Pathological floating point problems

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Task
Pathological floating point problems
You are encouraged to solve this task according to the task description, using any language you may know.

Most programmers are familiar with the inexactness of floating point calculations in a binary processor.

The classic example being:

0.1 + 0.2 =  0.30000000000000004

In many situations the amount of error in such calculations is very small and can be overlooked or eliminated with rounding.

There are pathological problems however, where seemingly simple, straight-forward calculations are extremely sensitive to even tiny amounts of imprecision.

This task's purpose is to show how your language deals with such classes of problems.


A sequence that seems to converge to a wrong limit.

Consider the sequence:

v1 = 2
v2 = -4
vn = 111   -   1130   /   vn-1   +   3000  /   (vn-1 * vn-2)


As   n   grows larger, the series should converge to   6   but small amounts of error will cause it to approach   100.


Task 1

Display the values of the sequence where   n =   3, 4, 5, 6, 7, 8, 20, 30, 50 & 100   to at least 16 decimal places.

    n = 3     18.5
    n = 4      9.378378
    n = 5      7.801153
    n = 6      7.154414
    n = 7      6.806785
    n = 8      6.5926328
    n = 20     6.0435521101892689
    n = 30     6.006786093031205758530554
    n = 50     6.0001758466271871889456140207471954695237
    n = 100    6.000000019319477929104086803403585715024350675436952458072592750856521767230266


Task 2

The Chaotic Bank Society   is offering a new investment account to their customers.

You first deposit   $e - 1   where   e   is   2.7182818...   the base of natural logarithms.

After each year, your account balance will be multiplied by the number of years that have passed, and $1 in service charges will be removed.

So ...

  • after 1 year, your balance will be multiplied by 1 and $1 will be removed for service charges.
  • after 2 years your balance will be doubled and $1 removed.
  • after 3 years your balance will be tripled and $1 removed.
  • ...
  • after 10 years, multiplied by 10 and $1 removed, and so on.


What will your balance be after   25   years?

   Starting balance: $e-1
   Balance = (Balance * year) - 1 for 25 years
   Balance after 25 years: $0.0399387296732302


Task 3, extra credit

Siegfried Rump's example.   Consider the following function, designed by Siegfried Rump in 1988.

f(a,b) = 333.75b6 + a2( 11a2b2 - b6 - 121b4 - 2 ) + 5.5b8 + a/(2b)
compute   f(a,b)   where   a=77617.0   and   b=33096.0
f(77617.0, 33096.0)   =   -0.827396059946821


Demonstrate how to solve at least one of the first two problems, or both, and the third if you're feeling particularly jaunty.


See also;



360 Assembly

The system/360 hexadecimal single precision floating point format is known to its weakness in precision. A lot of more precise formats have been added since.
A sequence that seems to converge to a wrong limit
<lang 360asm>* Pathological floating point problems 03/05/2016 PATHOFP CSECT

        USING  PATHOFP,R13 

SAVEAR B STM-SAVEAR(R15)

        DC     17F'0'

STM STM R14,R12,12(R13)

        ST     R13,4(R15)
        ST     R15,8(R13)
        LR     R13,R15
        LE     F0,=E'2'
        STE    F0,U             u(1)=2
        LE     F0,=E'-4'
        STE    F0,U+4           u(2)=-4
        LA     R6,3             n=3
        LA     R7,U+4           @u(n-1)
        LA     R8,U             @u(n-2)
        LA     R9,U+8           @u(n)

LOOPN CH R6,=H'100' do n=3 to 100

        BH     ELOOPN
        LE     F4,0(R7)         u(n-1)
        LE     F2,=E'1130'      1130
        DER    F2,F4            1130/u(n-1)
        LE     F0,=E'111'       111
        SER    F0,F2            111-1130/u(n-1)
        LE     F2,0(R7)         u(n-1)
        LE     F4,0(R8)         u(n-2)
        MER    F2,F4            u(n-1)*u(n-2)
        LE     F6,=E'3000'      3000
        DER    F6,F2            3000/(u(n-1)*u(n-2))
        AER    F0,F6            111-1130/u(n-1)+3000/(u(n-1)*u(n-2))
        STE    F0,0(R9)         store into u(n)
        XDECO  R6,PG+0          n
        LE     F0,0(R9)         u(n)
        LA     R0,3             number of decimals
        BAL    R14,FORMATF      format(u(n),'F13.3')
        MVC    PG+12(13),0(R1)  put into buffer
        XPRNT  PG,80            print buffer
        LA     R6,1(R6)         n=n+1
        LA     R7,4(R7)         @u(n-1)
        LA     R8,4(R8)         @u(n-2)
        LA     R9,4(R9)         @u(n)
        B      LOOPN

ELOOPN L R13,4(0,R13)

        LM     R14,R12,12(R13)
        XR     R15,R15
        BR     R14
        COPY   FORMATF
        LTORG  

PG DC CL80' ' buffer U DS 100E

        YREGS
        YFPREGS 
        END    PATHOFP</lang>

The divergence comes very soon.

Output:
           3       18.500
           4        9.378
           5        7.801
           6        7.154
           7        6.805
           8        6.578
           9        6.235
          10        2.915
          11     -111.573
          12      111.905
          13      100.661
          14      100.040
          15      100.002
          16      100.000
          17      100.000
          18      100.000
         ...      100.000

Ada

Task 1: Converging Sequence

<lang Ada>with Ada.Text_IO;

procedure Converging_Sequence is

  generic
     type Num is digits <>;
     After: Positive;
  procedure Task_1;
     
  procedure Task_1 is
     package FIO is new Ada.Text_IO.Float_IO(Num);
     package IIO is new Ada.Text_IO.Integer_IO(Integer);
  
     procedure Output (I: Integer; N: Num) is
     begin

IIO.Put(Item => I, Width => 4); FIO.Put(Item => N, Fore => 4, Aft => After, Exp => 0); Ada.Text_IO.New_Line;

     end Output;
  
     Very_Old: Num :=  2.0;
     Old:      Num := -4.0;
     Now:        Num;
  begin
     Ada.Text_IO.Put_Line("Converging Sequence with" & Integer'Image(After) & 

" digits");

     for I in 3 .. 100 loop

Now := 111.0 - 1130.0 / Old + 3000.0 / (Old * Very_Old); Very_Old := Old; Old := Now; if (I < 9) or else (I=20 or I=30 or I=50 or I=100) then Output(I, Now); end if;

     end loop;
     Ada.Text_IO.New_Line;
  end Task_1;
  
  type Short is digits(8);
  type Long  is digits(16);
  
  procedure Task_With_Short is new Task_1(Short, 8);
  procedure Task_With_Long  is new Task_1(Long, 16);

begin

  Task_With_Short;
  Task_With_Long;

end Converging_Sequence;</lang>

Output:
Converging Sequence with 8 digits
   3  18.50000000
   4   9.37837838
   5   7.80115274
   6   7.15441448
   7   6.80678474
   8   6.59263277
  20  98.34950312
  30 100.00000000
  50 100.00000000
 100 100.00000000

Converging Sequence with 16 digits
   3  18.5000000000000000
   4   9.3783783783783784
   5   7.8011527377521614
   6   7.1544144809752494
   7   6.8067847369236337
   8   6.5926327687044483
  20   8.9530549789723472
  30  99.9999999981565451
  50 100.0000000000000000
 100 100.0000000000000000

Task 2: Chaotic Bank Society

<lang Ada>with Ada.Text_IO, Ada.Numerics;

procedure Chaotic_Bank is

  generic
    type Num is digits <>;
    After: Positive;
  procedure Task_2;
  
  procedure Task_2 is
     package IIO is new Ada.Text_IO.Integer_IO(Integer);
     package FIO is new Ada.Text_IO.Float_IO(Num);
     Balance: Num :=  Ada.Numerics.E - 1.0;
  begin
     Ada.Text_IO.Put_Line("Chaotic Bank Socienty with" & 

Integer'Image(After) & " digits");

     Ada.Text_IO.Put_Line("year        balance");
     for year in 1 .. 25 loop

Balance := (Balance * Num(year))- 1.0; IIO.Put(Item => Year, Width => 2); FIO.Put(Balance, Fore => 11, Aft => After, Exp => 0); Ada.Text_IO.New_Line;

     end loop;
     Ada.Text_IO.New_Line;
  end Task_2;
  
  type Short is digits(8);
  type Long  is digits(16);
  
  procedure Task_With_Short is new Task_2(Short, 8);
  procedure Task_With_Long  is new Task_2(Long, 16);
  

begin

  Task_With_Short;
  Task_With_Long;

end Chaotic_Bank;</lang>

Output:
Chaotic Bank Socienty with 8 digits
year        balance
 1          0.71828183
 2          0.43656366
 3          0.30969097
 4          0.23876388
...         ...
16          0.06389363
17          0.08619166
18          0.55144980
19          9.47754622
20        188.55092437
21       3958.56941176
22      87087.52705873
23    2003012.12235075
24   48072289.93641794
25 1201807247.41044855

Chaotic Bank Socienty with 16 digits
year        balance
 1          0.7182818284590452
 2          0.4365636569180905
 3          0.3096909707542714
 4          0.2387638830170856
...         ...
17          0.0586186042274583
18          0.0551348760942503
19          0.0475626457907552
20         -0.0487470841848960
21         -2.0236887678828168
22        -45.5211528934219700
23      -1047.9865165487053100
24     -25152.6763971689275000
25    -628817.9099292231860000

Task 3: Rump's Example

<lang Ada>with Ada.Text_IO; use Ada.Text_IO;

procedure Rumps_example is

  type Short is digits(8);                                                                               
  type Long  is digits(16);                                                                              
                                                                                                         
