Safe addition

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Task
Safe addition
You are encouraged to solve this task according to the task description, using any language you may know.

Implementation of interval arithmetic and more generally fuzzy number arithmetic require operations that yield safe upper and lower bounds of the exact result. For example, for an addition, it is the operations +↑ and +↓ defined as: a +↓ ba + ba +↑ b. Additionally it is desired that the width of the interval (a +↑ b) - (a +↓ b) would be about the machine epsilon after removing the exponent part.

Differently to the standard floating-point arithmetic, safe interval arithmetic is accurate (but still imprecise). I.e. the result of each defined operation contains (though does not identify) the exact mathematical outcome.

Usually a FPU's have machine +,-,*,/ operations accurate within the machine precision. To illustrate it, let us consider a machine with decimal floating-point arithmetic that has the precision is 3 decimal points. If the result of the machine addition is 1.23, then the exact mathematical result is within the interval ]1.22, 1.24[. When the machine rounds towards zero, then the exact result is within [1.23,1.24[. This is the basis for an implementation of safe addition.

Contents

[edit] Task

Show how +↓ and +↑ can be implemented in your language using the standard floating-point type. Define an interval type based on the standard floating-point one, and implement an interval-valued addition of two floating-point numbers considering them exact, in short an operation that yields the interval [a +↓ b, a +↑ b].

[edit] Ada

An interval type based on Float:

type Interval is record
Lower : Float;
Upper : Float;
end record;

Implementation of safe addition:

function "+" (A, B : Float) return Interval is
Result : constant Float := A + B;
begin
if Result < 0.0 then
if Float'Machine_Rounds then
return (Float'Adjacent (Result, Float'First), Float'Adjacent (Result, 0.0));
else
return (Float'Adjacent (Result, Float'First), Result);
end if;
elsif Result > 0.0 then
if Float'Machine_Rounds then
return (Float'Adjacent (Result, 0.0), Float'Adjacent (Result, Float'Last));
else
return (Result, Float'Adjacent (Result, Float'Last));
end if;
else -- Underflow
return (Float'Adjacent (0.0, Float'First), Float'Adjacent (0.0, Float'Last));
end if;
end "+";

The implementation uses the attribute T'Machine_Rounds to determine if rounding is performed on inexact results. If the machine rounds a symmetric interval around the result is used. When the machine does not round, it truncates. Truncating is rounding towards zero. In this case the implementation is twice better (in terms of the result interval width), because depending on its sign, the outcome of addition can be taken for either of the bounds. Unfortunately most of modern processors are rounding.

Test program:

with Ada.Text_IO;  use Ada.Text_IO;
procedure Test_Interval_Addition is
-- Definitions from above
procedure Put (I : Interval) is
begin
Put (Long_Float'Image (Long_Float (I.Lower)) & "," & Long_Float'Image (Long_Float (I.Upper)));
end Put;
begin
Put (1.14 + 2000.0);
end Test_Interval_Addition;

Sample output:

 2.00113989257813E+03, 2.00114013671875E+03

[edit] AutoHotkey

Msgbox % IntervalAdd(1,2) ; [2.999999,3.000001]
 
SetFormat, FloatFast, 0.20
Msgbox % IntervalAdd(1,2) ; [2.99999999999999910000,3.00000000000000090000]
 
;In v1.0.48+, floating point variables have about 15 digits of precision internally
;unless SetFormat Float (i.e. the slow mode) is present anywhere in the script.
;In that case, the stored precision of floating point numbers is determined by A_FormatFloat.
;As there is no way for this function to know whether this is the case or not,
;it conservatively uses A_FormatFloat in all cases.
IntervalAdd(a,b){
err:=0.1**(SubStr(A_FormatFloat,3) > 15 ? 15 : SubStr(A_FormatFloat,3))
Return "[" a+b-err ","a+b+err "]"
}


[edit] C

Most systems use the IEEE floating-point numbers. These systems have four rounding modes.

  • Round toward zero.
  • Round down (toward -infinity).
  • Round to nearest.
  • Round up (toward +infinity).

If one can change the rounding mode, then [a + b rounded down, a + b rounded up] solves the task. C99 provides a standard way, through <fenv.h>, to change the rounding mode, but not every system has <fenv.h>. Microsoft has _controlfp(). Some Unix clones, like OpenBSD, have fpsetround().

