Thread: Rounding to even for numeric data type
Hi all, A couple of days ago a bug has showed up regarding rounding of float here: http://www.postgresql.org/message-id/flat/20150320194337.2573.72944@wrigleys.postgresql.org#20150320194337.2573.72944@wrigleys.postgresql.org The result being that the version of rint() shipped in src/port was not IEEE compliant when rounding to even (MSVC < 2013 at least using it), leading to inconsistent results depending on if the platform uses src/port's rint() or the platform's one. During this thread, Tom has raised as well that rounding for numeric is not that IEEE-compliant: http://www.postgresql.org/message-id/22366.1427313454@sss.pgh.pa.us For example: =# SELECT round(2.5::numeric), round(1.5::numeric), round(0.5::numeric), round(-2.5::numeric);round | round | round | round -------+-------+-------+------- 3 | 2 | 1 | -3 (1 row) =# SELECT round(2.5::float), round(1.5::float), round(0.5::float), round(-2.5::float);round | round | round | round -------+-------+-------+------- 2 | 2 | 0 | -2 (1 row) It sounds appealing to switch the default behavior to something that is more IEEE-compliant, and not only for scale == 0. Now one can argue as well that changing the default is risky for existing applications, or the other way around that other RDBMs (?) are more compliant than us for their equivalent numeric data type, and people get confused when switching to Postgres. An idea, from Dean, would be to have a new specific version for round() able to do compliant IEEE rounding to even as well... Opinions? Regards, -- Michael
Michael Paquier <michael.paquier@gmail.com> writes: > It sounds appealing to switch the default behavior to something that > is more IEEE-compliant, and not only for scale == 0. Now one can argue > as well that changing the default is risky for existing applications, > or the other way around that other RDBMs (?) are more compliant than > us for their equivalent numeric data type, and people get confused > when switching to Postgres. > An idea, from Dean, would be to have a new specific version for > round() able to do compliant IEEE rounding to even as well... I think confining the change to round() would be a fundamental error. The main reason why round-to-nearest-even is IEEE standard is that it reduces error accumulation over long chains of calculations, such as in numeric's power and trig functions; if we go to the trouble of implementing such a behavior, we certainly want to use it there. I think the concern over backwards compatibility here is probably overblown; but if we're sufficiently worried about it, a possible compromise is to invent a numeric_rounding_mode GUC, so that people could get back the old behavior if they really care. regards, tom lane
>>>>> "Tom" == Tom Lane <tgl@sss.pgh.pa.us> writes: Tom> I think the concern over backwards compatibility here is probablyTom> overblown; but if we're sufficiently worried aboutit, a possibleTom> compromise is to invent a numeric_rounding_mode GUC, so thatTom> people could get back the old behaviorif they really care. I only see one issue with this, but it's a nasty one: do we really want to make all numeric operations that might do rounding stable rather than immutable? -- Andrew (irc:RhodiumToad)
On 27 March 2015 at 23:26, Tom Lane <tgl@sss.pgh.pa.us> wrote: > Michael Paquier <michael.paquier@gmail.com> writes: >> It sounds appealing to switch the default behavior to something that >> is more IEEE-compliant, and not only for scale == 0. Now one can argue >> as well that changing the default is risky for existing applications, >> or the other way around that other RDBMs (?) are more compliant than >> us for their equivalent numeric data type, and people get confused >> when switching to Postgres. > >> An idea, from Dean, would be to have a new specific version for >> round() able to do compliant IEEE rounding to even as well... > > I think confining the change to round() would be a fundamental error. > The main reason why round-to-nearest-even is IEEE standard is that it > reduces error accumulation over long chains of calculations, such as > in numeric's power and trig functions; if we go to the trouble of > implementing such a behavior, we certainly want to use it there. > Sure, using round-to-nearest-even for intermediate rounding in complex numeric methods would be a good way to reduce (but not completely eliminate) rounding errors. But that's a somewhat different proposition from changing the default for round(), which is a much more user-visible change. If we did implement a choice of rounding modes, I would still argue for keeping round-half-away-from-zero as the default mode for round(). > I think the concern over backwards compatibility here is probably > overblown; but if we're sufficiently worried about it, a possible > compromise is to invent a numeric_rounding_mode GUC, so that people > could get back the old behavior if they really care. > Backwards compatibility is certainly one concern. Michael also mentioned compatibility with other databases, and its worth noting that Oracle, MySQL, DB2 and SQL Server all use the same default round-half-away-from-zero "Schoolbook" rounding mode in round() for their equivalents of numeric. Most of those other DBs are also careful to document exactly how round() behaves. To make our round() function do something different by default isn't going to make porting any easier. Andrew mentioned that there have been complaints from people doing calculations with monetary data that we don't implement round-to-nearest-even (Banker's) rounding. It's actually the case that various different financial calculations demand different specific rounding modes, so it wouldn't be enough to simply change the default - we would have to provide a choice of modes. I also agree with Andrew that all numeric functions should be kept immutable. Regards, Dean
On 28 March 2015 at 05:16, Andrew Gierth <andrew@tao11.riddles.org.uk> wrote: >>>>>> "Tom" == Tom Lane <tgl@sss.pgh.pa.us> writes: > > Tom> I think the concern over backwards compatibility here is probably > Tom> overblown; but if we're sufficiently worried about it, a possible > Tom> compromise is to invent a numeric_rounding_mode GUC, so that > Tom> people could get back the old behavior if they really care. > > I only see one issue with this, but it's a nasty one: do we really want > to make all numeric operations that might do rounding stable rather than > immutable? > Yeah, making all numeric functions non-immutable seems like a really bad idea. Regards, Dean
On Sat, Mar 28, 2015 at 5:58 PM, Dean Rasheed wrote: > On 27 March 2015 at 23:26, Tom Lane wrote: >> I think the concern over backwards compatibility here is probably >> overblown; but if we're sufficiently worried about it, a possible >> compromise is to invent a numeric_rounding_mode GUC, so that people >> could get back the old behavior if they really care. >> > > Backwards compatibility is certainly one concern. Michael also > mentioned compatibility with other databases, and its worth noting > that Oracle, MySQL, DB2 and SQL Server all use the same default > round-half-away-from-zero "Schoolbook" rounding mode in round() for > their equivalents of numeric. Most of those other DBs are also careful > to document exactly how round() behaves. To make our round() function > do something different by default isn't going to make porting any > easier. I was not aware of that, and that's really an interesting point. Thanks! It would indeed not be welcome for people migrating an application to Postgres if we behave differently from the others. Then, perhaps the solution would be to have this rounding GUC, but pointing by default to round-half-away-from-zero and not round-to-even as mentioned upthread already. > Andrew mentioned that there have been complaints from people doing > calculations with monetary data that we don't implement > round-to-nearest-even (Banker's) rounding. It's actually the case that > various different financial calculations demand different specific > rounding modes, so it wouldn't be enough to simply change the default > - we would have to provide a choice of modes. I also agree with Andrew > that all numeric functions should be kept immutable. This looks like a plan. Honestly by reading this thread the thing that IMO we should not do is closing ourselves into a single mode of calculation. -- Michael
Dean Rasheed <dean.a.rasheed@gmail.com> wrote: > Sure, using round-to-nearest-even for intermediate rounding in > complex numeric methods would be a good way to reduce (but not > completely eliminate) rounding errors. But that's a somewhat > different proposition from changing the default for round(), > which is a much more user-visible change. If we did implement a > choice of rounding modes, I would still argue for keeping > round-half-away-from-zero as the default mode for round(). I'm inclined to agree. In business software development, that's how I've seen the "stakeholder" expectations. Thinking back, I can remember dealing with rounding in manufacturing incentive pay calculation, interfacing long-range demand forcasting to production planning, interfacing engineers' CAD/CAM software to IBM MAPICS, professionals' timekeeping/billing/AR systems, and various general accounting software systems; and as I seem to remember those efforts, round half away from zero has always been when end users understood and expected when explicitly rounding a final result. I understand how rounding half to even in intermediate results minimizes rounding error, and would not be surprised to see some users with different expectations, but there is clearly a large base of people who would be surprised by it when rounding a final result. > I also agree with Andrew that all numeric functions should be > kept immutable. Which means no GUC should affect how it behaves, although a function with a parameter to control rounding behavior would be OK. It kinda seems like the SQL round() function should have a parameter to control this which defaults to the historical behavior when omitted. -- Kevin Grittner EDB: http://www.enterprisedb.com The Enterprise PostgreSQL Company
