7.721155e-43 * 7.721155e-43 .
My experience showed me I can't do it just straight forward. Could you please give me suggestion? Do I need to use double precision? How?
The magnitude of the smallest normal IEEE single-precision number is about 1.18e-38, the smallest denormal gets you down to about 1.40e-45. As a consequece an operand of magnitude 7.82e-43 will comprise only about 9 non-zero bits, which in itself may already be a problem, even before you get to the multiplication (whose result will underflow to zero in single precision). So you may also want to look at any up-stream computation that produces these tiny numbers.
If these small numbers are intermediate terms in a mathematical expression, rewriting that expression into a mathematically equivalent one that does not involve tiny intermediates would be one way of addressing the issue. Or you could scale some operands by factors that are powers of two (so as to not incur additional round-off due to the scaling). For example, scale by 2^24 = 16777216.
Lastly, you can switch part of the computation to double precision. To do so, simply introduce temporary variables of type double, perform the computation on them, then convert the final result back to float:
float r, f = 7.721155e-43f;
double d, t;
d = (double)f; // explicit cast is not necessary, since converting to wider type
t = d * d;
[... more intermediate computation, leaving result in 't' ...]
r = (float)t; // since conversion is to narrower type, cast will avoid warnings
In statistics we often have to work with likelihoods that end up being very small numbers and the standard technique is to use logs for everything. Then multiplication on a log scale is just addition. All intermediate numbers are stored as logs. Indeed it can take a bit of getting used to - but the alternative will often fail even when doing relatively modest computations. In R (for my convenience!) which uses doubles and prints 7 significant figures by default btw:
> 7.721155e-43 * 7.721155e-43
[1] 5.961623e-85
> exp(log(7.721155e-43) + log(7.721155e-43))
[1] 5.961623e-85
Reading this question got me thinking: For a given function f, how can we know that a loop of this form:
while (x > 2)
x = f(x)
will stop for any value x? Is there some simple criterion?
(The fact that f(x) < x for x > 2 doesn't seem to help since the series may converge).
Specifically, can we prove this for sqrt and for log?
For these functions, a proof that ceil(f(x))<x for x > 2 would suffice. You could do one iteration -- to arrive at an integer number, and then proceed by simple induction.
For the general case, probably the best idea is to use well-founded induction to prove this property. However, as Moron pointed out in the comments, this could be impossible in the general case and the right ordering is, in many cases, quite hard to find.
Edit, in reply to Amnon's comment:
If you wanted to use well-founded induction, you would have to define another strict order, that would be well-founded. In case of the functions you mentioned this is not hard: you can take x << y if and only if ceil(x) < ceil(y), where << is a symbol for this new order. This order is of course well-founded on numbers greater then 2, and both sqrt and log are decreasing with respect to it -- so you can apply well-founded induction.
Of course, in general case such an order is much more difficult to find. This is also related, in some way, to total correctness assertions in Hoare logic, where you need to guarantee similar obligations on each loop construct.
There's a general theorem for when then sequence of iterations will converge. (A convergent sequence may not stop in a finite number of steps, but it is getting closer to a target. You can get as close to the target as you like by going far enough out in the sequence.)
The sequence x, f(x), f(f(x)), ... will converge if f is a contraction mapping. That is, there exists a positive constant k < 1 such that for all x and y, |f(x) - f(y)| <= k |x-y|.
(The fact that f(x) < x for x > 2 doesn't seem to help since the series may converge).
If we're talking about floats here, that's not true. If for all x > n f(x) is strictly less than x, it will reach n at some point (because there's only a limited number of floating point values between any two numbers).
Of course this means you need to prove that f(x) is actually less than x using floating point arithmetic (i.e. proving it is less than x mathematically does not suffice, because then f(x) = x may still be true with floats when the difference is not enough).
There is no general algorithm to determine whether a function f and a variable x will end or not in that loop. The Halting problem is reducible to that problem.
For sqrt and log, we could safely do that because we happen to know the mathematical properties of those functions. Say, sqrt approaches 1, log eventually goes negative. So the condition x < 2 has to be false at some point.
Hope that helps.
In the general case, all that can be said is that the loop will terminate when it encounters xi≤2. That doesn't mean that the sequence will converge, nor does it even mean that it is bounded below 2. It only means that the sequence contains a value that is not greater than 2.
