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| .. _tut-fp-issues:
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| 
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| **************************************************
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| Floating Point Arithmetic:  Issues and Limitations
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| **************************************************
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| 
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| .. sectionauthor:: Tim Peters <tim_one@users.sourceforge.net>
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| 
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| 
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| Floating-point numbers are represented in computer hardware as base 2 (binary)
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| fractions.  For example, the decimal fraction ::
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| 
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|    0.125
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| 
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| has value 1/10 + 2/100 + 5/1000, and in the same way the binary fraction ::
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| 
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|    0.001
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| 
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| has value 0/2 + 0/4 + 1/8.  These two fractions have identical values, the only
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| real difference being that the first is written in base 10 fractional notation,
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| and the second in base 2.
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| 
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| Unfortunately, most decimal fractions cannot be represented exactly as binary
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| fractions.  A consequence is that, in general, the decimal floating-point
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| numbers you enter are only approximated by the binary floating-point numbers
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| actually stored in the machine.
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| 
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| The problem is easier to understand at first in base 10.  Consider the fraction
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| 1/3.  You can approximate that as a base 10 fraction::
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| 
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|    0.3
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| 
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| or, better, ::
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| 
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|    0.33
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| 
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| or, better, ::
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| 
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|    0.333
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| 
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| and so on.  No matter how many digits you're willing to write down, the result
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| will never be exactly 1/3, but will be an increasingly better approximation of
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| 1/3.
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| 
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| In the same way, no matter how many base 2 digits you're willing to use, the
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| decimal value 0.1 cannot be represented exactly as a base 2 fraction.  In base
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| 2, 1/10 is the infinitely repeating fraction ::
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| 
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|    0.0001100110011001100110011001100110011001100110011...
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| 
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| Stop at any finite number of bits, and you get an approximation.  On most
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| machines today, floats are approximated using a binary fraction with
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| the numerator using the first 53 bits starting with the most significant bit and
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| with the denominator as a power of two.  In the case of 1/10, the binary fraction
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| is ``3602879701896397 / 2 ** 55`` which is close to but not exactly
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| equal to the true value of 1/10.
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| 
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| Many users are not aware of the approximation because of the way values are
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| displayed.  Python only prints a decimal approximation to the true decimal
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| value of the binary approximation stored by the machine.  On most machines, if
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| Python were to print the true decimal value of the binary approximation stored
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| for 0.1, it would have to display ::
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| 
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|    >>> 0.1
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|    0.1000000000000000055511151231257827021181583404541015625
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| 
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| That is more digits than most people find useful, so Python keeps the number
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| of digits manageable by displaying a rounded value instead ::
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| 
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|    >>> 1 / 10
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|    0.1
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| 
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| Just remember, even though the printed result looks like the exact value
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| of 1/10, the actual stored value is the nearest representable binary fraction.
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| 
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| Interestingly, there are many different decimal numbers that share the same
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| nearest approximate binary fraction.  For example, the numbers ``0.1`` and
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| ``0.10000000000000001`` and
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| ``0.1000000000000000055511151231257827021181583404541015625`` are all
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| approximated by ``3602879701896397 / 2 ** 55``.  Since all of these decimal
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| values share the same approximation, any one of them could be displayed
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| while still preserving the invariant ``eval(repr(x)) == x``.
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| 
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| Historically, the Python prompt and built-in :func:`repr` function would choose
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| the one with 17 significant digits, ``0.10000000000000001``.   Starting with
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| Python 3.1, Python (on most systems) is now able to choose the shortest of
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| these and simply display ``0.1``.
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| 
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| Note that this is in the very nature of binary floating-point: this is not a bug
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| in Python, and it is not a bug in your code either.  You'll see the same kind of
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| thing in all languages that support your hardware's floating-point arithmetic
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| (although some languages may not *display* the difference by default, or in all
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| output modes).