On 28/03/15 21:58, Dean Rasheed wrote: [...] > > Andrew mentioned that there have been complaints from people doing > calculations with monetary data that we don't implement > round-to-nearest-even (Banker's) rounding. It's actually the case that > various different financial calculations demand different specific > rounding modes, so it wouldn't be enough to simply change the default > - we would have to provide a choice of modes. [...] Could the 2 current round functions have cousins that included an extra char parameter (or string), that indicated the type of rounding? So we don't end up with an explosion of rounding functions, yet could cope with a limited set of additional rounding modes initially, and possibly others in the future. Cheers, Gavin
On Sun, Mar 29, 2015 at 5:34 AM, Gavin Flower <GavinFlower@archidevsys.co.nz> wrote: > On 28/03/15 21:58, Dean Rasheed wrote: > [...] >> >> >> Andrew mentioned that there have been complaints from people doing >> calculations with monetary data that we don't implement >> round-to-nearest-even (Banker's) rounding. It's actually the case that >> various different financial calculations demand different specific >> rounding modes, so it wouldn't be enough to simply change the default >> - we would have to provide a choice of modes. > > [...] > > Could the 2 current round functions have cousins that included an extra char > parameter (or string), that indicated the type of rounding? > > So we don't end up with an explosion of rounding functions, yet could cope > with a limited set of additional rounding modes initially, and possibly > others in the future. Instead of extending round, isn't what we are looking at here a new data type? I have doubts that we only want to have a way to switch round() between different modes. Hence, what we could do is: 1) Mention in the docs that numeric does round-half-away-from-zero 2) Add regression tests for numeric(n,m) and round(numeric) 3) Add a TODO item for something like numeric2, doing rounding-at-even (this could be an extension as well), but with the number of duplication that it may have with numeric, an in-core type would make sense, to facilitate things exposing some of structures key structures would help. Regards, -- Michael
On Sun, Mar 29, 2015 at 5:34 AM, Gavin Flower
<GavinFlower@archidevsys.co.nz> wrote:
> On 28/03/15 21:58, Dean Rasheed wrote:
> [...]
>>
>>
>> Andrew mentioned that there have been complaints from people doing
>> calculations with monetary data that we don't implement
>> round-to-nearest-even (Banker's) rounding. It's actually the case that
>> various different financial calculations demand different specific
>> rounding modes, so it wouldn't be enough to simply change the default
>> - we would have to provide a choice of modes.
>
> [...]
>
> Could the 2 current round functions have cousins that included an extra char
> parameter (or string), that indicated the type of rounding?
>
> So we don't end up with an explosion of rounding functions, yet could cope
> with a limited set of additional rounding modes initially, and possibly
> others in the future.
Instead of extending round, isn't what we are looking at here a new
data type? I have doubts that we only want to have a way to switch
round() between different modes. Hence, what we could do is:
1) Mention in the docs that numeric does round-half-away-from-zero
2) Add regression tests for numeric(n,m) and round(numeric)
3) Add a TODO item for something like numeric2, doing rounding-at-even
(this could be an extension as well), but with the number of
duplication that it may have with numeric, an in-core type would make
sense, to facilitate things exposing some of structures key structures
would help.
So, create a numeric type for each possible rounding mode? That implies at least two types, round-half-even and round-half-away-from-zero, with suitable abbreviations: numeric_rhe, numeric_raz.
If the goal is to make plain numeric IEEE standard conforming then giving the user a way to switch all existing numeric types to numeric_raz would be nice.
Implicit casts between each of the various numeric types would be needed and understandable.
I'm pondering calling them numeric_eng and numeric_bus (for engineering and business respectively)...
David J.