An optimizing compiler might break the code. (For example, it might calculate a + b only one time.) To prevent such optimizations, we declare our floating-point numbers as volatile. This forces the compiler to calculate a + b two times, between the correct function calls.

[edit] C99 with fesetround()

#include <fenv.h>	/* fegetround(), fesetround() */
#include <stdio.h> /* printf() */
 
/*
* Calculates an interval for a + b.
* interval[0] <= a + b
* a + b <= interval[1]
*/

void
safe_add(volatile double interval[2], volatile double a, volatile double b)
{
#pragma STDC FENV_ACCESS ON
unsigned int orig;
 
orig = fegetround();
fesetround(FE_DOWNWARD); /* round to -infinity */
interval[0] = a + b;
fesetround(FE_UPWARD); /* round to +infinity */
interval[1] = a + b;
fesetround(orig);
}
 
int
main()
{
const double nums[][2] = {
{1, 2},
{0.1, 0.2},
{1e100, 1e-100},
{1e308, 1e308},
};
double ival[2];
int i;
 
for (i = 0; i < sizeof(nums) / sizeof(nums[0]); i++) {
/*
* Calculate nums[i][0] + nums[i][1].
*/

safe_add(ival, nums[i][0], nums[i][1]);
 
/*
* Print the result. %.17g gives the best output.
* %.16g or plain %g gives not enough digits.
*/

printf("%.17g + %.17g =\n", nums[i][0], nums[i][1]);
printf(" [%.17g, %.17g]\n", ival[0], ival[1]);
printf(" size %.17g\n\n", ival[1] - ival[0]);
}
return 0;
}

Output:

1 + 2 =
    [3, 3]
    size 0

0.10000000000000001 + 0.20000000000000001 =
    [0.29999999999999999, 0.30000000000000004]
    size 5.5511151231257827e-17

1e+100 + 1e-100 =
    [1e+100, 1.0000000000000002e+100]
    size 1.9426688922257291e+84

1e+308 + 1e+308 =
    [1.7976931348623157e+308, inf]
    size inf

[edit] _controlfp()

Works with: MinGW
#include <float.h>	/* _controlfp() */
#include <stdio.h> /* printf() */
 
/*
* Calculates an interval for a + b.
* interval[0] <= a + b
* a + b <= interval[1]
*/

void
safe_add(volatile double interval[2], volatile double a, volatile double b)
{
unsigned int orig;
 
orig = _controlfp(0, 0);
_controlfp(_RC_DOWN, _MCW_RC); /* round to -infinity */
interval[0] = a + b;
_controlfp(_RC_UP, _MCW_RC); /* round to +infinity */
interval[1] = a + b;
_controlfp(orig, _MCW_RC);
}
 
int
main()
{
const double nums[][2] = {
{1, 2},
{0.1, 0.2},
{1e100, 1e-100},
{1e308, 1e308},
};
double ival[2];
int i;
 
for (i = 0; i < sizeof(nums) / sizeof(nums[0]); i++) {
/*
* Calculate nums[i][0] + nums[i][1].
*/

safe_add(ival, nums[i][0], nums[i][1]);
 
/*
* Print the result. %.17g gives the best output.
* %.16g or plain %g gives not enough digits.
*/

printf("%.17g + %.17g =\n", nums[i][0], nums[i][1]);
printf(" [%.17g, %.17g]\n", ival[0], ival[1]);
printf(" size %.17g\n\n", ival[1] - ival[0]);
}
return 0;
}

[edit] fpsetround()

Works with: OpenBSD version 4.8/amd64
#include <ieeefp.h>	/* fpsetround() */
#include <stdio.h> /* printf() */
 
/*
* Calculates an interval for a + b.
* interval[0] <= a + b
* a + b <= interval[1]
*/

void
safe_add(volatile double interval[2], volatile double a, volatile double b)
{
fp_rnd orig;
 
orig = fpsetround(FP_RM); /* round to -infinity */
interval[0] = a + b;
fpsetround(FP_RP); /* round to +infinity */
interval[1] = a + b;
fpsetround(orig);
}
 
int
main()
{
const double nums[][2] = {
{1, 2},
{0.1, 0.2},
{1e100, 1e-100},
{1e308, 1e308},
};
double ival[2];
int i;
 
for (i = 0; i < sizeof(nums) / sizeof(nums[0]); i++) {
/*
* Calculate nums[i][0] + nums[i][1].
*/

safe_add(ival, nums[i][0], nums[i][1]);
 
