dtoa vs sprintf vs Grisu3 algorithm - c++

What is the best way to render double precision numbers as strings in C++?
I ran across the article Here be dragons: advances in problems you didn’t even know you had which discusses printing floating point numbers.
I have been using sprintf. I don't understand why I would need to modify the code?

If you are happy with sprintf_s you shouldn't change. However if you need to format your output in a way that is not supported by your library, you might need to reimplement a specialized version of sprintf (with any of the known algorithms).
For example JavaScript has very precise requirements on how its numbers must be printed (see section 9.8.1 of the specification). The correct output can't be accomplished by simply calling sprintf. Indeed, Grisu has been developed to implement correct number-printing for a JavaScript compiler.
Grisu is also faster than sprintf, but unless floating-point printing is a bottleneck in your application this should not be a reason to switch to a different library.

Ahah !
The problem outlined in the article you give is that for some numbers, the computer displays something that is theoritically correct but not what we, humans, would have used.
For example, like the article says, 1.2999999... = 1.3, so if your result is 1.3, it's (quite) correct for the computer to display it as 1.299999999... But that's not what you would have seen...
Now the question is why does the computer do that ? The reason is the computer compute in base 2 (binary) and that we usually compute in base 10 (decimal). The results are the same (thanks god !) but the internal storage and the representation are not.
Some numbers looks nice when displayed in base 10, like 1.3 for example, but others don't, for example 1/3 = 0.333333333.... It's the same in base 2, some numbers "looks" nice in base 2 (usually when composed of fractions of 2) and other not. When the computer stores number internally, it may not be able to store it "exactly" and store the closest possible representation, even if the number looked "finite" in decimal. So yes, in this case, it "drifts" a little bit. If you do that again and again, you may lose precision. But there is no other way (unless using special math libs able to store fractions)
The problem arise when the computer tries to give you back in base 10 the number you gave it. Then the computer may gives you 1.299999 instead of the 1.3 you were expected.
That's also the reason why you should never compare floats with ==, <, >, but instead use the special functions islessgreater(a, b) isgreater(a, b) etc.
So the actual function you use (sprintf) is fine and as exact as it can, it gives you correct values, you just have to know that when dealing with floats, 1.2999999 at maximum precision is OK if you were expecting 1.3
Now if you want to "pretty print" those numbers to have the best "human" representation (base 10), you may want to use a special library, like your grisu3 which will try to undo the drift that may have happen and align the number to the closest base 10 representation.
Now the library cannot use a crystal ball and find what numbers were drifted or not, so it may happen that you really meant 1.2999999 at maximum precision as stored in the computer and the lib will "convert" it to 1.3... But it's not worse nor less precise than displaying 1.29999 instead of 1.3.
If you need a good readability, such lib will be useful. If not, it's just a waste of time.
Hope this help !

The best way to do this in any reasonable language is:
Use your language's runtime library. Don't ever roll your own. Even if you have the knowledge and curiosity to write it, you don't want to test it and you don't want to maintain it.
If you notice any misbehavior from the runtime library conversion, file a bug.
If these conversions are a measurable bottleneck for your program, don't try to make them faster. Instead, find a way to avoid doing them at all. Instead of storing numbers as strings, just store the floating-point data (after possibly controlling for endianness). If you need a string representation, use a hexadecimal floating-point format instead.
I don't mean to discourage you, or anyone. These are actually fascinating functions to work on, but they are also shocking complex, and trying to design good test coverage for any non-naive implementation is even more involved. Don't get started unless you're prepared to spend months thinking about the problem.

You might want to use something like Grisu (or a faster method) because it gives you the shortest decimal representation with round trip guarantee unlike sprintf which only takes a fixed precision. The good news is that C++20 includes std::format that gives you this by default. For example:
printf("%.*g", std::numeric_limits<double>::max_digits10, 0.3);
prints 0.29999999999999999 while
puts(fmt::format("{}", 0.3).c_str());
prints 0.3 (godbolt).
In the meantime you can use the {fmt} library, std::format is based on. {fmt} also provides the print function that makes this even easier and more efficient (godbolt):
fmt::print("{}", 0.3);
Disclaimer: I'm the author of {fmt} and C++20 std::format.