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| 
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| For more pleasant output, you may wish to use string formatting to produce a limited number of significant digits::
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| 
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|    >>> format(math.pi, '.12g')  # give 12 significant digits
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|    '3.14159265359'
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| 
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|    >>> format(math.pi, '.2f')   # give 2 digits after the point
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|    '3.14'
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| 
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|    >>> repr(math.pi)
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|    '3.141592653589793'
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| 
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| 
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| It's important to realize that this is, in a real sense, an illusion: you're
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| simply rounding the *display* of the true machine value.
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| 
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| One illusion may beget another.  For example, since 0.1 is not exactly 1/10,
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| summing three values of 0.1 may not yield exactly 0.3, either::
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| 
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|    >>> .1 + .1 + .1 == .3
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|    False
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| 
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| Also, since the 0.1 cannot get any closer to the exact value of 1/10 and
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| 0.3 cannot get any closer to the exact value of 3/10, then pre-rounding with
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| :func:`round` function cannot help::
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| 
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|    >>> round(.1, 1) + round(.1, 1) + round(.1, 1) == round(.3, 1)
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|    False
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| 
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| Though the numbers cannot be made closer to their intended exact values,
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| the :func:`round` function can be useful for post-rounding so that results
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| with inexact values become comparable to one another::
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| 
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|     >>> round(.1 + .1 + .1, 10) == round(.3, 10)
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|     True
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| 
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| Binary floating-point arithmetic holds many surprises like this.  The problem
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| with "0.1" is explained in precise detail below, in the "Representation Error"
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| section.  See `The Perils of Floating Point <http://www.lahey.com/float.htm>`_
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| for a more complete account of other common surprises.
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| 
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| As that says near the end, "there are no easy answers."  Still, don't be unduly
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| wary of floating-point!  The errors in Python float operations are inherited
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| from the floating-point hardware, and on most machines are on the order of no
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| more than 1 part in 2\*\*53 per operation.  That's more than adequate for most
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| tasks, but you do need to keep in mind that it's not decimal arithmetic and
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| that every float operation can suffer a new rounding error.
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| 
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| While pathological cases do exist, for most casual use of floating-point
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| arithmetic you'll see the result you expect in the end if you simply round the
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| display of your final results to the number of decimal digits you expect.
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| :func:`str` usually suffices, and for finer control see the :meth:`str.format`
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| method's format specifiers in :ref:`formatstrings`.
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| 
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| For use cases which require exact decimal representation, try using the
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| :mod:`decimal` module which implements decimal arithmetic suitable for
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| accounting applications and high-precision applications.
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| 
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| Another form of exact arithmetic is supported by the :mod:`fractions` module
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| which implements arithmetic based on rational numbers (so the numbers like
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| 1/3 can be represented exactly).
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| 
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| If you are a heavy user of floating point operations you should take a look
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| at the Numerical Python package and many other packages for mathematical and
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| statistical operations supplied by the SciPy project. See <http://scipy.org>.
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| 
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| Python provides tools that may help on those rare occasions when you really
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| *do* want to know the exact value of a float.  The
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| :meth:`float.as_integer_ratio` method expresses the value of a float as a
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| fraction::
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| 
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|    >>> x = 3.14159
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|    >>> x.as_integer_ratio()
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|    (3537115888337719, 1125899906842624)
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| 
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| Since the ratio is exact, it can be used to losslessly recreate the
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| original value::
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| 
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|     >>> x == 3537115888337719 / 1125899906842624
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|     True
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| 
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| The :meth:`float.hex` method expresses a float in hexadecimal (base
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| 16), again giving the exact value stored by your computer::
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| 
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|    >>> x.hex()
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|    '0x1.921f9f01b866ep+1'
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| 
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| This precise hexadecimal representation can be used to reconstruct
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| the float value exactly::
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| 
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|     >>> x == float.fromhex('0x1.921f9f01b866ep+1')
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|     True
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| 
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| Since the representation is exact, it is useful for reliably porting values
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| across different versions of Python (platform independence) and exchanging
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| data with other languages that support the same format (such as Java and C99).
