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Java: Double machine epsilon is not the smallest x such that 1+x != 1?

I am trying to determine the double machine epsilon in Java, using the definition of it being the smallest representable double value x such that 1.0 + x != 1.0, just as in C/C++. According to wikipedia, this machine epsilon is equal to 2^-52 (with 52 being the number of double mantissa bits - 1).

My implementation uses the Math.ulp() function:

double eps = Math.ulp(1.0);
System.out.println("eps = " + eps);
System.out.println("eps == 2^-52? " + (eps == Math.pow(2, -52)));

and the results are what I expected:

eps = 2.220446049250313E-16
eps == 2^-52? true

So far, so good. However, if I check that the given eps is indeed the smallest x such that 1.0 + x != 1.0, there seems to be a smaller one, aka the previous double value according to Math.nextAfter():

double epsPred = Math.nextAfter(eps, Double.NEGATIVE_INFINITY);
System.out.println("epsPred = " + epsPred);
System.out.println("epsPred < eps? " + (epsPred < eps));
System.out.println("1.0 + epsPred == 1.0? " + (1.0 + epsPred == 1.0));

Which yields:

epsPred = 2.2204460492503128E-16
epsPred < eps? true
1.0 + epsPred == 1.0? false

As we see, we have a smaller than machine epsilon such which, added to 1, yields not 1, in contradiction to the definition.

So what is wrong with the commonly accepted value for machine epsilon according to this definition? Or did I miss something? I suspect another esoteric aspect of floating-point maths, but I can't see where I went wrong...

EDIT: Thanks to the commenters, I finally got it. I actually used the wrong definition! eps = Math.ulp(1.0) computes the distance to the smallest representable double > 1.0, but -- and that's the point -- that eps is not the smallest x with 1.0 + x != 1.0, but rather about twice that value: Adding 1.0 + Math.nextAfter(eps/2) is rounded up to 1.0 + eps.

like image 934
Franz D. Avatar asked Feb 26 '15 13:02

Franz D.


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2 Answers

using the definition of it being the smallest representable double value x such that 1.0 + x != 1.0, just as in C/C++

This has never been the definition, not in Java and not in C and not in C++.

The definition is that the machine epsilon is the distance between one and the smallest float/double larger than one.

Your “definition” is wrong by a factor of nearly 2.

Also, the absence of strictfp only allows a larger exponent range and should not have any impact on the empirical measurement of epsilon, since that is computed from 1.0 and its successor, each of which and the difference of which can be represented with the standard exponent range.

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Pascal Cuoq Avatar answered Oct 06 '22 01:10

Pascal Cuoq


I'm not sure your experimental method / theory is sound. The documentation for the Math class states:

For a given floating-point format, an ulp of a specific real number value is the distance between the two floating-point values bracketing that numerical value

The documentation for the ulp method says:

An ulp of a double value is the positive distance between this floating-point value and the double value next larger in magnitude

So, if you want the smallest eps value such that 1.0 + eps != 1.0, your eps really should generally be less than Math.ulp(1.0), since at least for any value greater than Math.ulp(1.0) / 2, the result will be rounded up.

I think the smallest such value will be given by Math.nextAfter(eps/2, 1.0).

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davmac Avatar answered Oct 06 '22 01:10

davmac