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  24. </div>
  25. <div class="section">
  26. <div class="titlepage"><div><div><h2 class="title" style="clear: both">
  27. <a name="math_toolkit.float_comparison"></a><a class="link" href="float_comparison.html" title="Floating-point Comparison">Floating-point Comparison</a>
  28. </h2></div></div></div>
  29. <p>
  30. Comparison of floating-point values has always been a source of endless difficulty
  31. and confusion.
  32. </p>
  33. <p>
  34. Unlike integral values that are exact, all floating-point operations will potentially
  35. produce an inexact result that will be rounded to the nearest available binary
  36. representation. Even apparently inocuous operations such as assigning 0.1 to
  37. a double produces an inexact result (as this decimal number has no exact binary
  38. representation).
  39. </p>
  40. <p>
  41. Floating-point computations also involve rounding so that some 'computational
  42. noise' is added, and hence results are also not exact (although repeatable,
  43. at least under identical platforms and compile options).
  44. </p>
  45. <p>
  46. Sadly, this conflicts with the expectation of most users, as many articles
  47. and innumerable cries for help show all too well.
  48. </p>
  49. <p>
  50. Some background reading is:
  51. </p>
  52. <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
  53. <li class="listitem">
  54. Knuth D.E. The art of computer programming, vol II, section 4.2, especially
  55. Floating-Point Comparison 4.2.2, pages 198-220.
  56. </li>
  57. <li class="listitem">
  58. <a href="http://docs.oracle.com/cd/E19957-01/806-3568/ncg_goldberg.html" target="_top">David
  59. Goldberg, "What Every Computer Scientist Should Know About Floating-Point
  60. Arithmetic"</a>
  61. </li>
  62. <li class="listitem">
  63. <a href="http://adtmag.com/articles/2000/03/16/comparing-floatshow-to-determine-if-floating-quantities-are-close-enough-once-a-tolerance-has-been-r.aspx" target="_top">Alberto
  64. Squassabia, Comparing floats listing</a>
  65. </li>
  66. <li class="listitem">
  67. <a href="https://code.google.com/p/googletest/wiki/AdvancedGuide#Floating-Point_Comparison" target="_top">Google
  68. Floating-Point_Comparison guide</a>
  69. </li>
  70. <li class="listitem">
  71. <a href="https://www.boost.org/doc/libs/release/libs/test/doc/html/boost_test/testing_tools/extended_comparison/floating_point.html" target="_top">Boost.Test
  72. Floating-Point_Comparison</a>
  73. </li>
  74. </ul></div>
  75. <p>
  76. Boost provides a number of ways to compare floating-point values to see if
  77. they are tolerably close enough to each other, but first we must decide what
  78. kind of comparison we require:
  79. </p>
  80. <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
  81. <li class="listitem">
  82. Absolute difference/error: the absolute difference between two values
  83. <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span> is simply <code class="computeroutput"><span class="identifier">fabs</span><span class="special">(</span><span class="identifier">a</span><span class="special">-</span><span class="identifier">b</span><span class="special">)</span></code>. This is the only meaningful comparison
  84. to make if we know that the result may have cancellation error (see below).
  85. </li>
  86. <li class="listitem">
  87. The edit distance between the two values: i.e. how many (binary) floating-point
  88. values are between two values <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span>?
  89. This is provided by the function <a href="../../../../../libs/math/doc/html/math_toolkit/next_float/float_distance.html" target="_top">Boost.Math
  90. float_distance</a>, but is probably only useful when you know that
  91. the distance should be very small. This function is somewhat difficult
  92. to compute, and doesn't scale to values that are very far apart. In other
  93. words, use with care.
  94. </li>
  95. <li class="listitem">
  96. The relative distance/error between two values. This is quick and easy
  97. to compute, and is generally the method of choice when checking that your
  98. results are "tolerably close" to one another. However, it is
  99. not as exact as the edit distance when dealing with small differences,
  100. and due to the way floating-point values are encoded can "wobble"
  101. by a factor of 2 compared to the "true" edit distance. This is
  102. the method documented below: if <code class="computeroutput"><span class="identifier">float_distance</span></code>
  103. is a surgeon's scalpel, then <code class="computeroutput"><span class="identifier">relative_difference</span></code>
  104. is more like a Swiss army knife: both have important but different use
  105. cases.
