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

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.

其他回答

/// 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。

这取决于你想要的比较有多精确。如果您想对完全相同的数字进行比较,那么只需使用==。(除非你真的想要完全相同的数字,否则你几乎不会想这么做。)在任何一个不错的平台上,你都可以做到以下几点:

diff= a - b; return fabs(diff)<EPSILON;

因为晶圆厂往往很快。我说的快是指它基本上是一个位与,所以它最好快。

用于比较双精度和浮点数的整数技巧很好,但往往会使各种CPU管道更难有效处理。现在,由于使用堆栈作为频繁使用的值的临时存储区域,在某些有序架构上它肯定不会更快。(在乎的人可以去Load-hit-store。)

Why not perform bitwise XOR? Two floating point numbers are equal if their corresponding bits are equal. I think, the decision to place the exponent bits before mantissa was made to speed up comparison of two floats. I think, many answers here are missing the point of epsilon comparison. Epsilon value only depends on to what precision floating point numbers are compared. For example, after doing some arithmetic with floats you get two numbers: 2.5642943554342 and 2.5642943554345. They are not equal, but for the solution only 3 decimal digits matter so then they are equal: 2.564 and 2.564. In this case you choose epsilon equal to 0.001. Epsilon comparison is also possible with bitwise XOR. Correct me if I am wrong.

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!

这是另一个解:

#include <cmath>
#include <limits>

auto Compare = [](float a, float b, float epsilon = std::numeric_limits<float>::epsilon()){ return (std::fabs(a - b) <= epsilon); };