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Just.PreciseMath

Extended-precision floating-point arithmetic for .NET using double-double representations: a high/low pair of double values. The goal is to retain more precision than a single double while using a fixed-size representation, rather than arbitrary-precision arithmetic.

Work in progress. The public API is incomplete and may change. Numerical contracts are covered by regression tests, not an exhaustive accuracy certification. The library is not ready for production use.

DoubleDouble core

DoubleDouble stores a normalized high/low pair. Use new DoubleDouble(value) for a single double, or DoubleDouble.FromComponents(high, low) for arbitrary components. The factory normalizes finite sums and canonicalizes NaN/infinity with a positive-zero low component. The two-component constructor is internal and performs no normalization or validation; it is reserved for trusted, already-normalized results. The constants PI, E, and LN2 include binary64 residuals checked against independently computed high-precision values.

  • Arithmetic: unary +/-, binary +, -, *, /, and both operand orders with a double. Addition retains residuals under cancellation; multiplication uses fused multiply-add; division uses residual corrections. Mixed double operators use specialized scalar paths rather than promoting the scalar to DoubleDouble. Their finite fast paths normalize once with a final sum transform; scalar division uses one compensated quotient correction within the error contract below.
  • Exponent boundaries: bounded BigInteger calculations avoid intermediate overflow and underflow on the exceptional finite path. Ordinary arithmetic uses floating-point transforms without allocations. The stored value remains two doubles; this is not an arbitrary-precision API.
  • Comparisons use both components. Equals treats NaNs as equal and signed zeros as equal for collections. CompareTo orders NaN before other values. Numerical equality and relational operators treat NaN as unordered, like double.
  • Signed zero is preserved by single-value construction and unary negation. FromComponents with a zero low input preserves the high zero's sign. Exact cancellation of nonzero values yields positive zero. Arithmetic special values follow binary64 rules.

Arithmetic is approximate double-double arithmetic, not a promise of correctly rounded 106-bit results. The deterministic rational-oracle tests check a conservative error bound of 2^-100 relative plus one minimum binary64 subnormal, with exact component checks for selected representable cases. Near underflow, extended precision necessarily decreases; overflow produces infinity. Performance of the allocating exponent-boundary path is not covered by the basic benchmarks.

Conversions and formatting

  • Explicit conversions support double, float, int, long, and decimal in both directions. Integer inputs are exact. Decimal inputs use their exact coefficient and scale to compute the high component and its residual.
  • Integer casts truncate the complete expansion toward zero and throw OverflowException for nonfinite or out-of-range results. IConvertible integer conversions instead round to nearest, ties to even, with range checks.
  • Binary32 output rounds the complete expansion directly, including low-component decisions at midpoints. Decimal output rounds to the greatest fitting scale up to 28; nonfinite values and magnitudes above decimal.MaxValue throw.
  • IConvertible reports TypeCode.Object, supports conversion to itself, and treats only numerical zero as false. Char, DateTime, and enum conversions are unsupported and throw InvalidCastException.
  • ToString formats the exact component sum, supports culture-sensitive G/g, E/e, and F/f, and rounds ties to even. Precision is bounded to 0999; other standard and custom formats throw FormatException. Default G32 is not shortest-round-trip formatting. NaN, infinities, and signed zero are supported without converting through decimal.
  • TryFormat(Span<char>, ...) implements ISpanFormattable with the same formats. It currently allocates via ToString; insufficient space returns false, writes zero characters, and leaves the destination unchanged.

DoubleDouble implements ISignedNumber<DoubleDouble>, including the inherited INumberBase contracts: binary radix, classification, absolute value, magnitude selection, increment/decrement, and generic numeric conversions. Integer/parity tests and magnitude comparisons retain both components. Magnitude ties prefer positive values for maximum and negative values for minimum, including signed zero; the Number variants prefer a number over NaN.

CreateChecked, CreateSaturating, and CreateTruncating support built-in numeric types and BigInteger. Floating overflow produces signed infinity in all modes. Finite integer output truncates the exact sum, then throws on overflow, clamps, or retains the low destination-width bits, respectively. Decimal nonchecked output clamps out-of-range values and maps NaN to zero. These policies are distinct from the existing casts and IConvertible conversions above.

Conversions, parsing, and formatting use allocating BigInteger intermediates where needed to preserve precision; no additional dependency is required.