In C++ why aren't you using iostreams? You should probably be using cout for the console and ostringstream for string-oriented output (unless you have a very specific need to use a printf family method).
You shouldn't worry about formatting performance unless actual profiling shows that CPU is the bottleneck (compared to say I/O).

void outputdouble( ostringstream & oss, double d )
{
oss.precision( 5 );
oss << d;
}
http://www.cplusplus.com/reference/iostream/ostringstream/

Related

What is the standard way to maintain accuracy when dealing with incredibly precise floating point calculations in C++?

I'm in the process of converting a program to C++ from Scilab (similar to Matlab) and I'm required to maintain the same level of precision that is kept by the previous code.
Note: Although maintaining the same level of precision would be ideal. It's acceptable if there is some error with the finished result. The problem I'm facing (as I'll show below) is due to looping, so the calculation error compounds rather quickly. But if the final result is only a thousandth or so off (e.g. 1/1000 vs 1/1001) it won't be a problem.
I've briefly looked into a number of different ways to do this including:
GMP (A Multiple Precision
Arithmetic Library)
Using integers instead of floats (see example below)
Int vs Float Example: Instead of using the float 12.45, store it as an integer being 124,500. Then simply convert everything back when appropriate to do so. Note: I'm not exactly sure how this will work with the code I'm working with (more detail below).
An example of how my program is producing incorrect results:
for (int i = 0; i <= 1000; i++)
{
for (int j = 0; j <= 10000; j++)
{
// This calculation will be computed with less precision than in Scilab
float1 = (1.0 / 100000.0);
// The above error of float2 will become significant by the end of the loop
float2 = (float1 + float2);
}
}
My question is:
Is there a generally accepted way to go about retaining accuracy in floating point arithmetic OR will one of the above methods suffice?
Maintaining precision when porting code like this is very difficult to do. Not because the languages have implicitly different perspectives on what a float is, but because of what the different algorithms or assumptions of accuracy limits are. For example, when performing numerical integration in Scilab, it may use a Gaussian quadrature method. Whereas you might try using a trapezoidal method. The two may both be working on identical IEEE754 single-precision floating point numbers, but you will get different answers due to the convergence characteristics of the two algorithms. So how do you get around this?
Well, you can go through the Scilab source code and look at all of the algorithms it uses for each thing you need. You can then replicate these algorithms taking care of any pre- or post-conditioning of the data that Scilab implicitly does (if any at all). That's a lot of work. And, frankly, probably not the best way to spend your time. Rather, I would look into using the Interfacing with Other Languages section from the developer's documentation to see how you can call the Scilab functions directly from your C, C++, Java, or Fortran code.
Of course, with the second option, you have to consider how you are going to distribute your code (if you need to).Scilab has a GPL-compatible license, so you can just bundle it with your code. However, it is quite big (~180MB) and you may want to just bundle the pieces you need (e.g., you don't need the whole interpreter system). This is more work in a different way, but guarantees numerical-compatibility with your current Scilab solutions.
Is there a generally accepted way to go about retaining accuracy in floating
point arithmetic
"Generally accepted" is too broad, so no.
will one of the above methods suffice?
Yes. Particularly gmp seems to be a standard choice. I would also have a look at the Boost Multiprecision library.
A hand-coded integer approach can work as well, but is surely not the method of choice: it requires much more coding, and more severe a means to store and process aritrarily precise integers.
If your compiler supports it use BCD (Binary-coded decimal)
Sam
Well, another alternative if you use GCC compilers is to go with quadmath/__float128 types.

