bug in sum() on integer vector

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.

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