[Haskell-cafe] What is a safe Haskell data type to store and manipulate Money values?
Richard A. O'Keefe
ok at cs.otago.ac.nz
Thu Apr 6 23:36:13 UTC 2017
> On 7/04/2017, at 10:42 AM, Bardur Arantsson <spam at scientician.net> wrote:
>
> On 2017-04-07 00:35, Richard A. O'Keefe wrote:
>> For what it's worth, there are rounding algorithms that work on a whole bunch of numbers
>> at once, ensuring that the total of the rounded numbers is equal to the total of the
>> unrounded numbers.
>
> REFERENCES TO LITERATURE, PLEASE!
>
> (I'm not being sarcastic -- this would be very useful to almost anyone
> dealing with monetary amounts... anywhere.)
I first saw mention of such an algorithm in a journal about 40 years ago.
I have a more recent memory of a paper by Knuth in a volume of his
collected papers that I cannot at the moment locate, but I believe this
is the article:
Two-Way Rounding
Author: Donald E. Knuth
Published in:
ยท Journal
SIAM Journal on Discrete Mathematics archive
Volume 8 Issue 2, May 1995
Pages 281 - 290
Society for Industrial and Applied Mathematics Philadelphia, PA, USA
table of contents doi>10.1137/S0895480194264757
Ah, FOUND IT.
Selected Papers on Design of Algorithms
Donald E. Knuth
CSL Lecture Notes Number 191
CSLI Publications, Stanford, California.
ISBN-13: 978-1-57586-582-9
ISBN-10: 1-57686-582-3
Chapter 16, pp 219-234 "Two-Way Rounding"
"Given n real numbers 0 <= x1 < 1, ..., 0 <= xn < 1,
and a permutation \sigma of {1,...,n}, we can always
find integers x'1 \in {0,1}, ..., x'n \in {0,1}
so that the partial sums x'1+...+x'k and
x'\sigma[1]+...+x'\sigma[k] differ from the
unrounded values x1+...+xk and
x\sigma[1...+x\sigma[k] by at most n/(n+1)
for 1 <= k <= n. The latter bound is the best possible."
Section 1, An Application
"Sometimes it is desirable to round "spreadsheet" data to
larger units while preserving row and column totals and
the grand total."
This application to matrices has been studied by others.
http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.421.2051&rep=rep1&type=pdf
Rounding of Sequences and Matrices, with Applications
"We show that any real matrix can be rounded to an integer matrix in
such a way that the rounding errors of all row sums are less than one,
and the rounding errors of all column sums as well as all sums of
consecutive row entries are less than two.
Such roundings can be computed in linear time."
http://people.mpi-inf.mpg.de/~doerr/papers/unbimatround.pdf
Unbiased Matrix Rounding
"We show several ways to round a real matrix to an integer one
such that the rounding errors in all rows and columns as well as
the whole matrix are less than one. ... our roundings also have a
rounding error of less than one in all initial intervals of rows
and columns. Consequently, arbitrary intervals have an error of
at most two. ... The same result can be obtained via (dependent)
randomized rounding. This has the additional advantage that the
rounding is unbiased."
Here's a bunch of less formal discussions of the 1D case.
http://stackoverflow.com/questions/32544646/round-vector-of-numerics-to-integer-while-preserving-their-sum
http://stackoverflow.com/questions/792460/how-to-round-floats-to-integers-while-preserving-their-sum
https://explainextended.com/2009/09/21/rounding-numbers-preserving-their-sum/
https://biostatmatt.com/archives/2902
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