Efficient division by 128, in tsql - sql-server-2005

As part of implementing a half-life behaviour, I need to perform x = x - x / 128 on around a hundred thousand rows every few days. Is tsql smart enough to do the division by 128 efficiently (as a bit-shift), or is it just as efficient to divide by 130?
If tsql isn't smart enough, is there anything clever that I can do to make it more efficient?

A hundred thousand rows isn't enough that the difference in perf between a divide operation and a shift operation would probably even be measurable. Especially if you only have to do it every few days. Better to spend your time worrying about other issues.

You could use a computed column with the PERSISTED flag to ensure that the values were physically stored and not recomputed every time they were displayed. That could (possibly, depending on your particular circumstances) be more efficient.

More liklely you will have problems with integer math. I don't know what your x values are but if they are also integers, you want to divide by 128.0 if you don;t want the answer to be rounded to the nearest integer.

Related

When to use decimals or doubles

Quick Aside: I'm going to use the word "Float" to refer to both a .Net float and a SQL float with only 7 significant digits. I will use the word "Double" to refer to a .Net double and a SQL float with 15 significant digits. I also realize that this is very similar to some other posts regarding decimals/doubles, but the answers on those posts are really inconsistent, and I really want some recommendations for my specific circumstance...
I am part of a team that is rewriting an old application. The original app used floats (7 digits). This of course caused issues since the app conducted a lot of calculations and rounding errors accumulated very quickly. At some point, many of these floats were changed to decimals. Later, the floats (7) in the database all became doubles (15). After that we had several more errors with calculations involving doubles, and they too were changed to decimals.
Today about 1/3 of all of our floating point numbers in the database are decimals, the rest are doubles. My team wants to "standardize" all of our floating-point numbers in the database (and the new .Net code) to use either exclusively decimals or doubles except in cases where the other MUST be used. The majority of the team is set on using decimals; I'm the only person on my team advocating using doubles instead of decimals. Here's why...
Most of the numbers in the database are still doubles (though much of the application code still uses floats), and it would be a lot more effort to change all of the floats/doubles to decimals
For our app, none of the fields stored are "exact" decimal quantities. None of them are monetary quantities, and most represent some sort of "natural" measurement (e.g. mass, length, volume, etc.), so a double's 16 significant digits are already way more precise than even our initial measurements.
Many tables have measurements stored in two columns: 1 for the value; 1 for the unit of measure. This can lead to a HUGE difference in scale between the values in a single column. For example, one column can store a value in terms of pCi/g or Ci/m3 (1 Ci = 1000000000000 pCi). Since all the values in a single decimal columns must have the same scale (that is... an allocated number of digits both before and after the decimal point), I'm concerned that we will have overflow and rounding issues.
My teammates argue that:
Doubles are not as accurate nor as precise as decimals due to their inability to exactly represent 1/10 and that they only have 16 significant digits.
Even though we are not tracking money, the app is a inventory system that keeps track of material (mostly gram quantities) and it needs to be "as accurate as possible".
Even after the floats were changed to doubles, we continued to have bad results from calculations that used doubles. Changing these columns (and the application code) to decimals caused these calculations to produce the expected results.
It is my strong belief that the original issues where caused due to floats only having 7 significant digits and that simple arithmetic (e.g. 10001 * 10001) caused them to the data to quickly use up the few significant digits that they had. I do not believe this had anything to do with how binary-floating point numbers can only approximate decimal values, and I believe that using doubles would have fixed this issue.
I believe that the issue with doubles arose because doubles were used along side decimals in calculations that values were be converted back and forth between data types. Many of these calculations would round between intermediary steps in the calculation!
I'm trying to convince my team not to make everything under the sun into a decimal. Most values in the database don't have more than 5 or 6 significant digits anyway. Unfortunately, I am out-ranked by other members of my team that see things rather differently.
So, my question then is...
Am I worrying over nothing? Is there any real harm done by using almost exclusively decimals instead of doubles in an application with nearly 200 database tables, hundreds of transactions, and a rewrite schedule of 5 to 6 years?
Is using decimals actually solving an issue that doubles could not? From my research, both decimals and doubles are susceptible to rounding errors involving arbitrary fractions (adding 1/3 for example) and that the only way to account for this is to consider any value within a certain tolerance as being "equal" when comparing doubles and/or decimals.
If it is more appropriate to use doubles, what arguments could I make (other than what I have already made) could convince my team to not change everything to decimals?
Use decimal when you need perfect accuracy as a base-10 number (financial data, grades)
Use double or float when you are storing naturally imprecise data (measurements, temperature), want much faster mathematical operations, and can sacrifice a minute amount of imprecision.
Since you seem to be only storing various measurements (which have some precision anyways), float would be the logical choice (or double if you need more than 7 digits of precision).
Is using decimals actually solving an issue that doubles could not?
Not really - The data is only going to be as accurate as the measurements used to generate the data. Can you really say that a measured quantity is 123.4567 grams? Does the equipment used to measure it have that level of precision?
To deal with "rounding errors" I would argue that you can't really say whether a measurement of 1234.5 grams is exactly halfway - it could just as easily be 1234.49 grams, which would round down anyways.
What you need to decide is "what level of precision is acceptable" and always round to that precision as a last step. Don't round your data or intermediate calculations.
If it is more appropriate to use doubles, what arguments could I make (other than what I have already made) could convince my team to not change everything to decimals?
Other than the time spent switching, the only thing you're really sacrificing is speed. The only way to know how much speed is to try it both ways and measure the difference.
You'd better try your best not to lose precision. I guess my fault may convince you to choose double.
===> I did some wrong arithmetic, and it returns something very weird:
given 0.60, it returns 5
int get_index(double value) {
if (value < 0 || value > 1.00)
return -1;
return value / 0.10;
}
and I fixed it:
int get_index(double value) {
if (value < 0 || value > 1.00)
return -1;
return (value * 100000000) / (0.10 * 100000000);
}

