python numpy machine epsilon

本秂侑毒 提交于 2019-11-26 10:24:47

问题


I am trying to understand what is machine epsilon. According to the Wikipedia, it can be calculated as follows:

def machineEpsilon(func=float):
    machine_epsilon = func(1)
    while func(1)+func(machine_epsilon) != func(1):
        machine_epsilon_last = machine_epsilon
        machine_epsilon = func(machine_epsilon) / func(2)
    return machine_epsilon_last

However, it is suitable only for double precision numbers. I am interested in modifying it to support also single precision numbers. I read that numpy can be used, particularly numpy.float32 class. Can anybody help with modifying the function?


回答1:


An easier way to get the machine epsilon for a given float type is to use np.finfo():

print(np.finfo(float).eps)
# 2.22044604925e-16

print(np.finfo(np.float32).eps)
# 1.19209e-07



回答2:


Another easy way to get epsilon is:

In [1]: 7./3 - 4./3 -1
Out[1]: 2.220446049250313e-16



回答3:


It will already work, as David pointed out!

>>> def machineEpsilon(func=float):
...     machine_epsilon = func(1)
...     while func(1)+func(machine_epsilon) != func(1):
...         machine_epsilon_last = machine_epsilon
...         machine_epsilon = func(machine_epsilon) / func(2)
...     return machine_epsilon_last
... 
>>> machineEpsilon(float)
2.220446049250313e-16
>>> import numpy
>>> machineEpsilon(numpy.float64)
2.2204460492503131e-16
>>> machineEpsilon(numpy.float32)
1.1920929e-07


来源:https://stackoverflow.com/questions/19141432/python-numpy-machine-epsilon

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