I need a C rounding function which rounds numbers like MATLAB's round function. Is there one? If you don't know how MATLAB's round function works see this link:
MATLAB round function
I was thinking I might just write my own simple round function to match MATLAB's functionality.
Thanks,
DemiSheep
This sounds similar to the round() function from math.h
These functions shall round their
argument to the nearest integer value
in floating-point format, rounding
halfway cases away from zero,
regardless of the current rounding
direction.
There's also lrint() which gives you an int return value, though lrint() and friends obey the current rounding direction - you'll have to set that using fesetround() , the various rounding directions are found here.
Check out the standard header <fenv.c>, specifically the fesetround() function and the four macros FE_DOWNWARD, FE_TOWARDZERO, FE_TONEAREST and FE_UPWARD. This controls how floating point values are rounded to integers. Make sure your implementation (i.e., C compiler / C library) actually support this (by checking the return value of fesetround() and the documentation of your implementation).
Functions honoring these settings include (from <math.h>):
llrint()
llrintf()
llrintl()
lrint()
lrintf()
lrintl()
rint()
rintf()
rintl()
llround()
llroundf()
llroundl()
lround()
lroundf()
lroundl()
nearbyint()
nearbyintf()
nearbyintl()
depending on your needs (parameter type and return type, with or without inexact floating point exception).
NOTE: round(), roundf() and roundl() do look like they belong in the list above, but these three do not honor the rounding mode set by fesetround()!!
Refer to your most favourite standard library documentation for the exact details.
No, C (before C99) doesn't have a round function. The typical approach is something like this:
double sign(double x) {
if (x < 0.0)
return -1.0;
return 1.0;
}
double round(double x) {
return (long long)x + 0.5 * sign(x);
}
This rounds to an integer, assuming the original number is in the range that can be represented by a long long. If you want to round to a specific number of places after the decimal point, that can be a bit harder. If the numbers aren't too large or too small, you can multiply by 10N, round to an integer, and divide by 10N again (keeping in mind that this may introduce some rounding errors of its own).
If there isn't a round() function in the standard library, you could, if dealing with floating-point numbers, arbitrarily evaluate each value, analyze the number in the place after the place you want to round to, check to see if it's greater, equal-to, or less-than 5; Then, if the value is less than 5, you can floor() the number you're ultimately looking at. If the value of the digit after the place you're rounding to is 5 or greater, you can proceed to having the function floor() the number being evaluated, then add 1.
I apologize for any inefficiency tied to this.
If I'm not mistaken you are looking for something like floor and ceil and you shall find them in <math.h>
The documentation specifies
Y = round(X) rounds the elements of X to the nearest integers.
Not the plural: as per regular MATLAB operations, it operates on all elements of a matrix. The C equivalents posted above only deal with a single value at once. If you can use C++, check out Valarray. If not, then good ol' for loop is your friend.
Related
I have a variable x of type float, and I need its fractional part. I know I can get it with
x - floorf(x), or
fmodf(x, 1.0f)
My questions: Is one of these always preferable to the other? Are they effectively the same? Is there a third alternative I might consider?
Notes:
If the answer depends on the processor I'm using, let's make it x86_64, and if you can elaborate about other processors that would be nice.
Please make sure and refer to the behavior on negative values of x. I don't mind this behavior or that, but I need to know what the behavior is.
Is there a third alternative I might consider?
There's the dedicated function for it. modff exists to decompose a number into its integral and fractional parts.
float modff( float arg, float* iptr );
Decomposes given floating point value arg into integral and fractional
parts, each having the same type and sign as arg. The integral part
(in floating-point format) is stored in the object pointed to by iptr.
I'd say that x - floorf(x) is pretty good (exact), except in corner cases
it has the wrong sign bit for negative zero or any other negative whole float
(we might expect the fraction part to wear the same sign bit).
it does not work that well with inf
modff does respect -0.0 sign bit for both int and frac part, and answer +/-0.0 for +/-inf fraction part - at least if implementation supports the IEC 60559 standard (IEEE 754).