C/C++ fastest cmath log operation

I'm trying to calculate logab (and get a floating point back, not an integer). I was planning to do this as log(b)/log(a). Mathematically speaking, I can use any of the cmath log functions (base 2, e, or 10) to do this calculation; however, I will be running this calculation a lot during my program, so I was wondering if one of them is significantly faster than the others (or better yet, if there is a faster, but still simple, way to do this). If it matters, both a and b are integers.
First, precalculate 1.0/log(a) and multiply each log(b) by that expression instead.
Edit: I originally said that the natural logarithm (base e) would be fastest, but others state that base 2 is supported directly by the processor and would be fastest. I have no reason to doubt it.
Edit 2: I originally assumed that a was a constant, but in re-reading the question that is never stated. If so then there would be no benefit to precalculating. If it is however, you can maintain readability with an appropriate choice of variable names:
const double base_a = 1.0 / log(a);
for (int b = 0; b < bazillions; ++b)
double result = log(b) * base_a;
Strangely enough Microsoft doesn't supply a base 2 log function, which explains why I was unfamiliar with it. Also the x86 instruction for calculating logs includes a multiplication automatically, and the constants required for the different bases are also available via an optimized instruction, so I'd expect the 3 different log functions to have identical timing (even base 2 would have to multiply by 1).
Since b and a are integers, you can use all the glory of bit twiddling to find their logs to the base 2. Here are some:
Find the log base 2 of an integer with the MSB N set in O(N) operations (the obvious way)
Find the integer log base 2 of an integer with an 64-bit IEEE float
Find the log base 2 of an integer with a lookup table
Find the log base 2 of an N-bit integer in O(lg(N)) operations
Find the log base 2 of an N-bit integer in O(lg(N)) operations with multiply and lookup
I'll leave it to you to choose the best "fast-log" function for your needs.
On the platforms for which I have data, log2 is very slightly faster than the others, in line with my expectations. Note however, that the difference is extremely slight (only a couple percent). This is really not worth worrying about.
Write an implementation that is clear. Then measure the performance.
In the 8087 instruction set, there is only an instruction for the logarithm to base 2, so I would guess this one to be the fastest.
Of course this kind of question depends largely on your processor/architecture, so I would suggest to make a simple test and time it.
The answer is:
it depends
profile it
You don't even mention your CPU type, the variable type, the compiler flags, the data layout. If you need to do lot's of these in parallel, I'm sure there will be a SIMD option. Your compiler will optimize that as long as you use alignment and clear simple loops (or valarray if you like archaic approaches).
Chances are, the intel compiler has specific tricks for intel processors in this area.
If you really wanted you could use CUDA and leverage GPU.
I suppose, if you are unfortunate enough to lack these instruction sets you could go down at the bit fiddling level and write an algorithm that does a nice approximation. In this case, I can bet more than one apple-pie that 2-log is going to be faster than any other base-log

Retrofitting existing code with a floating point arbitrary precision C++ library, any chance of success?

Let say I have a snippet of code like this:
typedef double My_fp_t;
My_fp_t my_fun( My_fp_t input )
{
// some fp computation, it uses operator+, operator- and so on for type My_fp_t
}
My_fp_t input = 0.;
My_fp_t output = my_fun( input );
Is it possible to retrofit my existing code with a floating point arbitrary precision C++ library?
I would like to simple add #include <cpp_arbitrary_precision_fp>, change my typedef double My_fp_t; into typedef arbitrary_double_t My_fp_t; and let the operator overloading of C++ doing its job...
My main problem is that actually my code do NOT have the typedef :-( and so maybe my plan is doomed to failure.
Assuming that my code had the typedef, what other problems would I face?
This might be tough. I used a template approach in my PhD thesis code do deal with different numerical types. You might want to take a look at it to see the problems I encountered.
The thing is you are fine if all you do with your numbers is use the standard arithmetic operators. However, as soon as you use a square root or some other non operator function you need to create helper objects to detect your object's type (at compile time as it is too slow to do this at run time; see the boost metaprogramming library for help on that) and then call the correct function and return it as the correct type. It is all totally doable, but is likely to take longer than you think and will add considerably to the complexity of your code.
In my experience, (I was using GMP which must be the fastest arbitrary precision library available for C++) after all of the effort and complexity I had introduced, I found that GMP was just too slow for the sorts of computation that I was doing; so it was academically interesting, but practically useless. Before you start on this do some speed tests to see whether your library will still be usable if you use arbitrary precision arithmetic.
If the library defines a type that correctly overloads the operators you use, I don't see any problem...

