[R] Floating point imprecision in sum() under R-2.3.1?

[Roger D. Peng]

I think you want to look at

sum(x)/2066.758 - 1

which on my Linux box is 2.2e-16.

-roger

Brahm, David wrote:
> After upgrading to R-2.3.1 on Linux Redhat, I was suprised by this:
> 
> R> x <- c(721.077, 592.291, 372.208, 381.182)
> R> sum(x) - 2066.758
>    [1] 4.547474e-13
> 
> Now I understand that floating point arithmetic is not precise, but
> 1) the result is exactly 0 in R-2.2.1 (patched) on the same machine,
> 2) .Machine$double.eps = 2.2e-16, so the error seems quite large.
> 
> Also note I get the same result on R-2.3.1 under Windows, and that
> R> (721.077 + 592.291 + 372.208 + 381.182) - 2066.758
>    [1] 0
> 
> Is this related to the (2.3.0) NEWS item:
>   sum(), prod(), mean(), rowSums() and friends use a long double
>   accumulator where available and so may be more accurate. 
> and should I be concerned?  Thanks.
> 
> -- David Brahm (brahm at alum.mit.edu)
> 
> 
> Version:
>  platform = i686-pc-linux-gnu
>  arch = i686
>  os = linux-gnu
>  system = i686, linux-gnu
>  status = 
>  major = 2
>  minor = 3.1
>  year = 2006
>  month = 06
>  day = 01
>  svn rev = 38247
>  language = R
>  version.string = Version 2.3.1 (2006-06-01)
> 
> Locale:
> C
> 
> Search Path:
>  .GlobalEnv, package:methods, package:stats, package:graphics,
> package:grDevices, package:utils, package:datasets, Autoloads,
> package:base
> 
> ______________________________________________
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 

-- 
Roger D. Peng  |  http://www.biostat.jhsph.edu/~rpeng/