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。不像上面的答案，这允许一个人 给出一个在代码注释中解释的abs_relative_error。
第一个版本比较复数，使错误 可以用两个矢量之间的夹角来解释 在复平面上具有相同的长度(这给出了一点 洞察力)。然后是2实数的正确公式 数字。
https://github.com/CarloWood/ai-utils/blob/master/almost_equal.h
后者是
template<class T>
typename std::enable_if<std::is_floating_point<T>::value, bool>::type
almost_equal(T x, T y, T const abs_relative_error)
{
return 2 * std::abs(x - y) <= abs_relative_error * std::abs(x + y);
}
其中abs_relative_error基本上(两倍)是文献中最接近定义的绝对值:相对错误。但这只是名字的选择。
我认为在复平面中最明显的是。如果|x| = 1, y在x周围形成一个直径为abs_relative_error的圆，则认为两者相等。
其他回答
你必须为浮点数比较做这个处理，因为浮点数不能像整数类型那样完美地比较。下面是各种比较运算符的函数。
浮点数等于(==)
我也更喜欢减法技术，而不是依赖于fabs()或abs()，但我必须在从64位PC到ATMega328微控制器(Arduino)的各种架构上快速配置它，才能真正看到它是否会产生很大的性能差异。
所以，让我们忘记这些绝对值的东西，只做一些减法和比较!
从微软的例子修改如下:
/// @brief See if two floating point numbers are approximately equal.
/// @param[in] a number 1
/// @param[in] b number 2
/// @param[in] epsilon A small value such that if the difference between the two numbers is
/// smaller than this they can safely be considered to be equal.
/// @return true if the two numbers are approximately equal, and false otherwise
bool is_float_eq(float a, float b, float epsilon) {
return ((a - b) < epsilon) && ((b - a) < epsilon);
}
bool is_double_eq(double a, double b, double epsilon) {
return ((a - b) < epsilon) && ((b - a) < epsilon);
}
使用示例:
constexpr float EPSILON = 0.0001; // 1e-4
is_float_eq(1.0001, 0.99998, EPSILON);
我不完全确定，但在我看来，对基于epsilon的方法的一些批评，正如这个高度好评的答案下面的评论所描述的那样，可以通过使用变量epsilon来解决，根据比较的浮点值缩放，像这样:
float a = 1.0001;
float b = 0.99998;
float epsilon = std::max(std::fabs(a), std::fabs(b)) * 1e-4;
is_float_eq(a, b, epsilon);
通过这种方式，epsilon值随浮点值伸缩，因此它的值不会小到不重要。
为了完整起见，让我们添加剩下的:
大于(>)小于(<):
/// @brief See if floating point number `a` is > `b`
/// @param[in] a number 1
/// @param[in] b number 2
/// @param[in] epsilon a small value such that if `a` is > `b` by this amount, `a` is considered
/// to be definitively > `b`
/// @return true if `a` is definitively > `b`, and false otherwise
bool is_float_gt(float a, float b, float epsilon) {
return a > b + epsilon;
}
bool is_double_gt(double a, double b, double epsilon) {
return a > b + epsilon;
}
/// @brief See if floating point number `a` is < `b`
/// @param[in] a number 1
/// @param[in] b number 2
/// @param[in] epsilon a small value such that if `a` is < `b` by this amount, `a` is considered
/// to be definitively < `b`
/// @return true if `a` is definitively < `b`, and false otherwise
bool is_float_lt(float a, float b, float epsilon) {
return a < b - epsilon;
}
bool is_double_lt(double a, double b, double epsilon) {
return a < b - epsilon;
}
大于或等于(>=)，小于或等于(<=)
/// @brief Returns true if `a` is definitively >= `b`, and false otherwise
bool is_float_ge(float a, float b, float epsilon) {
return a > b - epsilon;
}
bool is_double_ge(double a, double b, double epsilon) {
return a > b - epsilon;
}
/// @brief Returns true if `a` is definitively <= `b`, and false otherwise
bool is_float_le(float a, float b, float epsilon) {
return a < b + epsilon;
}
bool is_double_le(double a, double b, double epsilon) {
return a < b + epsilon;
}
额外的改进:
A good default value for epsilon in C++ is std::numeric_limits<T>::epsilon(), which evaluates to either 0 or FLT_EPSILON, DBL_EPSILON, or LDBL_EPSILON. See here: https://en.cppreference.com/w/cpp/types/numeric_limits/epsilon. You can also see the float.h header for FLT_EPSILON, DBL_EPSILON, and LDBL_EPSILON. See https://en.cppreference.com/w/cpp/header/cfloat and https://www.cplusplus.com/reference/cfloat/ You could template the functions instead, to handle all floating point types: float, double, and long double, with type checks for these types via a static_assert() inside the template. Scaling the epsilon value is a good idea to ensure it works for really large and really small a and b values. This article recommends and explains it: http://realtimecollisiondetection.net/blog/?p=89. So, you should scale epsilon by a scaling value equal to max(1.0, abs(a), abs(b)), as that article explains. Otherwise, as a and/or b increase in magnitude, the epsilon would eventually become so small