比较两个双精度浮点数或两个浮点数最有效的方法是什么?

简单地这样做是不正确的:

bool CompareDoubles1 (double A, double B)
{
   return A == B;
}

比如:

bool CompareDoubles2 (double A, double B) 
{
   diff = A - B;
   return (diff < EPSILON) && (-diff < EPSILON);
}

似乎是浪费加工。

有人知道更聪明的浮点比较器吗?


当前回答

我使用这个代码:

bool AlmostEqual(double v1, double v2)
    {
        return (std::fabs(v1 - v2) < std::fabs(std::min(v1, v2)) * std::numeric_limits<double>::epsilon());
    }

其他回答

在c++中获取的可移植方法是

#include <limits>
std::numeric_limits<double>::epsilon()

然后比较函数变成

#include <cmath>
#include <limits>

bool AreSame(double a, double b) {
    return std::fabs(a - b) < std::numeric_limits<double>::epsilon();
}

General-purpose comparison of floating-point numbers is generally meaningless. How to compare really depends on a problem at hand. In many problems, numbers are sufficiently discretized to allow comparing them within a given tolerance. Unfortunately, there are just as many problems, where such trick doesn't really work. For one example, consider working with a Heaviside (step) function of a number in question (digital stock options come to mind) when your observations are very close to the barrier. Performing tolerance-based comparison wouldn't do much good, as it would effectively shift the issue from the original barrier to two new ones. Again, there is no general-purpose solution for such problems and the particular solution might require going as far as changing the numerical method in order to achieve stability.

在数值软件中,确实有这样的情况,你需要检查两个浮点数是否完全相等。我就一个类似的问题发表了这篇文章

https://stackoverflow.com/a/10973098/1447411

所以你不能说“CompareDoubles1”是错误的。

不幸的是,即使您的“浪费”代码也是不正确的。EPSILON是可以添加到1.0并更改其值的最小值。值1.0非常重要——更大的数字在添加到EPSILON时不会改变。现在,您可以将这个值缩放到您正在比较的数字,以判断它们是否不同。比较两个双精度对象的正确表达式是:

if (fabs(a - b) <= DBL_EPSILON * fmax(fabs(a), fabs(b)))
{
    // ...
}

这是最小值。一般来说,你会想要在计算中考虑噪声,并忽略一些最不重要的位,所以更现实的比较应该是这样的:

if (fabs(a - b) <= 16 * DBL_EPSILON * fmax(fabs(a), fabs(b)))
{
    // ...
}

如果比较性能对您非常重要,并且您知道值的范围,那么您应该使用定点数字。

/// testing whether two doubles are almost equal. We consider two doubles
/// equal if the difference is within the range [0, epsilon).
///
/// epsilon: a positive number (supposed to be small)
///
/// if either x or y is 0, then we are comparing the absolute difference to
/// epsilon.
/// if both x and y are non-zero, then we are comparing the relative difference
/// to epsilon.
bool almost_equal(double x, double y, double epsilon)
{
    double diff = x - y;
    if (x != 0 && y != 0){
        diff = diff/y; 
    }

    if (diff < epsilon && -1.0*diff < epsilon){
        return true;
    }
    return false;
}

我在我的小项目中使用了这个函数,它是有效的,但注意以下几点:

双精度误差可以为你制造惊喜。假设epsilon = 1.0e-6,那么根据上面的代码,1.0和1.000001不应该被认为是相等的,但在我的机器上,函数认为它们是相等的,这是因为1.000001不能精确地转换为二进制格式,它可能是1.0000009xxx。我用1.0和1.0000011测试了它,这次我得到了预期的结果。