  106. </li>
  107. </ul></div>
  108. <h6>
  109. <a name="math_toolkit.float_comparison.h0"></a>
  110. <span class="phrase"><a name="math_toolkit.float_comparison.fp_relative"></a></span><a class="link" href="float_comparison.html#math_toolkit.float_comparison.fp_relative">Relative
  111. Comparison of Floating-point Values</a>
  112. </h6>
  113. <p>
  114. <code class="computeroutput"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">special_functions</span><span class="special">/</span><span class="identifier">relative_difference</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span></code>
  115. </p>
  116. <pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">U</span><span class="special">&gt;</span>
  117. <a class="link" href="result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">relative_difference</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">U</span> <span class="identifier">b</span><span class="special">);</span>
  118. <span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">U</span><span class="special">&gt;</span>
  119. <a class="link" href="result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">epsilon_difference</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">U</span> <span class="identifier">b</span><span class="special">);</span>
  120. </pre>
  121. <p>
  122. The function <code class="computeroutput"><span class="identifier">relative_difference</span></code>
  123. returns the relative distance/error <span class="emphasis"><em>E</em></span> between two values
  124. as defined by:
  125. </p>
  126. <div class="blockquote"><blockquote class="blockquote"><p>
  127. <span class="serif_italic">E = fabs((a - b) / min(a,b))</span>
  128. </p></blockquote></div>
  129. <p>
  130. The function <code class="computeroutput"><span class="identifier">epsilon_difference</span></code>
  131. is a convenience function that returns <code class="computeroutput"><span class="identifier">relative_difference</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span>
  132. <span class="identifier">b</span><span class="special">)</span> <span class="special">/</span> <span class="identifier">eps</span></code> where
  133. <code class="computeroutput"><span class="identifier">eps</span></code> is the machine epsilon
  134. for the result type.
  135. </p>
  136. <p>
  137. The following special cases are handled as follows:
  138. </p>
  139. <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
  140. <li class="listitem">
  141. If either of <span class="emphasis"><em>a</em></span> or <span class="emphasis"><em>b</em></span> is a NaN,
  142. then returns the largest representable value for T: for example for type
  143. <code class="computeroutput"><span class="keyword">double</span></code>, this is <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;::</span><span class="identifier">max</span><span class="special">()</span></code>
  144. which is the same as <code class="computeroutput"><span class="identifier">DBL_MAX</span></code>
  145. or <code class="computeroutput"><span class="number">1.7976931348623157e+308</span></code>.
  146. </li>
  147. <li class="listitem">
  148. If <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span> differ in sign then
  149. returns the largest representable value for T.
  150. </li>
  151. <li class="listitem">
  152. If both <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span> are both infinities
  153. (of the same sign), then returns zero.
  154. </li>
  155. <li class="listitem">
  156. If just one of <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span> is an
  157. infinity, then returns the largest representable value for T.
  158. </li>
  159. <li class="listitem">
  160. If both <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span> are zero then
  161. returns zero.
  162. </li>
  163. <li class="listitem">
  164. If just one of <span class="emphasis"><em>a</em></span> or <span class="emphasis"><em>b</em></span> is a zero
  165. or a denormalized value, then it is treated as if it were the smallest
  166. (non-denormalized) value representable in T for the purposes of the above
  167. calculation.
  168. </li>
  169. </ul></div>
  170. <p>
  171. These rules were primarily designed to assist with our own test suite, they
  172. are designed to be robust enough that the function can in most cases be used
  173. blindly, including in cases where the expected result is actually too small
  174. to represent in type T and underflows to zero.
