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# Saturday, 05 December 2009

Did you ever hear that double numbers may cause roundings, and that many financial institutions are very sensitive to those roundings?

Sure you did! We're also aware of this kind of problem, and we thought we've taken care of it. But things are not that simple, as you're not always know what an impact the problem can have.

To understand the context it's enough to say that we're converting (using xslt by the way) programs written in a CASE tool called Cool:GEN into java and into C#. Originally, Cool:GEN generated COBOL and C programs as deliverables. Formally, clients compare COBOL results vs java or C# results, and they want them to be as close as possible.

For one particular client it was crucial to have correct results during manipulation with numbers with 20-25 digits in total, and with 10 digits after a decimal point.

Clients are definitely right, and we've introduced generation options to control how to represent numbers in java and C# worlds; either as double or BigDecimal (in java), and decimal (in C#).

That was our first implementation. Reasonable and clean. Was it enough? - Not at all!

Client's reported that java's results (they use java and BigDecimal for every number with decimal point) are too precise, comparing to Mainframe's (MF) COBOL. This rather unusuall complain puzzles a litle, but client's confirmed that they want no more precise results than those MF produces.

The reason of the difference was in that that both C# and especially java may store much more decimal digits than is defined for the particualar result on MF. So, whenever you define a field storing 5 digits after decimal point, you're sure that exactly 5 digits will be stored. This contrasts very much with results we had in java and C#, as both multiplication and division can produce many more digits after the decimal point. The solution was to truncate(!) (not to round) the numbers to the specific precision in property setters.

So, has it resolved the problem? - No, still not!

Client's reported that now results much more better (coincide with MF, in fact) but still there are several instances when they observe differences in 9th and 10th digits after a decimal point, and again java's result are more accurate.

No astonishment this time from us but analisys of the reason of the difference. It's turned out that previous solution is partial. We're doing a final truncation but still there were intermediate results like in a/(b * c), or in a * (b/c).

For the intermediate results MF's COBOL has its, rather untrivial, formulas (and options) per each operation defining the number of digits to keep after a decimal point. After we've added similar options into the generator, several truncations've manifested in the code to adjust intermediate results. This way we've reached the same accurateness as MF has.

What have we learned (reiterated)?

  • A simple problems may have far reaching impact.
  • More precise is not always better. Client often prefers compatible rather than more accurate results.
Saturday, 05 December 2009 13:17:42 UTC  #    Comments [0] -
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