That said, any sequence containing a subsequence that converges to a value strictly less than two will (eventually) halt. That is the case for the sequence xi+1 = sqrt(xi), since x converges to 1. In the case of yi+1 = log(yi), it will contain a value less than 2 before becoming undefined for elements of R (though it is well defined on the extended complex plane, C*, but I don't think it will, in general converge except at any stable points that may exist (i.e. where z = log(z)). Ultimately what this means is that you need to perform some upfront analysis on the sequence to better understand its behavior.
The standard test for convergence of a sequence xi to a point z is that give ε > 0, there is an n such that for all i > n, |xi - z| < ε.
As an aside, consider the Mandelbrot Set, M. The test for a particular point c in C for an element in M is whether the sequence zi+1 = zi2 + c is unbounded, which occurs whenever there is a |zi| > 2. Some elements of M may converge (such as 0), but many do not (such as -1).
Sure. For all positive numbers x, the following inequality holds:
log(x) <= x - 1
(this is a pretty basic result from real analysis; it suffices to observe that the second derivative of log is always negative for all positive x, so the function is concave down, and that x-1 is tangent to the function at x = 1). From this it follows essentially immediately that your while loop must terminate within the first ceil(x) - 2 steps -- though in actuality it terminates much, much faster than that.
A similar argument will establish your result for f(x) = sqrt(x); specifically, you can use the fact that:
sqrt(x) <= x/(2 sqrt(2)) + 1/sqrt(2)
for all positive x.
If you're asking whether this result holds for actual programs, instead of mathematically, the answer is a little bit more nuanced, but not much. Basically, many languages don't actually have hard accuracy requirements for the log function, so if your particular language implementation had an absolutely terrible math library this property might fail to hold. That said, it would need to be a really, really terrible library; this property will hold for any reasonable implementation of log.
I suggest reading this wikipedia entry which provides useful pointers. Without additional knowledge about f, nothing can be said.
I'd like to write a program that lets users draw points, lines, and circles as though with a straightedge and compass. Then I want to be able to answer the question, "are these three points collinear?" To answer correctly, I need to avoid rounding error when calculating the points.
Is this possible? How can I represent the points in memory?
(I looked into some unusual numeric libraries, but I didn't find anything that claimed to offer both exact arithmetic and exact comparisons that are guaranteed to terminate.)
Yes.
I highly recommend Introduction to constructions, which is a good basic guide.
Basically you need to be able to compute with constructible numbers - numbers that are either rational, or of the form a + b sqrt(c) where a,b,c were previously created (see page 6 on that PDF). This could be done with algebraic data type (e.g. data C = Rational Integer Integer | Root C C C in Haskell, where Root a b c = a + b sqrt(c)). However, I don't know how to perform tests with that representation.
Two possible approaches are:
Constructible numbers are a subset of algebraic numbers, so you can use algebraic numbers.
All algebraic numbers can be represented using polynomials of whose they are roots. The operations are computable, so if you represent a number a with polynomial p and b with polynomial q (p(a) = q(b) = 0), then it is possible to find a polynomial r such that r(a+b) = 0. This is done in some CASes like Mathematica, example. See also: Computional algebraic number theory - chapter 4
Use Tarski's test and represent numbers. It is slow (doubly exponential or so), but works :) Example: to represent sqrt(2), use the formula x^2 - 2 && x > 0. You can write equations for lines there, check if points are colinear etc. See A suite of logic programs, including Tarski's test
If you turn to computable numbers, then equality, colinearity etc. get undecidable.
I think the only way this would be possible is if you used a symbolic representation,
as opposed to trying to represent coordinate values directly -- so you would have
to avoid trying to coerce values like sqrt(2) into some numerical format. You will
be dealing with irrational numbers that are not finitely representable in binary,
decimal, or any other positional notation.
To expand on Jim Lewis's answer slightly, if you want to operate on points that are constructible from the integers with exact arithmetic, you will need to be able to operate on representations of the form:
a + b sqrt(c)
where a, b, and c are either rational numbers, or representations in the form given above. Wikipedia has a pretty decent article on the subject of what points are constructible.
Answering the question of exact equality (as necessary to establish colinearity) with such representations is a rather tricky problem.
