Java double and working with really small values

Question

I have to store the product of several probabilty values that are really low (for example, 1E-80). Using the primitive java double would result in zero because of the underflow. I don't want the value to go to zero because later on there will be a larger number (for example, 1E100) that will bring the values within the range that the double can handle.

So, I created a different class (MyDouble) myself that works on saving the base part and the exponent parts. When doing calculations, for example multiplication, I multiply the base parts, and add the exponents.

The program is fast with the primitive double type. However, when I use my own class (MyDouble) the program is really slow. I think this is because of the new objects that I have to create each time to create simple operations and the garbage collector has to do a lot of work when the objects are no longer needed.

My question is, is there a better way you think I can solve this problem? If not, is there a way so that I can speedup the program with my own class (MyDouble)?

[Note: taking the log and later taking the exponent does not solve my problem]

MyDouble class:

public class MyDouble {
    public MyDouble(double base, int power){
    this.base = base;
    this.power = power;
    }

    public static MyDouble multiply(double... values) {
    MyDouble returnMyDouble = new MyDouble(0);
    double prodBase = 1;
    int prodPower = 0;
    for( double val : values) {
            MyDouble ad = new MyDouble(val);
            prodBase *= ad.base;
            prodPower += ad.power;
        }   
        String newBaseString = "" + prodBase;
        String[] splitted = newBaseString.split("E");   
        double newBase = 0; int newPower = 0;
        if(splitted.length == 2) {
            newBase = Double.parseDouble(splitted[0]);
            newPower = Integer.parseInt(splitted[1]);
        } else {
            newBase = Double.parseDouble(splitted[0]);
            newPower = 0;
        }
        returnMyDouble.base = newBase;
        returnMyDouble.power = newPower + prodPower;        
        return returnMyDouble;
    }
}

Answer 1

The way this is solved is to work in log space---it trivialises the problem. When you say it doesn't work, can you give specific details of why? Probability underflow is a common issue in probabilistic models, and I don't think I've ever known it solved any other way.

Recall that log(a*b) is just log(a) + log(b). Similarly log(a/b) is log(a) - log(b). I assume since you're working with probabilities its multiplication and division that are causing the underflow issues; the drawback of log space is that you need to use special routines to calculate log(a+b), which I can direct you to if this is your issue.

So the simple answer is, work in log space, and re-exponentiate at the end to get a human-readable number.

Answer 2

You trying to parse strings each time you doing multiply. Why don't you calculate all values into some structure like real and exponential part as pre-calculation step and then create algorithms for multiplication, adding, subdivision, power and other.

Also you could add flag for big/small numbers. I think you will not use both 1e100 and 1e-100 in one calculation (so you could simplify some calculations) and you could improve calculation time for different pairs (large, large), (small, small), (large, small).