Incorrect values for double calculation - vb.net

I am doing a simple calculation in VB.Net, following is the code.
Dim total As String = "192.04"
Dim paid As String = "200"
Dim change As String = "7.96"
'//This prints -7.99360577730113E-15 (Incorrect)
MsgBox((CDbl(total) - CDbl(paid)) + CDbl(change))
The answer I expect from this calculation is 0 but I get -7.99360577730113E-15. I don't know the exact reason for this, I couldn't quite understand the reason explained on MSDN. Any clarification would be really helpful.
And I did a Math.Round to 2 decimal places & the problem was solved, therefore do I need to use Math.Round everywhere I do a calculation with decimals ?

That's because of how double (or floating point numbers in general) is represented in memory. You should use decimal for financial calculations instead of double:
double total = 192.04;
double paid = 200;
double change = 7.96;
double result = (total - paid) + change; // -7.99360577730113E-15
decimal total = 192.04m;
decimal paid = 200m;
decimal change = 7.96m;
decimal result = (total - paid) + change; // 0.00
I know it's C#, but you should see the difference anyway.
You can use Decimal.Parse to get a decimal from string:
Dim total As String = "192.04"
Dim paid As String = "200"
Dim change As String = "7.96"
MsgBox((Decimal.Parse(total) - Decimal.Parse(paid)) + Decimal.Parse(change))

This precision error is due to the way floating point numbers work in computers (more specifically the IEEE standard, see WikiPedia). In short, floating point numbers are stored as "binary numbers with decimal points" then raised to some power of 2. Therefore it cannot store exact decimal digits. This problem is common to all programming languages and not just .NET alone.
To overcome this problem, the Decimal type is used when calculating payments that require base 10 precision. Outside of .NET, almost all modern programming environments also provide this variable type.

Related

Convert.ToSingle() from double in vb.net returns wrong value

Here is my question :
If we have the following value
0.59144706948010461
and we try to convert it to Single we receive the next value:
0.591447055
As you can see this is not that we should receive. Could you please explain how does this value get created and how can I avoid this situation?
Thank you!
As you can see this is not that we should receive.
Why not? I strongly suspect that's the closest Single value to the Double you've given.
From the documentation for Single, having fixed the typo:
All floating-point numbers have a limited number of significant digits, which also determines how accurately a floating-point value approximates a real number. A Single value has up to 7 decimal digits of precision, although a maximum of 9 digits is maintained internally.
Your Double value is 0.5914471 when limited to 7 significant digits - and so is the Single value you're getting. Your original Double value isn't exactly 0.59144706948010461 either... the exact values of the Double and Single values are:
Double: 0.5914470694801046146693579430575482547283172607421875
Single: 0.591447055339813232421875
It's important that you understand a bit about how binary floating point works - see my articles on binary floating point and decimal floating point for more background.
When converting from double to float you're also rounding. The result should be the single-precision number that is closest to the number you are rounding.
That is exactly what you're getting here.
Floating-point numbers between 0.5 and 1 are of the form n / 2^24 where n is between 2^23 and 2^24.
0.59144706948010461... = 9922835.23723472274456576... / 2^24
so the closest single-precision floating-point number is
9922835 / 2^24 = 0.5914470553...