How to store doubles in memory

Recently I changed some code
double d0, d1;
// ... assign things to d0/d1 ...
double result = f(d0, d1)
to
double d[2];
// ... assign things to d[0]/d[1]
double result = f(d[0], d[1]);
I did not change any of the assignments to d, nor the calculations in f, nor anything else apart from the fact that the doubles are now stored in a fixed-length array.
However when compiling in release mode, with optimizations on, result changed.
My question is, why, and what should I know about how I should store doubles? Is one way more efficient, or better, than the other? Are there memory alignment issues? I'm looking for any information that would help me understand what's going on.
EDIT: I will try to get some code demonstrating the problem, however this is quite hard as the process that these numbers go through is huge (a lot of maths, numerical solvers, etc.).
However there is no change when compiled in Debug. I will double check this again to make sure but this is almost certain, i.e. the double values are identical in Debug between version 1 and version 2.
Comparing Debug to Release, results have never ever been the same between the two compilation modes, for various optimization reasons.
You probably have a 'fast math' compiler switch turned on, or are doing something in the "assign things" (which we can't see) which allows the compiler to legally reorder calculations. Even though the sequences are equivalent, it's likely the optimizer is treating them differently, so you end up with slightly different code generation. If it's reordered, you end up with slight differences in the least significant bits. Such is life with floating point.
You can prevent this by not using 'fast math' (if that's turned on), or forcing ordering thru the way you construct the formulas and intermediate values. Even that's hard (impossible?) to guarantee. The question is really "Why is the compiler generating different code for arrays vs numbered variables?", but that's basically an analysis of the code generator.
no these are equivalent - you have something else wrong.
Check the /fp:precise flags (or equivalent) the processor floating point hardware can run in more accuracy or more speed mode - it may have a different default in an optimized build
With regard to floating-point semantics, these are equivalent. However, it is conceivable that the compiler might decide to generate slightly different code sequences for the two, and that could result in differences in the result.
Can you post a complete code example that illustrates the difference? Without that to go on, anything anyone posts as an answer is just speculation.
To your concerns: memory alignment cannot effect the value of a double, and a compiler should be able to generate equivalent code for either example, so you don't need to worry that you're doing something wrong (at least, not in the limited example you posted).
The first way is more efficient, in a very theoretical way. It gives the compiler slightly more leeway in assigning stack slots and registers. In the second example, the compiler has to pick 2 consecutive slots - except of course if the compiler is smart enough to realize that you'd never notice.
It's quite possible that the double[2] causes the array to be allocated as two adjacent stack slots where it wasn't before, and that in turn can cause code reordering to improve memory access efficiency. IEEE754 floating point math doesn't obey the regular math rules, i.e. a+b+c != c+b+a

Any better alternatives for getting the digits of a number? (C++)

