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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1386) EPSILON value in org.apache.commons.math.util.MathUtils seems like half of what it should be
Date Mon, 19 Sep 2016 21:26:20 GMT

    [ https://issues.apache.org/jira/browse/MATH-1386?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15504741#comment-15504741
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Gilles commented on MATH-1386:
------------------------------

As you noticed, 2 * [EPSILON|http://commons.apache.org/proper/commons-math/javadocs/api-3.6.1/org/apache/commons/math3/util/Precision.html#EPSILON]
== {{epsilon}}.


> EPSILON value in  org.apache.commons.math.util.MathUtils seems like half of what it should
be
> ---------------------------------------------------------------------------------------------
>
>                 Key: MATH-1386
>                 URL: https://issues.apache.org/jira/browse/MATH-1386
>             Project: Commons Math
>          Issue Type: Wish
>         Environment: win 7
>            Reporter: Brian S. McCormick
>            Priority: Trivial
>   Original Estimate: 1h
>  Remaining Estimate: 1h
>
> I've always used 1.1920929E-7 for dealing with float epsilon values. When dealing with
double I've always used 2.220446049250313E-16 for epsilon.
> You have it defined in org.apache.commons.math.util.MathUtils as 1.1102230246251565E-16
which is half what I think it should be.
> I come up with these numbers using the following:
> float fEps = Float.intBitsToFloat(Float.floatToIntBits(1f) + 1) - 1;
> double dEps = Double.longBitsToDouble(Double.doubleToLongBits(1) + 1) - 1;
> Am I correct? I don't really know. I do know that float epsilon in every legacy C/C++
compiler etc I have ever used is defined as about 1e-7 and this is the value using the formula
for fEps above. When I started doing comps using doubles instead of floats I started using
the formula for dEps above which looks to me like the equivalent for double numbers. 



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