Precise Multiplication

first post!
I have a problem with a program that i'm writing for a numerical simulation and I have a problem with the multiplication. Basically, I am trying to calculate:
result1 = (a + b)*c
and this loops thousands of times. I need to expand this code to be
result2 = a*c + b*c
However, when I do that I start to get significant errors in my results. I used a high precision library, which did improve things, but the simulation ran horribly slow (the simulation took 50 times longer) and it really isn't a practical solution. From this I realised that it isn't really the precision of the variables a, b, & c that is hurting me, but something in the way the multiplication is done.
My question is: how can I multiply out these brackets in way so that result1 = result2?
Thanks.
SOLVED!!!!!!!!!
It was a problem with the addition. So i reordered the terms and applied Kahan addition by writing the following piece of code:
double Modelsimple::sum(double a, double b, double c, double d) {
//reorder the variables in order from smallest to greatest
double tempone = (a<b?a:b);
double temptwo = (c<d?c:d);
double tempthree = (a>b?a:b);
double tempfour = (c>d?c:d);
double one = (tempone<temptwo?tempone:temptwo);
double four = (tempthree>tempfour?tempthree:tempfour);
double tempfive = (tempone>temptwo?tempone:temptwo);
double tempsix = (tempthree<tempfour?tempthree:tempfour);
double two = (tempfive<tempsix?tempfive:tempsix);
double three = (tempfive>tempsix?tempfive:tempsix);
//kahan addition
double total = one;
double tempsum = one + two;
double error = (tempsum - one) - two;
total = tempsum;
// first iteration complete
double tempadd = three - error;
tempsum = total + tempadd;
error = (tempsum - total) - tempadd;
total = tempsum;
//second iteration complete
tempadd = four - error;
total += tempadd;
return total;
}
This gives me results that are as close to the precise answer as makes no difference. However, in a fictitious simulation of a mine collapse, the code with the Kahan addition takes 2 minutes whereas the high precision library takes over a day to finish!!
Thanks to all the help here. This problem was really a pain in the a$$.
I am presuming your numbers are all floating point values.
You should not expect result1 to equal result2 due to limitations in the scale of the numbers and precision in the calculations. Which one to use will depend upon the numbers you are dealing with. More important than result1 and result2 being the same is that they are close enough to the real answer (eg that you would have calculated by hand) for your application.
Imagine that a and b are both very large, and c much less than 1. (a + b) might overflow so that result1 will be incorrect. result2 would not overflow because it scales everything down before adding.
There are also problems with loss of precision when combining numbers of widely differing size, as the smaller number has significant digits reduced when it is converted to use the same exponent as the larger number it is added to.
If you give some specific examples of a, b and c which are causing you issues it might be possible to suggest further improvements.
I have been using the following program as a test, using values for a and b between 10^5 and 10^10, and c around 10^-5, but so far cannot find any differences.
Thinking about the storage of 10^5 vs 10^10, I think it requires about 13 bits vs 33 bits, so you may lose about 20 bits of precision when you add a and b together in result1.
But multiplying them by the same value c essentially reduces the exponent but leaves the significand the same, so it should also lose about 20 bits of precision in result2.
A double significand usually stores 53 bits, so I suspect your results will still retain 33 bits, or about 10 decimal digits of precision.
#include <stdio.h>
int main()
{
double a = 13584.9484893449;
double b = 43719848748.3911;
double c = 0.00001483394434;
double result1 = (a+b)*c;
double result2 = a*c + b*c;
double diff = result1 - result2;
printf("size of double is %d\n", sizeof(double));
printf("a=%f\nb=%f\nc=%f\nr1=%f\nr2=%f\ndiff=%f\n",a,b,c,result1,result2,diff);
}
However I do find a difference if I change all the doubles to float and use c=0.00001083394434. Are you sure that you are using 64 (or 80) bit doubles when doing your calculations?
Usually "loss of precision" in these kinds of calculations can be traced to "poorly formulated problem". For example, when you have to add a series of numbers of very different sizes, you will get a different answer depending on the order in which you sum them. The problem is even more acute when you subtract numbers.
The best approach in your case above is to look not simply at this one line, but at the way that result1 is used in your subsequent calculations. In principle, an engineering calculation should not require precision in the final result beyond about three significant figures; but in many instances (for example, finite element methods) you end up subtracting two numbers that are very similar in magnitude - in which case you may lose many significant figures and get a meaningless answer. Given that you are talking about "materials properties" and "strain", I am suspecting that is actually at the heart of your problem.
One approach is to look at places where you compute a difference, and see if you can reformulate your problem (for example, if you can differentiate your function, you can replace Y(x+dx)-Y(x) with dx * Y(x)'.
There are many excellent references on the subject of numerical stability. It is a complicated subject. Just "throwing more significant figures at the problem" is almost never the best solution.