  A: constant := 77617.0;                                                                                
  B: constant := 33096.0;                                                                                
  C: constant := 333.75*B**6 + A**2*(11.0*A**2*B**2 - B**6 - 121.0*B**4 - 2.0) + 5.5*B**8 + A/(2.0*B);   
                                                                                                         
  package LIO is new Float_IO(Long);                                                                     
  package SIO is new Float_IO(Short);                                                                    

begin

  Put("Rump's Example, Short: ");                                                                        
  SIO.Put(C, Fore => 1, Aft => 8, Exp => 0);  New_Line;                                                  
  Put("Rump's Example, Long:  ");                                                                        
  LIO.Put(C, Fore => 1, Aft => 16, Exp => 0); New_Line;                                                  

end Rumps_example; </lang>

Output:
Rump's Example, Short: -0.82739606
Rump's Example, Long:  -0.827396059946821

ALGOL 68

Works with: ALGOL 68G version Any - tested with release 2.8.3.win32

In Algol 68G, we can specify the precision of LONG LONG REAL values <lang algol68>BEGIN

   # task 1 #
   BEGIN
       PR precision 32 PR
       print( ( " 32 digit REAL numbers", newline ) );
       [ 1 : 100 ]LONG LONG REAL v;
       v[ 1 ] := 2;
       v[ 2 ] := -4;
       FOR n FROM 3 TO UPB v DO v[ n ] := 111 - ( 1130 / v[ n - 1 ] ) + ( 3000 / ( v[ n - 1 ] * v[ n - 2 ] ) ) OD;
       FOR n FROM  3 TO  8       DO print( ( "n = ", whole( n, 3 ), " ", fixed( v[ n ], -22, 16 ), newline ) ) OD;
       FOR n FROM 20 BY 10 TO 50 DO print( ( "n = ", whole( n, 3 ), " ", fixed( v[ n ], -22, 16 ), newline ) ) OD;
       print( ( "n = 100 ", fixed( v[ 100 ], -22, 16 ), newline ) )
   END;
   BEGIN
       PR precision 120 PR
       print( ( "120 digit REAL numbers", newline ) );
       [ 1 : 100 ]LONG LONG REAL v;
       v[ 1 ] := 2;
       v[ 2 ] := -4;
       FOR n FROM 3 TO UPB v DO v[ n ] := 111 - ( 1130 / v[ n - 1 ] ) + ( 3000 / ( v[ n - 1 ] * v[ n - 2 ] ) ) OD;
       print( ( "n = 100 ", fixed( v[ 100 ], -22, 16 ), newline ) )
   END;
   print( ( newline ) );
   # task 2 #
   BEGIN
       print( ( "single precision REAL numbers...", newline ) );
       REAL chaotic balance := exp( 1 ) - 1;
       print( ( "initial chaotic balance: ", fixed( chaotic balance, -22, 16 ), newline ) );
       FOR i FROM 1 TO 25 DO ( chaotic balance *:= i ) -:= 1 OD;
       print( ( "25 year chaotic balance: ", fixed( chaotic balance, -22, 16 ), newline ) )
   END;
   BEGIN
       print( ( "double precision REAL numbers...", newline ) );
       LONG REAL chaotic balance := long exp( 1 ) - 1;
       print( ( "initial chaotic balance: ", fixed( chaotic balance, -22, 16 ), newline ) );
       FOR i FROM 1 TO 25 DO ( chaotic balance *:= i ) -:= 1 OD;
       print( ( "25 year chaotic balance: ", fixed( chaotic balance, -22, 16 ), newline ) )
   END;
   BEGIN
       PR precision 32 PR
       print( ( "        32 digit REAL numbers...", newline ) );
       LONG LONG REAL chaotic balance := long long exp( 1 ) - 1;
       print( ( "initial chaotic balance: ", fixed( chaotic balance, -22, 16 ), newline ) );
       FOR i FROM 1 TO 25 DO ( chaotic balance *:= i ) -:= 1 OD;
       print( ( "25 year chaotic balance: ", fixed( chaotic balance, -22, 16 ), newline ) )
   END

END</lang>

Output:
 32 digit REAL numbers
n =  +3    18.5000000000000000
n =  +4     9.3783783783783784
n =  +5     7.8011527377521614
n =  +6     7.1544144809752494
n =  +7     6.8067847369236330
n =  +8     6.5926327687044384
n = +20     6.0435521101892689
n = +30     6.0067860930262429
n = +40    -2.9367486132065552
n = +50   100.0000000006552004
n = 100   100.0000000000000000
120 digit REAL numbers
n = 100   100.0000000000000000

single precision REAL numbers...
initial chaotic balance:     1.7182818284590400
25 year chaotic balance: -2242373258.5701500000
double precision REAL numbers...
initial chaotic balance:     1.7182818284590452
25 year chaotic balance:     0.0406729916134442
        32 digit REAL numbers...
initial chaotic balance:     1.7182818284590452
25 year chaotic balance:     0.0399387296732302

AWK

This example may be incorrect.
Check if results are different for non-GNU awk
Please verify it and remove this message. If the example does not match the requirements or does not work, replace this message with Template:incorrect or fix the code yourself.

GNU awk defaults to double-precision floating point numbers (not sure if this is true for other awk implementations?). GNU awk 4.1+ provides library support for arbitrary-precision floating point calculations, but not all available binaries have this compiled in.

awk code: <lang awk> BEGIN {

   do_task1()
   do_task2()
   do_task3()
   exit

}


function do_task1(){

   print "Task 1"
   v[1] = 2
   v[2] = -4
   for (n=3; n<=100; n++) v[n] = 111 - 1130 / v[n-1] + 3000 / (v[n-1] * v[n-2])
   
   for (i=3; i<=8; i++) print_results(i)
   print_results(20)
   print_results(30)
   print_results(50)
   print_results(100)

}

  1. This works because all awk variables are global, except when declared locally

function print_results(n){

   printf("n = %d\t%20.16f\n", n, v[n])

}

  1. This function doesn't need any parameters; declaring balance and i in the function parameters makes them local

function do_task2( balance, i){

   balance[0] = exp(1)-1
   for (i=1; i<=25; i++) balance[i] = balance[i-1]*i-1
   printf("\nTask 2\nBalance after 25 years: $%12.10f", balance[25])

}

function do_task3( a, b, f_ab){

   a = 77617
   b = 33096
   
   f_ab = 333.75 * b^6 + a^2 * (11*a^2*b^2 - b^6 - 121*b^4 - 2) + 5.5*b^8 + a/(2*b) 
   printf("\nTask 3\nf(%6.12f, %6.12f) = %10.24f", a, b, f_ab)

}

</lang>

This version doesn't include the arbitrary-precision libraries, so the program demonstrates the incorrect results:

Task 1
n = 3    18.5000000000000000
n = 4     9.3783783783783790
n = 5     7.8011527377521688
n = 6     7.1544144809753334
n = 7     6.8067847369248113
n = 8     6.5926327687217920
n = 20   98.3495031221653591
n = 30   99.9999999999989342
n = 50  100.0000000000000000
n = 100 100.0000000000000000

Task 2
Balance after 25 years: $-2242373258.570158004760742
Task 3
f(77617.000000000000, 33096.000000000000) = -1180591620717411303424.000000000000000000000000

On versions with the libraries compiled in, the results depend on the level of precision specified. With 1024 bits, the results are as follows:

Task 1
n = 3	 18.5000000000000000
n = 4	  9.3783783783783784
n = 5	  7.8011527377521614
n = 6	  7.1544144809752494
n = 7	  6.8067847369236330
n = 8	  6.5926327687044384
n = 20	  6.0435521101892689
n = 30	  6.0067860930312058
n = 50	  6.0001758466271872
n = 100	  6.0000000193194779

Task 2
Balance after 25 years: $0.0399387297
Task 3
f(77617.000000000000, 33096.000000000000) = -0.827396059946821368141165

With 256 bits of precision, tasks 2 and 3 provide the same answer as above. Task 1 appears to be converging after 50 iterations, but by 100 iterations the answer has changed to 100.0

Excel

Works with: Excel 2003 version Excel 2015

A sequence that seems to converge to a wrong limit
<lang> A1: 2

 A2: -4
 A3: =111-1130/A2+3000/(A2*A1)
 A4: =111-1130/A3+3000/(A3*A2)
 ...</lang>

The result converges to the wrong limit!

Output:
       A 
   1      2
   2     -4
   3     18.5
   4      9.378378378
   5      7.801152738
   6      7.154414481
   7      6.806784737
   8      6.592632769
   9      6.449465934
  10      6.348452061
  11      6.274438663
  12      6.218696769
  13      6.175853856
  14      6.142627170
  15      6.120248705
  16      6.166086560
  17      7.235021166
  18     22.06207846
  19     78.57557489
  20     98.34950312
  21     99.89856927
  22     99.99387099
  23     99.99963039
  24     99.99997773
  25     99.99999866
  26     99.99999992
  27    100
 ...
  30    100
 ...
  40    100
 ...
  50    100
 ...
 100    100

FreeBASIC

<lang freebasic>' FB 1.05.0 Win64

' As FB's native types have only 64 bit precision at most we need to use the ' C library, GMP v6.1.0, for arbitrary precision arithmetic

  1. Include Once "gmp.bi"

mpf_set_default_prec(640) 640 bit precision, enough for this exercise

Function v(n As UInteger, prev As __mpf_struct, prev2 As __mpf_struct) As __mpf_struct

 Dim As __mpf_struct a, b, c
 mpf_init(@a) : mpf_init(@b) : mpf_init(@c)
 If n = 0 Then mpf_set_ui(@a, 0UL)
 If n = 1 Then mpf_set_ui(@a, 2UL)
 If n = 2 Then mpf_set_si(@a, -4L)
 If n < 3 Then Return a 
 mpf_ui_div(@a, 1130UL, @prev)
 mpf_mul(@b, @prev, @prev2)
 mpf_ui_div(@c, 3000UL, @b)
 mpf_ui_sub(@b, 111UL, @a) 
 mpf_add(@a, @b, @c)
 mpf_clear(@b)
 mpf_clear(@c)
 Return a