A rationale for inf could be: since every float greater than 2^precision has a null fraction part, then it must be true for infinite float too.
That's minor, but nonetheless different.
EDIT Err, of course as pointed by #StoryTeller-UnslanderMonica the most obvious flaw of x - floor(x) is for the case of negative floating point with a fraction part, because applied to -2.25, it would return +0.75 for example, which is not what we expect...
Since c99 label is used, x - truncf(x) would be more correct, but still suffer from the minor problems onto which I initially focused.
I am trying to round 8.475 to 8.48 (to two decimal places in C). The problem is that 8.475 internally is represented as 8.47499999999999964473:
double input_test =8.475;
printf("input tests: %.20f, %.20f \n", input_test, *&input_test);
gives:
input tests: 8.47499999999999964473, 8.47499999999999964473
So, if I had an ideal round function then it would round 8.475=8.4749999... to 8.47. So, internal round function is no appropriate for me. I see that rounding problem arises in cases of "underflow" and therefore I am trying to use the following algorithm:
double MyRound2( double * value) {
double ad;
long long mzr;
double resval;
if ( *value < 0.000000001 )
ad = -0.501;
else
ad = 0.501;
mzr = long long (*value);
resval = *value - mzr;
resval= (long long( resval*100+ad))/100;
return resval;
}
This solves the "underflow" issue and it works well for "overflow" issues as well. The problem is that there are valid values x.xxx99 for which this function incorrectly gives bigger value (because of 0.001 in 0.501). How to solve this issue, how to devise algorithm that can detect floating point representation issue and that can round taking account this issue? Maybe C already has such clever rounding function? Maybe I can select different value for constant ad - such that probability of such rounding errors goes to zero (I mostly work with money values with up to 4 decimal ciphers).
I have read all the popoular articles about floating point representation and I know that there are tricky and unsolvable issues, but my client do not accept such explanation because client can clearly demonstrate that Excel handles (reproduces, rounds and so on) floating point numbers without representation issues.
(The C and C++ standards are intentionally flexible when it comes to the specification of the double type; quite often it is IEEE754 64 bit type. So your observed result is platform-dependent).
You are observing of the pitfalls of using floating point types.
Sadly there isn't an "out-of-the-box" fix for this. (Adding a small constant pre-rounding just pushes the problem to other numbers).
Moral of the story: don't use floating point types for money.
Use a special currency type instead or work in "pence"; using an integral type instead.
By the way, Excel does use an IEEE754 double precision floating point for its number type, but it also has some clever tricks up its sleeve. Essentially it tracks the joke digits carefully and also is clever with its formatting. This is how it can evaluate 1/3 + 1/3 + 1/3 exactly. But even it will get money calculations wrong sometimes.
For financial calculations, it is better to work in base-10 to avoid represenatation issues when going to/from binary. In many countries, financial software is even legally required to do so. Here is one library for IEEE 754R Decimal Floating-Point Arithmetic, have not tried it myself:
http://www.netlib.org/misc/intel/
Also note that working in decimal floating-point instead of fixed-point representation allows clever algoritms like the Kahan summation algorithm, to avoid accumulation of rounding errors. A noteworthy difference to normal floating point is that numbers with few significant digits are not normalized, so you can have e.g both 1*10^2 and .1*10^3.
An implementation note is that one representation in the std uses a binary significand, to allow sw implementations using a standard binary ALU.
How about this one: Define some threshold. This threshold is the distance to the next multiple of 0.005 at which you assume that this distance could be an error of imprecision. Execute appropriate methods if it's within that distance and smaller. Round as usual and at the end, if you detected that it was, add 0.01.
That said, this is only a work around and somewhat of a code smell. If you don't need too much speed, go for some other type than float. Like your own type that works like
class myDecimal{ int digits; int exponent_of_ten; } with value = digits * E exponent_of_ten
I am not trying to argument that using floating point numbers to represent money is advisable - it is not! but sometimes you have no choice... We do kind of work with money (life incurance calculations) and are forced to use floating point numbers for everything including values representing money.