What is wrong with Math.Round() in VB.Net?

I have encountered a weird case in Math.Round function in VB.Net
Math.Round((32.625), 2)
Result : 32.62
Math.Round((32.635), 2)
Result : 32.64
I need 32.63 but the function is working in different logic in these cases.
I can get the decimal part and make what I want doing something on it. But isn't this too weird, one is rounding to higher, one is rounding to lower.
So how can I get 32.63 from 32.625 without messing with decimal part ? (as the natural logic of Maths)
Math.Round uses banker's rounding by default. You can change that by specifying a different MidPointRounding option. From the MSDN:
Rounding away from zero
Midpoint values are rounded to the next number away from zero. For
example, 3.75 rounds to 3.8, 3.85 rounds to 3.9, -3.75 rounds to -3.8,
and -3.85 rounds to -3.9. This form of rounding is represented by the
MidpointRounding.AwayFromZero enumeration member. Rounding away from
zero is the most widely known form of rounding.
Rounding to nearest, or banker's rounding
Midpoint values are rounded to the nearest even number. For example,
both 3.75 and 3.85 round to 3.8, and both -3.75 and -3.85 round to
-3.8. This form of rounding is represented by the MidpointRounding.ToEven enumeration member.
Rounding to nearest is the standard form of rounding used in financial
and statistical operations. It conforms to IEEE Standard 754, section
4. When used in multiple rounding operations, it reduces the rounding error that is caused by consistently rounding midpoint values in a
single direction. In some cases, this rounding error can be
significant.
So, what you want is:
Math.Round(32.625, 2, MidpointRounding.AwayFromZero)
Math.Round(32.635, 2, MidpointRounding.AwayFromZero)
As others have mentioned, if precision is important, you should be using Decimal variables rather than floating point types. For instance:
Math.Round(32.625D, 2, MidpointRounding.AwayFromZero)
Math.Round(32.635D, 2, MidpointRounding.AwayFromZero)
Try this (from memory):
Math.Round((32.635), 2, MidPointRounding.AwayFromZero)
Try this.
Dim d As Decimal = 3.625
Dim r As Decimal = Math.Ceiling(d * 100D) / 100D
MsgBox(r)
This should do what you want.
Hers a quick function you can add to simplify your life and make it so you don't have to type so much all the time.
Private Function roundd(dec As Decimal)
Dim d As Decimal = dec
Dim r As Decimal = Math.Ceiling(d * 100D) / 100D
Return r
End Function
Add this to your application then use the function
roundd(3.624)
or whatever you need.
to display the result - example
msgbox(roundd(3.625))
This will display a messagebox with 3.63
Textbox1.text = roundd(3.625)
this will set textbox1.text - 3.63 etc. etc.
So if you need to round more then one number, it won't be so tedious and you can save alot of typing.
Hope this helps.
You can't using floats which is what numbers like 32.625 is treated as in VB.Net. (There is also the issue of Banker's rounding as mention by #StevenDoggart - you are probably going to have to deal with both issues.)
The issue is that the number stored is not exactly what is entered because these numbers do not into a fixed binary representation e.g. 32.625 is stored as 32.62499997 and 32.635 as 32.63500001.
The only way to be exact is to store the numbers as the type Decimal
DIM num as Decimal
num = ToDecimal("32.625")