End Function

Function f(a As Double, b As Double) As __mpf_Struct

 Dim As __mpf_struct temp1, temp2, temp3, temp4, temp5, temp6, temp7, temp8
 mpf_init(@temp1) : mpf_init(@temp2) : mpf_init(@temp3) : mpf_init(@temp4)
 mpf_init(@temp5) : mpf_init(@temp6) : mpf_init(@temp7) : mpf_init(@temp8)
 mpf_set_d(@temp1, a)                a
 mpf_set_d(@temp2, b)                b 
 mpf_set_d(@temp3, 333.75)           333.75
 mpf_pow_ui(@temp4, @temp2, 6UL)     b ^ 6
 mpf_mul(@temp3, @temp3, @temp4)     333.75 * b^6
 mpf_pow_ui(@temp5, @temp1, 2UL)     a^2
 mpf_pow_ui(@temp6, @temp2, 2UL)     b^2
 mpf_mul_ui(@temp7, @temp5, 11UL)    11 * a^2
 mpf_mul(@temp7, @temp7, @temp6)     11 * a^2 * b^2
 mpf_sub(@temp7, @temp7, @temp4)     11 * a^2 * b^2 - b^6
 mpf_pow_ui(@temp4, @temp2, 4UL)     b^4
 mpf_mul_ui(@temp4, @temp4, 121UL)   121 * b^4
 mpf_sub(@temp7, @temp7, @temp4)     11 * a^2 * b^2 - b^6 - 121 * b^4
 mpf_sub_ui(@temp7, @temp7, 2UL)     11 * a^2 * b^2 - b^6 - 121 * b^4 - 2
 mpf_mul(@temp7, @temp7, @temp5)     (11 * a^2 * b^2 - b^6 - 121 * b^4 - 2) * a^2
 mpf_add(@temp3, @temp3, @temp7)     333.75 * b^6 + (11 * a^2 * b^2 - b^6 - 121 * b^4 - 2) * a^2
 mpf_set_d(@temp4, 5.5)              5.5
 mpf_pow_ui(@temp5, @temp2, 8UL)     b^8  
 mpf_mul(@temp4, @temp4, @temp5)     5.5 * b^8
 mpf_add(@temp3, @temp3, @temp4)     333.75 * b^6 + (11 * a^2 * b^2 - b^6 - 121 * b^4 - 2) * a^2 + 5.5 * b^8
 mpf_mul_ui(@temp4, @temp2, 2UL)     2 * b
 mpf_div(@temp5, @temp1, @temp4)     a / (2 * b)
 mpf_add(@temp3, @temp3, @temp5)     333.75 * b^6 + (11 * a^2 * b^2 - b^6 - 121 * b^4 - 2) * a^2 + 5.5 * b^8 + a / (2 * b)
 mpf_clear(@temp1) : mpf_clear(@temp2) : mpf_clear(@temp4) : mpf_clear(@temp5)
 mpf_clear(@temp6) : mpf_clear(@temp7) : mpf_clear(@temp8)
 Return temp3

End Function

Dim As Zstring * 60 z Dim As __mpf_struct result, prev, prev2 ' We cache the two previous results to avoid recursive calls to v For i As Integer = 1 To 100

 result = v(i, prev, prev2)
 If (i >= 3 AndAlso i <= 8) OrElse i = 20 OrElse i = 30 OrElse i = 50 OrElse i = 100 Then
   gmp_sprintf(@z,"%53.50Ff",@result)  express result to 50 decimal places
   Print "n ="; i , z
 End If 
 prev2 = prev
 prev = result    

Next

mpf_clear(@prev) : mpf_clear(@prev2) note : prev = result

Dim As __mpf_struct e, balance, ii, temp mpf_init(@e) : mpf_init(@balance) : mpf_init(@ii) : mpf_init(@temp) mpf_set_str(@e, "2.71828182845904523536028747135266249775724709369995", 10) e to 50 decimal places mpf_sub_ui(@balance, @e, 1UL)

For i As ULong = 1 To 25

 mpf_set_ui(@ii, i)  
 mpf_mul(@temp, @balance, @ii)
 mpf_sub_ui(@balance, @temp, 1UL) 

Next

Print Print "Chaotic B/S balance after 25 years : "; gmp_sprintf(@z,"%.16Ff",@balance) express balance to 16 decimal places Print z mpf_clear(@e) : mpf_clear(@balance) : mpf_clear(@ii) : mpf_clear(@temp)

Print Dim rump As __mpf_struct rump = f(77617.0, 33096.0) gmp_sprintf(@z,"%.16Ff", @rump) express rump to 16 decimal places Print "f(77617.0, 33096.0) = "; z

Print Print "Press any key to quit" Sleep</lang>

Output:
n = 3         18.50000000000000000000000000000000000000000000000000
n = 4          9.37837837837837837837837837837837837837837837837838
n = 5          7.80115273775216138328530259365994236311239193083573
n = 6          7.15441448097524935352789065386036202438123383819727
n = 7          6.80678473692363298394175659627200908762327670780193
n = 8          6.59263276870443839274200277636599482655298231773461
n = 20         6.04355211018926886777747736409754013318771500000612
n = 30         6.00678609303120575853055404795323970583307231443837
n = 50         6.00017584662718718894561402074719546952373517709933
n = 100        6.00000001931947792910408680340358571502435067543695

Chaotic B/S balance after 25 years : 0.0399387296732302

f(77617.0, 33096.0) = -0.8273960599468214

Fortran

Compute from the hip

Problems arise because the floating-point arithmetic as performed by digital computers has only an oblique relationship to the arithmetic of Real numbers: many axia are violated, even if only by a little, and in certain situations. Most seriously, only a limited precision is available even if the floating-point variables are declared via such words as "REAL". Actions such as subtraction (of nearly-equal values) can in one step destroy many or all the digits of accuracy of the value being developed.

Fortran's only "built-in" assistance in this is provided via the ability to declare floating-point variables DOUBLE PRECISION, and on some systems, QUADRUPLE PRECISION is available. Earlier systems such as the IBM1620 supported decimal arithmetic of up to ninety-nine decimal digits (via hardware!), and the Fortran II compiler offered limited access to this via a control card at the start of the source file of the form *ffkks but the allowed range of ff was only 2 to 28, not 99. More modern compilers have abandoned this ability. Although the allowable syntax could admit something like REAL*496, the highest usually available is REAL*8 for 64-bit floating-point numbers, and perhaps REAL*10, or REAL*16 for QUADRUPLE PRECISION. Special "bignumber" arithmetic routines can be written supporting floating-point (or integer, or rational) arithmetic of hundreds or thousands or more words of storage per number, but this is not a standard arrangement.

Otherwise, a troublesome calculation might be recast into a different form that avoids a catastrophic loss of precision, probably after a lot of careful and difficult analysis and exploration and ingenuity.

Here, no such attempt is made. In the spirit of Formula Translation, this is a direct translation of the specified formulae into Fortran, with single and double precision results on display. There is no REAL*16 option, nor the REAL*10 that some systems allow to correspond to the eighty-bit floating-point format supported by the floating-point processor. The various integer constants cause no difficulty and I'm not bothering with writing them as <integer>.0 - the compiler can deal with this. The constants with fractional parts happen to be exactly represented in binary so there is no fuss over 333.75 and 333.75D0 whereas by contrast 0.1 and 0.1D0 are not equal. Similarly, there is no attempt to rearrange the formulae, for instance to have A**2 * B**2 replaced by (A*B)**2, nor worry over B**8 where 33096**8 = 1.439E36 and the largest possible single-precision number is 3.4028235E+38, in part because arithmetic within an expression can be conducted with a greater dynamic range. Most of all, no attention has been given to the subtractions...

This would be F77 style Fortran, except for certain conveniences offered by F90, especially the availability of generic functions such as EXP whose type is determined by the type of its parameter, rather than having to use EXP and DEXP for single and double precision respectively, or else... The END statement for subroutines and functions names the routine being ended, a useful matter to have checked. <lang Fortran> SUBROUTINE MULLER

      REAL*4 VN,VNL1,VNL2	!The exact precision and dynamic range
      REAL*8 WN,WNL1,WNL2	!Depends on the format's precise usage of bits.
      INTEGER I		!A stepper.
       WRITE (6,1)		!A heading.
   1   FORMAT ("Muller's sequence should converge to six...",/
    1   "  N     Single      Double")
       VNL1 = 2; VN = -4	!Initialise for N = 2.
       WNL1 = 2; WN = -4	!No fractional parts yet.
       DO I = 3,36			!No point going any further.
         VNL2 = VNL1; VNL1 = VN		!Shuffle the values along one place.
         WNL2 = WNL1; WNL1 = WN		!Ready for the next term's calculation.
         VN = 111 - 1130/VNL1 + 3000/(VNL1*VNL2)	!Calculate the next term.
         WN = 111 - 1130/WNL1 + 3000/(WNL1*WNL2)	!In double precision.
         WRITE (6,2) I,VN,WN			!Show both.
   2     FORMAT (I3,F12.7,F21.16)		!With too many fractional digits.
       END DO				!On to the next term.
     END SUBROUTINE MULLER	!That was easy. Too bad the results are wrong.
     SUBROUTINE CBS		!The Chaotic Bank Society.
      INTEGER YEAR	!A stepper.
      REAL*4 V		!The balance.
      REAL*8 W		!In double precision as well.
       V = 1; W = 1		!Initial values, without dozy 1D0 stuff.
       V = EXP(V) - 1		!Actual initial value desired is e - 1..,
       W = EXP(W) - 1		!This relies on double-precision W selecting DEXP.
       WRITE (6,1)		!Here we go.
   1   FORMAT (///"The Chaotic Bank Society in action..."/"Year")
       WRITE (6,2) 0,V,W	!Show the initial deposit.
   2   FORMAT (I3,F16.7,F28.16)
       DO YEAR = 1,25		!Step through some years.
         V = V*YEAR - 1	!The specified procedure.
         W = W*YEAR - 1	!The compiler handles type conversions.
         WRITE (6,2) YEAR,V,W	!The current balance.
       END DO			!On to the following year.
     END SUBROUTINE CBS	!Madness!
     REAL*4 FUNCTION SR4(A,B)	!Siegfried Rump's example function of 1988.
      REAL*4 A,B
       SR4 = 333.75*B**6
    1      + A**2*(11*A**2*B**2 - B**6 - 121*B**4 - 2)
    2      + 5.5*B**8 + A/(2*B)
     END FUNCTION SR4
     REAL*8 FUNCTION SR8(A,B)	!Siegfried Rump's example function.
      REAL*8 A,B
       SR8 = 333.75*B**6	!.75 is exactly represented in binary.
    1      + A**2*(11*A**2*B**2 - B**6 - 121*B**4 - 2)
    2      + 5.5*B**8 + A/(2*B)!.5 is exactly represented in binary.
     END FUNCTION SR8
     PROGRAM POKE
     REAL*4 V	!Some example variables.
     REAL*8 W	!Whose type goes to the inquiry function.
     WRITE (6,1) RADIX(V),DIGITS(V),"single",DIGITS(W),"double"
   1   FORMAT ("Floating-point arithmetic is conducted in base ",I0,/
    1   2(I3," digits for ",A," precision",/))
     WRITE (6,*) "Single precision limit",HUGE(V)
     WRITE (6,*) "Double precision limit",HUGE(W)
     WRITE (6,*)
     CALL MULLER
     CALL CBS
     WRITE (6,10)
  10 FORMAT (///"Evaluation of Siegfried Rump's function of 1988",
    1 " where F(77617,33096) = -0.827396059946821")
     WRITE (6,*) "Single precision:",SR4(77617.0,33096.0)
     WRITE (6,*) "Double precision:",SR8(77617.0D0,33096.0D0)	!Must match the types.
     END</lang>