Now there are quite some different rounding behaviours out there: round up, round down, round half up, round half down, round half even, maybe more. It looks like you were after round half up method.
Our round-half-up function - here translated from Java - looks like this:
#include <iostream>
#include <cmath>
#include <cfloat>
using namespace std;
int main()
{
double value = 8.47499999999999964473;
double result = value * pow(10, 2);
result = nextafter(result + (result > 0.0 ? 1e-8 : -1e-8), DBL_MAX);
double integral = floor(result);
double fraction = result - integral;
if (fraction >= 0.5) {
result = ceil(result);
} else {
result = integral;
}
result /= pow(10, 2);
cout << result << endl;
return 0;
}
where nextafter is a function returning the next floating point value after the given value - this code is proved to work using C++11 (AFAIK the nextafter is also available in boost), the result written into the standard output is 8.48.
I'm changing an uint32_t to a float but without changing the actual bits.
Just to be sure: I don't wan't to cast it. So float f = (float) i is the exact opposite of what I wan't to do because it changes bits.
I'm going to use this to convert my (pseudo) random numbers to float without doing unneeded math.
What I'm currently doing and what is already working is this:
float random_float( uint64_t seed ) {
// Generate random and change bit format to ieee
uint32_t asInt = (random_int( seed ) & 0x7FFFFF) | (0x7E000000>>1);
// Make it a float
return *(float*)(void*)&asInt; // <-- pretty ugly and nees a variable
}
The Question: Now I'd like to get rid of the asInt variable and I'd like to know if there is a better / not so ugly way then getting the address of this variable, casting it twice and dereferencing it again?
You could try union - as long as you make sure the types are identical in memory sizes:
union convertor {
int asInt;
float asFloat;
};
Then you can assign your int to asFloat (or the other way around if you want to). I use it a lot when I need to do bitwise operations on one hand and still get a uint32_t representation on the number on the other hand
[EDIT]
Like many of the commentators rightfully state, you must take into consideration values that are not presentable by integers like like NAN, +INF, -INF, +0, -0.
So you seem to want to generate floating point numbers between 0.5 and 1.0 judging from your code.
Assuming that your microcontroller has a standard C library with floating point support, you can do this all standards compliant without actually involving any floating point operations, all you need is the ldexp function that itself doesn't actually do any floating point math.
This would look something like this:
return ldexpf((1 << 23) + random_thing_smaller_than_23_bits(), -24);
The trick here is that we happen to know that IEEE754 binary32 floating point numbers have integer precision between 2^23 and 2^24 (I could be off-by-one here, double check please, I'm translating this from some work I've done on doubles). So the compiler should know how to convert that number to a float trivially. Then ldexp multiplies that number by 2^-24 by just changing the bits in the exponent. No actual floating point operations involved and no undefined behavior, the code is fully portable to any standard C implementation with IEEE754 numbers. Double check the generated code, but a good compiler and c library should not use any floating point instructions here.
If you want to peek at some experiments I've done around generating random floating point numbers you can peek at this github repo. It's all about doubles, but should be trivially translatable to floats.
Reinterpreting the binary representation of an int to a float would result in major problems:
There are a lot of undefined codes in the binary representation of a float.
Other codes represent special conditions, like NAN, +INF, -INF, +0, -0 (sic!), etc.
Also, if that is a random value, even if catching all non-value representations, that would yield a very bad random distribution.
If you are working on an MCU without FPU, you should better think about avoiding float at all. An alternative might be fraction or scaled integers. There are many implementations of algorithms which use float, but can be easily converted to fixed point types with acceptable loss of precision (or even none at all). Some might even yield more precision than float (note that single precision float has only 23 bits of mantissa, an int32 would have 31 bits (+ 1 sign for either), same for a fractional or fixed scaled int.
Note that C11 added (optional) support for _Frac. You might want to research on that.
Edit:
According you your comments, you seem to convert the int to a float in range 0..<1. For that, you can assemble the float using bit operations on an uint32_t (e.g. the original value). You just need to follow the IEEE format (presumed your toolchain does comply to the C standard! See wikipedia.
