Groups > comp.lang.java.programmer > #6873

Re: higher precision doubles

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From	Jan Burse <janburse@fastmail.fm>
Newsgroups	comp.lang.java.programmer
Subject	Re: higher precision doubles
Date	Mon, 08 Aug 2011 19:29:13 +0200
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BTW: Hope that the drop of indexes (shares, currency, etc..)
is not a problem of float calculation in todays high frequency
trading.

The following slides mention such a problem:
http://www.cl.cam.ac.uk/~jrh13/slides/jnao-02jun06/slides.pdf

Quote: Page 2
	"Naive use of floating-point arithmetic
	In 1982 the Vancouver stock exchange index was established
	at a level of 1000. A couple of years later the index
	was hitting lows of around 520. The cause was repeated
	truncation of the index to 3 decimal digits on each
	recalculation, several thousand times a day. On correction,
	the stock index leapt immediately from 574.081 to 1098.882."


Jan Burse schrieb:
> Hi
>
> Just assume I want to put the functionality into an Applet. Means
> somehow the aspect of supporting a couple of plattforms and
> architectures is important.
>
> According to stack overflow there are a couple of solutions around:
> http://stackoverflow.com/questions/6979926/higher-precision-doubles-and-trigonometric-functions-in-java
>
> Apfloat and JScience.
>
> I guess creating objects and then dropping them again is not so
> much a problem in modern VMs. At least I saw recently that for
> example the 64-bit JDK is very good in continously reclaiming
> such objects. And there are also papers that show that the Java
> GC is more efficient than a typical C malloc/free, for some Java
> specific reasons how the heap supplies objects.
>
> Also one could implement mutable objects (instances) instead of
> value objects (instances). So that instead of an API of the form:
>
> myMath:
> myImmutableObjectClass sin(myImmutableObjectClass x);
>
> One could also do:
>
> myMath:
> sin(myMutableObjectClass x, myMutableObjectClass res);
>
> And thus safe some object creations programmatically by reusing
> objects were appropriate.
>
> Bye

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Thread

higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-06 00:20 +0200
  Re: higher precision doubles Patricia Shanahan <pats@acm.org> - 2011-08-06 03:35 -0700
    Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-06 13:03 +0200
      Re: higher precision doubles BGB <cr88192@hotmail.com> - 2011-08-06 12:20 -0700
        Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-06 23:30 +0200
          Re: higher precision doubles BGB <cr88192@hotmail.com> - 2011-08-06 16:12 -0700
            Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-07 01:35 +0200
              Re: higher precision doubles BGB <cr88192@hotmail.com> - 2011-08-06 19:26 -0700
    Re: higher precision doubles supercalifragilisticexpialadiamaticonormalizeringelimatisticantations <supercalifragilisticexpialadiamaticonormalizeringelimatisticantations@averylongandannoyingdomainname.com> - 2011-08-09 00:42 -0400
      Re: higher precision doubles Patricia Shanahan <pats@acm.org> - 2011-08-09 04:07 -0700
        Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-09 14:00 +0200
          Re: higher precision doubles Patricia Shanahan <pats@acm.org> - 2011-08-09 09:07 -0700
            Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-10 08:50 +0200
        Re: higher precision doubles supercalifragilisticexpialadiamaticonormalizeringelimatisticantations <supercalifragilisticexpialadiamaticonormalizeringelimatisticantations@averylongandannoyingdomainname.com> - 2011-08-10 20:16 -0400
      Re: higher precision doubles Joshua Cranmer <Pidgeot18@verizon.invalid> - 2011-08-09 10:11 -0500
        Re: higher precision doubles Arne Vajhøj <arne@vajhoej.dk> - 2011-08-09 22:40 -0400
          Re: higher precision doubles Joshua Cranmer <Pidgeot18@verizon.invalid> - 2011-08-09 22:06 -0500
            Re: higher precision doubles BGB <cr88192@hotmail.com> - 2011-08-10 08:53 -0700
  Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-06 21:24 +0200
    Re: higher precision doubles markspace <-@.> - 2011-08-06 13:29 -0700
      Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-06 23:20 +0200
        Re: higher precision doubles markspace <-@.> - 2011-08-06 15:43 -0700
          Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-07 01:06 +0200
            Re: higher precision doubles Patricia Shanahan <pats@acm.org> - 2011-08-06 16:21 -0700
              Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-07 01:34 +0200
                Re: higher precision doubles Patricia Shanahan <pats@acm.org> - 2011-08-06 21:32 -0700
                Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-07 17:24 +0200
                Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-07 17:39 +0200
                Re: higher precision doubles Patricia Shanahan <pats@acm.org> - 2011-08-07 09:26 -0700
                Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-07 21:23 +0200
                Re: higher precision doubles Eric Sosman <esosman@ieee-dot-org.invalid> - 2011-08-07 20:48 -0400
                Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-08 09:05 +0200
                Re: higher precision doubles Patricia Shanahan <pats@acm.org> - 2011-08-08 05:37 -0700
                Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-08 19:08 +0200
                Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-08 19:16 +0200
                Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-08 19:29 +0200
                Re: higher precision doubles Joshua Cranmer <Pidgeot18@verizon.invalid> - 2011-08-08 21:34 -0500
                Re: higher precision doubles BGB <cr88192@hotmail.com> - 2011-08-08 13:49 -0700
                Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-09 01:08 +0200
                Re: higher precision doubles BGB <cr88192@hotmail.com> - 2011-08-09 02:44 -0700
                Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-09 12:52 +0200
                Re: higher precision doubles BGB <cr88192@hotmail.com> - 2011-08-09 13:15 -0700
                Re: higher precision doubles BGB <cr88192@hotmail.com> - 2011-08-07 13:51 -0700
              Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-07 01:59 +0200
        Re: higher precision doubles Joshua Cranmer <Pidgeot18@verizon.invalid> - 2011-08-08 21:03 -0500
    Re: higher precision doubles Eric Sosman <esosman@ieee-dot-org.invalid> - 2011-08-06 17:33 -0400
    Re: higher precision doubles Patricia Shanahan <pats@acm.org> - 2011-08-06 14:51 -0700
      Re: higher precision doubles Jan Burse <janburse@fastmail.fm> - 2011-08-07 00:57 +0200

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