Output

Floating-point numbers in single and double precision use the "implicit leading one" binary format on this system: there have been many variations across different computers over the years. One can write strange routines that will test the workings of arithmetic (and other matters) so as to determine the situation on the computer of the moment, but F90 introduced special "inquiry" routines that reveal certain details as standard. This information could be used to make choices amongst calculation paths and ploys appropriate for different results, at of course a large expenditure in thought to produce a compound scheme that will (should?) work correctly on a variety of computers. No such effort has been made here!

Fifty-three binary digits corresponds to 15·95 decimal digits: there is no simple conversion so the usual ploy is to show additional decimal digits, knowing that the lower-order digits will be fuzz due to the binary/decimal conversion. The "Muller" sequence has for its fourth term 9.3783783783783790 - note that this is a recurring sequence, and its precision is less than the displayed sixteen decimal digits (seventeen digits of "precision" are on show) - when trying for maximum accuracy, converting a binary value to decimal adds confusion.

Floating-point arithmetic is conducted in base 2
 24 digits for single precision
 53 digits for double precision

 Single precision limit  3.4028235E+38
 Double precision limit  1.797693134862316E+308

Muller's sequence should converge to six...
  N     Single      Double
  3  18.5000000  18.5000000000000000
  4   9.3783779   9.3783783783783790
  5   7.8011475   7.8011527377521688
  6   7.1543465   7.1544144809753334
  7   6.8058305   6.8067847369248113
  8   6.5785794   6.5926327687217920
  9   6.2355156   6.4494659340539329
 10   2.9135900   6.3484520607466237
 11-111.7097931   6.2744386627281159
 12 111.8982391   6.2186967685821628
 13 100.6615448   6.1758538558153901
 14 100.0406036   6.1426271704810063
 15 100.0024948   6.1202487045701588
 16 100.0001526   6.1660865595980994
 17 100.0000076   7.2350211655349312
 18 100.0000000  22.0620784635257934
 19 100.0000000  78.5755748878722358
 20 100.0000000  98.3495031221653591
 21 100.0000000  99.8985692661829034
 22 100.0000000  99.9938709889027848
 23 100.0000000  99.9996303872863450
 24 100.0000000  99.9999777306794897
 25 100.0000000  99.9999986592166863
 26 100.0000000  99.9999999193218088
 27 100.0000000  99.9999999951477605
 28 100.0000000  99.9999999997082796
 29 100.0000000  99.9999999999824638
 30 100.0000000  99.9999999999989342
 31 100.0000000  99.9999999999999289
 32 100.0000000  99.9999999999999858
 33 100.0000000 100.0000000000000000
 34 100.0000000 100.0000000000000000
 35 100.0000000 100.0000000000000000
 36 100.0000000 100.0000000000000000



The Chaotic Bank Society in action...
Year
  0       1.7182819          1.7182818284590453
  1       0.7182819          0.7182818284590453
  2       0.4365637          0.4365636569180906
  3       0.3096912          0.3096909707542719
  4       0.2387648          0.2387638830170875
  5       0.1938238          0.1938194150854375
  6       0.1629429          0.1629164905126252
  7       0.1406002          0.1404154335883767
  8       0.1248016          0.1233234687070137
  9       0.1232147          0.1099112183631235
 10       0.2321472          0.0991121836312345
 11       1.5536194          0.0902340199435798
 12      17.6434326          0.0828082393229579
 13     228.3646240          0.0765071111984525
 14    3196.1047363          0.0710995567783357
 15   47940.5703125          0.0664933516750352
 16  767048.1250000          0.0638936268005637
 1713039817.0000000          0.0861916556095821
 18****************          0.5514498009724775
 19****************          9.4775462184770731
 20****************        188.5509243695414625
 21****************       3958.5694117603707127
 22****************      87087.5270587281556800
 23****************    2003012.1223507476970553
 24****************   48072289.9364179447293282
 25**************** 1201807247.4104485511779785



Evaluation of Siegfried Rump's function of 1988 where F(77617,33096) = -0.827396059946821
 Single precision: -1.1805916E+21
 Double precision: -1.1805916E+21

None of the results are remotely correct! In the absence of a Fortran compiler supporting still higher precision (such as quadruple, or REAL*16) only two options remain: either devise multi-word high-precision arithmetic routines and try again with even more brute-force, or, analyse the calculation with a view to finding a way to avoid the loss of accuracy with calculations conducted in the available precision.

Alternatively, do not present various intermediate results such as might give rise to doubts, nor yet entertain any doubts, just declare the answer to be what appears, and move on. In a letter from F.S. Acton, "A former student of mine now hands out millions of dollars for computation ... and he dismally estimates that 70% of the "answers" are worthless because of poor analysis and poor programming."

On putting some thought to the matter

The Chaotic Bank Society

From whom but an emissary of the Dark One could come a deposit of a transcendental sum of money? Following that lead, retreat from the swamp of finite-precision arithmetic to Real arithmetic, and consider the deposit's progress in a mathematical manner:

Year        Deposit        =     Deposit.
   0        e - 1                  e - 1      Initial deposit.
   1       (e - 1).1 - 1           e - 2      At the end of the first year.
   2       (e - 2).2 - 1          2e - 5
   3      (2e - 5).3 - 1          6e - 16
   4      (6e - 16).4 - 1        24e - 65
   5     (24e - 65).5 - 1       120e - 326
   6    (120e - 326).6 - 1      720e - 1957
   7    (720e - 1957).7 - 1    5040e - 13700

Clearly, two numbers that are nearly equal are being subtracted, since the value of e is a little below three. For year n, the first term is e.n! (and here a pause to gloat over the arithmetic statement evaluator written in Turbo Pascal decades back whose precedence table had specially-crafted entries for factorial, so that e*n! was not evaluated as (e*n)!) The series expression for e is straightforward: e = 1 + 1/1! + 1/2! + 1/3! + 1/4! + 1/5! + ... so, for the deposit at the end of year six for example,

e.6! = 6! + 6!/1! + 6!/2! + 6!/3! + 6!/4! + 6!/5! + 6!/6! + 6!/7! + 6!/8! + 6!/9! ...

e.6! = 720 + 720 + 360 + 120 + 30 + 6 + 1 + 6!/7! + 6!/8! + 6!/9! ...

e.6! = 1957 + 6!(1/7! + 1/8! + 1/9! + ...

And obviously, the 1957 exactly cancels: so this is the difference between e and the series for e that has been truncated. Further, the remnant need not be calculated as (large number) times (small number) because the factorial terms cancel as well, so the result is

Deposit = 1/7 + 1/7.8 + 1/7.8.9 + ...

Unlike a recurrence formula whereby a new result is calculated from previous results (thereby incurring the possibility of rapid amplification of any errors), each year's value is produced ab initio via a series that is easily calculated and which converges rapidly without instability, ever more rapidly for larger n. Indeed, a one-term approximation would suffice for approximate results and in decimal the values for 9 and 99 and 999, etc. can be achieved at a glance with mental arithmetic: just over 1/10, or 1/100, or 1/1000, etc. Adding an approximate adjustment from the second term is not much more effort. No need for a thousand-digit value for e, nor any slogging through multi-precision arithmetic...

A simple function CBSERIES handles the special case deposit. The only question is how many terms of the series are required to produce a value accurate to the full precision in use. Thanks to the enquiry function EPSILON(x) offered by F90, the smallest number such that 1 + eps differs from 1 for the precision of x is available without the need for cunning programming; this is a constant. An alternative form might be that EPSILON(X) returned the smallest number that, added to X, produced a result different from X in floating-point arithmetic of the precision of X - but this would not be a constant. Since the terms of the series are rapidly diminishing (and all are positive) a new term may be too small to affect the sum; this happens when S + T = S, or 1 + T/S = 1 + eps, thus the test in CBSERIES of T/S >= EPSILON(S) checks that the term affected the sum so that the loop stops for the first term that does not.

A misthimk had TINY(S) instead of EPSILON(S), and this demonstrates again the importance of providing output that shows the actual behaviour of a scheme and comparing it to expectations, since it showed that over a hundred terms were being calculated and the last term was tiny. Routine TINY(S) reports the smallest possible floating-point number in the precision of its parameter, which is not what is wanted! EPSILON(S) is tiny, but not so tiny as TINY(S). 2·220446049250313E-016 instead of 2·225073858507201E-308. <lang Fortran> SUBROUTINE CBS !The Chaotic Bank Society.

