Translation from Complex-FFT to Finite-Field-FFT - fft

Good afternoon!
I am trying to develop an NTT algorithm based on the naive recursive FFT implementation I already have.
Consider the following code (coefficients' length, let it be m, is an exact power of two):
/// <summary>
/// Calculates the result of the recursive Number Theoretic Transform.
/// </summary>
/// <param name="coefficients"></param>
/// <returns></returns>
private static BigInteger[] Recursive_NTT_Skeleton(
IList<BigInteger> coefficients,
IList<BigInteger> rootsOfUnity,
int step,
int offset)
{
// Calculate the length of vectors at the current step of recursion.
// -
int n = coefficients.Count / step - offset / step;
if (n == 1)
{
return new BigInteger[] { coefficients[offset] };
}
BigInteger[] results = new BigInteger[n];
IList<BigInteger> resultEvens =
Recursive_NTT_Skeleton(coefficients, rootsOfUnity, step * 2, offset);
IList<BigInteger> resultOdds =
Recursive_NTT_Skeleton(coefficients, rootsOfUnity, step * 2, offset + step);
for (int k = 0; k < n / 2; k++)
{
BigInteger bfly = (rootsOfUnity[k * step] * resultOdds[k]) % NTT_MODULUS;
results[k] = (resultEvens[k] + bfly) % NTT_MODULUS;
results[k + n / 2] = (resultEvens[k] - bfly) % NTT_MODULUS;
}
return results;
}
It worked for complex FFT (replace BigInteger with a complex numeric type (I had my own)). It doesn't work here even though I changed the procedure of finding the primitive roots of unity appropriately.
Supposedly, the problem is this: rootsOfUnity parameter passed originally contained only the first half of m-th complex roots of unity in this order:
omega^0 = 1, omega^1, omega^2, ..., omega^(n/2)
It was enough, because on these three lines of code:
BigInteger bfly = (rootsOfUnity[k * step] * resultOdds[k]) % NTT_MODULUS;
results[k] = (resultEvens[k] + bfly) % NTT_MODULUS;
results[k + n / 2] = (resultEvens[k] - bfly) % NTT_MODULUS;
I originally made use of the fact, that at any level of recursion (for any n and i), the complex root of unity -omega^(i) = omega^(i + n/2).
However, that property obviously doesn't hold in finite fields. But is there any analogue of it which would allow me to still compute only the first half of the roots?
Or should I extend the cycle from n/2 to n and pre-compute all the m-th roots of unity?
Maybe there are other problems with this code?..
Thank you very much in advance!

I recently wanted to implement NTT for fast multiplication instead of DFFT too. Read a lot of confusing things, different letters everywhere and no simple solution, and also my finite fields knowledge is rusty , but today i finally got it right (after 2 days of trying and analog-ing with DFT coefficients) so here are my insights for NTT:
Computation
X(i) = sum(j=0..n-1) of ( Wn^(i*j)*x(i) );
where X[] is NTT transformed x[] of size n where Wn is the NTT basis. All computations are on integer modulo arithmetics mod p no complex numbers anywhere.
Important values
Wn = r ^ L mod p is basis for NTT
Wn = r ^ (p-1-L) mod p is basis for INTT
Rn = n ^ (p-2) mod p is scaling multiplicative constant for INTT ~(1/n)
p is prime that p mod n == 1 and p>max'
max is max value of x[i] for NTT or X[i] for INTT
r = <1,p)
L = <1,p) and also divides p-1
r,L must be combined so r^(L*i) mod p == 1 if i=0 or i=n
r,L must be combined so r^(L*i) mod p != 1 if 0 < i < n
max' is the sub-result max value and depends on n and type of computation. For single (I)NTT it is max' = n*max but for convolution of two n sized vectors it is max' = n*max*max etc. See Implementing FFT over finite fields for more info about it.
functional combination of r,L,p is different for different n
this is important, you have to recompute or select parameters from table before each NTT layer (n is always half of the previous recursion).
Here is my C++ code that finds the r,L,p parameters (needs modular arithmetics which is not included, you can replace it with (a+b)%c,(a-b)%c,(a*b)%c,... but in that case beware of overflows especial for modpow and modmul) The code is not optimized yet there are ways to speed it up considerably. Also prime table is fairly limited so either use SoE or any other algo to obtain primes up to max' in order to work safely.
DWORD _arithmetics_primes[]=
{
2,3,5,7,11,13,17,19,23,29,31,37,41,43,47,53,59,61,67,71,73,79,83,89,97,101,103,107,109,113,127,131,137,139,149,151,157,163,167,173,
179,181,191,193,197,199,211,223,227,229,233,239,241,251,257,263,269,271,277,281,283,293,307,311,313,317,331,337,347,349,353,359,367,373,379,383,389,397,401,409,
419,421,431,433,439,443,449,457,461,463,467,479,487,491,499,503,509,521,523,541,547,557,563,569,571,577,587,593,599,601,607,613,617,619,631,641,643,647,653,659,
661,673,677,683,691,701,709,719,727,733,739,743,751,757,761,769,773,787,797,809,811,821,823,827,829,839,853,857,859,863,877,881,883,887,907,911,919,929,937,941,
947,953,967,971,977,983,991,997,1009,1013,1019,1021,1031,1033,1039,1049,1051,1061,1063,1069,1087,1091,1093,1097,1103,1109,1117,1123,1129,1151,
0}; // end of table is 0, the more primes are there the bigger numbers and n can be used
// compute NTT consts W=r^L%p for n
int i,j,k,n=16;
long w,W,iW,p,r,L,l,e;
long max=81*n; // edit1: max num for NTT for my multiplication purposses
for (e=1,j=0;e;j++) // find prime p that p%n=1 AND p>max ... 9*9=81
{
p=_arithmetics_primes[j];
if (!p) break;
if ((p>max)&&(p%n==1))
for (r=2;r<p;r++) // check all r
{
for (l=1;l<p;l++)// all l that divide p-1
{
L=(p-1);
if (L%l!=0) continue;
L/=l;
W=modpow(r,L,p);
e=0;
for (w=1,i=0;i<=n;i++,w=modmul(w,W,p))
{
if ((i==0) &&(w!=1)) { e=1; break; }
if ((i==n) &&(w!=1)) { e=1; break; }
if ((i>0)&&(i<n)&&(w==1)) { e=1; break; }
}
if (!e) break;
}
if (!e) break;
}
}
if (e) { error; } // error no combination r,l,p for n found
W=modpow(r, L,p); // Wn for NTT
iW=modpow(r,p-1-L,p); // Wn for INTT
and here is my slow NTT and INTT implementations (i havent got to fast NTT,INTT yet) they are both tested with Schönhage–Strassen multiplication successfully.
//---------------------------------------------------------------------------
void NTT(long *dst,long *src,long n,long m,long w)
{
long i,j,wj,wi,a,n2=n>>1;
for (wj=1,j=0;j<n;j++)
{
a=0;
for (wi=1,i=0;i<n;i++)
{
a=modadd(a,modmul(wi,src[i],m),m);
wi=modmul(wi,wj,m);
}
dst[j]=a;
wj=modmul(wj,w,m);
}
}
//---------------------------------------------------------------------------
void INTT(long *dst,long *src,long n,long m,long w)
{
long i,j,wi=1,wj=1,rN,a,n2=n>>1;
rN=modpow(n,m-2,m);
for (wj=1,j=0;j<n;j++)
{
a=0;
for (wi=1,i=0;i<n;i++)
{
a=modadd(a,modmul(wi,src[i],m),m);
wi=modmul(wi,wj,m);
}
dst[j]=modmul(a,rN,m);
wj=modmul(wj,w,m);
}
}
//---------------------------------------------------------------------------
dst is destination array
src is source array
n is array size
m is modulus (p)
w is basis (Wn)
hope this helps to someone. If i forgot something please write ...
[edit1: fast NTT/INTT]
Finally I manage to get fast NTT/INTT to work. Was little bit more tricky than normal FFT:
//---------------------------------------------------------------------------
void _NFTT(long *dst,long *src,long n,long m,long w)
{
if (n<=1) { if (n==1) dst[0]=src[0]; return; }
long i,j,a0,a1,n2=n>>1,w2=modmul(w,w,m);
// reorder even,odd
for (i=0,j=0;i<n2;i++,j+=2) dst[i]=src[j];
for ( j=1;i<n ;i++,j+=2) dst[i]=src[j];
// recursion
_NFTT(src ,dst ,n2,m,w2); // even
_NFTT(src+n2,dst+n2,n2,m,w2); // odd
// restore results
for (w2=1,i=0,j=n2;i<n2;i++,j++,w2=modmul(w2,w,m))
{
a0=src[i];
a1=modmul(src[j],w2,m);
dst[i]=modadd(a0,a1,m);
dst[j]=modsub(a0,a1,m);
}
}
//---------------------------------------------------------------------------
void _INFTT(long *dst,long *src,long n,long m,long w)
{
long i,rN;
rN=modpow(n,m-2,m);
_NFTT(dst,src,n,m,w);
for (i=0;i<n;i++) dst[i]=modmul(dst[i],rN,m);
}
//---------------------------------------------------------------------------
[edit3]
I have optimized my code (3x times faster than code above),but still i am not satisfied with it so i started new question with it. There I have optimized my code even further (about 40x times faster than code above) so its almost the same speed as FFT on floating point of the same bit size. Link to it is here:
Modular arithmetics and NTT (finite field DFT) optimizations

