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Re: Uniform partition of an interval


From: Dirk Laurie
Subject: Re: Uniform partition of an interval
Date: Thu, 18 May 2000 10:18:00 +0200 (SAST)

On Wed, 17 May 2000, John W. Eaton wrote:

> On 17-May-2000, address@hidden <address@hidden> wrote:
> 
> | Hello! 
> | 
> | What is the MAIN reason that 1.8:0.05:1.9 produces [1.8000 1.8500]
> | and not [1.8000 1.8500 1.9000]? 
> | I am using 2.0.14 version of Octave. 
> | Thank you for your answer. 
> | Best regards,
> | Emil Zagar
> 
> I'd guess that the MAIN reason is that there is a bug in the way
> Octave is trying (very hard) to compute the correct number of elements
> for ranges.  If you're in a debugging mood, the code to look at is in
> the Range::nelem_internal and related functions in liboctave/Range.cc.
> 
> jwe

It is obscene to write code that intimately explores the delicate secrets 
of floating-point arithmetic on a particular implementation.  The decent
programmer uses the colon range operator only on integers, or in cases
where the total range is not close to a multiple of the step size.
I.e. '1.8+(0:2)*0.05' or '1.8:0.05:1.91'.

But we live in an age where seemliness is not part of the popular ethos,
and people will write things like 'y=1.8:0.05:1.9'.  We should agree what
that should do.  Intuitively one feels that a:h:b with h>0 should be 
equivalent to:
  y=[]; x=a;
  while x<=b, y=[y x]; x += h; end
And indeed, if I run the above in Octave on my i686 machine, I get
[1.8000 1.8500].  Yet it is unsatisfactory, because with pencil and
paper, or on a decimal machine, or on some binary machines, I would have
got [1.8000 1.8500 1.9000].

One can get round the problem by saying it should be equivalent to:
  r=(b-a)/h; n=round(r);
  if h*abs(n-r)>max(a,b)*eps, n=floor(r); end
  y=a+h*(0:n);

But doing so would treat one case of a pervasive problem: the 
non-intuitiveness of floating-point comparison.  A good cure should work
in other places too.

I think Octave should borrow an idea from the grandfather of interactive
matrix languages, namely APL.  This language has a built-in variable which
in Octave we would call 'comparison_tolerance'.  Then we could write:

> comparison_tolerance = 0;
> 1.8+0.1 == 1.9
ans = 0
> 1.8:0.05:1.9
ans =
  1.8000  1.8500 
> comparison_tolerance = eps;
> 1.8+0.1 == 1.9
ans = 1
> 1.8:0.05:1.9
ans =
  1.8000  1.8500  1.9000

There should also be a built-in variable 'absolute_comparison'.  The
definition of comparison operators would be e.g.:

  if absolute_comparison,
    equal = x+eps>=y && y+eps>=x;
  else
    equal = x*+eps*abs(x)>=y && y+eps*abs(y)>=x;
  end

Just imagine this:
> n=5;
> comparison_tolerance = eps*n;
> absolute_comparison = 1;
> A=rand(n); A*inv(A)==eye(n)
ans = 
  1 1 1 1 1
  1 1 1 1 1
  1 1 1 1 1
  1 1 1 1 1
  1 1 1 1 1

The overheads to someone not requiring tolerant comparison would 
be minimal: test a boolean variable equal to comparison_tolerance>0 
before making the floating-point comparison.

The APL implementation with which I worked had only relative comparison,
and restricted comparison_tolerance to be in the range 2^(-53) to 2^(-24),
obviously in order to allow efficient implementation on that machine.

Dirk Laurie



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