      INTEGER YEAR	!A stepper.
      REAL*4 V		!The balance.
      REAL*8 W		!In double precision as well.
      INTEGER NTERM	!Share information with CBSERIES.
      REAL*8 T		!So as to show workings.
       V = 1; W = 1		!Initial values, without dozy 1D0 stuff.
       V = EXP(V) - 1		!Actual initial value desired is e - 1..,
       W = EXP(W) - 1		!This relies on double-precision W selecting DEXP.
       WRITE (6,1)		!Here we go.
   1   FORMAT (///"The Chaotic Bank Society in action...",/,
    *   "Year",9X,"Real*4",22X,"Real*8",12X,"Series summation",
    *   9X,"Last term",2X,"Terms.")
       WRITE (6,2) 0,V,W,CBSERIES(0),T,NTERM	!Show the initial deposit.
   2   FORMAT (I3,F16.7,2F28.16,D18.8,I7)	!Not quite 16-digit precision for REAL*8.
       DO YEAR = 1,25		!Step through some years.
         V = V*YEAR - 1	!The specified procedure.
         W = W*YEAR - 1	!The compiler handles type conversions.
         WRITE (6,2) YEAR,V,W,CBSERIES(YEAR),T,NTERM	!The current balance.
       END DO			!On to the following year.
       CONTAINS		!An alternative.
       REAL*8 FUNCTION CBSERIES(N)	!Calculates for the special deposit of e - 1.
        INTEGER N	!Desire the balance after year N for the deposit of e - 1.
        REAL*8 S	!Via a series summation.
         S = 0			!Start the summation.
         T = 1			!First term is 1/(N + 1)
         I = N			!Second is 1/[(N + 1)*(N + 2)], etc.
         NTERM = 0		!No terms so far.
   3       NTERM = NTERM + 1	!Here we go.
           I = I + 1		!Thus advance to the next divisor, and not divide by zero.
           T = T/I		!Thus not compute the products from scratch each time.
           S = S + T		!Add the term.
           IF (T/S .GE. EPSILON(S)) GO TO 3	!If they're still making a difference, another.
         CBSERIES = S		!Convergence is ever-faster as N increases.
       END FUNCTION CBSERIES	!So this is easy.
     END SUBROUTINE CBS	!Madness! </lang>

And the output is (slightly decorated to show correct digits in bold):

The Chaotic Bank Society in action...
Year         Real*4                      Real*8            Series summation         Last term  Terms.
  0       1.7182819          1.7182818284590453          1.7182818284590455    0.15619207D-15     18
  1       0.7182819          0.7182818284590453          0.7182818284590450    0.15619207D-15     17
  2       0.4365637          0.4365636569180906          0.4365636569180904    0.16441270D-16     17
  3       0.3096912          0.3096909707542719          0.3096909707542714    0.49323811D-16     16
  4       0.2387648          0.2387638830170875          0.2387638830170856    0.98647623D-17     16
  5       0.1938238          0.1938194150854375          0.1938194150854282    0.23487529D-17     16
  6       0.1629429          0.1629164905126252          0.1629164905125695    0.14092518D-16     15
  7       0.1406002          0.1404154335883767          0.1404154335879862    0.44839829D-17     15
  8       0.1248016          0.1233234687070137          0.1233234687038897    0.15596462D-17     15
  9       0.1232147          0.1099112183631235          0.1099112183350076    0.14036816D-16     14
 10       0.2321472          0.0991121836312345          0.0991121833500754    0.58486733D-17     14
 11       1.5536194          0.0902340199435798          0.0902340168508295    0.25734163D-17     14
 12      17.6434326          0.0828082393229579          0.0828082022099543    0.11877306D-17     14
 13     228.3646240          0.0765071111984525          0.0765066287294056    0.15440498D-16     13
 14    3196.1047363          0.0710995567783357          0.0710928022116781    0.80061839D-17     13
 15   47940.5703125          0.0664933516750352          0.0663920331751714    0.42890271D-17     13
 16  767048.1250000          0.0638936268005637          0.0622725308027424    0.23663598D-17     13
 1713039817.0000000          0.0861916556095821          0.0586330236466206    0.13409372D-17     13
 18****************          0.5514498009724775          0.0553944256391715    0.77860870D-18     13
 19****************          9.4775462184770731          0.0524940871442588    0.46229891D-18     13
 20****************        188.5509243695414625          0.0498817428851763    0.92459783D-17     12
 21****************       3958.5694117603707127          0.0475166005887012    0.58838044D-17     12
 22****************      87087.5270587281556800          0.0453652129514256    0.38071675D-17     12
 23****************    2003012.1223507476970553          0.0433998978827887    0.25018530D-17     12
 24****************   48072289.9364179447293282          0.0415975491869292    0.16679020D-17     12
 25**************** 1201807247.4104485511779785          0.0399387296732302    0.11269608D-17     12

Go

<lang go>package main

import (

   "fmt"
   "math/big"

)

func main() {

   sequence()
   bank()
   rump()

}

func sequence() {

   // exact computations using big.Rat
   var v, v1 big.Rat
   v1.SetInt64(2)
   v.SetInt64(-4)
   n := 2
   c111 := big.NewRat(111, 1)
   c1130 := big.NewRat(1130, 1)
   c3000 := big.NewRat(3000, 1)
   var t2, t3 big.Rat
   r := func() (vn big.Rat) {
       vn.Add(vn.Sub(c111, t2.Quo(c1130, &v)), t3.Quo(c3000, t3.Mul(&v, &v1)))
       return
   }
   fmt.Println("  n  sequence value")
   for _, x := range []int{3, 4, 5, 6, 7, 8, 20, 30, 50, 100} {
       for ; n < x; n++ {
           v1, v = v, r()
       }
       f, _ := v.Float64()
       fmt.Printf("%3d %19.16f\n", n, f)
   }

}

func bank() {

   // balance as integer multiples of e and whole dollars using big.Int
   var balance struct{ e, d big.Int }
   // initial balance
   balance.e.SetInt64(1)
   balance.d.SetInt64(-1)
   // compute balance over 25 years
   var m, one big.Int
   one.SetInt64(1)
   for y := 1; y <= 25; y++ {
       m.SetInt64(int64(y))
       balance.e.Mul(&m, &balance.e)
       balance.d.Mul(&m, &balance.d)
       balance.d.Sub(&balance.d, &one)
   }
   // sum account components using big.Float
   var e, ef, df, b big.Float
   e.SetPrec(100).SetString("2.71828182845904523536028747135")
   ef.SetInt(&balance.e)
   df.SetInt(&balance.d)
   b.Add(b.Mul(&e, &ef), &df)
   fmt.Printf("Bank balance after 25 years: $%.2f\n", &b)

}

func rump() {

   a, b := 77617., 33096.
   fmt.Printf("Rump f(%g, %g): %g\n", a, b, f(a, b))

}

func f(a, b float64) float64 {

   // computations done with big.Float with enough precision to give
   // a correct answer.
   fp := func(x float64) *big.Float { return big.NewFloat(x).SetPrec(128) }
   a1 := fp(a)
   b1 := fp(b)
   a2 := new(big.Float).Mul(a1, a1)
   b2 := new(big.Float).Mul(b1, b1)
   b4 := new(big.Float).Mul(b2, b2)
   b6 := new(big.Float).Mul(b2, b4)
   b8 := new(big.Float).Mul(b4, b4)
   two := fp(2)
   t1 := fp(333.75)
   t1.Mul(t1, b6)
   t21 := fp(11)
   t21.Mul(t21.Mul(t21, a2), b2)
   t23 := fp(121)
   t23.Mul(t23, b4)
   t2 := new(big.Float).Sub(t21, b6)
   t2.Mul(a2, t2.Sub(t2.Sub(t2, t23), two))
   t3 := fp(5.5)
   t3.Mul(t3, b8)
   t4 := new(big.Float).Mul(two, b1)
   t4.Quo(a1, t4)
   s := new(big.Float).Add(t1, t2)
   f64, _ := s.Add(s.Add(s, t3), t4).Float64()
   return f64

}</lang>

Output:
  n  sequence value
  3 18.5000000000000000
  4  9.3783783783783790
  5  7.8011527377521617
  6  7.1544144809752490
  7  6.8067847369236327
  8  6.5926327687044388
 20  6.0435521101892693
 30  6.0067860930312058
 50  6.0001758466271875
100  6.0000000193194776
Bank balance after 25 years: $0.04
Rump f(77617, 33096): -0.8273960599468214

Icon and Unicon

Icon and Unicon support large integers. Used for scaling the intermediates. Task 1 includes an extra step, 200 iterations, to demonstrate a closer convergence.

<lang unicon>#

  1. Pathological floating point problems

procedure main()

   sequence()
   chaotic()

end

  1. First task, sequence convergence

link printf procedure sequence()

    local l := [2, -4]
    local iters := [3, 4, 5, 6, 7, 8, 20, 30, 50, 100, 200]
    local i, j, k  
    local n := 1
    write("Sequence convergence")
    # Demonstrate the convergence problem with various precision values
    every k := (100 | 300) do {
        n := 10^k
        write("\n", k, " digits of intermediate precision")
        # numbers are scaled up using large integer powers of 10
        every i := !iters do {
            l := [2 * n, -4 * n]
            printf("i: %3d", i)
            every j := 3 to i do {
                # build out a list of intermediate passes
                # order of scaling operations matters
                put(l, 111 * n - (1130 * n * n / l[j - 1]) +
                       (3000 * n * n * n / (l[j - 1] * l[j - 2])))
            }
            # down scale the result to a real
            # some precision may be lost in the final display
            printf(" %20.16r\n", l[i] * 1.0 / n)
        }
    }

end

  1. Task 2, chaotic bank of Euler

procedure chaotic()

   local euler, e, scale, show, y, d
   write("\nChaotic Banking Society of Euler")
   # format the number for listing, string form, way overboard on digits
   euler :=