On 29/03/15 13:07, David G. Johnston wrote: > On Sat, Mar 28, 2015 at 3:59 PM, Michael Paquier > <michael.paquier@gmail.com <mailto:michael.paquier@gmail.com>>wrote: > > On Sun, Mar 29, 2015 at 5:34 AM, Gavin Flower > <GavinFlower@archidevsys.co.nz > <mailto:GavinFlower@archidevsys.co.nz>> wrote: > > On 28/03/15 21:58, Dean Rasheed wrote: > > [...] > >> > >> > >> Andrew mentioned that there have been complaints from people doing > >> calculations with monetary data that we don't implement > >> round-to-nearest-even (Banker's) rounding. It's actually the > case that > >> various different financial calculations demand different specific > >> rounding modes, so it wouldn't be enough to simply change the > default > >> - we would have to provide a choice of modes. > > > > [...] > > > > Could the 2 current round functions have cousins that included > an extra char > > parameter (or string), that indicated the type of rounding? > > > > > So we don't end up with an explosion of rounding functions, yet > could cope > > with a limited set of additional rounding modes initially, and > possibly > > others in the future. > > Instead of extending round, isn't what we are looking at here a new > data type? I have doubts that we only want to have a way to switch > round() between different modes. Hence, what we could do is: > 1) Mention in the docs that numeric does round-half-away-from-zero > 2) Add regression tests for numeric(n,m) and round(numeric) > 3) Add a TODO item for something like numeric2, doing rounding-at-even > (this could be an extension as well), but with the number of > duplication that it may have with numeric, an in-core type would make > sense, to facilitate things exposing some of structures key structures > would help. > > > So, create a numeric type for each possible rounding mode? That > implies at least two types, round-half-even and > round-half-away-from-zero, with suitable abbreviations: numeric_rhe, > numeric_raz. > > If the goal is to make plain numeric IEEE standard conforming then > giving the user a way to switch all existing numeric types to > numeric_raz would be nice. > > Implicit casts between each of the various numeric types would be > needed and understandable. > > I'm pondering calling them numeric_eng and numeric_bus (for > engineering and business respectively)... > > David J. > In Java, there are 8 rounding modes specified: https://docs.oracle.com/javase/8/docs/api/java/math/RoundingMode.html Some of these may be relevant to pg. Cheers, Gavin
On Sun, Mar 29, 2015 at 9:21 AM, Gavin Flower <GavinFlower@archidevsys.co.nz> wrote: > On 29/03/15 13:07, David G. Johnston wrote: >> >> On Sat, Mar 28, 2015 at 3:59 PM, Michael Paquier >> <michael.paquier@gmail.com <mailto:michael.paquier@gmail.com>>wrote: >> >> On Sun, Mar 29, 2015 at 5:34 AM, Gavin Flower >> <GavinFlower@archidevsys.co.nz >> <mailto:GavinFlower@archidevsys.co.nz>> wrote: >> > On 28/03/15 21:58, Dean Rasheed wrote: >> > [...] >> >> >> >> >> >> Andrew mentioned that there have been complaints from people doing >> >> calculations with monetary data that we don't implement >> >> round-to-nearest-even (Banker's) rounding. It's actually the >> case that >> >> various different financial calculations demand different specific >> >> rounding modes, so it wouldn't be enough to simply change the >> default >> >> - we would have to provide a choice of modes. >> > >> > [...] >> > >> > Could the 2 current round functions have cousins that included >> an extra char >> > parameter (or string), that indicated the type of rounding? >> > >> > So we don't end up with an explosion of rounding functions, yet >> could cope >> > with a limited set of additional rounding modes initially, and >> possibly >> > others in the future. >> >> Instead of extending round, isn't what we are looking at here a new >> data type? I have doubts that we only want to have a way to switch >> round() between different modes. Hence, what we could do is: >> 1) Mention in the docs that numeric does round-half-away-from-zero >> 2) Add regression tests for numeric(n,m) and round(numeric) >> 3) Add a TODO item for something like numeric2, doing rounding-at-even >> (this could be an extension as well), but with the number of >> duplication that it may have with numeric, an in-core type would make >> sense, to facilitate things exposing some of structures key structures >> would help. >> >> >> So, create a numeric type for each possible rounding mode? That implies at >> least two types, round-half-even and round-half-away-from-zero, with >> suitable abbreviations: numeric_rhe, numeric_raz. The existing numeric now does half-up rounding. >> If the goal is to make plain numeric IEEE standard conforming then giving >> the user a way to switch all existing numeric types to numeric_raz would be >> nice. >> >> Implicit casts between each of the various numeric types would be needed >> and understandable. That's exactly the thing I think would be helpful. >> I'm pondering calling them numeric_eng and numeric_bus (for engineering >> and business respectively)... > > In Java, there are 8 rounding modes specified: > > https://docs.oracle.com/javase/8/docs/api/java/math/RoundingMode.html > Some of these may be relevant to pg. That's interesting. I didn't recall those details. Regards, -- Michael