/*
* Print the result. With OpenBSD libc, %.17g gives
* the best output; %.16g or plain %g gives not enough
* digits.
*/

printf("%.17g + %.17g =\n", nums[i][0], nums[i][1]);
printf(" [%.17g, %.17g]\n", ival[0], ival[1]);
printf(" size %.17g\n\n", ival[1] - ival[0]);
}
return 0;
}
Output from OpenBSD:
1 + 2 =
    [3, 3]
    size 0

0.10000000000000001 + 0.20000000000000001 =
    [0.29999999999999999, 0.30000000000000004]
    size 5.5511151231257827e-17

1e+100 + 1e-100 =
    [1e+100, 1.0000000000000002e+100]
    size 1.9426688922257291e+84

1e+308 + 1e+308 =
    [1.7976931348623157e+308, inf]
    size inf

[edit] E

[Note: this task has not yet had attention from a floating-point expert.]

In E, operators are defined on the left object involved (they have to be somewhere, as global definitions violate capability principles); this implies that I can't define + such that aFloat + anotherFloat yields an Interval. Instead, I shall define an Interval with its +, but restrict + (for the sake of this example) to intervals containing only one number.

(E has a built-in numeric interval type as well, but it is always closed-open rather than closed-closed and so would be particularly confusing for this task.)

E currently inherits Java's choices of IEEE floating point behavior, including round to nearest. Therefore, as in the Ada example, given ignorance of the actual direction of rounding, we must take one step away in both directions to get a correct interval.

def makeInterval(a :float64, b :float64) {
require(a <= b)
def interval {
to least() { return a }
to greatest() { return b }
to __printOn(out) {
out.print("[", a, ", ", b, "]")
}
to add(other) {
require(a <=> b)
require(other.least() <=> other.greatest())
def result := a + other.least()
return makeInterval(result.previous(), result.next())
}
}
return interval
}
? makeInterval(1.14, 1.14) + makeInterval(2000.0, 2000.0)
# value: [2001.1399999999999, 2001.1400000000003]

E provides only 64-bit "double precision" floats, and always prints them with sufficient decimal places to reproduce the original floating point number exactly.

[edit] Go

Translation of: Tcl
package main
 
import (
"fmt"
"math"
)
 
// type requested by task
type interval struct {
lower, upper float64
}
 
// a constructor
func stepAway(x float64) interval {
return interval {
math.Nextafter(x, math.Inf(-1)),
math.Nextafter(x, math.Inf(1))}
}
 
// function requested by task
func safeAdd(a, b float64) interval {
return stepAway(a + b)
 
}
 
// example
func main() {
a, b := 1.2, .03
fmt.Println(a, b, safeAdd(a, b))
}

Output:

1.2 0.03 {1.2299999999999998 1.2300000000000002}

[edit] J

J uses 64 bit IEEE floating points, providing 53 binary digits of accuracy.

   err =. 2^ 53-~ 2 <.@^. |   NB. get the size of one-half unit in the last place
safeadd =. + (-,+) +&err
0j15": 1.14 safeadd 2000.0 NB. print with 15 digits after the decimal
2001.139999999999873 2001.140000000000327

[edit] Mathematica

When you use //N to get a numerical result, Mathematica does what a standard calculator would do: it gives you a result to a fixed number of significant figures. You can also tell Mathematica exactly how many significant figures to keep in a particular calculation. This allows you to get numerical results in Mathematica to any degree of precision.

[edit] PicoLisp

PicoLisp uses scaled integer arithmetic, with unlimited precision, for all operations on real numbers. For that reason addition and subtraction are always exact. Multiplication is also exact (unless the result is explicitly scaled by the user), and division in combination with the remainder.