precision gains where data move from one table to another in sql server

There are three tables in our sql server 2008
transact_orders
transact_shipments
transact_child_orders.
Three of them have a common column carrying_cost. Data type is same in all the three tables.It is float with NUMERIC_PRECISION 53 and NUMERIC_PRECISION_RADIX 2.
In table 1 - transact_orders this column has value 5.1 for three rows. convert(decimal(20,15), carrying_cost) returns 5.100000..... here.
Table 2 - transact_shipments three rows are fetching carrying_cost from those three rows in transact_orders.
convert(decimal(20,15), carrying_cost) returns 5.100000..... here also.
Table 3 - transact_child_orders is summing up those three carrying costs from transact_shipments. And the value shown there is 15.3 when I run a normal select.
But convert(decimal(20,15), carrying_cost) returns 15.299999999999999 in this stable. And its showing that precision gained value in ui also. Though ui is only fetching the value, not doing any conversion. In the java code the variable which is fetching the value from the db is defined as double.
The code in step 3, to sum up the three carrying_costs is simple ::
...sum(isnull(transact_shipments.carrying_costs,0)) sum_carrying_costs,...
Any idea why this change occurs in the third step ? Any help will be appreciated. Please let me know if any more information is needed.
Rather than post a bunch of comments, I'll write an answer.
Floats are not suitable for precise values where you can't accept rounding errors - For example, finance.
Floats can scale from very small numbers, to very high numbers. But they don't do that without losing a degree of accuracy. You can look the details up on line, there is a host of good work out there for you to read.
But, simplistically, it's because they're true binary numbers - some decimal numbers just can't be represented as a binary value with 100% accuracy. (Just like 1/3 can't be represented with 100% accuracy in decimal.)
I'm not sure what is causing your performance issue with the DECIMAL data type, often it's because there is some implicit conversion going on. (You've got a float somewhere, or decimals with different definitions, etc.)
But regardless of the cause; nothing is faster than integer arithmetic. So, store your values are integers? £1.10 could be stored as 110p. Or, if you know you'll get some fractions of a pence for some reason, 11000dp (deci-pennies).
You do then need to consider the biggest value you will ever reach, and whether INT or BIGINT is more appropriate.
Also, when working with integers, be careful of divisions. If you divide £10 between 3 people, where does the last 1p need to go? £3.33 for two people and £3.34 for one person? £0.01 eaten by the bank? But, invariably, it should not get lost to the digital elves.
And, obviously, when presenting the number to a user, you then need to manipulate it back to £ rather than dp; but you need to do that often anyway, to get £10k or £10M, etc.
Whatever you do, and if you don't want rounding errors due to floating point values, don't use FLOAT.
(There is ALOT written on line about how to use floats, and more importantly, how not to. It's a big topic; just don't fall into the trap of "it's so accurate, it's amazing, it can do anything" - I can't count the number of time people have screwed up data using that unfortunately common but naive assumption.)

