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?
'返回fabs(a - b) < EPSILON;
这是可以的,如果:
输入的数量级变化不大
极少数相反的符号可以被视为相等
否则就会给你带来麻烦。双精度数的分辨率约为小数点后16位。如果您正在比较的两个数字在量级上大于EPSILON*1.0E16,那么您可能会说:
return a==b;
我将研究一种不同的方法,假设您需要担心第一个问题,并假设第二个问题对您的应用程序很好。解决方案应该是这样的:
#define VERYSMALL (1.0E-150)
#define EPSILON (1.0E-8)
bool AreSame(double a, double b)
{
double absDiff = fabs(a - b);
if (absDiff < VERYSMALL)
{
return true;
}
double maxAbs = max(fabs(a) - fabs(b));
return (absDiff/maxAbs) < EPSILON;
}
这在计算上是昂贵的,但有时是需要的。这就是我们公司必须做的事情,因为我们要处理一个工程库,输入可能相差几十个数量级。
无论如何,关键在于(并且适用于几乎所有的编程问题):评估你的需求是什么,然后想出一个解决方案来满足你的需求——不要认为简单的答案就能满足你的需求。如果在您的评估后,您发现fabs(a-b) < EPSILON将足够,完美-使用它!但也要注意它的缺点和其他可能的解决方案。
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.
正如其他人所指出的那样,使用固定指数(例如0.0000001)对于远离该值的值是无用的。例如,如果你的两个值是10000.000977和10000,那么这两个数字之间没有32位浮点值——10000和10000.000977是你可能得到的最接近的值,而不是位对位相同。这里,小于0.0009是没有意义的;你也可以使用直接等式运算符。
同样地,当两个值的大小接近ε时,相对误差增长到100%。
Thus, trying to mix a fixed point number such as 0.00001 with floating-point values (where the exponent is arbitrary) is a pointless exercise. This will only ever work if you can be assured that the operand values lie within a narrow domain (that is, close to some specific exponent), and if you properly select an epsilon value for that specific test. If you pull a number out of the air ("Hey! 0.00001 is small, so that must be good!"), you're doomed to numerical errors. I've spent plenty of time debugging bad numerical code where some poor schmuck tosses in random epsilon values to make yet another test case work.
如果你从事任何类型的数值编程,并认为你需要达到定点的epsilon,请阅读BRUCE关于比较浮点数的文章。
浮点数比较