[Python-ideas] Way to check for floating point "closeness"?

[Neil Girdhar]

On Thu, Jan 15, 2015 at 6:36 PM, Chris Barker <chris.barker at noaa.gov> wrote:

> On Thu, Jan 15, 2015 at 3:31 PM, Neil Girdhar <mistersheik at gmail.com>
> wrote:
>
>> You can always disable atol by setting atol to zero.  I really don't see
>> what's wrong with their implementation.
>>
>
> 1) the default should be zero in that case having a default close to the
> rtol default is asking for trouble.
>

It's not that close: rtol defaults to 1000 times bigger than atol.


>
> 2) if the user has both large and small numbers, there IS no appropriate
> value for a_tol for all of them.
>

The relative error is not symmetric, so it's not about having "large and
small numbers".  Your estimate should not affect the error you tolerate.

>
> They simply should not be mixed in that way.
>
> -Chris
>
>
>
>
>
>>
>> On Thu, Jan 15, 2015 at 5:50 PM, Chris Barker <chris.barker at noaa.gov>
>> wrote:
>>
>>> On Thu, Jan 15, 2015 at 1:52 PM, Neil Girdhar <mistersheik at gmail.com>
>>> wrote:
>>>
>>>> The point is that this function is already in Python
>>>>
>>>
>>> I  don't think somethign being in an external package means that we have
>>> to do it the same way in teh stdlib -- even a widely used and well regarded
>>> package like numpy. And I say this as someone that has "import numpy" in
>>> maybe 90% of my python files.
>>>
>>> Maybe we should be careful to give it a very distinct name, however, to
>>> avoid confusion.
>>>
>>>
>>>> and if you want to do something different, you should have a really
>>>> good reason to do it differently.
>>>>
>>>
>>> I'm not sure I agree, but we do in this case anyway. The truth is, while
>>> really smart people wrote numpy, many of the algorithms in there did not go
>>> through nearly the level of review currently required for the python
>>> standard library
>>>
>>>
>>>>   If you were to add a function to math, say math.close, it should work
>>>> like numpy.allclose in my opinion.
>>>>
>>>> For reference, numpy does this:
>>>>
>>>> absolute(*a* - *b*) <= (*atol* + *rtol* * absolute(*b*))
>>>>
>>>> where atol is an absolute tolerance and rtol is a relative tolerance
>>>> (relative to the actual value b).  This subsumes most of the proposals here.
>>>>
>>>
>>> adding atol  in there "takes care of" the near zero and straddleing zero
>>> issue ( I suspect that's why it's done that way), but it is fatally wrong
>>> for values much less than 1.0 --  the atol totally overwhelms the rtol.
>>>
>>> See my post earlier today.
>>>
>>> -Chris
>>>
>>>
>>> --
>>>
>>> Christopher Barker, Ph.D.
>>> Oceanographer
>>>
>>> Emergency Response Division
>>> NOAA/NOS/OR&R            (206) 526-6959   voice
>>> 7600 Sand Point Way NE   (206) 526-6329   fax
>>> Seattle, WA  98115       (206) 526-6317   main reception
>>>
>>> Chris.Barker at noaa.gov
>>>
>>
>>
>
>
> --
>
> Christopher Barker, Ph.D.
> Oceanographer
>
> Emergency Response Division
> NOAA/NOS/OR&R            (206) 526-6959   voice
> 7600 Sand Point Way NE   (206) 526-6329   fax
> Seattle, WA  98115       (206) 526-6317   main reception
>
> Chris.Barker at noaa.gov
>
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