StavromulaBeta
StavromulaBeta

Reputation: 156

Double rounding error, even when using DBL_DIG

I am trying to generate a random number between -10 and 10 with step 0.3 (though I want to have these be arbitrary values) and am having issues with double precision floating point accuracy. Float.h's DBL_DIG is meant to be the minimum accuracy at which no rounding error occurs [EDIT: This is false, see Eric Postpischil's comment for a true definition of DBL_DIG], yet when printing to this many digits, I still see rounding error.

#include <stdio.h>
#include <float.h>
#include <stdlib.h>

int main()
{
  for (;;)
  {
    printf("%.*g\n", DBL_DIG, -10 + (rand() % (unsigned long)(20 / 0.3)) * 0.3);
  }
}

When I run this, I get this output:

8.3
-7
1.7
-6.1
-3.1
1.1
-3.4
-8.2
-9.1
-9.7
-7.6
-7.9
1.4
-2.5
-1.3
-8.8
2.6
6.2
3.8
-3.4
9.5
-7.6
-1.9
-0.0999999999999996
-2.2
5
3.2
2.9
-2.5
2.9
9.5
-4.6
6.2
0.799999999999999
-1.3
-7.3
-7.9

Of course, a simple solution would be to just #define DBL_DIG 14 but I feel that is wasting accuracy. Why is this happening and how do I prevent this happening? This is not a duplicate of Is floating point math broken? since I am asking about DBL_DIG, and how to find the minimum accuracy at which no error occurs.

Upvotes: 1

Views: 279

Answers (2)

chux
chux

Reputation: 154305

generate a random number between -10 and 10 with step 0.3
I would like the program to work with arbitrary values for the bounds and step size.
Why is this happening ....

The source of trouble is assuming that typcial real numbers (such as string "0.3") can encode exactly as a double.

A double can encode about 264 different values exactly. 0.3 is not one of them.

Instead the nearest double is used. The exact value and 2 nearest are listed below:

0.29999999999999993338661852249060757458209991455078125
0.299999999999999988897769753748434595763683319091796875  (best 0.3)
0.3000000000000000444089209850062616169452667236328125

So OP's code is attempting "-10 and 10 with step 0.2999..." and printing out "-0.0999999999999996" and "0.799999999999999" is more correct than "-0.1" and "0.8".


.... how do I prevent this happening?

  1. Print with a more limited precision.

    // reduce the _bit_ output precision by about the root of steps
    #define LOG10_2 0.30102999566398119521373889472449
    int digits_less = lround(sqrt(20 / 0.3) * LOG10_2);
    for (int i = 0; i < 100; i++) {
      printf("%.*e\n", DBL_DIG - digits_less,
          -10 + (rand() % (unsigned long) (20 / 0.3)) * 0.3);
    }
    
    9.5000000000000e+00
    -3.7000000000000e+00
    8.6000000000000e+00
    5.9000000000000e+00
    ...
    -1.0000000000000e-01
    8.0000000000000e-01
    

OP's code really is not doings "steps" as that hints toward a loop with a step of 0.3. The above digits_less is based on repetitive "steps", otherwise OP's equation warrants about 1 decimal digit reduction. The best reduction in precisions depends on estimating the potential cumulative error of all calculations from "0.3" conversion --> double 0.3 (1/2 bit), division (1/2 bit), multiplication (1/2 bit) and addition (more complicated bit).

  1. Wait for the next version of C which may support decimal floating point.

Upvotes: 1

Eric Postpischil
Eric Postpischil

Reputation: 223274

For the specific code in the question, we can avoid excess rounding errors by using integer values until the last moment:

printf("%.*g\n", DBL_DIG,
    (-100 + rand() % (unsigned long)(20 / 0.3) * 3.) / 10.);

This was obtained by multiplying each term in the original expression by 10 (−10 because −100 and .3 becomes 3) and then dividing the whole expression by 10. So all values we care about in the numerator1 are integers, which floating-point represents exactly (within range of its precision).

Since the integer values will be computed exactly, there will be just a single rounding error, in the final division by 10, and the result will be the double closest to the desired value.

How many digits should I print to in order to avoid rounding error in most circumstances? (not just in my example above)

Just using more digits is not a solution for general cases. One approach for avoiding error in most cases is to learn about floating-point formats and arithmetic in considerable detail and then write code thoughtfully and meticulously. This approach is generally good but not always successful as it is usually implemented by humans, who continue to make mistakes in spite of all efforts to the contrary.

Footnote

1 Considering (unsigned long)(20 / 0.3) is a longer discussion involving intent and generalization to other values and cases.

Upvotes: 2

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