[R] Unexpected result from binary greater than operator

Duncan Murdoch murdoch at stats.uwo.ca
Tue Nov 1 17:22:00 CET 2005


On 11/1/2005 11:15 AM, chris.bodily at autolivasp.com wrote:

> Can someone please help me understand why R returns TRUE for (4.2 - 4.1) >
> 0.1 ?

Rounding error.  See the FAQ item

7.31 Why doesn't R think these numbers are equal?

The only numbers that can be represented exactly in R's numeric type are 
integers and fractions whose denominator is a power of 2. Other numbers 
have to be rounded to (typically) 53 binary digits accuracy. As a 
result, two floating point numbers will not reliably be equal unless 
they have been computed by the same algorithm, and not always even then. 
For example

      R> a <- sqrt(2)
      R> a * a == 2
      [1] FALSE
      R> a * a - 2
      [1] 4.440892e-16

The function all.equal() compares two objects using a numeric tolerance 
of .Machine$double.eps ^ 0.5. If you want much greater accuracy than 
this you will need to consider error propagation carefully.

For more information, see e.g. David Goldberg (1991), “What Every 
Computer Scientist Should Know About Floating-Point Arithmetic”, ACM 
Computing Surveys, 23/1, 5–48, also available via 
http://docs.sun.com/source/806-3568/ncg_goldberg.html

Duncan Murdoch




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