To turn Cooley-Tukey (complex) FFT into modular arithmetic approach, i.e. NTT, you must replace complex definition for omega. For the approach to be purely recursive, you also need to recalculate omega for each level based on current signal size. This is possible because min. suitable modulus decreases as we move down in the call tree, so modulus used for root is suitable for lower layers. Additionally, as we are using same modulus, the same generator may be used as we move down the call tree. Also, for inverse transform, you should take additional step to take recalculated omega a and instead use as omega: b = a ^ -1 (via using inverse modulo operation). Specifically, b = invMod(a, N) s.t. b * a == 1 (mod N), where N is the chosen prime modulus.
Rewriting an expression involving omega by exploiting periodicity still works in modular arithmetic realm. You also need to find a way to determine the modulus (a prime) for the problem and a valid generator.
We note that your code works, though it is not a MWE. We extended it using common sense, and got correct result for a polynomial multiplication application. You just have to provide correct values of omega raised to certain powers.
While your code works, though, like from many other sources, you double spacing for each level. This does not lead to recursion that is as clean, though; this turns out to be identical to recalculating omega based on current signal size because the power for omega definition is inversely proportional to signal size. To reiterate: halving signal size is like squaring omega, which is like giving doubled powers for omega (which is what one would do for doubling of spacing). The nice thing about the approach that deals with recalculating of omega is that each subproblem is more cleanly complete in its own right.
There is a paper that shows some of the math for modular approach; it is a paper by Baktir and Sunar from 2006. See the paper at the end of this post.
You do not need to extend the cycle from n / 2 to n.
So, yes, some sources which say to just drop in a different omega definition for modular arithmetic approach are sweeping under the rug many details.
Another issue is that it is important to acknowledge that the signal size must be large enough if we are to not have overflow for result time-domain signal if we are performing convolution. Additionally, it may be useful to find certain implementations for exponentiation subject to modulus exist that are fast, even if the power is quite large.
References
Baktir and Sunar - Achieving efficient polynomial multiplication in Fermat fields using the fast Fourier transform (2006)

You must make sure that roots of unity actually exist. In R there are only 2 roots of unity: 1 and -1, since only for them x^n=1 can be true.
In C you have infinitely many roots of unity: w=exp(2*pi*i/N) is a primitive N-th roots of unity and all w^k for 0<=k
Now to your problem: you have to make sure the ring you're working in offers the same property: enough roots of unity.
Schönhage and Strassen (http://en.wikipedia.org/wiki/Sch%C3%B6nhage%E2%80%93Strassen_algorithm) use integers modulo 2^N+1. This ring has enough roots of unity. 2^N == -1 is a 2nd root of unity, 2^(N/2) is a 4th root of unity and so on. Furthermore, these roots of unity have the advantage that they are powers of two and can be implemented as binary shifts (with a modulo operation afterwards, which comes down to a add/subtract).
I think QuickMul (http://www.cs.nyu.edu/exact/doc/qmul.ps) works modulo 2^N-1.