The result (still uint32_t) can then be reinterpreted by a union or pointer as described by others already. Pack that in a system-dependent, well-commented library and dig it deep. Do not forget to check about endianess and alignment (likely both the same for float and uint32_t, but important for the bit-ops).
I'm trying to write unit tests for some simple vector math functions that operate on arrays of single precision floating point numbers. The functions use SSE intrinsics and I'm getting false positives (at least I think) when running the tests on a 32-bit system (the tests pass on 64-bit). As the operation runs through the array, I accumulate more and more round off error. Here is a snippet of unit test code and output (my actual question(s) follow):
Test Setup:
static const int N = 1024;
static const float MSCALAR = 42.42f;
static void setup(void) {
input = _mm_malloc(sizeof(*input) * N, 16);
ainput = _mm_malloc(sizeof(*ainput) * N, 16);
output = _mm_malloc(sizeof(*output) * N, 16);
expected = _mm_malloc(sizeof(*expected) * N, 16);
memset(output, 0, sizeof(*output) * N);
for (int i = 0; i < N; i++) {
input[i] = i * 0.4f;
ainput[i] = i * 2.1f;
expected[i] = (input[i] * MSCALAR) + ainput[i];
}
}
My main test code then calls the function to be tested (which does the same calculation used to generate the expected array) and checks its output against the expected array generated above. The check is for closeness (within 0.0001) not equality.
Sample output:
0.000000 0.000000 delta: 0.000000
44.419998 44.419998 delta: 0.000000
...snip 100 or so lines...
2043.319946 2043.319946 delta: 0.000000
2087.739746 2087.739990 delta: 0.000244
...snip 100 or so lines...
4086.639893 4086.639893 delta: 0.000000
4131.059570 4131.060059 delta: 0.000488
4175.479492 4175.479980 delta: 0.000488
...etc, etc...
I know I have two problems:
On 32-bit machines, differences between 387 and SSE floating point arithmetic units. I believe 387 uses more bits for intermediate values.
Non-exact representation of my 42.42 value that I'm using to generate expected values.
So my question is, what is the proper way to write meaningful and portable unit tests for math operations on floating point data?
*By portable I mean should pass on both 32 and 64 bit architectures.
Per a comment, we see that the function being tested is essentially:
for (int i = 0; i < N; ++i)
D[i] = A[i] * b + C[i];
where A[i], b, C[i], and D[i] all have type float. When referring to the data of a single iteration, I will use a, c, and d for A[i], C[i], and D[i].
Below is an analysis of what we could use for an error tolerance when testing this function. First, though, I want to point out that we can design the test so that there is no error. We can choose the values of A[i], b, C[i], and D[i] so that all the results, both final and intermediate results, are exactly representable and there is no rounding error. Obviously, this will not test the floating-point arithmetic, but that is not the goal. The goal is to test the code of the function: Does it execute instructions that compute the desired function? Simply choosing values that would reveal any failures to use the right data, to add, to multiply, or to store to the right location will suffice to reveal bugs in the function. We trust that the hardware performs floating-point correctly and are not testing that; we just want to test that the function was written correctly. To accomplish this, we could, for example, set b to a power of two, A[i] to various small integers, and C[i] to various small integers multiplied by b. I could detail limits on these values more precisely if desired. Then all results would be exact, and any need to allow for a tolerance in comparison would vanish.
That aside, let us proceed to error analysis.
The goal is to find bugs in the implementation of the function. To do this, we can ignore small errors in the floating-point arithmetic, because the kinds of bugs we are seeking almost always cause large errors: The wrong operation is used, the wrong data is used, or the result is not stored in the desired location, so the actual result is almost always very different from the expected result.
Now the question is how much error should we tolerate? Because bugs will generally cause large errors, we can set the tolerance quite high. However, in floating-point, “high” is still relative; an error of one million is small compared to values in the trillions, but it is too high to discover errors when the input values are in the ones. So we ought to do at least some analysis to decide the level.