I know that you can get the digits of a number using modulus and division. The following is how I've done it in the past: (Psuedocode so as to make students reading this do some work for their homework assignment):
int pointer getDigits(int number)
initialize int pointer to array of some size
initialize int i to zero
while number is greater than zero
store result of number mod 10 in array at index i
divide number by 10 and store result in number
increment i
return int pointer
Anyway, I was wondering if there is a better, more efficient way to accomplish this task? If not, is there any alternative methods for this task, avoiding the use of strings? C-style or otherwise?
Thanks. I ask because I'm going to be wanting to do this in a personal project of mine, and I would like to do it as efficiently as possible.
Any help and/or insight is greatly appreciated.
The time it takes to extract the digits will be dwarfed by the time required to dynamically allocate the array. Consider returning the result in a struct:
struct extracted_digits
{
int number_of_digits;
char digits[12];
};
You'll want to pick a suitable value for the maximum number of digits (12 here, which is enough for a 32-bit integer). Alternatively, you could return a std::array<char, 12> and encode the terminal by using an invalid value (so, after the last value, store a 10 or something else that isn't a digit).
Depending on whether you want to handle negative values, you'll also have to decide how to report the unary minus (-).
Unless you want the representation of the number in a base that's a power of 2, that's about the only way to do it.
Smacks of premature optimisation. If profiling proves it matters, then be sure to compare your algo to itoa - internally it may use some CPU instructions that you don't have explicit access to from C++, and which your compiler's optimiser may not be clever enough to employ (e.g. AAM, which divs while saving the mod result). Experiment (and benchmark) coding the assembler yourself. You might dig around for assembly implementations of ITOA (which isn't identical to what you're asking for, but might suggest the optimal CPU instructions).
By "avoiding the use of strings", I'm going to assume you're doing this because a string-only representation is pretty inefficient if you want an integer value.
To that end, I'm going to suggest a slightly unorthodox approach which may be suitable. Don't store them in one form, store them in both. The code below is in C - it will work in C++ but you may want to consider using c++ equivalents - the idea behind it doesn't change however.
By "storing both forms", I mean you can have a structure like:
typedef struct {
int ival;
char sval[sizeof("-2147483648")]; // enough for 32-bits
int dirtyS;
} tIntStr;
and pass around this structure (or its address) rather than the integer itself.
By having macros or inline functions like:
inline void intstrSetI (tIntStr *is, int ival) {
is->ival = i;
is->dirtyS = 1;
}
inline char *intstrGetS (tIntStr *is) {
if (is->dirtyS) {
sprintf (is->sval, "%d", is->ival);
is->dirtyS = 0;
}
return is->sval;
}
Then, to set the value, you would use:
tIntStr is;
intstrSetI (&is, 42);
And whenever you wanted the string representation:
printf ("%s\n" intstrGetS(&is));
fprintf (logFile, "%s\n" intstrGetS(&is));
This has the advantage of calculating the string representation only when needed (the fprintf above would not have to recalculate the string representation and the printf only if it was dirty).
This is a similar trick I use in SQL with using precomputed columns and triggers. The idea there is that you only perform calculations when needed. So an extra column to hold the indexed lowercased last name along with an insert/update trigger to calculate it, is usually a lot more efficient than select lower(non_lowercased_last_name). That's because it amortises the cost of the calculation (done at write time) across all reads.
In that sense, there's little advantage if your code profile is set-int/use-string/set-int/use-string.... But, if it's set-int/use-string/use-string/use-string/use-string..., you'll get a performance boost.
Granted this has a cost, at the bare minimum extra storage required, but most performance issues boil down to a space/time trade-off.
And, if you really want to avoid strings, you can still use the same method (calculate only when needed), it's just that the calculation (and structure) will be different.
As an aside: you may well want to use the library functions to do this rather than handcrafting your own code. Library functions will normally be heavily optimised, possibly more so than your compiler can make from your code (although that's not guaranteed of course).
It's also likely that an itoa, if you have one, will probably outperform sprintf("%d") as well, given its limited use case. You should, however, measure, not guess! Not just in terms of the library functions, but also this entire solution (and the others).
It's fairly trivial to see that a base-100 solution could work as well, using the "digits" 00-99. In each iteration, you'd do a %100 to produce such a digit pair, thus halving the number of steps. The tradeoff is that your digit table is now 200 bytes instead of 10. Still, it easily fits in L1 cache (obviously, this only applies if you're converting a lot of numbers, but otherwise efficientcy is moot anyway). Also, you might end up with a leading zero, as in "0128".
Yes, there is a more efficient way, but not portable, though. Intel's FPU has a special BCD format numbers. So, all you have to do is just to call the correspondent assembler instruction that converts ST(0) to BCD format and stores the result in memory. The instruction name is FBSTP.
Mathematically speaking, the number of decimal digits of an integer is 1+int(log10(abs(a)+1))+(a<0);.
You will not use strings but go through floating points and the log functions. If your platform has whatever type of FP accelerator (every PC or similar has) that will not be a big deal ,and will beat whatever "sting based" algorithm (that is noting more than an iterative divide by ten and count)