Estimating the square root

I am writing an iPhone app that needs to calculate the square root of a number about 2000 times every 1/30th of a second. sqrt() works fine on a computer, but the frame rate drops to around 10 FPS on an iPhone or iPad, and I have already optimized the rest of the code. I have heard that this can be sped up dramatically by estimating the square root, but I can not find any code to do this. I only need one or two decimal places of precision. Any suggestions on how to do this, or other ways to speed things up would be appreciated.
Thanks!
Unless you actually need the square root, compare the squared values rather than the raw values and the square root.
Squaring is much faster (and more accurate) than taking a square root, if you only need comparisons. This is the way most games do it.
Do you know the range of values that you are trying to find the square root of? Say you have values ranging from 0 to 10. You can then precalculate an array:
sqrt_val[0] = 0;
sqrt_val[1] = 1;
sqrt_val[2] = // the sqrt of 2
...
sqrt_val[10] = // the sqrt of 10
Then during runtime you take the number that you want the sqrt of, convert that to an integer (so for example 3.123 becomes 3) and use that as an index (3) to look up the precalculated value.
Of course if you want finer resolution you can just increase the number of items in your array.
First off, are you certain that square root is actually the bottleneck? Have you profiled? 2000 square roots every 1/30th of a second actually isn't all that many, even on a cell phone. The ARM documentation quotes 33 cycles for a single-precision square root and 60 cycles for double-precision; a 600mHz processor can do 10 million square roots per second (more if the instruction is pipelined at all).
If you have profiled, and square root really is the bottleneck, you will want to use the NEON vrsqrte.f32 instruction. This instruction is quite fast and gives you the approximate reciprocal square roots of four floating-point numbers simultaneously. You can then use the vmul.f32 instruction to get approximate square roots (though for many uses the reciprocal is more useful than the square root itself).
How accurate do you want your estimate to be? If you know how close you want your estimate to be to the real sqrt the Newton's Method is your friend.
Do you know the range of values that are passed to sqrt? If so you can make up a look up table that is precomputed at startup (or even read from disk at startup depending on what turns out to be faster). Find the closest in the table to your input and you get your estimate.
Maybe this is for you:
Fast inverse square root
If this method doesn't provide the accuracy you need there are also alot of other iterative methods where you can choose more or less precise between speed and accuracy:
Methods of computing square roots
The easiest change you can make on an iPhone is to use sqrtf() instead of sqrt(). Single precision float math is much faster than double precision, especially on devices of 3GS vintage and newer.
If you need the square root to calculate a Pythagoras triangle (sqrt(x*x + y*y)), and both x and y are nonnegative, then a very fast approximation to that is
max(x,y) + min(x,y)*0.333
This has a maximum error of 5.7%. Watch out for branch misprediction in min() and max() though.
A quick Google search turns up all sorts of links.
http://en.wikipedia.org/wiki/Methods_of_computing_square_roots#Approximations_that_depend_on_IEEE_representation
http://www.azillionmonkeys.com/qed/sqroot.html
If you have a "normal" positive float or double, not an int, and want to use a table look-up method, you can do two separate table look ups, one for the exponent (re-biased), and one for a few bits of the mantissa (shift and mask bitfield extraction), and then multiply the two table look up results together.

How can I test that my hash function is good in terms of max-load?