The function being tested will use SSE intrinsics. This means it will, for each i in the loop above, either perform a floating-point multiply and a floating-point add or will perform a fused floating-point multiply-add. The potential errors in the latter are a subset of the former, so I will use the former. The floating-point operations for a*b+c do some rounding so that they calculate a result that is approximately a•b+c (interpreted as an exact mathematical expression, not floating-point). We can write the exact value calculated as (a•b•(1+e0)+c)•(1+e1) for some errors e0 and e1 with magnitudes at most 2-24, provided all the values are in the normal range of the floating-point format. (2-24 is the maximum relative error that can occur in any correctly rounded elementary floating-point operation in round-to-nearest mode in the IEEE-754 32-bit binary floating-point format. Rounding in round-to-nearest mode changes the mathematical value by at most half the value of the least significant bit in the significand, which is 23 bits below the most significant bit.)
Next, we consider what value the test program produces for its expected value. It uses the C code d = a*b + c;. (I have converted the long names in the question to shorter names.) Ideally, this would also calculate a multiply and an add in IEEE-754 32-bit binary floating-point. If it did, then the result would be identical to the function being tested, and there would be no need to allow for any tolerance in comparison. However, the C standard allows implementations some flexibility in performing floating-point arithmetic, and there are non-conforming implementations that take more liberties than the standard allows.
A common behavior is for an expression to be computed with more precision than its nominal type. Some compilers may calculate a*b + c using double or long double arithmetic. The C standard requires that results be converted to the nominal type in casts or assignments; extra precision must be discarded. If the C implementation is using extra precision, then the calculation proceeds: a*b is calculated with extra precision, yielding exactly a•b, because double and long double have enough precision to exactly represent the product of any two float values. A C implementation might then round this result to float. This is unlikely, but I allow for it anyway. However, I also dismiss it because it moves the expected result to be closer to the result of the function being tested, and we just need to know the maximum error that can occur. So I will continue, with the worse (more distant) case, that the result so far is a•b. Then c is added, yielding (a•b+c)•(1+e2) for some e2 with magnitude at most 2-53 (the maximum relative error of normal numbers in the 64-bit binary format). Finally, this value is converted to float for assignment to d, yielding (a•b+c)•(1+e2)•(1+e3) for some e3 with magnitude at most 2-24.
Now we have expressions for the exact result computed by a correctly operating function, (a•b•(1+e0)+c)•(1+e1), and for the exact result computed by the test code, (a•b+c)•(1+e2)•(1+e3), and we can calculate a bound on how much they can differ. Simple algebra tells us the exact difference is a•b•(e0+e1+e0•e1-e2-e3-e2•e3)+c•(e1-e2-e3-e2•e3). This is a simple function of e0, e1, e2, and e3, and we can see its extremes occur at endpoints of the potential values for e0, e1, e2, and e3. There are some complications due to interactions between possibilities for the signs of the values, but we can simply allow some extra error for the worst case. A bound on the maximum magnitude of the difference is |a•b|•(3•2-24+2-53+2-48)+|c|•(2•2-24+2-53+2-77).
Because we have plenty of room, we can simplify that, as long as we do it in the direction of making the values larger. E.g., it might be convenient to use |a•b|•3.001•2-24+|c|•2.001•2-24. This expression should suffice to allow for rounding in floating-point calculations while detecting nearly all implementation errors.
Note that the expression is not proportional to the final value, a*b+c, as calculated either by the function being tested or by the test program. This means that, in general, tests using a tolerance relative to the final values calculated by the function being tested or by the test program are wrong. The proper form of a test should be something like this:
double tolerance = fabs(input[i] * MSCALAR) * 0x3.001p-24 + fabs(ainput[i]) * 0x2.001p-24;
double difference = fabs(output[i] - expected[i]);
if (! (difference < tolerance))
// Report error here.
In summary, this gives us a tolerance that is larger than any possible differences due to floating-point rounding, so it should never give us a false positive (report the test function is broken when it is not). However, it is very small compared to the errors caused by the bugs we want to detect, so it should rarely give us a false negative (fail to report an actual bug).
