Re: [Rd] bug in sum() on integer vector

From: Martin Maechler <maechler_at_stat.math.ethz.ch>
Date: Thu, 15 Dec 2011 13:59:38 +0100

>>>>> peter dalgaard <pdalgd_at_gmail.com>
>>>>> on Thu, 15 Dec 2011 11:40:23 +0100 writes:

    > On Dec 15, 2011, at 02:51 , Hervé Pagès wrote:

>> Hi Peter,
>>
>> On 11-12-14 08:19 AM, peter dalgaard wrote:

    >>> 
    >>> On Dec 14, 2011, at 16:19 , John C Nash wrote:
    >>> 
    >>>> 
    >>>> Following this thread, I wondered why nobody tried
    >>>> cumsum to see where the integer overflow occurs. On the
    >>>> shorter xx vector in the little script below I get a
    >>>> message:
    >>>> 
    >>>> Warning message: Integer overflow in 'cumsum'; use
    >>>> 'cumsum(as.numeric(.))'
    >>>>> 
    >>>> 
    >>>> But sum() does not give such a warning, which I believe
    >>>> is the point of contention. Since cumsum() does manage
    >>>> to give such a warning, and show where the overflow
    >>>> occurs, should sum() not be able to do so? For the
    >>>> record, I don't class the non-zero answer as an error
    >>>> in itself. I regard the failure to warn as the issue.
    >>> 
    >>> It (sum) does warn if you take the two "halves"
    >>> separately. The issue is that the overflow is detected
    >>> at the end of the summation, when the result is to be
    >>> saved to an integer (which of course happens for all
    >>> intermediate sums in cumsum)
    >>> 
    >>>> x<- c(rep(1800000003L, 10000000), -rep(1200000002L,
    >>>> 15000000)) sum(x[1:10000000])
    >>> [1] NA Warning message: In sum(x[1:1e+07]) : Integer
    >>> overflow - use sum(as.numeric(.))
    >>>> sum(x[10000001:25000000])
    >>> [1] NA Warning message: In sum(x[10000001:1.5e+07]) :
    >>> Integer overflow - use sum(as.numeric(.))
    >>>> sum(x)
    >>> [1] 4996000
    >>> 
    >>> There's a pretty easy fix, essentially to move
    >>> 
    >>> if(s> INT_MAX || s< R_INT_MIN){ warningcall(call,
    >>> _("Integer overflow - use sum(as.numeric(.))")); *value
    >>> = NA_INTEGER; }
    >>> 
    >>> inside the summation loop. Obviously, there's a speed
    >>> penalty from two FP comparisons per element, but I
    >>> wouldn't know whether it matters in practice for anyone.
    >>> 

>>
>> Since you want to generate this warning once only, your
>> test (now inside the loop) needs to be something like:
>>
>> if (warn && (s > INT_MAX || s < R_INT_MIN)) { generate
>> the warning warn = 0; }
>>
>> with 'warn' initialized to 1. This makes the isum()
>> function almost twice slower on my machine (64-bit
>> Ubuntu) when compiling with gcc -O2 and when no overflow
>> occurs (the most common use case I guess).
>>
>> Why not just do the sum in a long double instead of a
>> double? It slows down isum() by only 8% on my machine
>> when compiling with gcc -O2. But most importantly this
>> solution also has the advantage of making sum(x)
>> consistent with sum(as.double(x)). The latter uses rsum()
>> which does the sum in a long double. So by using a long
>> double in both isum() and rsum(), consistency between
>> sum(x) and sum(as.double(x)) is guaranteed.
    > Hum, yes. Also the test would be overly cautious: The real
    > thing to test is whether we overrun the range in which
    > integers are exactly representable in FP i.e. roughly
    > +/-2^52, not the +/-2^31 that fits 32 bit integers. Or
    > +/-2^63 if we have long doubles.

    > However, we still need to decide whether the issue is that
    > sum(as.double(x)) can be inconsistent with sum(x), or
    > whether it is that integer arithmetic can be
    > inexact. Also, the timings should really be viewed in
    > context: Does _any_ actual code use isum to an extent     > where halving its speed would have any noticeable impact?

    > We probably shouldn't touch this for 2.14.1, then.

Definitely agree on that.

Given all the (good) considerations in this thread, I think that Hervé's proposal of just *not* calling isum() but rather rsum() really makes more sense: - Not only will it give the correct (finite) answer in more cases, - but it will be much easier to document what sum(.) does:   sum(x) and sum(as.double(x)) will return the same values. - it is faster than the isum() version which would check for   overflow "every time".
We could think of coercing back to integer when the result is inside the integer range and also when NA: returning integer instead of real NA.

Martin

>> Maybe that still doesn't give you the guarantee that
>> sum(x) will always return the correct value (when it does
>> not return NA) because that depends now on the ability of
>> long double to represent exactly the sum of at most
>> INT_MAX arbitrary ints. The nb of bits used for long
>> double seems to vary a lot across platforms/compilers so
>> it's hard to tell. Not an ideal solution, but at least
>> it makes isum() more accurate than the current isum() and
>> it makes sum(x) consistent with sum(as.double(x)) on all
>> platforms, without degrading performance too much.
>>
>> Cheers, H.
>>
>> --
>> Hervé Pagès
>>
>> Program in Computational Biology Division of Public
>> Health Sciences Fred Hutchinson Cancer Research Center
>> 1100 Fairview Ave. N, M1-B514 P.O. Box 19024 Seattle, WA
>> 98109-1024
>>
>> E-mail: hpages_at_fhcrc.org Phone: (206) 667-5791 Fax: (206)
>> 667-1319

    > -- 
    > Peter Dalgaard, Professor Center for Statistics,
    > Copenhagen Business School Solbjerg Plads 3, 2000
    > Frederiksberg, Denmark Phone: (+45)38153501 Email:
    > pd.mes_at_cbs.dk Priv: PDalgd_at_gmail.com

    > ______________________________________________
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