I have read through various papers on the 'Balls and Bins' problem and it seems that if a hash function is working right (ie. it is effectively a random distribution) then the following should/must be true if I hash n values into a hash table with n slots (or bins):
Probability that a bin is empty, for large n is 1/e.
Expected number of empty bins is n/e.
Probability that a bin has k balls is <= 1/ek! (corrected).
Probability that a bin has at least k collisions is <= ((e/k)**k)/e (corrected).
These look easy to check. But the max-load test (the maximum number of collisions with high probability) is usually stated vaguely.
Most texts state that the maximum number of collisions in any bin is O( ln(n) / ln(ln(n)) ).
Some say it is 3*ln(n) / ln(ln(n)). Other papers mix ln and log - usually without defining them, or state that log is log base e and then use ln elsewhere.
Is ln the log to base e or 2 and is this max-load formula right and how big should n be to run a test?
This lecture seems to cover it best, but I am no mathematician.
http://pages.cs.wisc.edu/~shuchi/courses/787-F07/scribe-notes/lecture07.pdf
BTW, with high probability seems to mean 1 - 1/n.
That is a fascinating paper/lecture-- makes me wish I had taken some formal algorithms class.
I'm going to take a stab at some answers here, based on what I've just read from that, and feel free to vote me down. I'd appreciate a correction, though, rather than just a downvote :) I'm also going to use n and N interchangeably here, which is a big no-no in some circles, but since I'm just copy-pasting your formulae, I hope you'll forgive me.
First, the base of the logs. These numbers are given as big-O notation, not as absolute formulae. That means that you're looking for something 'on the order of ln(n) / ln(ln(n))', not with an expectation of an absolute answer, but more that as n gets bigger, the relationship of n to the maximum number of collisions should follow that formula. The details of the actual curve you can graph will vary by implementation (and I don't know enough about the practical implementations to tell you what's a 'good' curve, except that it should follow that big-O relationship). Those two formulae that you posted are actually equivalent in big-O notation. The 3 in the second formula is just a constant, and is related to a particular implementation. A less efficient implementation would have a bigger constant.
With that in mind, I would run empirical tests, because I'm a biologist at heart and I was trained to avoid hard-and-fast proofs as indications of how the world actually works. Start with N as some number, say 100, and find the bin with the largest number of collisions in it. That's your max-load for that run. Now, your examples should be as close as possible to what you expect actual users to use, so maybe you want to randomly pull words from a dictionary or something similar as your input.
Run that test many times, at least 30 or 40. Since you're using random numbers, you'll need to satisfy yourself that the average max-load you're getting is close to the theoretical 'expectation' of your algorithm. Expectation is just the average, but you'll still need to find it, and the tighter your std dev/std err about that average, the more you can say that your empirical average matches the theoretical expectation. One run is not enough, because a second run will (most likely) give a different answer.
Then, increase N, to say, 1000, 10000, etc. Increase it logarithmically, because your formula is logarithmic. As your N increases, your max-load should increase on the order of ln(n) / ln(ln(n)). If it increases at a rate of 3*ln(n) / ln(ln(n)), that means that you're following the theory that they put forth in that lecture.
This kind of empirical test will also show you where your approach breaks down. It may be that your algorithm works well for N < 10 million (or some other number), but above that, it starts to collapse. Why could that be? Maybe you have some limitation to 32 bits in your code without realizing it (ie, using a 'float' instead of a 'double'), or some other implementation detail. These kinds of details let you know where your code will work well in practice, and then as your practical needs change, you can modify your algorithm. Maybe making the algorithm work for very large datasets makes it very inefficient for very small ones, or vice versa, so pinpointing that tradeoff will help you further characterize how you could adapt your algorithm to particular situations. Always a useful skill to have.
EDIT: a proof of why the base of the log function doesn't matter with big-O notation:
log N = log_10 (N) = log_b (N)/log_b (10)= (1/log_b(10)) * log_b(N)
1/log_b(10) is a constant, and in big-O notation, constants are ignored. Base changes are free, which is why you're encountering such variation in the papers.
Here is a rough start to the solution of this problem involving uniform distributions and maximum load.
Instead of bins and balls or urns or boxes or buckets or m and n, people (p) and doors (d) will be used as designations.