Related

How to look for factorization of one integer in linear sieve algorithm without divisions?

I learned an algorithm called "linear sieve" https://cp-algorithms.com/algebra/prime-sieve-linear.html that is able to get all primes numbers smaller than N in linear time.
This algorithm has one by-product since it has an array lp[x] that stores the minimal prime factor of the number x.
So we can follow lp[x] to find the first prime factor, and continue the division to get all factors.
In the meantime, the article also mentioned that with the help of one extra array, we can get all factors without division, how to achieve that?
The article said: "... Moreover, using just one extra array will allow us to avoid divisions when looking for factorization."
The algorithm is due to Pritchard. It is a variant of Algorithm 3.3 in Paul Pritchard: "Linear Prime-Number Sieves: a Famiy Tree", Science of Computer Programming, vol. 9 (1987), pp.17-35.
Here's the code with an unnecessary test removed, and an extra vector used to store the factor:
for (int i=2; i <= N; ++i) {
if (lp[i] == 0) {
lp[i] = i;
pr.push_back(i);
}
for (int j=0; i*pr[j] <= N; ++j) {
lp[i*pr[j]] = pr[j];
factor[i*pr[j]] = i;
if (pr[j] == lp[i]) break;
}
}
Afterwards, to get all the prime factors of a number x,
get the first prime factor as lp[x], then recursively get the prime factors of factor[x], stopping after lp[x] == x. E.g.with x=20, lp[x]=2, and factor[x]=10;
then lp[10]=2 and factor[10]=5; then lp[5]=5 and we stop. So the prime factorization is 20 = 2*2*5.

Equal numbers in arrays are not equal in Octave [duplicate]