[edit] Python

Python doesn't include a module that returns an interval for safe addition, however, it does include a routine for performing additions of floating point numbers whilst preserving precision:

>>> sum([.1, .1, .1, .1, .1, .1, .1, .1, .1, .1])
0.9999999999999999
>>> from math import fsum
>>> fsum([.1, .1, .1, .1, .1, .1, .1, .1, .1, .1])
1.0

[edit] Racket

 
#lang racket
 
;; 1. Racket has exact unlimited integers and fractions, which can be
;; used to perform exact operations. For example, given an inexact
;; flonum, we can convert it to an exact fraction and work with that:
(define (exact+ x y)
(+ (inexact->exact x) (inexact->exact y)))
;; (A variant of this would be to keep all numbers exact, so the default
;; operations never get to inexact numbers)
 
;; 2. We can implement the required operation using a bunch of
;; functionality provided by the math library, for example, use
;; `flnext' and `flprev' to get the surrounding numbers for both
;; inputs and use them to produce the resulting interval:
(require math)
(define (interval+ x y)
(cons (+ (flprev x) (flprev y)) (+ (flnext x) (flnext y))))
(interval+ 1.14 2000.0) ; -> '(2001.1399999999999 . 2001.1400000000003)
;; (Note: I'm not a numeric expert in any way, so there must be room for
;; improvement here...)
 
;; 3. Yet another option is to use the math library's bigfloats, with an
;; arbitrary precision:
(bf-precision 1024) ; 1024 bit floats
;; add two numbers, specified as strings to avoid rounding of number
;; literals
(bf+ (bf "1.14") (bf "2000.0"))
 

[edit] REXX

REXX can solve the safe addition problem by simply increasing the   NUMERIC DIGITS   (a REXX statement).

There is effectively no limit to the number of digits, but it is constrained by how much virtual memory is (or can be) allocated.
Eight million digits seems about a practical high end, however.

numeric digits 1000      /*defines precision to be 1000 digits.  */
 
y=digits() /*sets Y to existing number of digits.*/
 
numeric digits digits()+digits()%10 /*increase digits by 10%.*/

[edit] Ruby

The Float class provides no way to change the rounding mode. We instead use the BigDecimal class from the standard library. BigDecimal is a floating-point number of radix 10 with arbitrary precision.

When adding BigDecimal values, a + b is always safe. This example uses a.add(b, prec), which is not safe because it rounds to prec digits. This example computes a safe interval by rounding to both floor and ceiling.

require 'bigdecimal'
require 'bigdecimal/util' # String#to_d
 
def safe_add(a, b, prec)
a, b = a.to_d, b.to_d
rm = BigDecimal::ROUND_MODE
orig = BigDecimal.mode(rm)
 
BigDecimal.mode(rm, BigDecimal::ROUND_FLOOR)
low = a.add(b, prec)
 
BigDecimal.mode(rm, BigDecimal::ROUND_CEILING)
high = a.add(b, prec)
 
BigDecimal.mode(rm, orig)
low..high
end
 
[["1", "2"],
["0.1", "0.2"],
["0.1", "0.00002"],
["0.1", "-0.00002"],
].each { |a, b| puts "#{a} + #{b} = #{safe_add(a, b, 3)}" }
Output:
1 + 2 = 0.3E1..0.3E1
0.1 + 0.2 = 0.3E0..0.3E0
0.1 + 0.00002 = 0.1E0..0.101E0
0.1 + -0.00002 = 0.999E-1..0.1E0

[edit] Tcl

Tcl's floating point handling is done using IEEE double-precision floating point with the default rounding mode (i.e., to nearest representable value). This means that it is necessary to step away from the computed value slightly in both directions in order to compute a safe range. However, Tcl doesn't expose the nextafter function from math.h by default (necessary to do this right), so a little extra magic is needed.

Library: critcl
package require critcl
package provide stepaway 1.0
critcl::ccode {
#include <math.h>
#include <float.h>
}
critcl::cproc stepup {double value} double {
return nextafter(value, DBL_MAX);
}
critcl::cproc stepdown {double value} double {
return nextafter(value, -DBL_MAX);
}

With that package it's then trivial to define a "safe addition" that returns an interval as a list (lower bound, upper bound).

package require stepaway
proc safe+ {a b} {
set val [expr {double($a) + $b}]
return [list [stepdown $val] [stepup $val]]
}
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