  175. </p>
  176. <h6>
  177. <a name="math_toolkit.float_comparison.h1"></a>
  178. <span class="phrase"><a name="math_toolkit.float_comparison.examples"></a></span><a class="link" href="float_comparison.html#math_toolkit.float_comparison.examples">Examples</a>
  179. </h6>
  180. <p>
  181. Some using statements will ensure that the functions we need are accessible.
  182. </p>
  183. <pre class="programlisting"><span class="keyword">using</span> <span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">;</span>
  184. </pre>
  185. <p>
  186. or
  187. </p>
  188. <pre class="programlisting"><span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">relative_difference</span><span class="special">;</span>
  189. <span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">epsilon_difference</span><span class="special">;</span>
  190. <span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">float_next</span><span class="special">;</span>
  191. <span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">float_prior</span><span class="special">;</span>
  192. </pre>
  193. <p>
  194. The following examples display values with all possibly significant digits.
  195. Newer compilers should provide <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="identifier">FPT</span><span class="special">&gt;::</span><span class="identifier">max_digits10</span></code> for this purpose, and here we
  196. use <code class="computeroutput"><span class="keyword">float</span></code> precision where <code class="computeroutput"><span class="identifier">max_digits10</span></code> = 9 to avoid displaying a distracting
  197. number of decimal digits.
  198. </p>
  199. <div class="note"><table border="0" summary="Note">
  200. <tr>
  201. <td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../doc/src/images/note.png"></td>
  202. <th align="left">Note</th>
  203. </tr>
  204. <tr><td align="left" valign="top"><p>
  205. Older compilers can use this formula to calculate <code class="computeroutput"><span class="identifier">max_digits10</span></code>
  206. from <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="identifier">FPT</span><span class="special">&gt;::</span><span class="identifier">digits10</span></code>: &#8192;&#8192; <code class="computeroutput"><span class="keyword">int</span>
  207. <span class="identifier">max_digits10</span> <span class="special">=</span>
  208. <span class="number">2</span> <span class="special">+</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="identifier">FPT</span><span class="special">&gt;::</span><span class="identifier">digits10</span>
  209. <span class="special">*</span> <span class="number">3010</span><span class="special">/</span><span class="number">10000</span><span class="special">;</span></code>
  210. </p></td></tr>
  211. </table></div>
  212. <p>
  213. One can set the display including all trailing zeros (helpful for this example
  214. to show all potentially significant digits), and also to display <code class="computeroutput"><span class="keyword">bool</span></code> values as words rather than integers:
  215. </p>
  216. <pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span><span class="special">.</span><span class="identifier">precision</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="keyword">float</span><span class="special">&gt;::</span><span class="identifier">max_digits10</span><span class="special">);</span>
  217. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">boolalpha</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">showpoint</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  218. </pre>
  219. <p>
  220. When comparing values that are <span class="emphasis"><em>quite close</em></span> or <span class="emphasis"><em>approximately
  221. equal</em></span>, we could use either <code class="computeroutput"><span class="identifier">float_distance</span></code>
  222. or <code class="computeroutput"><span class="identifier">relative_difference</span></code>/<code class="computeroutput"><span class="identifier">epsilon_difference</span></code>, for example with type
  223. <code class="computeroutput"><span class="keyword">float</span></code>, these two values are adjacent
  224. to each other:
  225. </p>
  226. <pre class="programlisting"><span class="keyword">float</span> <span class="identifier">a</span> <span class="special">=</span> <span class="number">1</span><span class="special">;</span>
  227. <span class="keyword">float</span> <span class="identifier">b</span> <span class="special">=</span> <span class="number">1</span> <span class="special">+</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="keyword">float</span><span class="special">&gt;::</span><span class="identifier">epsilon</span><span class="special">();</span>
  228. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"a = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">a</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  229. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"b = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">b</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  230. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"float_distance = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">float_distance</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  231. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"relative_difference = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">relative_difference</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  232. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"epsilon_difference = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">epsilon_difference</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  233. </pre>
  234. <p>
  235. Which produces the output:
  236. </p>
  237. <pre class="programlisting">a = 1.00000000
  238. b = 1.00000012
  239. float_distance = 1.00000000
  240. relative_difference = 1.19209290e-007
  241. epsilon_difference = 1.00000000
  242. </pre>
  243. <p>
  244. In the example above, it just so happens that the edit distance as measured
  245. by <code class="computeroutput"><span class="identifier">float_distance</span></code>, and the
  246. difference measured in units of epsilon were equal. However, due to the way
  247. floating point values are represented, that is not always the case:
  248. </p>
  249. <pre class="programlisting"><span class="identifier">a</span> <span class="special">=</span> <span class="number">2.0f</span> <span class="special">/</span> <span class="number">3.0f</span><span class="special">;</span> <span class="comment">// 2/3 inexactly represented as a float</span>