I'm currently writing some code where I have something along the lines of:
double a = SomeCalculation1();
double b = SomeCalculation2();
if (a < b)
DoSomething2();
else if (a > b)
DoSomething3();
And then in other places I may need to do equality:
double a = SomeCalculation3();
double b = SomeCalculation4();
if (a == 0.0)
DoSomethingUseful(1 / a);
if (b == 0.0)
return 0; // or something else here
In short, I have lots of floating point math going on and I need to do various comparisons for conditions. I can't convert it to integer math because such a thing is meaningless in this context.
I've read before that floating point comparisons can be unreliable, since you can have things like this going on:
double a = 1.0 / 3.0;
double b = a + a + a;
if ((3 * a) != b)
Console.WriteLine("Oh no!");
In short, I'd like to know: How can I reliably compare floating point numbers (less than, greater than, equality)?
The number range I am using is roughly from 10E-14 to 10E6, so I do need to work with small numbers as well as large.
I've tagged this as language agnostic because I'm interested in how I can accomplish this no matter what language I'm using.
TL;DR
Use the following function instead of the currently accepted solution to avoid some undesirable results in certain limit cases, while being potentially more efficient.
Know the expected imprecision you have on your numbers and feed them accordingly in the comparison function.
bool nearly_equal(
float a, float b,
float epsilon = 128 * FLT_EPSILON, float abs_th = FLT_MIN)
// those defaults are arbitrary and could be removed
{
assert(std::numeric_limits<float>::epsilon() <= epsilon);
assert(epsilon < 1.f);
if (a == b) return true;
auto diff = std::abs(a-b);
auto norm = std::min((std::abs(a) + std::abs(b)), std::numeric_limits<float>::max());
// or even faster: std::min(std::abs(a + b), std::numeric_limits<float>::max());
// keeping this commented out until I update figures below
return diff < std::max(abs_th, epsilon * norm);
}
Graphics, please?
When comparing floating point numbers, there are two "modes".
The first one is the relative mode, where the difference between x and y is considered relatively to their amplitude |x| + |y|. When plot in 2D, it gives the following profile, where green means equality of x and y. (I took an epsilon of 0.5 for illustration purposes).
The relative mode is what is used for "normal" or "large enough" floating points values. (More on that later).
The second one is an absolute mode, when we simply compare their difference to a fixed number. It gives the following profile (again with an epsilon of 0.5 and a abs_th of 1 for illustration).
This absolute mode of comparison is what is used for "tiny" floating point values.
Now the question is, how do we stitch together those two response patterns.
In Michael Borgwardt's answer, the switch is based on the value of diff, which should be below abs_th (Float.MIN_NORMAL in his answer). This switch zone is shown as hatched in the graph below.
Because abs_th * epsilon is smaller that abs_th, the green patches do not stick together, which in turn gives the solution a bad property: we can find triplets of numbers such that x < y_1 < y_2 and yet x == y2 but x != y1.
Take this striking example:
x = 4.9303807e-32
y1 = 4.930381e-32
y2 = 4.9309825e-32
We have x < y1 < y2, and in fact y2 - x is more than 2000 times larger than y1 - x. And yet with the current solution,
nearlyEqual(x, y1, 1e-4) == False
nearlyEqual(x, y2, 1e-4) == True
By contrast, in the solution proposed above, the switch zone is based on the value of |x| + |y|, which is represented by the hatched square below. It ensures that both zones connects gracefully.
Also, the code above does not have branching, which could be more efficient. Consider that operations such as max and abs, which a priori needs branching, often have dedicated assembly instructions. For this reason, I think this approach is superior to another solution that would be to fix Michael's nearlyEqual by changing the switch from diff < abs_th to diff < eps * abs_th, which would then produce essentially the same response pattern.
Where to switch between relative and absolute comparison?
The switch between those modes is made around abs_th, which is taken as FLT_MIN in the accepted answer. This choice means that the representation of float32 is what limits the precision of our floating point numbers.
This does not always make sense. For example, if the numbers you compare are the results of a subtraction, perhaps something in the range of FLT_EPSILON makes more sense. If they are squared roots of subtracted numbers, the numerical imprecision could be even higher.
It is rather obvious when you consider comparing a floating point with 0. Here, any relative comparison will fail, because |x - 0| / (|x| + 0) = 1. So the comparison needs to switch to absolute mode when x is on the order of the imprecision of your computation -- and rarely is it as low as FLT_MIN.
This is the reason for the introduction of the abs_th parameter above.
Also, by not multiplying abs_th with epsilon, the interpretation of this parameter is simple and correspond to the level of numerical precision that we expect on those numbers.
Mathematical rumbling
(kept here mostly for my own pleasure)
More generally I assume that a well-behaved floating point comparison operator =~ should have some basic properties.
The following are rather obvious:
self-equality: a =~ a
symmetry: a =~ b implies b =~ a
invariance by opposition: a =~ b implies -a =~ -b
(We don't have a =~ b and b =~ c implies a =~ c, =~ is not an equivalence relationship).
I would add the following properties that are more specific to floating point comparisons
if a < b < c, then a =~ c implies a =~ b (closer values should also be equal)
if a, b, m >= 0 then a =~ b implies a + m =~ b + m (larger values with the same difference should also be equal)
if 0 <= λ < 1 then a =~ b implies λa =~ λb (perhaps less obvious to argument for).
Those properties already give strong constrains on possible near-equality functions. The function proposed above verifies them. Perhaps one or several otherwise obvious properties are missing.
When one think of =~ as a family of equality relationship =~[Ɛ,t] parameterized by Ɛ and abs_th, one could also add
if Ɛ1 < Ɛ2 then a =~[Ɛ1,t] b implies a =~[Ɛ2,t] b (equality for a given tolerance implies equality at a higher tolerance)
if t1 < t2 then a =~[Ɛ,t1] b implies a =~[Ɛ,t2] b (equality for a given imprecision implies equality at a higher imprecision)
The proposed solution also verifies these.
