The problem:
ceiling(31)
#31
ceiling(31/60*60)
#32
What is the correct way to fix this kind of errors?
Doing the multiplication before the division is not an option, my code looks something like this:
x <- 31/60
...
y <- ceiling(x*60)
I'm thinking of doing a new function:
ceil <- function(x) {
ceiling(signif(x))
}
But I'm new to R, maybe there is a better way.
UPDATE
Sorry, I didn't give more details, I have the same problem in different parts of my code for different reasons, but always with ceiling.
I am aware of the rounding error in floating-point calculation. Maybe the title of the question could be improved, I don't want to fix an imprecision of the ceiling function, what I want to do is perhaps the opposite, make ceiling less exact. A way to tell R to ignore the digits that are clearly noise:
options(digits=17)
31/60*60
#31.000000000000004
But, apparently, the epsilon required to ignore the noise digits depends on the context of the problem.
The real problem here, I strongly believe, is found in my hero The Data Munger Guru's tagline, which is: "What is the problem that you are trying to solve?
Tell me what you want to do, not how you want to do it. "
There are myriad cases where floating-point precision will cause apparent integers to turn into "integer +/- epsilon" , and so you need to figure out why you are going for "ceiling" , why you allow your values to not be integers, etc. <-- more or less what Pascal Cuoq wrote in his comment.
The solution to your concern thus depends on what's actually going on. Perhaps you want, say trunc(x/60)->y followed with trunc(y*60) , or maybe not :-) . Maybe you want y<-round(x/60*60) +1 , or jhoward's suggested approach. It depends, as I stress here, critically on what your goal is and how you want to deal with corner cases.
Related
Introduction
I'm doing research in computational contact mechanics, in which I try to solve a PDE using a finite difference method. Long story short, I need to solve a linear system like Ax = b.
The suspects
In the problem, the matrix A is sparse, and so I defined it accordingly. On the other hand, both x and b are dense arrays.
In fact, x is defined as x = A\b, the potential solution of the problem.
So, the least one might expect from this solution is to satisfy that Ax is close to b in some sense. Great is my surprise when I find that
julia> norm(A*x-b) # Frobenius or 2-norm
5018.901093242197
The vector x does not solve the system! I've tried a lot of tricks discover what is going on, but no clues as of now. My first candidate is that I've found a bug, however I need more evidence to make this assertion.
The hints
Here are some tests that I've done to try to pinpoint the error
If you convert A to dense, the solution changes completely, and in fact it returns the correct solution.
I have repeated the proccess above in matlab, and it seems to work well with both sparse and dense matrices (that is, the sparse version does not agree with that of Julia's)
Not all sparse matrices cause a problem. I have tried other initial conditions and the solver seems to work quite well. I am not able to predict what property of the matrix can be causing this discrepancy. However;
A has a condition number of 120848.06, which is quite high, although matlab doesn't seem to complain. Also, the absolute error of the solution to the real solution is huge.
How to reproduce this "bug"
Download the .csv files in the following link
Run the following code in the folder of the files (install the packages if necessary
using DelimitedFiles, LinearAlgebra, SparseArrays;
A = readdlm("A.csv", ',');
b = readdlm("b.csv", ',');
x = readdlm("x.csv", ',');
A_sparse = sparse(A);
println(norm(A_sparse\b - x)); # You should get something close to zero, x is the solution of the sparse implementation
println(norm(A_sparse*x - b)); # You should get something not close to zero, something is not working!
Final words
It might easily be the case that I'm missing something. Are there any other implementations apart from the usual A\b to test against?
To solve a sparse square system Julia chooses to do a sparse LU decomposition. For the specific matrix A in the question, this decomposition is numerically ill-conditioned. This is evidenced by the cond(lu(A_sparse).U) == 2.879548971708896e64. This causes the solve routine to make numerical errors in turn.
A quick solution is to use a QR decomposition instead, by running x = qr(A_sparse)\b.
The solve or LU routines might need to be fixed to handle this case, or at least maintainers need to know of this issue, so opening an issue on the github repo might be good.
(this is a rewrite of my comment on question)
I am working on designing a new sensor, and so I have a vector of measured values and a vector of truth values. To represent error, it's simply measured - truth. Since there's a lot of variation in the truth, I would like to represent the normalized error. My initial thought would be error./truth to get percent error, but there are many cases where my truth value is zero! Can anyone think of a better way to represent the normalized data while avoiding the divide-by-zero? I'm working in Matlab, though the question is a bit language-agnostic as well.
