Eigen c++ cast double to long int?
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Quick question:
consider this (wrong) casting from a double to a long int:
Eigen::VectorXd Price = Map<VectorXd>(price, n);
double TickFactor = 1.0 / TickSize;
Eigen::VectorXi IntPrice = (Price * TickFactor).cast <long int> ();
which gives the following error (Eigen 3.3.5, g++ 7.3.0):
eigen/Eigen/src/Core/util/StaticAssert.h:33:40: error: static assertion failed: YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY
#define EIGEN_STATIC_ASSERT(X,MSG) static_assert(X,#MSG);
Now, this compiles:
Eigen::VectorXi IntPrice = (Price * TickFactor).cast <int> ();
here is my question. Does the line above allows for values of (Price * TickFactor) that are larger than the upper limit on a short int? --whatever that is on the current system, say 33K.
c++ eigen
asked Nov 23 '18 at 17:38
user189035user189035
2,03833274
|
show 3 more comments
Quick question:
consider this (wrong) casting from a double to a long int:
Eigen::VectorXd Price = Map<VectorXd>(price, n);
double TickFactor = 1.0 / TickSize;
Eigen::VectorXi IntPrice = (Price * TickFactor).cast <long int> ();
which gives the following error (Eigen 3.3.5, g++ 7.3.0):
eigen/Eigen/src/Core/util/StaticAssert.h:33:40: error: static assertion failed: YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY
#define EIGEN_STATIC_ASSERT(X,MSG) static_assert(X,#MSG);
Now, this compiles:
Eigen::VectorXi IntPrice = (Price * TickFactor).cast <int> ();
here is my question. Does the line above allows for values of (Price * TickFactor) that are larger than the upper limit on a short int? --whatever that is on the current system, say 33K.
c++ eigen
asked Nov 23 '18 at 17:38
user189035user189035
2,03833274
Have you tried it? Yes, it should, but why don't you make33000.and then no need for a cast?
– Matthieu Brucher
Nov 23 '18 at 17:40
@MatthieuBrucher: 'but why don't you make 33000. and then no need for a cast?' I am not sure I understand. Can you elaborate a bit. Thanks!
– user189035
Nov 23 '18 at 17:42
If you just say(Price * TickFactor) > 33000., (to have a double value), then there should not be a need for a cast. The code would compile without it (and be more precise)
– Matthieu Brucher
Nov 23 '18 at 17:45
1
You need to store them asint64_tby replacingVectorXiby a typedef toMatrix<int64_t,Dynamic,1>.
– ggael
Nov 23 '18 at 21:27
1
The cast in the first snippet is perfectly fine. You just can't assign the result to aVectorXi
– chtz
Nov 27 '18 at 10:30
|
show 3 more comments
Quick question:
consider this (wrong) casting from a double to a long int:
Eigen::VectorXd Price = Map<VectorXd>(price, n);
double TickFactor = 1.0 / TickSize;
Eigen::VectorXi IntPrice = (Price * TickFactor).cast <long int> ();
which gives the following error (Eigen 3.3.5, g++ 7.3.0):
eigen/Eigen/src/Core/util/StaticAssert.h:33:40: error: static assertion failed: YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY
#define EIGEN_STATIC_ASSERT(X,MSG) static_assert(X,#MSG);
Now, this compiles:
Eigen::VectorXi IntPrice = (Price * TickFactor).cast <int> ();
here is my question. Does the line above allows for values of (Price * TickFactor) that are larger than the upper limit on a short int? --whatever that is on the current system, say 33K.
c++ eigen
asked Nov 23 '18 at 17:38
user189035user189035
2,03833274
Quick question:
consider this (wrong) casting from a double to a long int:
Eigen::VectorXd Price = Map<VectorXd>(price, n);
double TickFactor = 1.0 / TickSize;
Eigen::VectorXi IntPrice = (Price * TickFactor).cast <long int> ();
which gives the following error (Eigen 3.3.5, g++ 7.3.0):
eigen/Eigen/src/Core/util/StaticAssert.h:33:40: error: static assertion failed: YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY
#define EIGEN_STATIC_ASSERT(X,MSG) static_assert(X,#MSG);
Now, this compiles:
Eigen::VectorXi IntPrice = (Price * TickFactor).cast <int> ();
here is my question. Does the line above allows for values of (Price * TickFactor) that are larger than the upper limit on a short int? --whatever that is on the current system, say 33K.
c++ eigen
c++ eigen
asked Nov 23 '18 at 17:38
user189035user189035
2,03833274
asked Nov 23 '18 at 17:38
user189035user189035
2,03833274
edited Nov 23 '18 at 18:31
user189035
asked Nov 23 '18 at 17:38
user189035user189035
2,03833274
asked Nov 23 '18 at 17:38
user189035user189035
2,03833274
asked Nov 23 '18 at 17:38
user189035user189035
2,03833274
2,03833274
Have you tried it? Yes, it should, but why don't you make33000.and then no need for a cast?
