Based on the comments by @CodeInChaos and @Alexandre C, I was able to throw together some code to reproduce the issue on my PC (Win7 x64, .NET 4.0). It appears this issue is due to the denormal control that can be set using _controlfp_s. The value of double.Epsilon is the same in both cases, but … Read more
Contrary to that definition, epsilon is actually a concept used to eliminate the ambiguity of conversion between binary and decimal representations of values. For example, 0.1 in decimal doesn’t have a simple binary representation, so when you declare a double as 0.1, it is actually setting that value to an approximate representation in binary. If … Read more
I don’t know what they were smoking when they wrote that. Double.Epsilon is the smallest representable non-denormal floating point value that isn’t 0. All you know is that, if there’s a truncation error, it will always be larger than this value. Much larger. The System.Double type can represent values accurate to up to 15 digits. … Read more
The information is available in sys.float_info, which corresponds to float.h in C99. >>> import sys >>> sys.float_info.epsilon 2.220446049250313e-16
An easier way to get the machine epsilon for a given float type is to use np.finfo(): print(np.finfo(float).eps) # 2.22044604925e-16 print(np.finfo(np.float32).eps) # 1.19209e-07