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

这个怎么样?

template<typename T>
bool FloatingPointEqual( T a, T b ) { return !(a < b) && !(b < a); }

我见过各种方法,但从来没有见过这个,所以我也很好奇听到任何评论!

'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。

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;
}

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。)

意识到这是一个老话题,但这篇文章是我发现的关于比较浮点数的最直接的文章之一,如果你想探索更多,它也有更详细的参考资料,它的主要站点涵盖了处理浮点数的完整范围的问题《浮点指南:比较》。

我们可以在浮点公差中找到一篇更实用的文章,并指出有绝对公差测试,在c++中归结为:

bool absoluteToleranceCompare(double x, double y)
{
    return std::fabs(x - y) <= std::numeric_limits<double>::epsilon() ;
}

及相对耐量试验:

bool relativeToleranceCompare(double x, double y)
{
    double maxXY = std::max( std::fabs(x) , std::fabs(y) ) ;
    return std::fabs(x - y) <= std::numeric_limits<double>::epsilon()*maxXY ;
}

文章指出,当x和y较大时,绝对检验失败;当x和y较小时,相对检验失败。假设绝对耐受性和相对耐受性是相同的,综合测试将是这样的:

bool combinedToleranceCompare(double x, double y)
{
    double maxXYOne = std::max( { 1.0, std::fabs(x) , std::fabs(y) } ) ;

    return std::fabs(x - y) <= std::numeric_limits<double>::epsilon()*maxXYOne ;
}