VB.NET Single data type calculation issue

I want to perform a basic calculation with fractional numbers using vb.net.
Dim a As Single= 7200.5
Dim b As Single= 7150.3
Dim c As Single= a - b
'Expected result = 50.2
MsgBox(a.ToString + " - " + b.ToString + " = " + c.ToString.Trim)
'Produced result is: 50.2002
Dim single1 As Single
Dim single2 As Single
Dim single3 As Single
single1 = 425000
single2 = 352922.2
single3 = single1 - single2
'Expected result is: 72077.8
MsgBox(single3.ToString)
'Produced result is: 72077.81
How can the results be so inaccurate for such a simple calculation? The problem is solved when I change the data type to Decimal, but Decimal objects consume more memory (16 bytes). Is there any alternative data type that i can use to perform simple fractional calculations with accurate results?
This is to do with the way floating point numbers are stored in memory, and a Single in .Net is a single precision floating point number, which is much less accurate than a Decimal or a Double for storing decimal numbers.
When the computer calculates your number, it only has binary fractions to use and in a single precision floating point number, they're not very accurate.
See http://en.wikipedia.org/wiki/Single-precision_floating-point_format for more information.
EDIT: There's some more information specific to VB.Net here: http://msdn.microsoft.com/en-us/library/ae382yt8(v=vs.110).aspx
The Single and Double data types are not precise. They use the floating point method to store their values. Floating points use less memory and allow for faster calculations, but they are imprecise. That is the trade-off that you have to accept if you are going to use them. If precision is important, then they are not an option for you. Decimal is precise (to a certain number of fractional digits, that is), so usually, that is the best choice for precise fractional numbers in most cases. If you really need to save memory, and you are guaranteed that your numbers will be within a certain range, then you could use an Int16, Int32, or Int64 instead. For instance, if you only care about two fractional digits, you could simply multiply everything by 100 and then just divide by 100 (using Decimal types for the division) before displaying it. In that way, you can store many numbers and perform many operations using less memory, and only need to use the Decimal data type when you need to display a result.
Dim a As Integer = 720050 '7200.5
Dim b As Integer = 715030 '7150.3
Dim c As Integer = a - b
Dim cDisplay As Decimal = CDec(c) / CDec(100)
MessageBox.Display(String.Format("{0} - {1} = {2}", a, b, c))
You can use the Decimal data type instead. It will work great! This is because Decimal is a fixed point value, whereas Single and Double are floating point values (with loss of precision).

Misunderstanding of Long data type in VBA

From the help for the Overflow Error in VBA, there's the following examples:
Dim x As Long
x = 2000 * 365 ' gives an error
Dim x As Long
x = CLng(2000) * 365 ' fine
I would have thought that, since the Long data type is supposed to be able to hold 32-bit numbers, that the first example would work fine.
I ask this because I have some code like this:
Dim Price as Long
Price = CLng(AnnualCost * Months / 12)
and this throws an Overflow Error when AnnualCost is 5000 and Months is 12.
What am I missing?
2000 and 365 are Integer values. In VBA, Integers are 16-bit signed types, when you perform arithmetic on 2 integers the arithmetic is carried out in 16-bits. Since the result of multiplying these two numbers exceeds the value that can be represented with 16 bits you get an exception. The second example works because the first number is first converted to a 32-bit type and the arithmetic is then carried out using 32-bit numbers. In your example, the arithmetic is being performed with 16-bit integers and the result is then being converted to long but at that point it is too late, the overflow has already occurred. The solution is to convert one of the operands in the multiplication to long first:
Dim Price as Long
Price = CLng(AnnualCost) * Months / 12
The problem is that the multiplication is happening inside the brackets, before the type conversion. That's why you need to convert at least one of the variables to Long first, before multiplying them.
Presumably you defined the variables as Integer. You might consider using Long instead of Integer, partly because you will have fewer overflow problems, but also because Longs calculate (a little) faster than Integers on 32 bit machines. Longs do take more memory, but in most cases this is not a problem.
In VBA, literals are integer by default (as mentioned). If you need to force a larger datatype on them you can recast them as in the example above or just append a type declaration character. (The list is here: http://support.microsoft.com/kb/191713) The type for Long is "&" so you could just do:
Price = CLng(AnnualCost * Months / 12&)
And the 12 would be recast as a long. However it is generally good practice to avoid literals and use constants. In which case you can type the constant in it's declaration.
Const lngMonths12_c as Long = 12
Price = CLng(AnnualCost * Months / lngMonths12_c)