relative to those values that it becomes lost in the floating point error. So, we scale it to become larger in magnitude like they are. However, using 1.0 as the smallest allowed scaling factor for epsilon also ensures that for really small-magnitude a and b values, epsilon itself doesn't get scaled so small that it also becomes lost in the floating point error. So, we limit the minimum scaling factor to 1.0. If you want to "encapsulate" the above functions into a class, don't. Instead, wrap them up in a namespace if you like in order to namespace them. Ex: if you put all of the stand-alone functions into a namespace called float_comparison, then you could access the is_eq() function like this, for instance: float_comparison::is_eq(1.0, 1.5);. It might also be nice to add comparisons against zero, not just comparisons between two values. So, here is a better type of solution with the above improvements in place: namespace float_comparison { /// Scale the epsilon value to become large for large-magnitude a or b, /// but no smaller than 1.0, per the explanation above, to ensure that /// epsilon doesn't ever fall out in floating point error as a and/or b /// increase in magnitude. template<typename T> static constexpr T scale_epsilon(T a, T b, T epsilon = std::numeric_limits<T>::epsilon()) noexcept { static_assert(std::is_floating_point_v<T>, "Floating point comparisons " "require type float, double, or long double."); T scaling_factor; // Special case for when a or b is infinity if (std::isinf(a) || std::isinf(b)) { scaling_factor = 0; } else { scaling_factor = std::max({(T)1.0, std::abs(a), std::abs(b)}); } T epsilon_scaled = scaling_factor * std::abs(epsilon); return epsilon_scaled; } // Compare two values /// Equal: returns true if a is approximately == b, and false otherwise template<typename T> static constexpr bool is_eq(T a, T b, T epsilon = std::numeric_limits<T>::epsilon()) noexcept { static_assert(std::is_floating_point_v<T>, "Floating point comparisons " "require type float, double, or long double."); // test `a == b` first to see if both a and b are either infinity // or -infinity return a == b || std::abs(a - b) <= scale_epsilon(a, b, epsilon); } /* etc. etc.: is_eq() is_ne() is_lt() is_le() is_gt() is_ge() */ // Compare against zero /// Equal: returns true if a is approximately == 0, and false otherwise template<typename T> static constexpr bool is_eq_zero(T a, T epsilon = std::numeric_limits<T>::epsilon()) noexcept { static_assert(std::is_floating_point_v<T>, "Floating point comparisons " "require type float, double, or long double."); return is_eq(a, (T)0.0, epsilon); } /* etc. etc.: is_eq_zero() is_ne_zero() is_lt_zero() is_le_zero() is_gt_zero() is_ge_zero() */ } // namespace float_comparison
参见:
The macro forms of some of the functions above in my repo here: utilities.h. UPDATE 29 NOV 2020: it's a work-in-progress, and I'm going to make it a separate answer when ready, but I've produced a better, scaled-epsilon version of all of the functions in C in this file here: utilities.c. Take a look. ADDITIONAL READING I need to do now have done: Floating-point tolerances revisited, by Christer Ericson. VERY USEFUL ARTICLE! It talks about scaling epsilon in order to ensure it never falls out in floating point error, even for really large-magnitude a and/or b values!
我的课程是基于之前发布的答案。非常类似于谷歌的代码，但我使用了一个偏差，将所有NaN值推到0xFF000000以上。这样可以更快地检查NaN。
这段代码是为了演示概念，而不是通用的解决方案。谷歌的代码已经展示了如何计算所有平台特定的值，我不想复制所有这些。我对这段代码做了有限的测试。
typedef unsigned int U32;
// Float Memory Bias (unsigned)
// ----- ------ ---------------
// NaN 0xFFFFFFFF 0xFF800001
// NaN 0xFF800001 0xFFFFFFFF
// -Infinity 0xFF800000 0x00000000 ---
// -3.40282e+038 0xFF7FFFFF 0x00000001 |
// -1.40130e-045 0x80000001 0x7F7FFFFF |
// -0.0 0x80000000 0x7F800000 |--- Valid <= 0xFF000000.
// 0.0 0x00000000 0x7F800000 | NaN > 0xFF000000
// 1.40130e-045 0x00000001 0x7F800001 |
// 3.40282e+038 0x7F7FFFFF 0xFEFFFFFF |
// Infinity 0x7F800000 0xFF000000 ---
// NaN 0x7F800001 0xFF000001
// NaN 0x7FFFFFFF 0xFF7FFFFF
//
// Either value of NaN returns false.
// -Infinity and +Infinity are not "close".
// -0 and +0 are equal.