Comparing for greater/smaller is not really a problem unless you're working right at the edge of the float/double precision limit.
For a "fuzzy equals" comparison, this (Java code, should be easy to adapt) is what I came up with for The Floating-Point Guide after a lot of work and taking into account lots of criticism:
public static boolean nearlyEqual(float a, float b, float epsilon) {
final float absA = Math.abs(a);
final float absB = Math.abs(b);
final float diff = Math.abs(a - b);
if (a == b) { // shortcut, handles infinities
return true;
} else if (a == 0 || b == 0 || diff < Float.MIN_NORMAL) {
// a or b is zero or both are extremely close to it
// relative error is less meaningful here
return diff < (epsilon * Float.MIN_NORMAL);
} else { // use relative error
return diff / (absA + absB) < epsilon;
}
}
It comes with a test suite. You should immediately dismiss any solution that doesn't, because it is virtually guaranteed to fail in some edge cases like having one value 0, two very small values opposite of zero, or infinities.
An alternative (see link above for more details) is to convert the floats' bit patterns to integer and accept everything within a fixed integer distance.
In any case, there probably isn't any solution that is perfect for all applications. Ideally, you'd develop/adapt your own with a test suite covering your actual use cases.
I had the problem of Comparing floating point numbers A < B and A > B
Here is what seems to work:
if(A - B < Epsilon) && (fabs(A-B) > Epsilon)
{
printf("A is less than B");
}
if (A - B > Epsilon) && (fabs(A-B) > Epsilon)
{
printf("A is greater than B");
}
The fabs--absolute value-- takes care of if they are essentially equal.
We have to choose a tolerance level to compare float numbers. For example,
final float TOLERANCE = 0.00001;
if (Math.abs(f1 - f2) < TOLERANCE)
Console.WriteLine("Oh yes!");
One note. Your example is rather funny.
double a = 1.0 / 3.0;
double b = a + a + a;
if (a != b)
Console.WriteLine("Oh no!");
Some maths here
a = 1/3
b = 1/3 + 1/3 + 1/3 = 1.
1/3 != 1
Oh, yes..
Do you mean
if (b != 1)
Console.WriteLine("Oh no!")
Idea I had for floating point comparison in swift
infix operator ~= {}
func ~= (a: Float, b: Float) -> Bool {
return fabsf(a - b) < Float(FLT_EPSILON)
}
func ~= (a: CGFloat, b: CGFloat) -> Bool {
return fabs(a - b) < CGFloat(FLT_EPSILON)
}
func ~= (a: Double, b: Double) -> Bool {
return fabs(a - b) < Double(FLT_EPSILON)
}
Adaptation to PHP from Michael Borgwardt & bosonix's answer:
class Comparison
{
const MIN_NORMAL = 1.17549435E-38; //from Java Specs
// from http://floating-point-gui.de/errors/comparison/
public function nearlyEqual($a, $b, $epsilon = 0.000001)
{
$absA = abs($a);
$absB = abs($b);
$diff = abs($a - $b);
if ($a == $b) {
return true;
} else {
if ($a == 0 || $b == 0 || $diff < self::MIN_NORMAL) {
return $diff < ($epsilon * self::MIN_NORMAL);
} else {
return $diff / ($absA + $absB) < $epsilon;
}
}
}
}
You should ask yourself why you are comparing the numbers. If you know the purpose of the comparison then you should also know the required accuracy of your numbers. That is different in each situation and each application context. But in pretty much all practical cases there is a required absolute accuracy. It is only very seldom that a relative accuracy is applicable.
To give an example: if your goal is to draw a graph on the screen, then you likely want floating point values to compare equal if they map to the same pixel on the screen. If the size of your screen is 1000 pixels, and your numbers are in the 1e6 range, then you likely will want 100 to compare equal to 200.
Given the required absolute accuracy, then the algorithm becomes:
public static ComparisonResult compare(float a, float b, float accuracy)
{
if (isnan(a) || isnan(b)) // if NaN needs to be supported
return UNORDERED;
if (a == b) // short-cut and takes care of infinities
return EQUAL;
if (abs(a-b) < accuracy) // comparison wrt. the accuracy
return EQUAL;
if (a < b) // larger / smaller
return SMALLER;
else
return LARGER;
}
The standard advice is to use some small "epsilon" value (chosen depending on your application, probably), and consider floats that are within epsilon of each other to be equal. e.g. something like
#define EPSILON 0.00000001
if ((a - b) < EPSILON && (b - a) < EPSILON) {
printf("a and b are about equal\n");
}
A more complete answer is complicated, because floating point error is extremely subtle and confusing to reason about. If you really care about equality in any precise sense, you're probably seeking a solution that doesn't involve floating point.
I tried writing an equality function with the above comments in mind. Here's what I came up with:
Edit: Change from Math.Max(a, b) to Math.Max(Math.Abs(a), Math.Abs(b))
static bool fpEqual(double a, double b)
{
double diff = Math.Abs(a - b);
double epsilon = Math.Max(Math.Abs(a), Math.Abs(b)) * Double.Epsilon;
return (diff < epsilon);
}
Thoughts? I still need to work out a greater than, and a less than as well.
I came up with a simple approach to adjusting the size of epsilon to the size of the numbers being compared. So, instead of using:
iif(abs(a - b) < 1e-6, "equal", "not")
if a and b can be large, I changed that to:
iif(abs(a - b) < (10 ^ -abs(7 - log(a))), "equal", "not")
I suppose that doesn't satisfy all the theoretical issues discussed in the other answers, but it has the advantage of being one line of code, so it can be used in an Excel formula or an Access query without needing a VBA function.
I did a search to see if others have used this method and I didn't find anything. I tested it in my application and it seems to be working well. So it seems to be a method that is adequate for contexts that don't require the complexity of the other answers. But I wonder if it has a problem I haven't thought of since no one else seems to be using it.
If there's a reason the test with the log is not valid for simple comparisons of numbers of various sizes, please say why in a comment.
You need to take into account that the truncation error is a relative one. Two numbers are about equal if their difference is about as large as their ulp (Unit in the last place).
However, if you do floating point calculations, your error potential goes up with every operation (esp. careful with subtractions!), so your error tolerance needs to increase accordingly.
The best way to compare doubles for equality/inequality is by taking the absolute value of their difference and comparing it to a small enough (depending on your context) value.
double eps = 0.000000001; //for instance
double a = someCalc1();
double b = someCalc2();
double diff = Math.abs(a - b);
if (diff < eps) {
//equal
}