There is an exact expected value for each of the doors given a certain number of people. For example, with 5 people and 5 doors, the expected maximum door is exactly 1.2864 {(1429-625) / 625} above the mean (p/d) and the minimum door is exactly -0.9616 {(24-625) / 625} below the mean. The absolute value of the highest door's distance from the mean is a little larger than the smallest door's because all of the people could go through one door, but no less than zero can go through one of the doors. With large numbers of people (p/d > 3000), the difference between the absolute value of the highest door's distance from the mean and the lowest door's becomes negligible.
For an odd number of doors, the center door is essentially zero and is not scalable, but all of the other doors are scalable from certain values representing p=d. These rounded values for d=5 are:
-1.163 -0.495 0* 0.495 1.163
* slowly approaching zero from -0.12
From these values, you can compute the expected number of people for any count of people going through each of the 5 doors, including the maximum door. Except for the middle ordered door, the difference from the mean is scalable by sqrt(p/d).
So, for p=50,000 and d=5:
Expected number of people going through the maximum door, which could be any of the 5 doors, = 1.163 * sqrt(p/d) + p/d.
= 1.163 * sqrt(10,000) + 10,000 = 10,116.3
For p/d < 3,000, the result from this equation must be slightly increased.
With more people, the middle door slowly becomes closer and closer to zero from -0.11968 at p=100 and d=5. It can always be rounded up to zero and like the other 4 doors has quite a variance.
The values for 6 doors are:
-1.272 -0.643 -0.202 0.202 0.643 1.272
For 1000 doors, the approximate values are:
-3.25, -2.95, -2.79 … 2.79, 2.95, 3.25
For any d and p, there is an exact expected value for each of the ordered doors. Hopefully, a good approximation (with a relative error < 1%) exists. Some professor or mathematician somewhere must know.
For testing uniform distribution, you will need a number of averaged ordered sessions (750-1000 works well) rather than a greater number of people. No matter what, the variances between valid sessions are great. That's the nature of randomness. Collisions are unavoidable. *
The expected values for 5 and 6 doors were obtained by sheer brute force computation using 640 bit integers and averaging the convergence of the absolute values of corresponding opposite doors.
For d=5 and p=170:
-6.63901 -2.95905 -0.119342 2.81054 6.90686
(27.36099 31.04095 33.880658 36.81054 40.90686)
For d=6 and p=108:
-5.19024 -2.7711 -0.973979 0.734434 2.66716 5.53372
(12.80976 15.2289 17.026021 18.734434 20.66716 23.53372)
I hope that you may evenly distribute your data.
It's almost guaranteed that all of George Foreman's sons or some similar situation will fight against your hash function. And proper contingent planning is the work of all good programmers.
After some more research and trial-and-error I think I can provide something part way to to an answer.
To start off, ln and log seem to refer to log base-e if you look into the maths behind the theory. But as mmr indicated, for the O(...) estimates, it doesn't matter.
max-load can be defined for any probability you like. The typical formula used is
1-1/n**c
Most papers on the topic use
1-1/n
An example might be easiest.
Say you have a hash table of 1000 slots and you want to hash 1000 things. Say you also want to know the max-load with a probability of 1-1/1000 or 0.999.
The max-load is the maximum number of hash values that end up being the same - ie. collisions (assuming that your hash function is good).
Using the formula for the probability of getting exactly k identical hash values
Pr[ exactly k ] = ((e/k)**k)/e
then by accumulating the probability of exactly 0..k items until the total equals or exceeds 0.999 tells you that k is the max-load.
eg.
Pr[0] = 0.37
Pr[1] = 0.37
Pr[2] = 0.18
Pr[3] = 0.061
Pr[4] = 0.015
Pr[5] = 0.003 // here, the cumulative total is 0.999
Pr[6] = 0.0005
Pr[7] = 0.00007
So, in this case, the max-load is 5.
So if my hash function is working well on my set of data then I should expect the maxmium number of identical hash values (or collisions) to be 5.
If it isn't then this could be due to the following reasons:
Your data has small values (like short strings) that hash to the same value. Any hash of a single ASCII character will pick 1 of 128 hash values (there are ways around this. For example you could use multiple hash functions, but slows down hashing and I don't know much about this).
Your hash function doesn't work well with your data - try it with random data.
Your hash function doesn't work well.
The other tests I mentioned in my question also are helpful to see that your hash function is running as expected.
Incidentally, my hash function worked nicely - except on short (1..4 character) strings.
I also implemented a simple split-table version which places the hash value into the least used slot from a choice of 2 locations. This more than halves the number of collisions and means that adding and searching the hash table is a little slower.
I hope this helps.

