Custom Rounding and Truncation of Numbers in MDX

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Custom Rounding and Truncation of Numbers in MDX

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Boyan Penev

Posted Tuesday, October 06, 2009 12:11 AM

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Comments posted to this topic are about the item Custom Rounding and Truncation of Numbers in MDX

Boyan Penev

Post #798332

Arto Ahlstedt

Posted Tuesday, October 06, 2009 1:49 AM

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This article http://en.wikipedia.org/wiki/Rounding explains various rounding techniques.

After reading the Wiki article, my guess is that MDX uses it because it is the only deterministic method which is essentially non-biased, also in presence of a predominant sign among samples.

Or simply because it is the .NET default.

Thank you for the article, it opened my eyes to looking closely at current implementation of rounding every time I encounter a new environment or revisit a supposedly familiar one after a while. Assume nothing.

Post #798349

Adam Aspin

Posted Tuesday, October 06, 2009 2:48 AM

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Nice article Boyan, - I found it extermely interesting.

Post #798366

Esalter

Posted Tuesday, October 06, 2009 4:05 AM

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I tend to use standard rounding via a user function ROUNDIT(RawVal,DecPl,RoundVal) which uses a similar approach to the example:-

FIX(RawVal * 10^DecPl + (SGN(RawVal) * RoundVal))/ 10 ^ DecPl

where
RawVal is the value to be rounded
DecPl is the number of decimal places required
RoundVal is the rounding factor

This ensures that negative values get rounded DOWN e.g. -1.5 gets rounded to -2.0 Cool

(Useful where a value is contra'd out so that sum of 1.25 and -1.25 returns zero) - if this is not required then change the function to:-
FIX(RawVal * 10^DecPl + RoundVal)/ 10 ^ DecPl

If rounding OFF is required (surplus dec places removed) then RoundVal should be passed as 0.

Trainee Novice w00t

Post #798403

slupton1

Posted Tuesday, October 06, 2009 10:34 AM

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There's a reason why it's called "Banker's Rounding". Summating a column of numbers that are all rounded using arithmetic rounding may introduce a rounding error that produces a higher total than summating the same column of numbers without rounding then rounding the total. Bankers rounding mitigates this rounding error. It's not wrong, it's mearly different. As long as you're aware, you can use the proper method for your application.

Post #798673

Boyan Penev

Posted Tuesday, October 06, 2009 3:49 PM

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Heh,

After SQL Server Central published the article, I found this really good reference on Custom Rounding:

http://support.microsoft.com/kb/196652

In the end of the page there are examples, and the SymArith function does exaclty what my rounding function does, just that it avoids a Div by 0 on a 0 number, and additionally, does not require the Excel functions to be available on the server. The actual code in MDX is:

Fix([Measures].[???] * Factor + 0.5 * Sgn([Measures].[???])) / Factor

Where Factor is the rounding factor - 1 for 0 decimal places, 10 for 1 and so on (defined by 1/Factor).

Of course, Factor of 0 will give us Div by 0 error and for truncation we can just use the truncation function in my article.

Furthermore, Chris Webb advises that if you have the Excel libraries installed on your server, you can just use Excel!Round() instead of the function I've provided (it requires Excel to be installed, as it uses Ceiling).

It is kind of bad that I did not include all this in the main article and I will ask SQL Server Central admins to include it as it is a definite miss.

Boyan Penev

Post #798850

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