If you try to compare co-ordinates for your points, then you have a problem. Leaving aside co-linearity for a moment, how about just working out whether two points are the same or not?
Supposing that one has given co-ordinates, and the other is a compass-straightedge construction starting from certain other co-ordinates, you want to determine with certainty whether they're the same point or not. Either way is a theorem of Euclidean geometry, it's not something you can just measure. You can prove they aren't the same by spotting some difference in their co-ordinates (for example by computing decimal places of each until you encounter a difference). But in general to prove they are the same cannot be done by approximate methods. Compute as many decimal places as you like of some expansions of 1/sqrt(2) and sqrt(2)/2, and you can prove they're very close together but you won't ever prove they're equal. That takes algebra (or geometry).
Similarly, to show that three points are co-linear you will need theorem-proving software. Represent the points A, B, C by their constructions, and attempt to prove the theorem "A, B and C are colinear". This is very hard - your program will prove some theorems but not others. Much easier is to ask the user for a proof that they are co-linear, and then verify (or refute) that proof, but that's probably not what you want.
In general, constructable points may have an arbitrarily complex symbolic form, so you must use a symbolic representation to work them exactly. As Stephen Canon noted above, you often need numbers of the form a+b*sqrt(c), where a and b are rational and c is an integer. All numbers of this form form a closed set under arithmetic operations. I have written some C++ classes (see rational_radical1.h) to work with these numbers if that is all you need.
It is also possible to construct numbers which are sums of any number of terms of rational multiples of radicals. When dealing with more than a single radicand, the numbers are no longer closed under multiplication and division, so you will need to store them as variable length rational coefficient arrays. The time complexity of operations will then be quadratic in the number of terms.
To go even further, you can construct the square root of any given number, so you could potentially have nested square roots. Here, the representations must be tree-like structures to deal with root hierarchy. While difficult to implement, there is nothing in principle preventing you from working with these representations. I'm not sure just what additional numbers can be constructed, but beyond a certain point, your symbolic representation will be expressive enough to handle very large classes of numbers.
Addendum
Found this Google Books link.
If the grid axes are integer valued then the answer is fairly straight forward, the points are either exactly colinear or they are not.
Typically however, one works with real numbers (well, floating points) and then draws the rounded values on the screen which does exist in integer space. In this case you have no choice but to pick a tolerance and use it to determine colinearity. Keep it small and the users will never know the difference.
You seem to be asking, in effect, "Can the normal mathematics (integer or floating point) used by computers be made to represent real numbers perfectly, with no rounding errors?" And, of course, the answer to that is "No." If you want theoretical correctness, then you will be stuck with the much harder problem of symbolic manipulation and coding up the equivalent of the inferences that are done in geometry. (In short, I'm agreeing with Steve Jessop, above.)
Some thoughts in the hope that they might help.
The sort of constructions you're talking about will require multiplication and division, which means that to preserve exactness you'll have to use rational numbers, which are generally easy to implement on top of a suitable sort of big integer (i.e., of unbounded magnitude). (Common Lisp has these built-in, and there have to be other languages.)
Now, you need to represent square roots of arbitrary numbers, and these have to be mixed in.
Therefore, a number is one of: a rational number, a rational number multiplied by a square root of a rational number (or, alternately, just the square root of a rational), or a sum of numbers. In order to prove anything, you're going to have to get these numbers into some sort of canonical form, which for all I can figure offhand may be annoying and computationally expensive.
This of course means that the users will be restricted to rational points and cannot use arbitrary rotations, but that's probably not important.
I would recommend no to try to make it perfectly exact.
The first reason for this is what you are asking here, the rounding error and all that stuff that comes with floating point calculations.
The second one is that you have to round your input as the mouse and screen work with integers. So, initially all user input would be integers, and your output would be integers.
Beside, from a usability point of view, its easier to click in the neighborhood of another point (in a line for example) and that the interface consider you are clicking in the point itself.
What is the best way to constrain the values of a PRNG to a smaller range? If you use modulus and the old max number is not evenly divisible by the new max number you bias toward the 0 through (old_max - new_max - 1). I assume the best way would be something like this (this is floating point, not integer math)
random_num = PRNG() / max_orginal_range * max_smaller_range
But something in my gut makes me question that method (maybe floating point implementation and representation differences?).
