[Numpy-discussion] IEEE 754-2008 decimal floating point support

[Michael Gilbert]

On Wed, Sep 8, 2010 at 12:23 PM, Charles R Harris wrote:
>
>
> On Wed, Sep 8, 2010 at 9:46 AM, Michael Gilbert
> <michael.s.gilbert at gmail.com> wrote:
>>
>> On Wed, 8 Sep 2010 09:43:56 -0600, Charles R Harris wrote:
>> > On Wed, Sep 8, 2010 at 9:26 AM, Michael Gilbert
>> > <michael.s.gilbert at gmail.com
>> > > wrote:
>> >
>> > > Hi,
>> > >
>> > > Are there any plans to add support for decimal floating point
>> > > arithmetic, as defined in the 2008 revision of the IEEE 754 standard
>> > > [0], in numpy?
>> > >
>> > >
>> > Not at the moment. There is currently no hardware or C support and
>> > adding
>> > new types to numpy isn't trivial. You can get some limited Decimal
>> > functionality by using python classes and object arrays, for instance
>> > the
>> > Decimal class in the python decimal module, but the performance isn't
>> > great.
>> >
>> > What is your particular interest in decimal support?
>>
>> Primarily avoiding catastrophic cancellation when subtracting
>> large values.  I was planning to use the decimal class, but was
>> curious whether support for the IEEE standard was coming any time soon.
>>
>
> If you just need more precision, mpmath has better performance than the
> Decimal class. Also, it might be possible to avoid the loss of precision by
> changing the computation, but I don't know the details of what you are
> doing.

Just wanted to say that numpy object arrays + decimal solved all of my
problems, which were all caused by the disconnect between decimal and
binary representation of floating point numbers.  It would be really
nice to have IEEE decimal floating point since python's decimal module
is a bit slow, but I can see thats going to be a very long process.

Thanks again for your help!

Mike