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

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;
}

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!

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.

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。

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。