Storage algorithm question - verify sequential data with little memory

I found this on an "interview questions" site and have been pondering it for a couple of days. I will keep churning, but am interested what you guys think
"10 Gbytes of 32-bit numbers on a magnetic tape, all there from 0 to 10G in random order. You have 64 32 bit words of memory available: design an algorithm to check that each number from 0 to 10G occurs once and only once on the tape, with minimum passes of the tape by a read head connected to your algorithm."
32-bit numbers can take 4G = 2^32 different values. There are 2.5*2^32 numbers on tape total. So after 2^32 count one of numbers will repeat 100%. If there were <= 2^32 numbers on tape then it was possible that there are two different cases – when all numbers are different or when at least one repeats.
It's a trick question, as Michael Anderson and I have figured out. You can't store 10G 32b numbers on a 10G tape. The interviewer (a) is messing with you and (b) is trying to find out how much you think about a problem before you start solving it.
The utterly naive algorithm, which takes as many passes as there are numbers to check, would be to walk through and verify that the lowest number is there. Then do it again checking that the next lowest is there. And so on.
This requires one word of storage to keep track of where you are - you could cut down the number of passes by a factor of 64 by using all 64 words to keep track of where you're up to in several different locations in the search space - checking all of your current ones on each pass. Still O(n) passes, of course.
You could probably cut it down even more by using portions of the words - given that your search space for each segment is smaller, you won't need to keep track of the full 32-bit range.
Perform an in-place mergesort or quicksort, using tape for storage? Then iterate through the numbers in sequence, tracking to see that each number = previous+1.
Requires cleverly implemented sort, and is fairly slow, but achieves the goal I believe.
Edit: oh bugger, it's never specified you can write.
Here's a second approach: scan through trying to build up to 30-ish ranges of contiginous numbers. IE 1,2,3,4,5 would be one range, 8,9,10,11,12 would be another, etc. If ranges overlap with existing, then they are merged. I think you only need to make a limited number of passes to either get the complete range or prove there are gaps... much less than just scanning through in blocks of a couple thousand to see if all digits are present.
It'll take me a bit to prove or disprove the limits for this though.
Do 2 reduces on the numbers, a sum and a bitwise XOR.
The sum should be (10G + 1) * 10G / 2
The XOR should be ... something
It looks like there is a catch in the question that no one has talked about so far; the interviewer has only asked the interviewee to write a program that CHECKS
(i) if each number that makes up the 10G is present once and only once--- what should the interviewee do if the numbers in the given list are present multple times? should he assume that he should stop execting the programme and throw exception or should he assume that he should correct the mistake by removing the repeating number and replace it with another (this may actually be a costly excercise as this involves complete reshuffle of the number set)? correcting this is required to perform the second step in the question, i.e. to verify that the data is stored in the best possible way that it requires least possible passes.
(ii) When the interviewee was asked to only check if the 10G weight data set of numbers are stored in such a way that they require least paases to access any of those numbers;
what should the interviewee do? should he stop and throw exception the moment he finds an issue in the algorithm they were stored in, or correct the mistake and continue till all the elements are sorted in the order of least possible passes?
If the intension of the interviewer is to ask the interviewee to write an algorithm that finds the best combinaton of numbers that can be stored in 10GB, given 64 32 Bit registers; and also to write an algorithm to save these chosen set of numbers in the best possible way that require least number of passes to access each; he should have asked this directly, woudn't he?
I suppose the intension of the interviewer may be to only see how the interviewee is approaching the problem rather than to actually extract a working solution from the interviewee; wold any buy this notion?
Regards,
Samba