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| 
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| Another helpful tool is the :func:`math.fsum` function which helps mitigate
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| loss-of-precision during summation.  It tracks "lost digits" as values are
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| added onto a running total.  That can make a difference in overall accuracy
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| so that the errors do not accumulate to the point where they affect the
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| final total:
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| 
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|    >>> sum([0.1] * 10) == 1.0
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|    False
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|    >>> math.fsum([0.1] * 10) == 1.0
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|    True
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| 
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| .. _tut-fp-error:
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| 
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| Representation Error
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| ====================
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| 
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| This section explains the "0.1" example in detail, and shows how you can perform
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| an exact analysis of cases like this yourself.  Basic familiarity with binary
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| floating-point representation is assumed.
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| 
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| :dfn:`Representation error` refers to the fact that some (most, actually)
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| decimal fractions cannot be represented exactly as binary (base 2) fractions.
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| This is the chief reason why Python (or Perl, C, C++, Java, Fortran, and many
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| others) often won't display the exact decimal number you expect.
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| 
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| Why is that?  1/10 is not exactly representable as a binary fraction. Almost all
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| machines today (November 2000) use IEEE-754 floating point arithmetic, and
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| almost all platforms map Python floats to IEEE-754 "double precision".  754
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| doubles contain 53 bits of precision, so on input the computer strives to
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| convert 0.1 to the closest fraction it can of the form *J*/2**\ *N* where *J* is
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| an integer containing exactly 53 bits.  Rewriting ::
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| 
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|    1 / 10 ~= J / (2**N)
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| 
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| as ::
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| 
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|    J ~= 2**N / 10
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| 
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| and recalling that *J* has exactly 53 bits (is ``>= 2**52`` but ``< 2**53``),
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| the best value for *N* is 56::
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| 
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|     >>> 2**52 <=  2**56 // 10  < 2**53
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|     True
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| 
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| That is, 56 is the only value for *N* that leaves *J* with exactly 53 bits.  The
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| best possible value for *J* is then that quotient rounded::
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| 
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|    >>> q, r = divmod(2**56, 10)
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|    >>> r
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|    6
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| 
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| Since the remainder is more than half of 10, the best approximation is obtained
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| by rounding up::
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| 
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|    >>> q+1
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|    7205759403792794
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| 
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| Therefore the best possible approximation to 1/10 in 754 double precision is::
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| 
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|    7205759403792794 / 2 ** 56
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| 
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| Dividing both the numerator and denominator by two reduces the fraction to::
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| 
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|    3602879701896397 / 2 ** 55
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| 
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| Note that since we rounded up, this is actually a little bit larger than 1/10;
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| if we had not rounded up, the quotient would have been a little bit smaller than
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| 1/10.  But in no case can it be *exactly* 1/10!
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| 
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| So the computer never "sees" 1/10:  what it sees is the exact fraction given
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| above, the best 754 double approximation it can get::
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| 
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|    >>> 0.1 * 2 ** 55
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|    3602879701896397.0
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| 
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| If we multiply that fraction by 10\*\*55, we can see the value out to
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| 55 decimal digits::
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| 
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|    >>> 3602879701896397 * 10 ** 55 // 2 ** 55
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|    1000000000000000055511151231257827021181583404541015625
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| 
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| meaning that the exact number stored in the computer is equal to
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| the decimal value 0.1000000000000000055511151231257827021181583404541015625.
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| Instead of displaying the full decimal value, many languages (including
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| older versions of Python), round the result to 17 significant digits::
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| 
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|    >>> format(0.1, '.17f')
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|    '0.10000000000000001'
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| 
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| The :mod:`fractions` and :mod:`decimal` modules make these calculations
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| easy::
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| 
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|    >>> from decimal import Decimal
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|    >>> from fractions import Fraction
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| 
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|    >>> Fraction.from_float(0.1)
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|    Fraction(3602879701896397, 36028797018963968)
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| 
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|    >>> (0.1).as_integer_ratio()
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|    (3602879701896397, 36028797018963968)
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| 
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|    >>> Decimal.from_float(0.1)
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|    Decimal('0.1000000000000000055511151231257827021181583404541015625')
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| 
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|    >>> format(Decimal.from_float(0.1), '.17')
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|    '0.10000000000000001'
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