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

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。

其他回答

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。)

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.

比较浮点数取决于上下文。因为即使改变操作的顺序也会产生不同的结果,所以知道你希望这些数字有多“相等”是很重要的。

在研究浮点数比较时,比较Bruce Dawson编写的浮点数是一个很好的开始。

以下定义来自Knuth的《The art of computer programming》:

bool approximatelyEqual(float a, float b, float epsilon)
{
    return fabs(a - b) <= ( (fabs(a) < fabs(b) ? fabs(b) : fabs(a)) * epsilon);
}

bool essentiallyEqual(float a, float b, float epsilon)
{
    return fabs(a - b) <= ( (fabs(a) > fabs(b) ? fabs(b) : fabs(a)) * epsilon);
}

bool definitelyGreaterThan(float a, float b, float epsilon)
{
    return (a - b) > ( (fabs(a) < fabs(b) ? fabs(b) : fabs(a)) * epsilon);
}

bool definitelyLessThan(float a, float b, float epsilon)
{
    return (b - a) > ( (fabs(a) < fabs(b) ? fabs(b) : fabs(a)) * epsilon);
}

当然,选择取决于上下文,并决定你想要的数字有多相等。

比较浮点数的另一种方法是查看数字的ULP(最后位置的单位)。虽然没有专门处理比较,但“每个计算机科学家都应该知道浮点数”这篇论文是了解浮点数如何工作以及陷阱是什么,包括什么是ULP的很好的资源。

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 ;
}