//
class CompareFloat{
public:
union{
float m_f32;
U32 m_u32;
};
static bool CompareFloat::IsClose( float A, float B, U32 unitsDelta = 4 )
{
U32 a = CompareFloat::GetBiased( A );
U32 b = CompareFloat::GetBiased( B );
if ( (a > 0xFF000000) || (b > 0xFF000000) )
{
return( false );
}
return( (static_cast<U32>(abs( a - b ))) < unitsDelta );
}
protected:
static U32 CompareFloat::GetBiased( float f )
{
U32 r = ((CompareFloat*)&f)->m_u32;
if ( r & 0x80000000 )
{
return( ~r - 0x007FFFFF );
}
return( r + 0x7F800000 );
}
};
我使用这个代码。不像上面的答案，这允许一个人 给出一个在代码注释中解释的abs_relative_error。
第一个版本比较复数，使错误 可以用两个矢量之间的夹角来解释 在复平面上具有相同的长度(这给出了一点 洞察力)。然后是2实数的正确公式 数字。
https://github.com/CarloWood/ai-utils/blob/master/almost_equal.h
后者是
template<class T>
typename std::enable_if<std::is_floating_point<T>::value, bool>::type
almost_equal(T x, T y, T const abs_relative_error)
{
return 2 * std::abs(x - y) <= abs_relative_error * std::abs(x + y);
}
其中abs_relative_error基本上(两倍)是文献中最接近定义的绝对值:相对错误。但这只是名字的选择。
我认为在复平面中最明显的是。如果|x| = 1, y在x周围形成一个直径为abs_relative_error的圆，则认为两者相等。
我最终花了相当多的时间在这个伟大的线程通过材料。我怀疑每个人都想花这么多时间，所以我将强调我所学到的总结和我实施的解决方案。
快速的总结
Is 1e-8 approximately same as 1e-16? If you are looking at noisy sensor data then probably yes but if you are doing molecular simulation then may be not! Bottom line: You always need to think of tolerance value in context of specific function call and not just make it generic app-wide hard-coded constant. For general library functions, it's still nice to have parameter with default tolerance. A typical choice is numeric_limits::epsilon() which is same as FLT_EPSILON in float.h. This is however problematic because epsilon for comparing values like 1.0 is not same as epsilon for values like 1E9. The FLT_EPSILON is defined for 1.0. The obvious implementation to check if number is within tolerance is fabs(a-b) <= epsilon however this doesn't work because default epsilon is defined for 1.0. We need to scale epsilon up or down in terms of a and b. There are two solution to this problem: either you set epsilon proportional to max(a,b) or you can get next representable numbers around a and then see if b falls into that range. The former is called "relative" method and later is called ULP method. Both methods actually fails anyway when comparing with 0. In this case, application must supply correct tolerance.
实用函数实现(c++ 11)
//implements relative method - do not use for comparing with zero
//use this most of the time, tolerance needs to be meaningful in your context
template<typename TReal>
static bool isApproximatelyEqual(TReal a, TReal b, TReal tolerance = std::numeric_limits<TReal>::epsilon())
{
TReal diff = std::fabs(a - b);
if (diff <= tolerance)
return true;
if (diff < std::fmax(std::fabs(a), std::fabs(b)) * tolerance)
return true;
return false;
}
//supply tolerance that is meaningful in your context
//for example, default tolerance may not work if you are comparing double with float
template<typename TReal>
static bool isApproximatelyZero(TReal a, TReal tolerance = std::numeric_limits<TReal>::epsilon())
{
if (std::fabs(a) <= tolerance)
return true;
return false;
}
//use this when you want to be on safe side
//for example, don't start rover unless signal is above 1
template<typename TReal>
static bool isDefinitelyLessThan(TReal a, TReal b, TReal tolerance = std::numeric_limits<TReal>::epsilon())
{
TReal diff = a - b;
if (diff < tolerance)
return true;
if (diff < std::fmax(std::fabs(a), std::fabs(b)) * tolerance)
return true;
return false;
}
template<typename TReal>
static bool isDefinitelyGreaterThan(TReal a, TReal b, TReal tolerance = std::numeric_limits<TReal>::epsilon())
{
TReal diff = a - b;
if (diff > tolerance)
return true;
if (diff > std::fmax(std::fabs(a), std::fabs(b)) * tolerance)
return true;
return false;
}
//implements ULP method
//use this when you are only concerned about floating point precision issue
//for example, if you want to see if a is 1.0 by checking if its within
//10 closest representable floating point numbers around 1.0.
template<typename TReal>
static bool isWithinPrecisionInterval(TReal a, TReal b, unsigned int interval_size = 1)
{
TReal min_a = a - (a - std::nextafter(a, std::numeric_limits<TReal>::lowest())) * interval_size;
TReal max_a = a + (std::nextafter(a, std::numeric_limits<TReal>::max()) - a) * interval_size;
return min_a <= b && max_a >= b;
}
你写的代码有bug:
return (diff < EPSILON) && (-diff > EPSILON);
正确的代码应该是:
return (diff < EPSILON) && (diff > -EPSILON);
(…是的，这是不同的)
我想知道晶圆厂是否会让你在某些情况下失去懒惰的评价。我会说这取决于编译器。你可能想两种都试试。如果它们在平均水平上是相等的，则采用晶圆厂实现。
如果你有一些关于两个浮点数中哪一个比另一个更大的信息，你可以根据比较的顺序来更好地利用惰性求值。
最后，通过内联这个函数可能会得到更好的结果。不过不太可能有太大改善……
编辑:OJ，谢谢你纠正你的代码。我相应地删除了我的评论