– Matthieu Brucher
Nov 23 '18 at 17:40
@MatthieuBrucher: 'but why don't you make 33000. and then no need for a cast?' I am not sure I understand. Can you elaborate a bit. Thanks!
– user189035
Nov 23 '18 at 17:42
If you just say(Price * TickFactor) > 33000., (to have a double value), then there should not be a need for a cast. The code would compile without it (and be more precise)
– Matthieu Brucher
Nov 23 '18 at 17:45
1
You need to store them asint64_tby replacingVectorXiby a typedef toMatrix<int64_t,Dynamic,1>.
– ggael
Nov 23 '18 at 21:27
1
The cast in the first snippet is perfectly fine. You just can't assign the result to aVectorXi
– chtz
Nov 27 '18 at 10:30
|
show 3 more comments
Have you tried it? Yes, it should, but why don't you make33000.and then no need for a cast?
– Matthieu Brucher
Nov 23 '18 at 17:40
@MatthieuBrucher: 'but why don't you make 33000. and then no need for a cast?' I am not sure I understand. Can you elaborate a bit. Thanks!
– user189035
Nov 23 '18 at 17:42
If you just say(Price * TickFactor) > 33000., (to have a double value), then there should not be a need for a cast. The code would compile without it (and be more precise)
– Matthieu Brucher
Nov 23 '18 at 17:45
1
You need to store them asint64_tby replacingVectorXiby a typedef toMatrix<int64_t,Dynamic,1>.
– ggael
Nov 23 '18 at 21:27
1
The cast in the first snippet is perfectly fine. You just can't assign the result to aVectorXi
– chtz
Nov 27 '18 at 10:30
Have you tried it? Yes, it should, but why don't you make
33000. and then no need for a cast?– Matthieu Brucher
Nov 23 '18 at 17:40
Have you tried it? Yes, it should, but why don't you make
33000. and then no need for a cast?– Matthieu Brucher
Nov 23 '18 at 17:40
@MatthieuBrucher: 'but why don't you make 33000. and then no need for a cast?' I am not sure I understand. Can you elaborate a bit. Thanks!
– user189035
Nov 23 '18 at 17:42
@MatthieuBrucher: 'but why don't you make 33000. and then no need for a cast?' I am not sure I understand. Can you elaborate a bit. Thanks!
– user189035
Nov 23 '18 at 17:42
If you just say
(Price * TickFactor) > 33000., (to have a double value), then there should not be a need for a cast. The code would compile without it (and be more precise)– Matthieu Brucher
Nov 23 '18 at 17:45
If you just say
(Price * TickFactor) > 33000., (to have a double value), then there should not be a need for a cast. The code would compile without it (and be more precise)– Matthieu Brucher
Nov 23 '18 at 17:45
1
1
You need to store them as
int64_t by replacing VectorXi by a typedef to Matrix<int64_t,Dynamic,1>.– ggael
Nov 23 '18 at 21:27
You need to store them as
int64_t by replacing VectorXi by a typedef to Matrix<int64_t,Dynamic,1>.– ggael
Nov 23 '18 at 21:27
1
1
The cast in the first snippet is perfectly fine. You just can't assign the result to a
VectorXi– chtz
Nov 27 '18 at 10:30
The cast in the first snippet is perfectly fine. You just can't assign the result to a
VectorXi– chtz
Nov 27 '18 at 10:30
|
show 3 more comments
1 Answer
1
active
oldest
votes
This line
Eigen::VectorXi IntPrice = (Price * TickFactor).cast <int> ();
is essentially equivalent to
Eigen::VectorXi IntPrice(Price.size());
for(Eigen::Index i=0; i<Price.size(); ++i)
IntPrice[i] = static_cast<int>(Price[i] * TickFactor;
Unless on your system short int and int are the same, you are limited to the size of int (not short int), and the behavior for overflows is (I think) undefined.