On Sun, Mar 29, 2015 at 7:59 AM, Michael Paquier <michael.paquier@gmail.com> wrote: > On Sun, Mar 29, 2015 at 5:34 AM, Gavin Flower > <GavinFlower@archidevsys.co.nz> wrote: >> On 28/03/15 21:58, Dean Rasheed wrote: >> [...] >>> >>> >>> Andrew mentioned that there have been complaints from people doing >>> calculations with monetary data that we don't implement >>> round-to-nearest-even (Banker's) rounding. It's actually the case that >>> various different financial calculations demand different specific >>> rounding modes, so it wouldn't be enough to simply change the default >>> - we would have to provide a choice of modes. >> >> [...] >> >> Could the 2 current round functions have cousins that included an extra char >> parameter (or string), that indicated the type of rounding? >> >> So we don't end up with an explosion of rounding functions, yet could cope >> with a limited set of additional rounding modes initially, and possibly >> others in the future. > > Instead of extending round, isn't what we are looking at here a new > data type? I have doubts that we only want to have a way to switch > round() between different modes. Hence, what we could do is: > 1) Mention in the docs that numeric does round-half-away-from-zero > 2) Add regression tests for numeric(n,m) and round(numeric) > 3) Add a TODO item for something like numeric2, doing rounding-at-even > (this could be an extension as well), but with the number of > duplication that it may have with numeric, an in-core type would make > sense, to facilitate things exposing some of structures key structures > would help. So, attached is a patch that does 1) and 2) to make clear to the user how numeric and double precision behave regarding rounding. I am adding it to CF 2015-06 to keep track of it... -- Michael
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>>>>> "MP" == Michael Paquier <michael.paquier@gmail.com> writes: MP> So, attached is a patch that does 1) and 2) to make clear to the MP> user how numeric and double precision behave regarding rounding. MP> I am adding it to CF 2015-06 to keep track of it... Given that the examples show -2.5 rounds to -3, the IEEE term is roundTiesToAway, and the typical conversational english is round ties away from zero. RoundUp means mean towards +Infinity. 754 specifies that for decimal, either roundTiesToEven or roundTiesToAway are acceptable defaults, and which of the two applies is language dependent. Does ANSI SQL say anything about how numeric should round? In general, for decimals (or anything other than binary), there are twelve possible roundings: ToEven ToOdd AwayFromZero ToZero Up DownTiesToEven TiesToOdd TiesAwayFromZero TiesToZero TiesUp TiesDown (Up is the same as ceil(3), Down as floor(3).) -JimC -- James Cloos <cloos@jhcloos.com> OpenPGP: 0x997A9F17ED7DAEA6
On Mon, Mar 30, 2015 at 4:51 AM, James Cloos <cloos@jhcloos.com> wrote: >>>>>> "MP" == Michael Paquier <michael.paquier@gmail.com> writes: > > MP> So, attached is a patch that does 1) and 2) to make clear to the > MP> user how numeric and double precision behave regarding rounding. > MP> I am adding it to CF 2015-06 to keep track of it... > > Given that the examples show -2.5 rounds to -3, the IEEE term is > roundTiesToAway, and the typical conversational english is round ties > away from zero. Ah, thanks for the correct wording. Fixed in the attached. > RoundUp means mean towards +Infinity. > > 754 specifies that for decimal, either roundTiesToEven or roundTiesToAway > are acceptable defaults, and which of the two applies is language dependent. > Does ANSI SQL say anything about how numeric should round? > > In general, for decimals (or anything other than binary), there are > twelve possible roundings: > > ToEven ToOdd AwayFromZero ToZero Up Down > TiesToEven TiesToOdd TiesAwayFromZero TiesToZero TiesUp TiesDown > > (Up is the same as ceil(3), Down as floor(3).) Well, I am not sure about that... But reading this thread changing the default rounding sounds unwelcome. So it may be better to just put in words the rounding method used now in the docs, with perhaps a mention that this is not completely in-line with the SQL spec if that's not the case. -- Michael