(Note that there are also rounding errors computing the tolerance, but they are smaller than the slop I have allowed for in using .001 in the coefficients, so we can ignore them.)
(Also note that ! (difference < tolerance) is not equivalent to difference >= tolerance. If the function produces a NaN, due to a bug, any comparison yields false: both difference < tolerance and difference >= tolerance yield false, but ! (difference < tolerance) yields true.)
On 32-bit machines, differences between 387 and SSE floating point arithmetic units. I believe 387 uses more bits for intermediate values.
If you are using GCC as 32-bit compiler, you can tell it to generate SSE2 code still with options -msse2 -mfpmath=sse. Clang can be told to do the same thing with one of the two options and ignores the other one (I forget which). In both cases the binary program should implement strict IEEE 754 semantics, and compute the same result as a 64-bit program that also uses SSE2 instructions to implement strict IEEE 754 semantics.
Non-exact representation of my 42.42 value that I'm using to generate expected values.
The C standard says that a literal such as 42.42f must be converted to either the floating-point number immediately above or immediately below the number represented in decimal. Moreover, if the literal is representable exactly as a floating-point number of the intended format, then this value must be used. However, a quality compiler (such as GCC) will give you(*) the nearest representable floating-point number, of which there is only one, so again, this is not a real portability issue as long as you are using a quality compiler (or at the very least, the same compiler).
Should this turn out to be a problem, a solution is to write an exact representation of the constants you intend. Such an exact representation can be very long in decimal format (up to 750 decimal digits for the exact representation of a double) but is always quite compact in C99's hexadecimal format: 0x1.535c28p+5 for the exact representation of the float nearest to 42.42. A recent version of the static analysis platform for C programs Frama-C can provide the hexadecimal representation of all inexact decimal floating-point constants with option -warn-decimal-float:all.
(*) barring a few conversion bugs in older GCC versions. See Rick Regan's blog for details.
The following C code
int main(){
int n=10;
int t1=pow(10,2);
int t2=pow(n,2);
int t3=2*pow(n,2);
printf("%d\n",t1);
printf("%d\n",t2);
printf("%d\n",t3);
return (0);
}
gives the following output
100
99
199
I am using a devcpp compiler.
It does not make any sense, right?
Any ideas?
(That pow(10,2) is maybe something
like 99.9999 does not explain the first
output. Moreover, I got the same
output even if I include math.h)
You are using a poor-quality math library. A good math library returns exact results for values that are exactly representable.
Generally, math library routines must be approximations both because floating-point formats cannot exactly represent the exact mathematical results and because computing the various functions is difficult. However, for pow, there are a limited number of results that are exactly representable, such as 102. A good math library will ensure that these results are returned correctly. The library you are using fails to do that.
Store the result computations as doubles. Print as double, using %f instead of %d. You will see that the 99 is really more like 99.999997, and this should make more sense.
In general, when working with any floating point math, you should assume results will be approximate; that is, a little off in either direction. So when you want exact results - like you did here - you're going to have trouble.
You should always understand the return type of functions before you use them. See, e.g. cplusplus.com:
double pow (double base, double exponent); /* C90 */
From other answers I understand there are situations when you can expect pow or other floating-point math to be precise. Once you understand the necessary imprecision that plagues floating point math, please consult these.
Your variables t1, t2 and t3 must be of type double because pow() returns double.
But if you do want them to be of type int, use round() function.
int t1 = pow(10,2);
int t2 = round(pow(n,2));
int t3 = 2 * round(pow(n,2));
It rounds the returned values 99.9... and 199.9... to 100.0 and 200.0. And then t2 == 100 because it is of type int and so does t3.
The output will be:
100
100
200
Because the round function returns the integer value nearest to x rounding half-way cases away from zero, regardless of the current rounding direction.
UPDATE: Here is comment from math.h:
/* Excess precision when using a 64-bit mantissa for FPU math ops can
cause unexpected results with some of the MSVCRT math functions. For
example, unless the function return value is stored (truncating to
53-bit mantissa), calls to pow with both x and y as integral values
sometimes produce a non-integral result. ... */