"2718281828459045235360287471352662497757247093699959574966967627724076630353_

 547594571382178525166427427466391932003059921817413596629043572900334295260_
 595630738132328627943490763233829880753195251019011573834187930702154089149_
 934884167509244761460668082264800168477411853742345442437107539077744992069_
 551702761838606261331384583000752044933826560297606737113200709328709127443_
 747047230696977209310141692836819025515108657463772111252389784425056953696_
 770785449969967946864454905987931636889230098793127736178215424999229576351_
 482208269895193668033182528869398496465105820939239829488793320362509443117_
 301238197068416140397019837679320683282376464804295311802328782509819455815_
 301756717361332069811250996181881593041690351598888519345807273866738589422_
 879228499892086805825749279610484198444363463244968487560233624827041978623_
 209002160990235304369941849146314093431738143640546253152096183690888707016_
 768396424378140592714563549061303107208510383750510115747704171898610687396_
 9655212671546889570350354"
   # precise math with long integers, string form just for pretty listing
   e := integer(euler)
   # 1000 digits after the decimal for scaling intermediates and service fee
   scale := 10^1000
   # initial deposit - $1
   d := e - scale
   # show balance with 16 digits
   show := 10^16
   write("Starting balance:       $", d * show / scale * 1.0 / show, "...")
   # wait 25 years, with only a trivial $1 service fee
   every y := 1 to 25 do {
       d := d * y - scale
   }
   # show final balance with 4 digits after the decimal (truncation)
   show := 10^4
   write("Balance after ", y, " years: $", d * show / scale * 1.0 / show)

end</lang>

Output:
prompt$ time unicon -s patho.icn -x
Sequence convergence

100 digits of intermediate precision
i:   3  18.5000000000000000
i:   4   9.3783783783783790
i:   5   7.8011527377521620
i:   6   7.1544144809752490
i:   7   6.8067847369236330
i:   8   6.5926327687044380
i:  20   6.0435521101892680
i:  30   6.0067860930312060
i:  50   6.0001758466271870
i: 100  99.9999999999998400
i: 200 100.0000000000000000

300 digits of intermediate precision
i:   3  18.5000000000000000
i:   4   9.3783783783783790
i:   5   7.8011527377521610
i:   6   7.1544144809752490
i:   7   6.8067847369236320
i:   8   6.5926327687044380
i:  20   6.0435521101892680
i:  30   6.0067860930312060
i:  50   6.0001758466271870
i: 100   6.0000000193194780
i: 200   6.0000000000000000

Chaotic Banking Society of Euler
Starting balance:       $1.718281828459045...
Balance after 25 years: $0.0399

real    0m0.075s
user    0m0.044s
sys     0m0.020s

J

A sequence that seems to converge to a wrong limit.

Implementation of vn:

<lang J> vn=: 111 +(_1130 % _1&{) + (3000 % _1&{ * _2&{)</lang>

Example using IEEE-754 floating point:

<lang J> 3 21j16 ":"1] 3 4 5 6 7 8 20 30 50 100 ([,.{) (,vn)^:100(2 _4)

 3   9.3783783783783861
 4   7.8011527377522611
 5   7.1544144809765555
 6   6.8067847369419638
 7   6.5926327689743687
 8   6.4494659378910058
20  99.9934721906444960
30 100.0000000000000000
50 100.0000000000000000

100 100.0000000000000000</lang>

Example using exact arithmetic:

<lang J> 3 21j16 ":"1] 3 4 5 6 7 8 20 30 50 100 ([,.{) (,vn)^:100(2 _4x)

 3   9.3783783783783784
 4   7.8011527377521614
 5   7.1544144809752494
 6   6.8067847369236330
 7   6.5926327687044384
 8   6.4494659337902880
20   6.0360318810818568
30   6.0056486887714203
50   6.0001465345613879

100 6.0000000160995649</lang>

The Chaotic Bank Society

Let's start this example by using exact arithmetic, to make sure we have the right algorithm. We'll go a bit overboard, in representing e, so we don't have to worry too much about that.

<lang J> e=: +/%1,*/\1+i.100x

  81j76":e
  2.7182818284590452353602874713526624977572470936999595749669676277240766303535
  21j16":+`*/,_1,.(1+i.-25),e
  0.0399387296732302</lang>

(Aside: here, we are used the same mechanism for adding -1 to e that we are using to add -1 to the product of the year number and the running balance.)

Next, we will use for e, to represent the limit of what can be expressed using 64 bit IEEE 754 floating point.

<lang J> 31j16":+`*/,_1,.(1+i.-25),6157974361033%2265392166685x _2053975868590.1852178761057505</lang>

That's clearly way too low, so let's try instead using for e <lang J> 31j16":+`*/,_1,.(1+i.-25),6157974361034%2265392166685x

4793054977300.3491517765983265</lang>

So, our problem seems to be that there's no way we can express enough bits of e, using 64 bit IEEE-754 floating point arithmetic. Just to confirm:

<lang J> 1x1 2.71828

  +`*/,_1,.(1+i.-25),1x1

_2.24237e9</lang>

Now let's take a closer look using our rational approximation for e:

<lang J> 21j16":+`*/,_1,.(1+i.-25),+/%1,*/\1+i.40x

  0.0399387296732302
  21j16":+`*/,_1,.(1+i.-25),+/%1,*/\1+i.30x
  0.0399387277260840
  21j16":+`*/,_1,.(1+i.-25),+/%1,*/\1+i.26x
  0.0384615384615385
  21j16":+`*/,_1,.(1+i.-25),+/%1,*/\1+i.25x
  0.0000000000000000
  21j16":+`*/,_1,.(1+i.-25),+/%1,*/\1+i.24x
 _1.0000000000000000</lang>

Things go haywire when our approximation for e uses the same number of terms as our bank's term. So, what does that look like, in terms of precision?

<lang J> 41j36":+/%1,*/\1+i.26x

  2.718281828459045235360287471257428715
  41j36":+/%1,*/\1+i.25x
  2.718281828459045235360287468777832452
  41j36":+/%1,*/\1+i.24x
  2.718281828459045235360287404308329608</lang>

In other words, we go astray when our approximation for e is inaccurate in the 26th position after the decimal point. But IEEE-754 floating point arithmetic can only represent approximately 16 decimal digits of precision.

Siegfried Rump's example.

Again, we use exact arithmetic to see if we have the algorithm right. That said, we'll also do this in small steps, to make sure we're being exact every step of the way, and to keep from building overly long lines:

<lang J>rump=:4 :0

 NB. enforce exact arithmetic
 add=. +&x:
 sub=. -&x:
 mul=. *&x:
 div=. %&x:
 a=. x
 a2=. a mul a
 b=. y
 b2=. b mul b
 b4=. b2 mul b2
 b6=. b2 mul b4
 b8=. b4 mul b4
 c333_75=. 1335 div 4 NB. 333.75
 term1=. c333_75 mul b6
 t11a2b2=. 11 mul a2 mul b2
 tnb6=. 0 sub b6
 tn121b4=. 0 sub 121 mul b4
 term2=. a2*(t11a2b2 + tnb6 + tn121b4 sub 2)
 c5_5=. 11 div 2 NB. 5.5
 term3=. c5_5 mul b8
 term4=. a div 2 mul b
 term1 add term2 add term3 add term4

)</lang>

Example use:

<lang J> 21j16": 77617 rump 33096

 _0.8273960599468214</lang>

Note that replacing the definitions of add, sub, div, mul with implementations which promote to floating point gives a very different result:

<lang J> 77617 rump 33096 _1.39061e21</lang>

But given that b8 is

<lang J> 33096^8 1.43947e36</lang>

we're exceeding the limits of our representation here, if we're using 64 bit IEEE-754 floating point arithmetic.

Kotlin

<lang scala>// version 1.0.6

import java.math.*

const val LIMIT = 100

val con480 = MathContext(480) val bigTwo = BigDecimal(2) val bigE = BigDecimal("2.71828182845904523536028747135266249775724709369995") // precise enough!

fun main(args: Array<String>) {

   // v(n) sequence task
   val c1 = BigDecimal(111)
   val c2 = BigDecimal(1130)
   val c3 = BigDecimal(3000)
   var v1 = bigTwo
   var v2 = BigDecimal(-4)
   var v3:  BigDecimal
   for (i in 3 .. LIMIT) {
       v3 = c1 - c2.divide(v2, con480) + c3.divide(v2 * v1, con480)
       println("${"%3d".format(i)} : ${"%19.16f".format(v3)}")
       v1 = v2
       v2 = v3
   }
   // Chaotic Building Society task
   var balance = bigE - BigDecimal.ONE
   for (year in 1..25) balance = balance.multiply(BigDecimal(year), con480) - BigDecimal.ONE
   println("\nBalance after 25 years is ${"%18.16f".format(balance)}")
   // Siegfried Rump task
   val a  = BigDecimal(77617)
   val b  = BigDecimal(33096)
   val c4 = BigDecimal("333.75")
   val c5 = BigDecimal(11)
   val c6 = BigDecimal(121)
   val c7 = BigDecimal("5.5")
   var f  = c4 * b.pow(6, con480) + c7 * b.pow(8, con480) + a.divide(bigTwo * b, con480)
   val c8 = c5 * a.pow(2, con480) * b.pow(2, con480) - b.pow(6, con480) - c6 * b.pow(4, con480) - bigTwo
   f += c8 * a.pow(2, con480)
   println("\nf(77617.0, 33096.0) is ${"%18.16f".format(f)}") 