The random number generator will produce consistent results across hardware and software platforms, and the constraint needs to as well.
I was right to doubt the pseudocode above (but not for the reasons I was thinking). MichaelGG's answer got me thinking about the problem in a different way. I can model it using smaller numbers and test every outcome. So, let's assume we have a PRNG that produces a random number between 0 and 31 and you want the smaller range to be 0 to 9. If you use modulus you bias toward 0, 1, 2, and 3. If you use the pseudocode above you bias toward 0, 2, 5, and 7. I don't think there can be a good way to map one set into the other. The best that I have come up with so far is to regenerate the random numbers that are greater than old_max/new_max, but that has deep problems as well (reducing the period, time to generate new numbers until one is in the right range, etc.).
I think I may have naively approached this problem. It may be time to start some serious research into the literature (someone has to have tackled this before).
I know this might not be a particularly helpful answer, but I think the best way would be to conceive of a few different methods, then trying them out a few million times, and check the result sets.
When in doubt, try it yourself.
EDIT
It should be noted that many languages (like C#) have built in limiting in their functions
int maximumvalue = 20;
Random rand = new Random();
rand.Next(maximumvalue);
And whenever possible, you should use those rather than any code you would write yourself. Don't Reinvent The Wheel.
This problem is akin to rolling a k-sided die given only a p-sided die, without wasting randomness.
In this sense, by Lemma 3 in "Simulating a dice with a dice" by B. Kloeckner, this waste is inevitable unless "every prime number dividing k also divides p". Thus, for example, if p is a power of 2 (and any block of random bits is the same as rolling a die with a power of 2 number of faces) and k has prime factors other than 2, the best you can do is get arbitrarily close to no waste of randomness, such as by batching multiple rolls of the p-sided die until p^n is "close enough" to a power of k.
Let me also go over some of your concerns about regenerating random numbers:
"Reducing the period": Besides batching of bits, this concern can be dealt with in several ways:
Use a PRNG with a bigger "period" (maximum cycle length).
Add a Bays–Durham shuffle to the PRNG's implementation.
Use a "true" random number generator; this is not trivial.
Employ randomness extraction, which is discussed in Devroye and Gravel 2015-2020 and in my Note on Randomness Extraction. However, randomness extraction is pretty involved.
Ignore the problem, especially if it isn't a security application or serious simulation.
"Time to generate new numbers until one is in the right range": If you want unbiased random numbers, then any algorithm that does so will generally have to run forever in the worst case. Again, by Lemma 3, the algorithm will run forever in the worst case unless "every prime number dividing k also divides p", which is not the case if, say, k is 10 and p is 32.
See also the question: How to generate a random integer in the range [0,n] from a stream of random bits without wasting bits?, especially my answer there.
If PRNG() is generating uniformly distributed random numbers then the above looks good. In fact (if you want to scale the mean etc.) the above should be fine for all purposes. I guess you need to ask what the error associated with the original PRNG() is, and whether further manipulating will add to that substantially.
If in doubt, generate an appropriately sized sample set, and look at the results in Excel or similar (to check your mean / std.dev etc. for what you'd expect)
If you have access to a PRNG function (say, random()) that'll generate numbers in the range 0 <= x < 1, can you not just do:
random_num = (int) (random() * max_range);
to give you numbers in the range 0 to max_range?
Here's how the CLR's Random class works when limited (as per Reflector):
long num = maxValue - minValue;
if (num <= 0x7fffffffL) {
return (((int) (this.Sample() * num)) + minValue);
}
return (((int) ((long) (this.GetSampleForLargeRange() * num))) + minValue);
Even if you're given a positive int, it's not hard to get it to a double. Just multiply the random int by (1/maxint). Going from a 32-bit int to a double should provide adequate precision. (I haven't actually tested a PRNG like this, so I might be missing something with floats.)
Psuedo random number generators are essentially producing a random series of 1s and 0s, which when appended to each other, are an infinitely large number in base two. each time you consume a bit from you're prng, you are dividing that number by two and keeping the modulus. You can do this forever without wasting a single bit.
If you need a number in the range [0, N), then you need the same, but instead of base two, you need base N. It's basically trivial to convert the bases. Consume the number of bits you need, return the remainder of those bits back to your prng to be used next time a number is needed.