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

在c++中获取的可移植方法是

#include <limits>
std::numeric_limits<double>::epsilon()

然后比较函数变成

#include <cmath>
#include <limits>

bool AreSame(double a, double b) {
    return std::fabs(a - b) < std::numeric_limits<double>::epsilon();
}

其他回答

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.

在这个版本中,你可以检查,这些数字之间的差异并不比某些分数(比如,0.0001%)更大:

bool floatApproximatelyEquals(const float a, const float b) {
    if (b == 0.) return a == 0.; // preventing division by zero
    return abs(1. - a / b) < 1e-6;
}

请注意Sneftel关于浮动可能的分数限制的评论。

还要注意的是,它不同于使用绝对的epsilon的方法——这里你不需要担心“数量级”——数字可能是,比如说1e100,或者1e-100,它们总是会被一致地比较,而且你不必为每一种情况更新epsilon。

不幸的是,即使您的“浪费”代码也是不正确的。EPSILON是可以添加到1.0并更改其值的最小值。值1.0非常重要——更大的数字在添加到EPSILON时不会改变。现在,您可以将这个值缩放到您正在比较的数字,以判断它们是否不同。比较两个双精度对象的正确表达式是:

if (fabs(a - b) <= DBL_EPSILON * fmax(fabs(a), fabs(b)))
{
    // ...
}

这是最小值。一般来说,你会想要在计算中考虑噪声,并忽略一些最不重要的位,所以更现实的比较应该是这样的:

if (fabs(a - b) <= 16 * DBL_EPSILON * fmax(fabs(a), fabs(b)))
{
    // ...
}

如果比较性能对您非常重要,并且您知道值的范围,那么您应该使用定点数字。

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.

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); };