Free-Pascal Implementation of the Sieve of Eratosthenes

My teacher gave me an assignment like this:
Using the number n given, find the largest prime number p with p<=n and n<=10^9.
I tried doing this by using the following function:
Const amax=1000000000
Var i,j,n:longint;
a:array [1..amax] of boolean;
Function lp(n:longint):longint;
Var max:longint;
Begin
For i:=1 to n do a[i]:=true;
For i:=2 to round(sqrt(n)) do
If (a[i]=true) then
For j:=1 to n div i do
If (i*i+(j-1)*i<=n) then
a[i*i+(j-1)*i]:=false;
max:=0;
i:=n;
While max=0 do
Begin
If a[i]=true then max:=i;
i:=i-1;
End;
lp:=max;
End;
This code worked flawlessly for numbers such as 1 million, but when i tried n=10^9, the program took a long time to print the output. So here's my question: Are there any ways to improve my code for lower delay? Or maybe a different code?
The most important aspect here is that the greatest prime that is not greater than n must be fairly close to n. A quick look at The Gaps Between Primes (at The Prime Pages - always worth a look for everything to do with primes) shows that for 32-bit numbers the gaps between primes cannot be greater than 335. This means that the greatest prime not greater than n must be in the range [n - 335, n]. In other words, at most 336 candidates need to be checked - for example via trial division - and this is bound to be lots faster than sieving a billion numbers.
Trial division is a reasonable choice for tasks of this kind, because the range to be scanned is so small. In my answer to Prime sieve implementation (using trial division) in C++ I analysed a couple of ways for speeding it up.
The Sieve of Eratosthenes is also a good choice, it just needs to be modified to sieve only the range of interest instead of all numbers from 1 to n. This is called a 'windowed sieve' because it sieves only a window. Since the window will most likely not contain all the primes up to the square root of n (i.e. all the primes that could be potential least prime factors of composites in the range to be scanned) it is best to sieve the factor primes via a separate, simple Sieve of Eratosthenes.
First I'm showing a simple rendition of normal (non-windowed) sieve, as a baseline for comparing the windowed code to. I'm using C# in order to show the algorithm more clearly than would be possible with Pascal.
List<uint> small_primes_up_to (uint n)
{
if (n == uint.MaxValue)
throw new ArgumentOutOfRangeException("n", "n must be less than UINT32_MAX");
var eliminated = new bool[n + 1]; // +1 because indexed by numbers
eliminated[0] = true;
eliminated[1] = true;
for (uint i = 2, sqrt_n = (uint)Math.Sqrt(n); i <= sqrt_n; ++i)
if (!eliminated[i])
for (uint j = i * i; j <= n; j += i)
eliminated[j] = true;
return remaining_unmarked_numbers(eliminated, 0);
}
The fuction has 'small' in its name because it is not really suited for sieving big ranges; I use similar code (with a few bells and whistles) only for sieving the small factor primes needed by more advanced sieves.
The code for extracting the sieved primes is equally simple:
List<uint> remaining_unmarked_numbers (bool[] eliminated, uint sieve_base)
{
var result = new List<uint>();
for (uint i = 0, e = (uint)eliminated.Length; i < e; ++i)
if (!eliminated[i])
result.Add(sieve_base + i);
return result;
}
Now, the windowed version. One difference is that the potential least factor primes need to be sieved separately (by the function just shown) as explained earlier. Another difference is that the starting point of the crossing-off sequence for a given prime may lie outside the range to be sieved. If the starting point lies before the start of the window then a bit of modulo magic is necessary to find the first 'hop' that lands in the window. From then on everything proceeds as usual.
List<uint> primes_between (uint m, uint n)
{
m = Math.Max(m, 2);
if (m > n)
return new List<uint>(); // empty range -> no primes
// index overflow in the inner loop unless `(sieve_bits - 1) + stride <= UINT32_MAX`
if (n - m > uint.MaxValue - 65521) // highest prime not greater than sqrt(UINT32_MAX)
throw new ArgumentOutOfRangeException("n", "(n - m) must be <= UINT32_MAX - 65521");
uint sieve_bits = n - m + 1;
var eliminated = new bool[sieve_bits];
foreach (uint prime in small_primes_up_to((uint)Math.Sqrt(n)))
{
uint start = prime * prime, stride = prime;
if (start >= m)
start -= m;
else
start = (stride - 1) - (m - start - 1) % stride;
for (uint j = start; j < sieve_bits; j += stride)
eliminated[j] = true;
}
return remaining_unmarked_numbers(eliminated, m);
}
The two '-1' terms in the modulo calculation may seem strange, but they bias the logic down by 1 to eliminate the inconvenient case stride - foo % stride == stride that would need to be mapped to 0.
With this, the greatest prime not exceeding n could be computed like this:
uint greatest_prime_not_exceeding (uint n)
{
return primes_between(n - Math.Min(n, 335), n).Last();
}
This takes less than a millisecond all told, including the sieving of the factor primes and so on, even though the code contains no optimisations whatsoever. A good overview of applicable optimisations can be found in my answer to prime number summing still slow after using sieve; with the techniques shown there the whole range up to 10^9 can be sieved in about half a second.