}</lang>

Output:
  3 : 18.5000000000000000
  4 :  9.3783783783783784
  5 :  7.8011527377521614
  6 :  7.1544144809752494
  7 :  6.8067847369236330
  8 :  6.5926327687044384
  9 :  6.4494659337902880
 10 :  6.3484520566543571
 11 :  6.2744385982163279
 12 :  6.2186957398023978
 13 :  6.1758373049212301
 14 :  6.1423590812383559
 15 :  6.1158830665510808
 16 :  6.0947394393336811
 17 :  6.0777223048472427
 18 :  6.0639403224998088
 19 :  6.0527217610161522
 20 :  6.0435521101892689
 21 :  6.0360318810818568
 22 :  6.0298473250239019
 23 :  6.0247496523668479
 24 :  6.0205399840615161
 25 :  6.0170582573289876
 26 :  6.0141749145508190
 27 :  6.0117845878713337
 28 :  6.0098012392984846
 29 :  6.0081543789122289
 30 :  6.0067860930312058
 31 :  6.0056486887714203
 32 :  6.0047028131881752
 33 :  6.0039159416664605
 34 :  6.0032611563057406
 35 :  6.0027161539543513
 36 :  6.0022624374405593
 37 :  6.0018846538818819
 38 :  6.0015700517342190
 39 :  6.0013080341649643
 40 :  6.0010897908901841
 41 :  6.0009079941545271
 42 :  6.0007565473053508
 43 :  6.0006303766028389
 44 :  6.0005252586505718
 45 :  6.0004376772265183
 46 :  6.0003647044182955
 47 :  6.0003039018761868
 48 :  6.0002532387368678
 49 :  6.0002110233741743
 50 :  6.0001758466271872
 51 :  6.0001465345613879
 52 :  6.0001221091522881
 53 :  6.0001017555560260
 54 :  6.0000847948586303
 55 :  6.0000706613835716
 56 :  6.0000588837928413
 57 :  6.0000490693458029
 58 :  6.0000408907870884
 59 :  6.0000340754236785
 60 :  6.0000283960251310
 61 :  6.0000236632422855
 62 :  6.0000197192908008
 63 :  6.0000164326883272
 64 :  6.0000136938694348
 65 :  6.0000114115318177
 66 :  6.0000095095917616
 67 :  6.0000079246472413
 68 :  6.0000066038639788
 69 :  6.0000055032139253
 70 :  6.0000045860073981
 71 :  6.0000038216699107
 72 :  6.0000031847228971
 73 :  6.0000026539343389
 74 :  6.0000022116109709
 75 :  6.0000018430084630
 76 :  6.0000015358399141
 77 :  6.0000012798662675
 78 :  6.0000010665549954
 79 :  6.0000008887956715
 80 :  6.0000007406629499
 81 :  6.0000006172190487
 82 :  6.0000005143491543
 83 :  6.0000004286242585
 84 :  6.0000003571868566
 85 :  6.0000002976556961
 86 :  6.0000002480464011
 87 :  6.0000002067053257
 88 :  6.0000001722544322
 89 :  6.0000001435453560
 90 :  6.0000001196211272
 91 :  6.0000000996842706
 92 :  6.0000000830702242
 93 :  6.0000000692251858
 94 :  6.0000000576876542
 95 :  6.0000000480730447
 96 :  6.0000000400608703
 97 :  6.0000000333840583
 98 :  6.0000000278200485
 99 :  6.0000000231833736
100 :  6.0000000193194779

Balance after 25 years is 0.0399387296732302

f(77617.0, 33096.0) is -0.8273960599468214

PARI/GP

Task 1: Define recursive function V(n): <lang parigp>V(n,a=2,v=-4.)=if(n < 3,return(v));V(n--,v,111-1130/v+3000/(v*a))</lang> In order to work set precision to at least 200 digits:

\p 200: realprecision = 211 significant digits (200 digits displayed)

V(50):  6.000175846627187188945614020747195469523735177...
V(100): 6.0000000193194779291040868034035857150243506754369524580725927508565217672302663412282...

Task 2: Define function balance(deposit,years): <lang parigp>balance(d,y)=d--;for(n=1,y,d=d*n-1);d</lang>

Output balance(exp(1), 25):

0.039938729673230208903...

Task 3: Define function f(a,b): <lang parigp>f(a,b)=333.75*b^6+a*a*(11*a*a*b*b-b^6-121*b^4-2)+5.5*b^8+a/(2*b)</lang>

Output:

f(77617.0,33096.0): -0.827396059946821368141165...

Perl 6

Works with: Rakudo version 2016-01

The simple solution to doing calculations where floating point numbers exhibit pathological behavior is: don't do floating point calculations. :-) Perl 6 is just as susceptible to floating point error as any other C based language, however, it offers built-in rational Types; where numbers are represented as a ratio of two integers. For normal precision it uses Rats - accurate to 1/2^64, and for arbitrary precision, FatRats, which can grow as large as available memory. Rats don't require any special special setup to use. Any decimal number within its limits of precision is automatically stored as a Rat. FatRats require explicit coercion and are "sticky". Any FatRat operand in a calculation will cause all further results to be stored as FatRats. <lang perl6>say '1st: Convergent series'; my @series = 2.FatRat, -4, { 111 - 1130 / $^v + 3000 / ( $^v * $^u ) } ... *; for flat 3..8, 20, 30, 50, 100 -> $n {say "n = {$n.fmt("%3d")} @series[$n-1]"};

say "\n2nd: Chaotic banking society"; sub postfix:<!> (Int $n) { [*] 2..$n } # factorial operator my $years = 25; my $balance = sum map { 1 / FatRat.new($_!) }, 1 .. $years + 15; # Generate e-1 to sufficient precision with a Taylor series put "Starting balance, \$(e-1): \$$balance"; for 1..$years -> $i { $balance = $i * $balance - 1 } printf("After year %d, you will have \$%1.16g in your account.\n", $years, $balance);

print "\n3rd: Rump's example: f(77617.0, 33096.0) = "; sub f (\a, \b) { 333.75*b⁶ + a²*( 11*a²*b² - b⁶ - 121*b⁴ - 2 ) + 5.5*b⁸ + a/(2*b) } say f(77617.0, 33096.0).fmt("%0.16g");</lang>

Output:
1st: Convergent series
n =   3 18.5
n =   4 9.378378
n =   5 7.801153
n =   6 7.154414
n =   7 6.806785
n =   8 6.5926328
n =  20 6.0435521101892689
n =  30 6.006786093031205758530554
n =  50 6.0001758466271871889456140207471954695237
n = 100 6.000000019319477929104086803403585715024350675436952458072592750856521767230266

2nd: Chaotic banking society
Starting balance, $(e-1): $1.7182818284590452353602874713526624977572470936999
After year 25, you will have $0.0399387296732302 in your account.

3rd: Rump's example: f(77617.0, 33096.0) = -0.827396059946821

Python

Task 1: Muller's sequence

Using rational numbers via standard library fractions

<lang Python>from fractions import Fraction

def muller_seq(n:int) -> float:

   seq = [Fraction(0), Fraction(2), Fraction(-4)]
   for i in range(3, n+1):
       next_value = (111 - 1130/seq[i-1]
           + 3000/(seq[i-1]*seq[i-2]))
       seq.append(next_value)
   return float(seq[n])

for n in [3, 4, 5, 6, 7, 8, 20, 30, 50, 100]:

   print("{:4d} -> {}".format(n, muller_seq(n)))</lang>
Output:
   3 -> 18.5
   4 -> 9.378378378378379
   5 -> 7.801152737752162
   6 -> 7.154414480975249
   7 -> 6.806784736923633
   8 -> 6.592632768704439
  20 -> 6.043552110189269
  30 -> 6.006786093031206
  50 -> 6.0001758466271875
 100 -> 6.000000019319478

Task 2: The Chaotic Bank Society

Using decimal numbers with a high precision

<lang Python>from decimal import Decimal, getcontext

def bank(years:int) -> float:

   """
   Warning: still will diverge and return incorrect results after 250 years
   the higher the precision, the more years will cover
   """
   getcontext().prec = 500
   # standard math.e has not enough precision
   e = Decimal('2.718281828459045235360287471352662497757247093699959574966967627724076630353547594571382178525166427427466391932003059921817413596629043572900334295260595630738132328627943490763233829880753195251019011573834187930702154089149934884167509244761460668082264800168477411853742345442437107539077744992069551702761838606261331384583000752044933826560297606737113200709328709127443747047230696977209310141692836819025515108657463772111252389784425056953696770785449969967946864454905987931636889230098793127736178215424999229576351')
   decimal_balance = e - 1
   for year in range(1, years+1):
       decimal_balance = decimal_balance * year - 1
   return(float(decimal_balance))

print("Bank balance after 25 years = ", bank(25))</lang>

Output:
Bank balance after 25 years =  0.03993872967323021

but, still incorrectly diverging after some time, aprox. 250 years <lang Python>for year in range(200, 256, 5):

   print(year, '->', bank(year))

</lang>

Output:
200 -> 0.004999875631110097
205 -> 0.004877933277184028
210 -> 0.004761797301186607
215 -> 0.0046510626428896236
220 -> 0.004545361061789591
225 -> 0.0044443570465329246
230 -> 0.004347744257820075
235 -> 0.004255242425346535
240 -> 0.004166594632576723
245 -> 0.004081564933953891
250 -> 0.003999846590933889
255 -> -92939.78784907148

Task 3: Siegfried Rump's example

Using rational numbers via standard library fractions

<lang Python>from fractions import Fraction

def rump(generic_a, generic_b) -> float:

   a = Fraction('{}'.format(generic_a))
   b = Fraction('{}'.format(generic_b))
   fractional_result = Fraction('333.75') * b**6 \
       + a**2 * ( 11 * a**2 * b**2 - b**6 - 121 * b**4 - 2 ) \
       + Fraction('5.5') * b**8 + a / (2 * b)
   return(float(fractional_result)) 

print("rump(77617, 33096) = ", rump(77617.0, 33096.0)) </lang>

Output:
rump(77617, 33096) =  -0.8273960599468214

REXX

The REXX language uses character-based arithmetic.   So effectively, it looks, feels, and tastes like decimal floating point
(implemented in software).

So, the only (minor) problem is how many decimal digits should be used to solve these pathological floating point problems.

A little extra boilerplate code was added to support the specification of how many decimal digits that should be used for the
calculations,   as well how many decimal digits   (past the decimal point)   should be displayed.