Parsing

Parse and TryParse accept strings and ReadOnlySpan<char> and implement IParsable<DoubleDouble> / ISpanParsable<DoubleDouble>. This initial parser preserves high/low precision rather than parsing through double or decimal. It converts an exact decimal coefficient/exponent into rounded high and residual components, then normalizes the pair. It does not promise universally correctly rounded 106-bit results or a general ToString round trip.

using System.Globalization;
using Just.PreciseMath;

DoubleDouble value = DoubleDouble.Parse("9007199254740993", CultureInfo.InvariantCulture);
// value.High == 9007199254740992.0; value.Low == 1.0

bool success = DoubleDouble.TryParse("1.25e-2".AsSpan(), CultureInfo.InvariantCulture,
    out DoubleDouble parsed);
  • Provider-only finite grammar: optional sign, ASCII decimal digits with an optional decimal separator, and optional e/E exponent with sign and digits. At least one mantissa digit is required; .5 and 1. are accepted with invariant culture. Surrounding whitespace is allowed; internal whitespace is not.
  • Signs and the decimal separator come from the supplied culture; a null or omitted provider uses the current culture. Culture-specific NaN and infinity symbols are recognized case-insensitively. The additional alias inf accepts an optional culture-specific sign (inf, +inf, -inf with invariant culture). Exact custom special symbols take precedence over the alias. Special values accept surrounding whitespace and signs even with NumberStyles.None; ordinary finite numbers still obey the supplied style flags. Signed zero is preserved.
  • Provider-only overloads reject grouping, currency, and parentheses. Explicit NumberStyles overloads support decimal flags through NumberStyles.Any, including grouping, currency, parentheses, and trailing signs; group sizes are not validated. Hexadecimal, binary, and undefined style flags throw ArgumentException, including in TryParse. Hexadecimal notation and programming-language digit separators remain unsupported.
  • Input is limited to 2048 characters, including surrounding whitespace. Huge exponents are bounded before constructing powers of ten. Well-formed overflow succeeds with signed infinity; underflow rounds to a subnormal or signed zero. A second rounding just below the overflow midpoint stays finite.
  • Parse throws ArgumentNullException for a null string and FormatException for invalid, unsupported, or oversized input. TryParse returns false and positive Zero for those inputs.

Deferred scope

The planned PreciseMath static class and its Abs, Sqrt, Pow, Exp, and Log functions are not implemented. Generic-math interfaces beyond ISignedNumber, additional text formats/general round-trip formatting, and non-arithmetic performance benchmarks remain deferred. Replacing allocating arithmetic boundary fallbacks is also deferred; the current BigInteger paths remain in place. That optimization does not require removing BigInteger from conversions, parsing, formatting, or independent test oracles.

Build and test

Requires the .NET 10 SDK in the 10.0.1xx feature band, as selected by global.json. Run from the repository root:

dotnet restore Just.PreciseMath.slnx --locked-mode
dotnet build Just.PreciseMath.slnx -c Release --no-restore
dotnet test --solution Just.PreciseMath.slnx -c Release --no-build --minimum-expected-tests 1
dotnet format Just.PreciseMath.slnx --verify-no-changes --no-restore

Test results and coverage reports are available in the test-results artifact on CI workflow runs.

Benchmarks

BenchmarkDotNet measures arithmetic throughput, dependent-chain latency, and allocations, including comparisons of DoubleDouble, decimal, and double, mixed scalar operations, and exponent-boundary paths. These are performance measurements, not accuracy tests.

After the Release build above, run from the repository root:

# Discover benchmark methods without running them.
dotnet run --project 2-benchmarks/Just.PreciseMath.Benchmarks -c Release --no-build -- --list flat

# Smoke test; Dry timings are not performance measurements.
dotnet run --project 2-benchmarks/Just.PreciseMath.Benchmarks -c Release --no-build -- --job Dry --filter '*'

# Full measurement run.
dotnet run --project 2-benchmarks/Just.PreciseMath.Benchmarks -c Release --no-build -- --filter '*'

Reports are written under the ignored BenchmarkDotNet.Artifacts/ directory. Replace '*' with a benchmark-name pattern to select a subset; use --artifacts <path> to keep runs separate. Run measurements on an idle machine and inspect BenchmarkDotNet warnings.

Project structure

  • 0-source/Just.PreciseMath/: library implementation.
  • 1-tests/Just.PreciseMath.Tests/: unit tests.
  • 2-benchmarks/Just.PreciseMath.Benchmarks/: arithmetic benchmarks against decimal and double.

Contributing

Follow .editorconfig and include regression tests with numerical changes. Explain the algorithm's assumptions, the source of reference values, and any error tolerances. Include updated packages.lock.json files with dependency changes.

License

Licensed under the MIT License.