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Michael Paquier wrote: > Well, I am not sure about that... But reading this thread changing the > default rounding sounds unwelcome. So it may be better to just put in > words the rounding method used now in the docs, with perhaps a mention > that this is not completely in-line with the SQL spec if that's not > the case. The SQL standard does not care, it says that numbers and other data types should, whenever necessary, be rounded or truncated in an implementation- defined fashion. I cannot find any mention of a round() function. Yours, Laurenz Albe
On Wed, Apr 22, 2015 at 9:30 PM, Pedro Gimeno <pgsql-004@personal.formauri.es> wrote: > Dean Rasheed wrote, On 2015-03-28 10:01: >> On 28 March 2015 at 05:16, Andrew Gierth <andrew@tao11.riddles.org.uk> wrote: >>>>>>>> "Tom" == Tom Lane <tgl@sss.pgh.pa.us> writes: >>> >>> Tom> I think the concern over backwards compatibility here is probably >>> Tom> overblown; but if we're sufficiently worried about it, a possible >>> Tom> compromise is to invent a numeric_rounding_mode GUC, so that >>> Tom> people could get back the old behavior if they really care. >>> >>> I only see one issue with this, but it's a nasty one: do we really want >>> to make all numeric operations that might do rounding stable rather than >>> immutable? >>> >> >> Yeah, making all numeric functions non-immutable seems like a really bad idea. > > Would it be possible to make it an unchangeable per-cluster or > per-database setting, kinda like how encoding behaves? Wouldn't that > allow to keep the functions immutable? Rounding is not something that can be enforced at the database or server level but at data type level, see for example the differences already present for double precision and numeric as mentioned upthread. In short, you could keep rounding functions immutable by having one data type with a different rounding method. At least that's an idea. -- Michael
Dean Rasheed wrote, On 2015-03-28 10:01: > On 28 March 2015 at 05:16, Andrew Gierth <andrew@tao11.riddles.org.uk> wrote: >>>>>>> "Tom" == Tom Lane <tgl@sss.pgh.pa.us> writes: >> >> Tom> I think the concern over backwards compatibility here is probably >> Tom> overblown; but if we're sufficiently worried about it, a possible >> Tom> compromise is to invent a numeric_rounding_mode GUC, so that >> Tom> people could get back the old behavior if they really care. >> >> I only see one issue with this, but it's a nasty one: do we really want >> to make all numeric operations that might do rounding stable rather than >> immutable? >> > > Yeah, making all numeric functions non-immutable seems like a really bad idea. Would it be possible to make it an unchangeable per-cluster or per-database setting, kinda like how encoding behaves? Wouldn't that allow to keep the functions immutable?
> So, attached is a patch that does 1) and 2) to make clear to the user > how numeric and double precision behave regarding rounding. I am > adding it to CF 2015-06 to keep track of it... Quick review: patches applies, make check is fine, all is well. Two minor suggestions: All the casting tests could be put in "numeric.sql", as there are all related to numeric and that would avoid duplicating the values lists. For the documentation, I would also add 3.5 so that rounding to even is even clearer:-) -- Fabien.
On Sat, May 2, 2015 at 9:53 PM, Fabien COELHO wrote: > Quick review: patches applies, make check is fine, all is well. Thanks for the feedback, Fabien! > All the casting tests could be put in "numeric.sql", as there are all > related to numeric and that would avoid duplicating the values lists. Not sure about that, the tests are placed here to be consistent with for is done for float8. > For the documentation, I would also add 3.5 so that rounding to even is even > clearer:-) Good idea. I reworked the example in the docs. -- Michael
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v2 applied & tested. > [...] Not sure about that, the tests are placed here to be consistent > with for is done for float8. Maybe float8 to numeric casts could have been in numeric too. > [...] I reworked the example in the docs. Indeed, looks good. -- Fabien.
Michael Paquier <michael.paquier@gmail.com> writes: > On Sat, May 2, 2015 at 9:53 PM, Fabien COELHO wrote: >> Quick review: patches applies, make check is fine, all is well. > Thanks for the feedback, Fabien! >> All the casting tests could be put in "numeric.sql", as there are all >> related to numeric and that would avoid duplicating the values lists. > Not sure about that, the tests are placed here to be consistent with > for is done for float8. >> For the documentation, I would also add 3.5 so that rounding to even is even >> clearer:-) > Good idea. I reworked the example in the docs. Pushed with minor adjustments --- you missed updating int8-exp-three-digits.out, and I thought the documentation wording could be better. regards, tom lane