Solving Kepler's Equation computationally

I'm trying to solve Kepler's Equation as a step towards finding the true anomaly of an orbiting body given time. It turns out though, that Kepler's equation is difficult to solve, and the wikipedia page describes the process using calculus. Well, I don't know calculus, but I understand that solving the equation involves an infinite number of sets which produce closer and closer approximations to the correct answer.
I can't see from looking at the math how to do this computationally, so I was hoping someone with a better maths background could help me out. How can I solve this beast computationally?
FWIW, I'm using F# -- and I can calculate the other elements necessary for this equation, it's just this part I'm having trouble with.
I'm also open to methods which approximate the true anomaly given time, periapsis distance, and eccentricity
This paper:
A Practical Method for Solving the Kepler Equation http://murison.alpheratz.net/dynamics/twobody/KeplerIterations_summary.pdf
shows how to solve Kepler's equation using an iterative computing method. It should be fairly straightforward to translate it to the language of your choice.
You might also find this interesting. It's an ocaml program, part of which claims to contain a Kepler Equation solver. Since F# is in the ML family of languages (as is ocaml), this might provide a good starting point.
wanted to drop a reply in here in case this page gets found by anyone else looking for similar materials.
The following was written as an "expression" in Adobe's After Effects software, so it's javascriptish, although I have a Python version for a different app (cinema 4d). The idea is the same: execute Newton's method iteratively until some arbitrary precision is reached.
Please note that I'm not posting this code as exemplary or meaningfully efficient in any way, just posting code we produced on a deadline to accomplish a specific task (namely, move a planet around a focus according to Kepler's laws, and do so accurately). We don't write code for a living, and so we're also not posting this for critique. Quick & dirty is what meets deadlines.
In After Effects, any "expression" code is executed once - for every single frame in the animation. This restricts what one can do when implementing many algorithms, due to the inability to address global data easily (other algorithms for Keplerian motion use interatively updated velocity vectors, an approach we couldn't use). The result the code leaves behind is the [x,y] position of the object at that instant in time (internally, this is the frame number), and the code is intended to be attached to the position element of an object layer on the timeline.
This code evolved out of material found at http://www.jgiesen.de/kepler/kepler.html, and is offered here for the next guy.
pi = Math.PI;
function EccAnom(ec,am,dp,_maxiter) {
// ec=eccentricity, am=mean anomaly,
// dp=number of decimal places
pi=Math.PI;
i=0;
delta=Math.pow(10,-dp);
var E, F;
// some attempt to optimize prediction
if (ec<0.8) {
E=am;
} else {
E= am + Math.sin(am);
}
F = E - ec*Math.sin(E) - am;
while ((Math.abs(F)>delta) && (i<_maxiter)) {
E = E - F/(1.0-(ec* Math.cos(E) ));
F = E - ec * Math.sin(E) - am;
i = i + 1;
}
return Math.round(E*Math.pow(10,dp))/Math.pow(10,dp);
}
function TrueAnom(ec,E,dp) {
S=Math.sin(E);
C=Math.cos(E);
fak=Math.sqrt(1.0-ec^2);
phi = 2.0 * Math.atan(Math.sqrt((1.0+ec)/(1.0-ec))*Math.tan(E/2.0));
return Math.round(phi*Math.pow(10,dp))/Math.pow(10,dp);
}
function MeanAnom(time,_period) {
curr_frame = timeToFrames(time);
if (curr_frame <= _period) {
frames_done = curr_frame;
if (frames_done < 1) frames_done = 1;
} else {
frames_done = curr_frame % _period;
}
_fractime = (frames_done * 1.0 ) / _period;
mean_temp = (2.0*Math.PI) * (-1.0 * _fractime);
return mean_temp;
}
//==============================
// a=semimajor axis, ec=eccentricity, E=eccentric anomaly
// delta = delta digits to exit, period = per., in frames
//----------------------------------------------------------
_eccen = 0.9;
_delta = 14;
_maxiter = 1000;
_period = 300;
_semi_a = 70.0;
_semi_b = _semi_a * Math.sqrt(1.0-_eccen^2);
_meananom = MeanAnom(time,_period);
_eccentricanomaly = EccAnom(_eccen,_meananom,_delta,_maxiter);
_trueanomaly = TrueAnom(_eccen,_eccentricanomaly,_delta);
r = _semi_a * (1.0 - _eccen^2) / (1.0 + (_eccen*Math.cos(_trueanomaly)));
x = r * Math.cos(_trueanomaly);
y = r * Math.sin(_trueanomaly);
_foc=_semi_a*_eccen;
[1460+x+_foc,540+y];
You could check this out, implemented in C# by Carl Johansen
Represents a body in elliptical orbit about a massive central body
Here is a comment from the code
True Anomaly in this context is the
angle between the body and the sun.
For elliptical orbits, it's a bit
tricky. The percentage of the period
completed is still a key input, but we
also need to apply Kepler's
equation (based on the eccentricity)
to ensure that we sweep out equal
areas in equal times. This
equation is transcendental (ie can't
be solved algebraically) so we
either have to use an approximating
equation or solve by a numeric method.
My implementation uses
Newton-Raphson iteration to get an
excellent approximate answer (usually
in 2 or 3 iterations).

How should I do floating point comparison?

