From hpages at fhcrc.org  Wed Dec 14 00:41:12 2011
From: hpages at fhcrc.org (=?ISO-8859-1?Q?Herv=E9_Pag=E8s?=)
Date: Tue, 13 Dec 2011 15:41:12 -0800
Subject: [Rd] bug in sum() on integer vector
In-Reply-To: <4EE35E4E.6050703@gmail.com>
References: <4EE25637.1020404@fhcrc.org> <4EE2640D.3030402@gmail.com>
	<4EE280A7.3000204@fhcrc.org> <4EE35E4E.6050703@gmail.com>
Message-ID: <4EE7E298.1040107@fhcrc.org>

Hi Duncan,

On 11-12-10 05:27 AM, Duncan Murdoch wrote:
> On 11-12-09 4:41 PM, Herv? Pag?s wrote:
>> Hi Duncan,
>>
>> On 11-12-09 11:39 AM, Duncan Murdoch wrote:
>>> On 09/12/2011 1:40 PM, Herv? Pag?s wrote:
>>>> Hi,
>>>>
>>>> x<- c(rep(1800000003L, 10000000), -rep(1200000002L, 15000000))
>>>>
>>>> This is correct:
>>>>
>>>>> sum(as.double(x))
>>>> [1] 0
>>>>
>>>> This is not:
>>>>
>>>>> sum(x)
>>>> [1] 4996000
>>>>
>>>> Returning NA (with a warning) would also be acceptable for the latter.
>>>> That would make it consistent with cumsum(x):
>>>>
>>>>> cumsum(x)[length(x)]
>>>> [1] NA
>>>> Warning message:
>>>> Integer overflow in 'cumsum'; use 'cumsum(as.numeric(.))'
>>>
>>> This is a 64 bit problem; in 32 bits things work out properly.
>>> I'd guess
>>> in 64 bit arithmetic we or the run-time are doing something to simulate
>>> 32 bit arithmetic (since integers are 32 bits), but it looks as though
>>> we're not quite getting it right.
>>
>> It doesn't work properly for me on Leopard (32-bit mode):
>>
>> > x<- c(rep(1800000003L, 10000000), -rep(1200000002L, 15000000))
>> > sum(as.double(x))
>> [1] 0
>> > sum(x)
>> [1] 4996000
>> > sessionInfo()
>> R version 2.14.0 RC (2011-10-27 r57452)
>> Platform: i386-apple-darwin9.8.0/i386 (32-bit)
>>
>> locale:
>> [1] C
>>
>> attached base packages:
>> [1] stats graphics grDevices utils datasets methods base
>>
>> It looks like the problem is that isum() (in src/main/summary.c)
>> uses a 'double' internally to do the sum, whereas rsum() and csum()
>> use a 'long double'.
>
> A double has 53 bits to store the mantissa, so any 32 bit integer can be
> stored exactly.
>
>>
>> Note that isum() seems to be assuming that NA_INTEGER and NA_LOGICAL
>> will always be the same (probably fine) and that TRUE values in the
>> input vector are always represented as a 1 (not so sure about this one).
>>
>> A more fundamental question: is switching back and forth between
>> 'int' and 'double' (or 'long double') the right thing to do for doing
>> "safe" arithmetic on integers?
>
> If you have enough terms in the sum that an intermediate value exceeds
> 53 bits in length, then you'll get the wrong answer, because the
> intermediate sum can't be stored exactly. That happens in your example.
> On the 32 bit platform I tested (Windows 32 bit), intermediate values
> are stored in registers with 64 bit precision, which is probably why
> Windows 32 bit gets it right, but various other platforms don't.
>
> On your fundamental question: I think the answer is that R is doing the
> right thing. R doesn't think of an integer as a particular
> representation, it thinks of it as a number. So if you ask for the sum
> of those numbers, R should return its best approximation to that sum,
> and it does.

It does, really? Seems like returning 0 would be a better approximation
;-) And with the argument that "R doesn't think of an integer as a
particular representation" then there is no reason why sum(x)
would get it wrong and sum(as.double(x)) would get it right. Also why
bother having an integer type in R?

Seriously, I completely disagree with your view (hopefully it's only
yours, and not an R "feature") that it's ok for integer arithmetic to
return an approximation. It should always return the correct value or
fail. This is one of the reasons why programmers use integers and not
floating point numbers (memory usage being another one). Integers are
used for indexing elements in an array or for shifting pointers at the
C-level. The idea that integer arithmetic can be approximate is scary.

Cheers,
H.

>
> A different approach would be to do the sum in 32 bit registers and
> detect 32 bit overflow in intermediate results. But that's a very
> hardware-oriented approach, rather than a mathematical approach.
>
> Duncan Murdoch
>
>> Thanks!
>> H.
>>
>>
>>>
>>> Duncan Murdoch
>>>
>>>> Thanks!
>>>> H.
>>>>
>>>>> sessionInfo()
>>>> R version 2.14.0 (2011-10-31)
>>>> Platform: x86_64-unknown-linux-gnu (64-bit)
>>>>
>>>> locale:
>>>> [1] LC_CTYPE=en_CA.UTF-8 LC_NUMERIC=C
>>>> [3] LC_TIME=en_CA.UTF-8 LC_COLLATE=en_CA.UTF-8
>>>> [5] LC_MONETARY=en_CA.UTF-8 LC_MESSAGES=en_CA.UTF-8
>>>> [7] LC_PAPER=C LC_NAME=C
>>>> [9] LC_ADDRESS=C LC_TELEPHONE=C
>>>> [11] LC_MEASUREMENT=en_CA.UTF-8 LC_IDENTIFICATION=C
>>>>
>>>> attached base packages:
>>>> [1] stats graphics grDevices utils datasets methods base
>>>>
>>>
>>
>>
>


-- 
Herv? Pag?s

Program in Computational Biology
Division of Public Health Sciences
Fred Hutchinson Cancer Research Center
1100 Fairview Ave. N, M1-B514
P.O. Box 19024
Seattle, WA 98109-1024

E-mail: hpages at fhcrc.org
Phone:  (206) 667-5791
Fax:    (206) 667-1319



[Rd] bug in sum() on integer vector
=?ISO-8859-1?Q?Herv=E9_Pag=E8s?=