Tie breaking of round with numpy

Question

Standard numpy round tie breaking is following IEEE 754 convention, to round half towards the nearest even number. Is there a way to specify different rounding behavior, e.g

Answer 1

With the open-source software SWIG

To complete nneonneo answer, if you don't want to download a big package like gmpy2 neither use a system-specific code with ctypes, you can use a binding from C with SWIG (assuming that you already have it on your computer).

Here is what you need to do (in four steps):

1) Write first a file named rounding.i :

%module rounding
%{
/* Put header files here or function declarations like below */

 void rnd_arr();
 void rnd_zero();
 void rnd_plinf();
 void rnd_moinf();
 void rnd_switch();
%}

extern  void rnd_arr();
extern  void rnd_zero();
extern  void rnd_plinf();
extern  void rnd_moinf();
extern  void rnd_switch();

2) Then, a file rnd_C.cpp

#include 
#include 
#include 


void rnd_arr()
{
  fesetround(FE_TONEAREST);
}


void rnd_zero()
{
  fesetround(FE_TOWARDZERO);
}

void rnd_plinf()
{
  fesetround(FE_UPWARD);
}

void rnd_moinf()
{
  fesetround(FE_DOWNWARD);
}

void rnd_switch()
{
  int r=fegetround();

  if (r==FE_UPWARD)
    r=FE_DOWNWARD;
  else 
    if (r==FE_DOWNWARD)
      r=FE_UPWARD;
    else fprintf(stderr,"ERROR ROUDING MODE \n");
  fesetround(r);
}

3) In your terminal (if you use another version than python2.7, replace python2.7 at the second line ):

swig -c++ -python -o rounding_wrap.cpp rounding.i
g++ -fPIC -c rounding_wrap.cpp rnd_C.cpp -I/usr/include/python2.7
g++ -shared rounding_wrap.o rnd_C.o -o _rounding.so

4) import the library _rounding.so that you just created by taping at the beginning of your python file :

from your_path_to_rounding.so import rounding