If you want 64bit integers, do as ggael suggested:
typedef Eigen::Matrix<int64_t,Dynamic,1> VectorXi64;
VectorXi64 IntPrice = (Price * TickFactor).cast<int64_t>();
answered Nov 27 '18 at 10:29
chtzchtz
7,99421335
add a comment |
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This line
Eigen::VectorXi IntPrice = (Price * TickFactor).cast <int> ();
is essentially equivalent to
Eigen::VectorXi IntPrice(Price.size());
for(Eigen::Index i=0; i<Price.size(); ++i)
IntPrice[i] = static_cast<int>(Price[i] * TickFactor;
Unless on your system short int and int are the same, you are limited to the size of int (not short int), and the behavior for overflows is (I think) undefined.
If you want 64bit integers, do as ggael suggested:
typedef Eigen::Matrix<int64_t,Dynamic,1> VectorXi64;
VectorXi64 IntPrice = (Price * TickFactor).cast<int64_t>();
answered Nov 27 '18 at 10:29
chtzchtz
7,99421335
add a comment |
This line
Eigen::VectorXi IntPrice = (Price * TickFactor).cast <int> ();
is essentially equivalent to
Eigen::VectorXi IntPrice(Price.size());
for(Eigen::Index i=0; i<Price.size(); ++i)
IntPrice[i] = static_cast<int>(Price[i] * TickFactor;
Unless on your system short int and int are the same, you are limited to the size of int (not short int), and the behavior for overflows is (I think) undefined.
If you want 64bit integers, do as ggael suggested:
typedef Eigen::Matrix<int64_t,Dynamic,1> VectorXi64;
VectorXi64 IntPrice = (Price * TickFactor).cast<int64_t>();
answered Nov 27 '18 at 10:29
chtzchtz
7,99421335
add a comment |
This line
Eigen::VectorXi IntPrice = (Price * TickFactor).cast <int> ();
is essentially equivalent to
Eigen::VectorXi IntPrice(Price.size());
for(Eigen::Index i=0; i<Price.size(); ++i)
IntPrice[i] = static_cast<int>(Price[i] * TickFactor;
Unless on your system short int and int are the same, you are limited to the size of int (not short int), and the behavior for overflows is (I think) undefined.
If you want 64bit integers, do as ggael suggested:
typedef Eigen::Matrix<int64_t,Dynamic,1> VectorXi64;
VectorXi64 IntPrice = (Price * TickFactor).cast<int64_t>();
answered Nov 27 '18 at 10:29
chtzchtz
7,99421335
This line
Eigen::VectorXi IntPrice = (Price * TickFactor).cast <int> ();
is essentially equivalent to
Eigen::VectorXi IntPrice(Price.size());
for(Eigen::Index i=0; i<Price.size(); ++i)
IntPrice[i] = static_cast<int>(Price[i] * TickFactor;
Unless on your system short int and int are the same, you are limited to the size of int (not short int), and the behavior for overflows is (I think) undefined.
If you want 64bit integers, do as ggael suggested:
typedef Eigen::Matrix<int64_t,Dynamic,1> VectorXi64;
VectorXi64 IntPrice = (Price * TickFactor).cast<int64_t>();
answered Nov 27 '18 at 10:29
chtzchtz
7,99421335
answered Nov 27 '18 at 10:29
chtzchtz
7,99421335
answered Nov 27 '18 at 10:29
chtzchtz
7,99421335
answered Nov 27 '18 at 10:29
chtzchtz
7,99421335
7,99421335
add a comment |
add a comment |
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Have you tried it? Yes, it should, but why don't you make
33000.and then no need for a cast?– Matthieu Brucher
Nov 23 '18 at 17:40
@MatthieuBrucher: 'but why don't you make 33000. and then no need for a cast?' I am not sure I understand. Can you elaborate a bit. Thanks!
– user189035
Nov 23 '18 at 17:42
If you just say
(Price * TickFactor) > 33000., (to have a double value), then there should not be a need for a cast. The code would compile without it (and be more precise)– Matthieu Brucher
Nov 23 '18 at 17:45
1
You need to store them as
int64_tby replacingVectorXiby a typedef toMatrix<int64_t,Dynamic,1>.– ggael
Nov 23 '18 at 21:27
1
The cast in the first snippet is perfectly fine. You just can't assign the result to a
VectorXi– chtz
Nov 27 '18 at 10:30