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 );
                  }
};

其他回答

与epsilon值进行比较是大多数人所做的(甚至是在游戏编程中)。

你应该稍微改变你的实现:

bool AreSame(double a, double b)
{
    return fabs(a - b) < EPSILON;
}

编辑:克里斯特在最近的一篇博客文章中添加了一堆关于这个主题的很棒的信息。享受。

我为java编写这篇文章,但是您可能会发现它很有用。它使用长变量而不是双变量,但会处理nan、亚法线等。

public static boolean equal(double a, double b) {
    final long fm = 0xFFFFFFFFFFFFFL;       // fraction mask
    final long sm = 0x8000000000000000L;    // sign mask
    final long cm = 0x8000000000000L;       // most significant decimal bit mask
    long c = Double.doubleToLongBits(a), d = Double.doubleToLongBits(b);        
    int ea = (int) (c >> 52 & 2047), eb = (int) (d >> 52 & 2047);
    if (ea == 2047 && (c & fm) != 0 || eb == 2047 && (d & fm) != 0) return false;   // NaN 
    if (c == d) return true;                            // identical - fast check
    if (ea == 0 && eb == 0) return true;                // ±0 or subnormals
    if ((c & sm) != (d & sm)) return false;             // different signs
    if (abs(ea - eb) > 1) return false;                 // b > 2*a or a > 2*b
    d <<= 12; c <<= 12;
    if (ea < eb) c = c >> 1 | sm;
    else if (ea > eb) d = d >> 1 | sm;
    c -= d;
    return c < 65536 && c > -65536;     // don't use abs(), because:
    // There is a posibility c=0x8000000000000000 which cannot be converted to positive
}
public static boolean zero(double a) { return (Double.doubleToLongBits(a) >> 52 & 2047) < 3; }

请记住,在一些浮点运算之后,number可能与我们期望的非常不同。没有代码可以解决这个问题。

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 );
                  }
};

你不能用一个固定的。根据double的值,EPSILON会发生变化。

更好的双比较应该是:

bool same(double a, double b)
{
  return std::nextafter(a, std::numeric_limits<double>::lowest()) <= b
    && std::nextafter(a, std::numeric_limits<double>::max()) >= b;
}

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;
}