A sequence that seems to converge to a wrong limit

<lang rexx>/*REXX pgm (pathological FP problem): a sequence that seems to converge to a wrong limit*/ parse arg digs show . /*obtain optional arguments from the CL*/ if digs== | digs=="," then digs=150 /*Not specified? Then use the default.*/ if show== | show=="," then show= 20 /* " " " " " " */ numeric digits digs /*have REXX use "digs" decimal digits. */

  1. = 2 4 5 6 7 8 9 20 30 50 100 /*the indices to display value of V.n */

fin=word(#, words(#) ) /*find the last (largest) index number.*/ w=length(fin) /* " " length (in dec digs) of FIN.*/ v.1= 2 /*the value of the first V element. */ v.2=-4 /* " " " " second " " */

      do n=3  to fin;  nm1=n-1;      nm2=n-2    /*compute some values of the V elements*/
      v.n=111 - 1130/v.nm1 + 3000/(v.nm1*v.nm2) /*   "      a  value  of  a  " element.*/
      if wordpos(n, #)\==0  then say  'v.'left(n, w)      "="       format(v.n, , show)
      end   /*n*/                               /*display SHOW digs past the dec. point*/
                                                /*stick a fork in it,  we're all done. */</lang>

output   when using the default inputs:

v.4   = 9.37837837837837837838
v.5   = 7.80115273775216138329
v.6   = 7.15441448097524935353
v.7   = 6.80678473692363298394
v.8   = 6.59263276870443839274
v.9   = 6.44946593379028796887
v.20  = 6.04355211018926886778
v.30  = 6.00678609303120575853
v.50  = 6.00017584662718718895
v.100 = 6.00000001931947792910

The Chaotic Bank Society

To be truly accurate, the number of decimal digits for   e   (the   $   variable first value)   should have 150 decimal
digits   (or whatever is specified)   as per the   digs   REXX variable's value, but what's currently coded will suffice
for the (default) number of years.   However, it makes a difference computing the balance after sixty-five years
(when at that point, the balance becomes negative and grows increasing negative fast). <lang rexx>/*REXX pgm (pathological FP problem): the chaotic bank society offering a new investment*/ parse arg digs show y . /*obtain optional arguments from the CL*/ if digs== | digs=="," then digs=150 /*Not specified? Then use the default.*/ if show== | show=="," then show= 20 /* " " " " " " */ if y== | y=="," then y= 25 /* " " " " " " */ numeric digits digs /*have REXX use "digs" decimal digits. */ $=2.71828182845904523536028747135266249775724709369995957496696762772407663035354759457138217852516642742746639193200305992181741359662904357290033429526 $=$ - 1 /*and subtract one 'cause that's that. */ /* [↑] 150 decimal digits of e */

                                                /* [↑]  value of newly opened account. */
                          do n=1  for y         /*compute the value of the account/year*/
                          $=$*n - 1             /*   "     "    "    "  "  account now.*/
                          end   /*n*/

@baf= 'Balance after' /*display SHOW digits past the dec. pt.*/ say @baf y "years: $"format($, , show) / 1 /*stick a fork in it, we're all done. */</lang> output   when using the default inputs:

Balance after 25 years: $0.0399387296732302089

Siegfried Rump's example

<lang rexx>/*REXX pgm (pathological FP problem): the Siegfried Rump's example (problem dated 1988).*/ parse arg digs show . /*obtain optional arguments from the CL*/ if digs== | digs=="," then digs=150 /*Not specified? Then use the default.*/ if show== | show=="," then show= 20 /* " " " " " " */ numeric digits digs /*have REXX use "digs" decimal digits. */ a= 77617.0 /*initialize A to it's defined value.*/ b= 33096.0 /* " B " " " " */

                                                /*display SHOW digits past the dec. pt.*/

say 'f(a,b)=' format( f(a,b), , show) /*display result from the F function.*/ exit /*stick a fork in it, we're all done. */ /*──────────────────────────────────────────────────────────────────────────────────────*/ f: procedure; parse arg a,b; a2=a**2; b2=b**2; b4=b2**2; b6=b4*b2; b8=b4**2

    return  333.75*b6   +   a2*(11*a2*b2  - b6  - 121*b4  - 2)   +   5.5*b8   +   a/(2*b)</lang>

output   when using the default inputs:

f(a,b)= -0.82739605994682136814

Ruby

Task 1: Muller's sequence

Ruby integers have a "quo" division method, which returns a rational (a fraction) when possible, avoiding Float inaccuracy. <lang Ruby>ar = [0, 2, -4] 100.times{ar << (111 - 1130.quo(ar[-1])+ 3000.quo(ar[-1]*ar[-2])) }

[3, 4, 5, 6, 7, 8, 20, 30, 50, 100].each do |n|

 puts "%3d -> %0.16f" % [n, ar[n]]

end </lang>

Output:
  3 -> 18.5000000000000000
  4 -> 9.3783783783783784
  5 -> 7.8011527377521614
  6 -> 7.1544144809752494
  7 -> 6.8067847369236330
  8 -> 6.5926327687044384
 20 -> 6.0435521101892689
 30 -> 6.0067860930312058
 50 -> 6.0001758466271872
100 -> 6.0000000193194779

Task 2: The Chaotic Bank Society

Using BigDecimal provides a way to specify the number of digits for E. 50 seems to be sufficient. <lang Ruby>require 'bigdecimal/math' balance = BigMath.E(50) - 1 1.upto(25){|y| balance = balance * y - 1} puts "Bank balance after 25 years = #{balance.to_f}"</lang>

Output:
Bank balance after 25 years = 0.03993872967323021

Task 3: Rump's example

Rationals again. <lang Ruby>def rump(a,b)

 a, b = a.to_r, b.to_r
 333.75r * b**6 + a**2 * ( 11 * a**2 * b**2 - b**6 - 121 * b**4 - 2 )  + 5.5r *   b**8 + a / (2 * b)

end

puts "rump(77617, 33096) = #{rump(77617, 33096).to_f}"</lang>

Output:
rump(77617, 33096) = -0.8273960599468214

TI-83 BASIC

A sequence that seems to converge to a wrong limit
Use the SEQ mode to enter the arithmetic progression. Note the way to set

 u(1)=2
 u(2)=-4

<lang ti83b> nMin=1

  u(n)=111-1130/u(n-1) + 3000/(u(n-1)*u(n-2))
  u(nMin)={-4;2}</lang>

The result converges to the wrong limit!

Output:
u(20)  : 100.055202
u(30)  : 100
u(50)  : 100
u(100) : 100

zkl

zkl doesn't have a big rational or big float library (as of this writing) but does have big ints (via GNU GMP). It does have 64 bit doubles. <lang zkl>Series:=Walker(fcn(vs){ // just keep appending new values to a list

  vs.append(111.0 - 1130.0/vs[-1] + 3000.0/(vs[-1]*vs[-2])) }.fp(List(2,-4)));

series:=Series.drop(100).value;</lang> We'll use the convenient formula given in the referenced paper to create a fraction with big ints <lang zkl>var BN=Import("zklBigNum"), ten2n=BN(10).pow(64);

fcn u(n){ // use formula to create a fraction of big ints

  const B=-3, Y=4;
  N:=BN(6).pow(n+1)*B + BN(5).pow(n+1)*Y;
  D:=BN(6).pow(n)*B   + BN(5).pow(n)*Y;
  tostr(N*ten2n/D,64,32)

}

fcn tostr(bn,m,r){ // convert big int (*10^m) to float string with len r remainder, flakey

  str,d:=bn.toString(), str.len()-m;
  if(d<0) String(".","0"*-d,str[0,r]);
  else    String(str[0,d],".",str[d,r]);

}

println("1st: Convergent series"); foreach n in (T(3,4,5,6,7,8,20,30,50,100)){

  "n =%3d; %3.20F  %s".fmt(n,series[n-1],u(n-1)).println();

}</lang>

Output:

Note that, at n=100, we still have diverged (at the 15th place) from the Perl6 solution and 12th place from the J solution.

1st: Convergent series
n =  3;  18.50000000000000000000  18.50000000000000000000000000000000
n =  4;   9.37837837837837895449  9.37837837837837837837837837837837
n =  5;   7.80115273775216877539  7.80115273775216138328530259365994
n =  6;   7.15441448097533339023  7.15441448097524935352789065386036
n =  7;   6.80678473692481134094  6.80678473692363298394175659627200
n =  8;   6.59263276872179204702  6.59263276870443839274200277636599
n = 20;  98.34950312216535905918  6.04355211018926886777747736409754
n = 30;  99.99999999999893418590  6.00678609303120575853055404795323
n = 50; 100.00000000000000000000  6.00017584662718718894561402074719
n =100; 100.00000000000000000000  6.00000001931947792910408680340358

Chaotic banking society is just nasty so we use a five hundred digit e (the e:= text is one long line). <lang zkl>println("\n2nd: Chaotic banking society"); e:="271828182845904523536028747135266249775724709369995957496696762772407663035354759457138217852516642742746639193200305992181741359662904357290033429526059563073813232862794349076323382988075319525101901157383418793070215408914993488416750924476146066808226480016847741185374234544243710753907774499206955170276183860626133138458300075204493382656029760673711320070932870912744374704723069697720931014169283681902551510865746377211125238978442505695369677078544996996794686445490598793163688923009879312"; var en=(e.len()-1), tenEN=BN(10).pow(en); years,balance:=25, BN(e).sub(tenEN); // in place math balance=[1..years].reduce(fcn(balance,i){ balance*i - tenEN },balance); balance=tostr(balance,en,2); println("After year %d, you will have $%s in your account.".fmt(years,balance));</lang>

Output:
2nd: Chaotic banking society
After year 25, you will have $.039 in your account.

For Rump's example, multiple the formula by 10ⁿ so we can use integer math. <lang zkl>fcn rump(a,b){ b=BN(b);

  b2,b4,b6,b8:=b.pow(2),b.pow(4),b.pow(6),b.pow(8);
  a2:=BN(a).pow(2);
  r:=( b6*33375 + a2*(a2*b2*11 - b6 - b4*121 - 2)*100 + b8*550 )*ten2n;
  r+=BN(a)*ten2n*100/(2*b);
  tostr(r,66,32)

} println("\n3rd: Rump's example: f(77617.0, 33096.0) = ",rump(77617,33096));</lang>

Output:
3rd: Rump's example: f(77617.0, 33096.0) = -.82739605994682136814116509547981