PS, feel free to push this to another stackexchange if you think it's better suited
Try error = (measured-truth)/norm2(truth) for each vector.
Where norm2() is the forbenious norm.
norm2(x) =SQRT( SUM( x[i]^2, i=1..N ) )
This can only fail is all the values of truth are zero. You can mitigate this by adding a small positive number like 1e-12 to the norm, or to avoid the division when the norm is less than a threshold number.
I'd suggest you to separate results with zero (or smaller than 10e-6 for example) truth vector and non-zero truth vector. You can't treat it by the same means (since you can't normalize truth vector) and you should define what to do in that case.
I can't suggest you something specific because I don't know the problem statement, but you should define it by yourself how to deal with it. Or if you post your problem here I hope we can help you.
I have question that comes from a algorithms book I'm reading and I am stumped on how to solve it (it's been a long time since I've done log or exponent math). The problem is as follows:
Suppose we are comparing implementations of insertion sort and merge sort on the same
machine. For inputs of size n, insertion sort runs in 8n^2 steps, while merge sort runs in 64n log n steps. For which values of n does insertion sort beat merge sort?
Log is base 2. I've started out trying to solve for equality, but get stuck around n = 8 log n.
I would like the answer to discuss how to solve this mathematically (brute force with excel not admissible sorry ;) ). Any links to the description of log math would be very helpful in my understanding your answer as well.
Thank you in advance!
http://www.wolframalpha.com/input/?i=solve%288+log%282%2Cn%29%3Dn%2Cn%29
(edited since old link stopped working)
Your best bet is to use Newton;s method.
http://en.wikipedia.org/wiki/Newton%27s_method
One technique to solving this would be to simply grab a graphing calculator and graph both functions (see the Wolfram link in another answer). Find the intersection that interests you (in case there are multiple intersections, as there are in your example).
In any case, there isn't a simple expression to solve n = 8 log₂ n (as far as I know). It may be simpler to rephrase the question as: "Find a zero of f(n) = n - 8 log₂ n". First, find a region containing the intersection you're interested in, and keep shrinking that region. For instance, suppose you know your target n is greater than 42, but less than 44. f(42) is less than 0, and f(44) is greater than 0. Try f(43). It's less than 0, so try 43.5. It's still less than 0, so try 43.75. It's greater than 0, so try 43.625. It's greater than 0, so keep going down, and so on. This technique is called binary search.
Sorry, that's just a variation of "brute force with excel" :-)
Edit:
For the fun of it, I made a spreadsheet that solves this problem with binary search: binary‑search.xls . The binary search logic is in the second data column, and I just auto-extended that.
Try running this in a .VBS file
MsgBox(545.14-544.94)
You get a neat little answer of 0.199999999999932!
This rounding issue also occurs unfortunately in Sin(2 * pi) since VB can only ever see the (user defined) variable pi as accurate as 3.14159265358979.
Is rounding it manually (and loosing accuracy) the only way to improve the result? What is the most effective way of dealing with this kind of problem?
That's the way floating point numbers work, small inaccuracies are to be expected. For nicer output it's easiest to just display the results rounded to fewer digits.
I'm trying to write a program that will help someone study for the GRE math. As many of you may know, fractions are a big part of the test, and calculators aren't allowed. Basically what I want to do is generate four random numbers (say, 1-50) and either +-/* them and then accept an answer in fraction format. The random number thing is easy. The problem is, how can I 1) accept a fractional answer and 2) ensure that the answer is reduced all the way?
I am writing in ASP.NET (or jQuery, if that will suffice). I was pretty much wondering if there's some library or something that handles this kind of thing...
Thanks!
have a look at
http://www.geekpedia.com/code73_Get-the-greatest-common-divisor.html
http://javascript.internet.com/math-related/gcd-lcm-calculator.html
Since fractions are essentially divisions you can check to see if the answer is partially correct by performing the division on the fraction entries that you're given.
[pseudocode]
if (answer.contains("/"))
int a = answer.substring(1,answer.instanceof("/"))
int b = answer.substring(answer.instanceof("/"))
if (a/b == expectedAnswer)
if (gcd(a,b) == 1)
GOOD!
else
Not sufficiently reduced
else
WRONG!
To find out whether it's reduced all the way, create a GCD function which should evaluate to the value of the denominator that the user supplied as an answer.
Learn Python and try fractions module.