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?
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.
使用任何其他建议都要非常小心。这完全取决于上下文。
我花了很长时间在一个系统中追踪错误,该系统假设|a-b|<epsilon,则a==b。潜在的问题是:
The implicit presumption in an algorithm that if a==b and b==c then a==c.
Using the same epsilon for lines measured in inches and lines measured in mils (.001 inch). That is a==b but 1000a!=1000b. (This is why AlmostEqual2sComplement asks for the epsilon or max ULPS).
The use of the same epsilon for both the cosine of angles and the length of lines!
Using such a compare function to sort items in a collection. (In this case using the builtin C++ operator == for doubles produced correct results.)
就像我说的,这完全取决于上下文和a和b的预期大小。
顺便说一下,std::numeric_limits<double>::epsilon()是“机器epsilon”。它是1.0和下一个用double表示的值之间的差值。我猜它可以用在比较函数中,但只有当期望值小于1时。(这是对@cdv的回答的回应…)
同样,如果你的int算术是双精度的(这里我们在某些情况下使用双精度来保存int值),你的算术是正确的。例如,4.0/2.0将等同于1.0+1.0。只要你不做导致分数(4.0/3.0)的事情,或者不超出int的大小。
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。
在https://en.cppreference.com/w/cpp/types/numeric_limits/epsilon上找到了另一个有趣的实现
#include <cmath>
#include <limits>
#include <iomanip>
#include <iostream>
#include <type_traits>
#include <algorithm>
template<class T>
typename std::enable_if<!std::numeric_limits<T>::is_integer, bool>::type
almost_equal(T x, T y, int ulp)
{
// the machine epsilon has to be scaled to the magnitude of the values used
// and multiplied by the desired precision in ULPs (units in the last place)
return std::fabs(x-y) <= std::numeric_limits<T>::epsilon() * std::fabs(x+y) * ulp
// unless the result is subnormal
|| std::fabs(x-y) < std::numeric_limits<T>::min();
}
int main()
{
double d1 = 0.2;
double d2 = 1 / std::sqrt(5) / std::sqrt(5);
std::cout << std::fixed << std::setprecision(20)
<< "d1=" << d1 << "\nd2=" << d2 << '\n';
if(d1 == d2)
std::cout << "d1 == d2\n";
else
std::cout << "d1 != d2\n";
if(almost_equal(d1, d2, 2))
std::cout << "d1 almost equals d2\n";
else
std::cout << "d1 does not almost equal d2\n";
}