07 Numbers
25 Feb 2021When working with numerical code, one has to be aware of the limitations imposed by the representation of numbers in the computer and the numerical errors numerical errors that algorithms invariably accumulate.
Representation of numbers
Only a finite number of numbers (integers and floating point) can be exactly represented in binary in the computer. This leads to problems of overflow1 and underflow and errors in floating point arithmetic that one needs to be aware of for numerical calculations. In particular, there is a machine precision \(\epsilon_m\), within which two mathematically different floating point numbers are represented by the same number in the computer. A common standard to represent floating point numbers is the IEEE 754 standard2, which defines 32 bit floats and 64 bit doubles 3.
Certain floating point arithmetic operations such as subtracting numbers of similar or very different magnitude, repeated summation, or attempts at establishing exact equivalence, can have unexpected consequences.4
Class Material on Numbers
The class will be presented in a Jupyter notebook. The annotated notebook is 07-numbers.ipynb.
Activity: Sine Series
As a classroom activity we will implement the sine function, as outlined in activity_10_numbers_sine_series/sine-series.ipynb.
To set up your activity repository, follow the GitHub Classroom activation link on Canvas (or clone the activity_10_numbers_sine_series repository).
Additional resources
- Computational Physics: Ch 2.4, 2.5, 3
- Python Tutorial Floating Point Arithmetic: Issues and Limitations
Footnotes
-
Python integers can be used for arbitrary precision integer arithmetic; they will not overflow. NumPy integer data types such as
int32
, however, will wrap around. ↩ -
For everything you ever wanted to know about floating point arithmetic see the paper
D. Goldberg. What every computer scientist should know about floating-point arithmetic. ACM Comput. Surv., 23(1):5–48, 1991. doi: 10.1145/103162.103163. ↩
-
The Python
float
is a IEEE 754 double. NumPy has a wider range of numeric data types, includingfloat32
(like IEEE 754 float),float64
(like IEEE 754 double) and alsofloat128
, but thefloat128
is not really a true 128-bit number; on typical x86 machines, these are Clong double
which can provide up to 80 bit precision (but not 128 bit), es explained in the NumPy docs on extended precision. ↩ -
See Bruce M Bush's The Perils of Floating Point and a notebook Perils_of_Floating_Point.ipynb based on that article. ↩