Diving into a floating point bug |
March 2nd, 2017 |
| tech |
floor(n * (100 / 101))into:
floor(n * Decimal(100/101))For most integers this doesn't change anything, but for multiples of 101 it gives you different answers:
floor(101 * (100 / 101)) -> 100 floor(101 * Decimal(100/101)) -> 99In python2, however, both give 100:
floor(101 * (100.0 / 101)) -> 100 floor(101 * Decimal(100.0/101)) -> 100What's going on? First, what's the difference between python2 and python3 here? One of the changes not listed in What's New In Python 3.0 is that
floor now returns an int
instead of a float:
-
2.x:
Return the floor of
xas afloat, the largest integer value less than or equal tox. -
3.x:
Return the floor of
x, the largest integer less than or equal tox. Ifxis not afloat, delegates tox.__floor__(), which should return anIntegralvalue.
int() instead of
floor() and now python2 and python3 give the same result:
2.x: int(101 * Decimal(100.0/101)) -> 99 3.x: int(101 * Decimal(100/101)) -> 99The root of the problem is that
100/101 is a repeating decimal,
0.99009900..., and so can't be represented
exactly as a Decimal or a float. To store it as a
Decimal python defaults to 28 decimal digits and rounds it:
> D(100)/D(101)
Decimal('0.9900990099009900990099009901')
Storing it as a float is more complicated. Python uses the
platform's hardware support, which is IEEE 754
floating point bascially everywhere, and it gets converted to a binary
fraction with 53 bits for the numerator and a power of two for the
denominator:
1114752383012499 / 2**50Python is aware that there are many numbers for which this is the closest possible floating point approximation, and so to be friendly it selectes the shortest decimal representation when printing it:
> 100/101 0.9900990099009901
Now we have all the pieces to see why 101*Decimal(100/101) is
less than 101*(100/101), and, critically, why one is just under
100 while the other is exactly 100.
In the Decimal case python first divides 100 by 101 and gets
1114752383012499 / 2**50. Then it takes the closest
representable Decimal to that number, which is
Decimal('0.99009900990099009021605525049380958080291748046875').
That's 50 bits of precision because Decimal tries to track
and preseve precision in its calculations, and 53 bits of precision is
50 decimal digits of precision. [Update 2017-03-02: this is
wrong: 53 bits of precision much less than 50 decimal digits. I'm not
sure why Decimal is doing this.] All of the digits starting with
02160... are just noise, but Decimal has no way
of knowing that. Then when we multiply by 101 we get
Decimal('99.999...58030'), because our Decimal
version of the float was slightly less than true
100/101.
On the other hand, when python gets 101 * (100/101) it stays
in IEEE 754 land. It multiplies 101 by 1114752383012499
/ 2**50, and the closest float to that is exactly
100.
I ran into this bug because I had been trying to break a large change into
two behavior-preserving changes, first switching some code to use
Decimal and then switching the rest. To fix the bug, I
combined the two changes into one, so that we switched from using
float and int to using Decimal throughout
this module.
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