I'm currently writing some code where I have something along the lines of:
double a = SomeCalculation1();
double b = SomeCalculation2();
if (a < b)
DoSomething2();
else if (a > b)
DoSomething3();
And then in other places I may need to do equality:
double a = SomeCalculation3();
double b = SomeCalculation4();
if (a == 0.0)
DoSomethingUseful(1 / a);
if (b == 0.0)
return 0; // or something else here
In short, I have lots of floating point math going on and I need to do various comparisons for conditions. I can't convert it to integer math because such a thing is meaningless in this context.
I've read before that floating point comparisons can be unreliable, since you can have things like this going on:
double a = 1.0 / 3.0;
double b = a + a + a;
if ((3 * a) != b)
Console.WriteLine("Oh no!");
In short, I'd like to know: How can I reliably compare floating point numbers (less than, greater than, equality)?
The number range I am using is roughly from 10E-14 to 10E6, so I do need to work with small numbers as well as large.
I've tagged this as language agnostic because I'm interested in how I can accomplish this no matter what language I'm using.
TL;DR
Use the following function instead of the currently accepted solution to avoid some undesirable results in certain limit cases, while being potentially more efficient.
Know the expected imprecision you have on your numbers and feed them accordingly in the comparison function.
bool nearly_equal(
float a, float b,
float epsilon = 128 * FLT_EPSILON, float abs_th = FLT_MIN)
// those defaults are arbitrary and could be removed
{
assert(std::numeric_limits<float>::epsilon() <= epsilon);
assert(epsilon < 1.f);
if (a == b) return true;
auto diff = std::abs(a-b);
auto norm = std::min((std::abs(a) + std::abs(b)), std::numeric_limits<float>::max());
// or even faster: std::min(std::abs(a + b), std::numeric_limits<float>::max());
// keeping this commented out until I update figures below
return diff < std::max(abs_th, epsilon * norm);
}
Graphics, please?
When comparing floating point numbers, there are two "modes".
The first one is the relative mode, where the difference between x and y is considered relatively to their amplitude |x| + |y|. When plot in 2D, it gives the following profile, where green means equality of x and y. (I took an epsilon of 0.5 for illustration purposes).
The relative mode is what is used for "normal" or "large enough" floating points values. (More on that later).
The second one is an absolute mode, when we simply compare their difference to a fixed number. It gives the following profile (again with an epsilon of 0.5 and a abs_th of 1 for illustration).
This absolute mode of comparison is what is used for "tiny" floating point values.
Now the question is, how do we stitch together those two response patterns.
In Michael Borgwardt's answer, the switch is based on the value of diff, which should be below abs_th (Float.MIN_NORMAL in his answer). This switch zone is shown as hatched in the graph below.
Because abs_th * epsilon is smaller that abs_th, the green patches do not stick together, which in turn gives the solution a bad property: we can find triplets of numbers such that x < y_1 < y_2 and yet x == y2 but x != y1.
Take this striking example:
x = 4.9303807e-32
y1 = 4.930381e-32
y2 = 4.9309825e-32
We have x < y1 < y2, and in fact y2 - x is more than 2000 times larger than y1 - x. And yet with the current solution,
nearlyEqual(x, y1, 1e-4) == False
nearlyEqual(x, y2, 1e-4) == True
By contrast, in the solution proposed above, the switch zone is based on the value of |x| + |y|, which is represented by the hatched square below. It ensures that both zones connects gracefully.
Also, the code above does not have branching, which could be more efficient. Consider that operations such as max and abs, which a priori needs branching, often have dedicated assembly instructions. For this reason, I think this approach is superior to another solution that would be to fix Michael's nearlyEqual by changing the switch from diff < abs_th to diff < eps * abs_th, which would then produce essentially the same response pattern.
Where to switch between relative and absolute comparison?
The switch between those modes is made around abs_th, which is taken as FLT_MIN in the accepted answer. This choice means that the representation of float32 is what limits the precision of our floating point numbers.
This does not always make sense. For example, if the numbers you compare are the results of a subtraction, perhaps something in the range of FLT_EPSILON makes more sense. If they are squared roots of subtracted numbers, the numerical imprecision could be even higher.
It is rather obvious when you consider comparing a floating point with 0. Here, any relative comparison will fail, because |x - 0| / (|x| + 0) = 1. So the comparison needs to switch to absolute mode when x is on the order of the imprecision of your computation -- and rarely is it as low as FLT_MIN.
This is the reason for the introduction of the abs_th parameter above.
Also, by not multiplying abs_th with epsilon, the interpretation of this parameter is simple and correspond to the level of numerical precision that we expect on those numbers.
Mathematical rumbling
(kept here mostly for my own pleasure)
More generally I assume that a well-behaved floating point comparison operator =~ should have some basic properties.
The following are rather obvious:
self-equality: a =~ a
symmetry: a =~ b implies b =~ a
invariance by opposition: a =~ b implies -a =~ -b
(We don't have a =~ b and b =~ c implies a =~ c, =~ is not an equivalence relationship).
I would add the following properties that are more specific to floating point comparisons
if a < b < c, then a =~ c implies a =~ b (closer values should also be equal)
if a, b, m >= 0 then a =~ b implies a + m =~ b + m (larger values with the same difference should also be equal)
if 0 <= λ < 1 then a =~ b implies λa =~ λb (perhaps less obvious to argument for).
Those properties already give strong constrains on possible near-equality functions. The function proposed above verifies them. Perhaps one or several otherwise obvious properties are missing.
When one think of =~ as a family of equality relationship =~[Ɛ,t] parameterized by Ɛ and abs_th, one could also add
if Ɛ1 < Ɛ2 then a =~[Ɛ1,t] b implies a =~[Ɛ2,t] b (equality for a given tolerance implies equality at a higher tolerance)
if t1 < t2 then a =~[Ɛ,t1] b implies a =~[Ɛ,t2] b (equality for a given imprecision implies equality at a higher imprecision)
The proposed solution also verifies these.
Comparing for greater/smaller is not really a problem unless you're working right at the edge of the float/double precision limit.
For a "fuzzy equals" comparison, this (Java code, should be easy to adapt) is what I came up with for The Floating-Point Guide after a lot of work and taking into account lots of criticism:
public static boolean nearlyEqual(float a, float b, float epsilon) {
final float absA = Math.abs(a);
final float absB = Math.abs(b);
final float diff = Math.abs(a - b);
if (a == b) { // shortcut, handles infinities
return true;
} else if (a == 0 || b == 0 || diff < Float.MIN_NORMAL) {
// a or b is zero or both are extremely close to it
// relative error is less meaningful here
return diff < (epsilon * Float.MIN_NORMAL);
} else { // use relative error
return diff / (absA + absB) < epsilon;
}
}
It comes with a test suite. You should immediately dismiss any solution that doesn't, because it is virtually guaranteed to fail in some edge cases like having one value 0, two very small values opposite of zero, or infinities.
An alternative (see link above for more details) is to convert the floats' bit patterns to integer and accept everything within a fixed integer distance.
In any case, there probably isn't any solution that is perfect for all applications. Ideally, you'd develop/adapt your own with a test suite covering your actual use cases.
I had the problem of Comparing floating point numbers A < B and A > B
Here is what seems to work:
if(A - B < Epsilon) && (fabs(A-B) > Epsilon)
{
printf("A is less than B");
}
if (A - B > Epsilon) && (fabs(A-B) > Epsilon)
{
printf("A is greater than B");
}
The fabs--absolute value-- takes care of if they are essentially equal.
We have to choose a tolerance level to compare float numbers. For example,
final float TOLERANCE = 0.00001;
if (Math.abs(f1 - f2) < TOLERANCE)
Console.WriteLine("Oh yes!");
One note. Your example is rather funny.
double a = 1.0 / 3.0;
double b = a + a + a;
if (a != b)
Console.WriteLine("Oh no!");
Some maths here
a = 1/3
b = 1/3 + 1/3 + 1/3 = 1.
1/3 != 1
Oh, yes..
Do you mean
if (b != 1)
Console.WriteLine("Oh no!")
Idea I had for floating point comparison in swift
infix operator ~= {}
func ~= (a: Float, b: Float) -> Bool {
return fabsf(a - b) < Float(FLT_EPSILON)
}
func ~= (a: CGFloat, b: CGFloat) -> Bool {
return fabs(a - b) < CGFloat(FLT_EPSILON)
}
func ~= (a: Double, b: Double) -> Bool {
return fabs(a - b) < Double(FLT_EPSILON)
}
Adaptation to PHP from Michael Borgwardt & bosonix's answer:
class Comparison
{
const MIN_NORMAL = 1.17549435E-38; //from Java Specs
// from http://floating-point-gui.de/errors/comparison/
public function nearlyEqual($a, $b, $epsilon = 0.000001)
{
$absA = abs($a);
$absB = abs($b);
$diff = abs($a - $b);
if ($a == $b) {
return true;
} else {
if ($a == 0 || $b == 0 || $diff < self::MIN_NORMAL) {
return $diff < ($epsilon * self::MIN_NORMAL);
} else {
return $diff / ($absA + $absB) < $epsilon;
}
}
}
}
You should ask yourself why you are comparing the numbers. If you know the purpose of the comparison then you should also know the required accuracy of your numbers. That is different in each situation and each application context. But in pretty much all practical cases there is a required absolute accuracy. It is only very seldom that a relative accuracy is applicable.
To give an example: if your goal is to draw a graph on the screen, then you likely want floating point values to compare equal if they map to the same pixel on the screen. If the size of your screen is 1000 pixels, and your numbers are in the 1e6 range, then you likely will want 100 to compare equal to 200.
Given the required absolute accuracy, then the algorithm becomes:
public static ComparisonResult compare(float a, float b, float accuracy)
{
if (isnan(a) || isnan(b)) // if NaN needs to be supported
return UNORDERED;
if (a == b) // short-cut and takes care of infinities
return EQUAL;
if (abs(a-b) < accuracy) // comparison wrt. the accuracy
return EQUAL;
if (a < b) // larger / smaller
return SMALLER;
else
return LARGER;
}
The standard advice is to use some small "epsilon" value (chosen depending on your application, probably), and consider floats that are within epsilon of each other to be equal. e.g. something like
#define EPSILON 0.00000001
if ((a - b) < EPSILON && (b - a) < EPSILON) {
printf("a and b are about equal\n");
}
A more complete answer is complicated, because floating point error is extremely subtle and confusing to reason about. If you really care about equality in any precise sense, you're probably seeking a solution that doesn't involve floating point.
I tried writing an equality function with the above comments in mind. Here's what I came up with:
Edit: Change from Math.Max(a, b) to Math.Max(Math.Abs(a), Math.Abs(b))
static bool fpEqual(double a, double b)
{
double diff = Math.Abs(a - b);
double epsilon = Math.Max(Math.Abs(a), Math.Abs(b)) * Double.Epsilon;
return (diff < epsilon);
}
Thoughts? I still need to work out a greater than, and a less than as well.
I came up with a simple approach to adjusting the size of epsilon to the size of the numbers being compared. So, instead of using:
iif(abs(a - b) < 1e-6, "equal", "not")
if a and b can be large, I changed that to:
iif(abs(a - b) < (10 ^ -abs(7 - log(a))), "equal", "not")
I suppose that doesn't satisfy all the theoretical issues discussed in the other answers, but it has the advantage of being one line of code, so it can be used in an Excel formula or an Access query without needing a VBA function.
I did a search to see if others have used this method and I didn't find anything. I tested it in my application and it seems to be working well. So it seems to be a method that is adequate for contexts that don't require the complexity of the other answers. But I wonder if it has a problem I haven't thought of since no one else seems to be using it.
If there's a reason the test with the log is not valid for simple comparisons of numbers of various sizes, please say why in a comment.
You need to take into account that the truncation error is a relative one. Two numbers are about equal if their difference is about as large as their ulp (Unit in the last place).
However, if you do floating point calculations, your error potential goes up with every operation (esp. careful with subtractions!), so your error tolerance needs to increase accordingly.
The best way to compare doubles for equality/inequality is by taking the absolute value of their difference and comparing it to a small enough (depending on your context) value.
double eps = 0.000000001; //for instance
double a = someCalc1();
double b = someCalc2();
double diff = Math.abs(a - b);
if (diff < eps) {
//equal
}