[R] rounding down with as.integer
Duncan Murdoch
murdoch.duncan at gmail.com
Thu Jan 1 20:06:01 CET 2015
On 01/01/2015 1:21 PM, Mike Miller wrote:
> On Thu, 1 Jan 2015, Duncan Murdoch wrote:
>
>> On 31/12/2014 8:44 PM, David Winsemius wrote:
>>>
>>> On Dec 31, 2014, at 3:24 PM, Mike Miller wrote:
>>>
>>>> This is probably a FAQ, and I don't really have a question about it, but I just ran across this in something I was working on:
>>>>
>>>>> as.integer(1000*1.003)
>>>> [1] 1002
>>>>
>>>> I didn't expect it, but maybe I should have. I guess it's about the machine precision added to the fact that as.integer always rounds down:
>>>>
>>>>
>>>>> as.integer(1000*1.003 + 255 * .Machine$double.eps)
>>>> [1] 1002
>>>>
>>>>> as.integer(1000*1.003 + 256 * .Machine$double.eps)
>>>> [1] 1003
>>>>
>>>>
>>>> This does it right...
>>>>
>>>>> as.integer( round( 1000*1.003 ) )
>>>> [1] 1003
>>>>
>>>> ...but this seems to always give the same answer and it is a little faster in my application:
>>>>
>>>>> as.integer( 1000*1.003 + .1 )
>>>> [1] 1003
>>>>
>>>>
>>>> FYI - I'm reading in a long vector of numbers from a text file with no more than three digits to the right of the decimal. I'm converting them to integers and saving them in binary format.
>>>>
>>>
>>> So just add 0.0001 or even .0000001 to all of them and coerce to integer.
>>
>> I don't think the original problem was stated clearly, so I'm not sure
>> whether this is a solution, but it looks wrong to me. If you want to
>> round to the nearest integer, why not use round() (without the
>> as.integer afterwards)? Or if you really do want an integer, why add
>> 0.1 or 0.0001, why not add 0.5 before calling as.integer()? This is the
>> classical way to implement round().
>>
>> To state the problem clearly, I'd like to know what result is expected
>> for any real number x. Since R's numeric type only approximates the
>> real numbers we might not be able to get a perfect match, but at least
>> we could quantify how close we get. Or is the input really character
>> data? The original post mentioned reading numbers from a text file.
>
>
> Maybe you'd like to know what I'm really doing. I have 1600 text files
> each with up to 16,000 lines with 3100 numbers per line, delimited by a
> single space. The numbers are between 0 and 2, inclusive, and they have
> up to three digits to the right of the decimal. Every possible value in
> that range will occur in the data. Some examples numbers: 0 1 2 0.325
> 1.12 1.9. I want to multiply by 1000 and store them as 16-bit integers
> (uint16).
>
> I've been reading in the data like so:
>
>> data <- scan( file=FILE, what=double(), nmax=3100*16000)
>
> At first I tried making the integers like so:
>
>> ptm <- proc.time() ; ints <- as.integer( 1000 * data ) ; proc.time()-ptm
> user system elapsed
> 0.187 0.387 0.574
>
> I decided I should compare with the result I got using round():
>
>> ptm <- proc.time() ; ints2 <- as.integer( round( 1000 * data ) ) ; proc.time()-ptm
> user system elapsed
> 1.595 0.757 2.352
>
> It is a curious fact that only a few of the values from 0 to 2000 disagree
> between the two methods:
>
>> table( ints2[ ints2 != ints ] )
>
> 1001 1003 1005 1007 1009 1011 1013 1015 1017 1019 1021 1023
> 35651 27020 15993 11505 8967 7549 6885 6064 5512 4828 4533 4112
>
> I understand that it's all about the problem of representing digital
> numbers in binary, but I still find some of the results a little
> surprising, like that list of numbers from the table() output. For
> another example:
>
>> 1000+3 - 1000*(1+3/1000)
> [1] 1.136868e-13
>
>> 3 - 1000*(0+3/1000)
> [1] 0
>
>> 2000+3 - 1000*(2+3/1000)
> [1] 0
>
> See what I mean? So there is something special about the numbers around
> 1000.
I think it's really that there is something special about the numbers
near 1, and you're multiplying that by 1000.
Numbers from 1 to just below 2 are stored as their fractional part, with
52 bit precision. Some intermediate calculations will store them with
64 bit precision. 52 bits gives about 15 or 16 decimal places.
If your number x is close to 3/1000, it is stored as the fractional part
of 2^9 * x. This gives it an extra 2 or 3 decimal digits of precision,
so that's why these values are accurate.
If your number x is close to 2.003, it is stored as the fractional part
of x/2, i.e. with errors like 1.0015 would have. So I would have
guessed that 2.006 would have the same problems as 1.003, but I thought
you didn't see that. So I tried it myself, and I do see that:
> 1000+3 - 1000*(1+3/1000)
[1] 1.136868e-13
> 2000+6 - 1000*(2+6/1000)
[1] 2.273737e-13
Reading more closely, I see that you didn't test this particular case,
so there's no contradiction here.
The one thing I couldn't think of an explanation for is why other
numbers between 1 and 2 don't have the same sorts of problems. So I
tried the following:
# Set data to 1.000 thru 1.999
data <- 1 + 0:999/1000
# Find the errors
errors <- 1000 + 0:999 - 1000*data
# Plot them
plot(data, errors)
The plot doesn't show a uniform distribution, but much more uniform than
yours: so I think your data doesn't really cover all possible values
from 0.000 to 1.999. (I get a similar plot if I look at cases where
ints != ints2 with my data.)
Duncan Murdoch
>
> Back to the quesion at hand: I can avoid use of round() and speed things
> up a little bit by just adding a small number after multiplying by 1000:
>
>> ptm <- proc.time() ; R3 <- as.integer( 1000 * data + .1 ) ; proc.time()-ptm
> user system elapsed
> 0.224 0.594 0.818
>
> You point out that adding .5 makes sense. That is probably a better idea
> and I should take that approach under most conditions, but in this case we
> can add anything between 2e-13 and about 0.99999999999 and always get the
> same answer. We also have to remember that if a number might be negative
> (not a problem for me in this application), we need to subtract 0.5
> instead of adding it.
>
> Anyway, right now this is what I'm actually doing:
>
>> con <- file( paste0(FILE, ".uint16"), "wb" )
>> ptm <- proc.time() ; writeBin( as.integer( 1000 * scan( file=FILE, what=double(), nmax=3100*16000 ) + .1 ), con, size=2 ) ; proc.time()-ptm
> Read 48013406 items
> user system elapsed
> 10.263 0.733 10.991
>> close(con)
>
> By the way, writeBin() is something that I learned about here, from you,
> Duncan. Thanks for that, too.
>
> Mike
>
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