  250. <span class="identifier">b</span> <span class="special">=</span> <span class="identifier">float_next</span><span class="special">(</span><span class="identifier">float_next</span><span class="special">(</span><span class="identifier">float_next</span><span class="special">(</span><span class="identifier">a</span><span class="special">)));</span> <span class="comment">// 3 floating point values above a</span>
  251. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"a = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">a</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  252. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"b = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">b</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  253. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"float_distance = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">float_distance</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  254. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"relative_difference = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">relative_difference</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  255. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"epsilon_difference = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">epsilon_difference</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  256. </pre>
  257. <p>
  258. Which produces the output:
  259. </p>
  260. <pre class="programlisting">a = 0.666666687
  261. b = 0.666666865
  262. float_distance = 3.00000000
  263. relative_difference = 2.68220901e-007
  264. epsilon_difference = 2.25000000
  265. </pre>
  266. <p>
  267. There is another important difference between <code class="computeroutput"><span class="identifier">float_distance</span></code>
  268. and the <code class="computeroutput"><span class="identifier">relative_difference</span><span class="special">/</span><span class="identifier">epsilon_difference</span></code>
  269. functions in that <code class="computeroutput"><span class="identifier">float_distance</span></code>
  270. returns a signed result that reflects which argument is larger in magnitude,
  271. where as <code class="computeroutput"><span class="identifier">relative_difference</span><span class="special">/</span><span class="identifier">epsilon_difference</span></code>
  272. simply return an unsigned value that represents how far apart the values are.
  273. For example if we swap the order of the arguments:
  274. </p>
  275. <pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"float_distance = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">float_distance</span><span class="special">(</span><span class="identifier">b</span><span class="special">,</span> <span class="identifier">a</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  276. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"relative_difference = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">relative_difference</span><span class="special">(</span><span class="identifier">b</span><span class="special">,</span> <span class="identifier">a</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  277. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"epsilon_difference = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">epsilon_difference</span><span class="special">(</span><span class="identifier">b</span><span class="special">,</span> <span class="identifier">a</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  278. </pre>
  279. <p>
  280. The output is now:
  281. </p>
  282. <pre class="programlisting">float_distance = -3.00000000
  283. relative_difference = 2.68220901e-007
  284. epsilon_difference = 2.25000000
  285. </pre>
  286. <p>
  287. Zeros are always treated as equal, as are infinities as long as they have the
  288. same sign:
  289. </p>
  290. <pre class="programlisting"><span class="identifier">a</span> <span class="special">=</span> <span class="number">0</span><span class="special">;</span>
  291. <span class="identifier">b</span> <span class="special">=</span> <span class="special">-</span><span class="number">0</span><span class="special">;</span> <span class="comment">// signed zero</span>
  292. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"relative_difference = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">relative_difference</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  293. <span class="identifier">a</span> <span class="special">=</span> <span class="identifier">b</span> <span class="special">=</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="keyword">float</span><span class="special">&gt;::</span><span class="identifier">infinity</span><span class="special">();</span>
  294. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"relative_difference = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">relative_difference</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  295. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"relative_difference = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">relative_difference</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="special">-</span><span class="identifier">b</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  296. </pre>
  297. <p>
  298. Which produces the output:
  299. </p>
  300. <pre class="programlisting">relative_difference = 0.000000000
  301. relative_difference = 0.000000000
  302. relative_difference = 3.40282347e+038
  303. </pre>
  304. <p>
  305. Note that finite values are always infinitely far away from infinities even
  306. if those finite values are very large:
  307. </p>
  308. <pre class="programlisting"><span class="identifier">a</span> <span class="special">=</span> <span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="keyword">float</span><span class="special">&gt;::</span><span class="identifier">max</span><span class="special">)();</span>
  309. <span class="identifier">b</span> <span class="special">=</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="keyword">float</span><span class="special">&gt;::</span><span class="identifier">infinity</span><span class="special">();</span>
  310. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"a = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">a</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  311. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"b = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">b</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  312. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"relative_difference = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">relative_difference</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  313. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"epsilon_difference = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">epsilon_difference</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  314. </pre>
  315. <p>
  316. Which produces the output:
  317. </p>
  318. <pre class="programlisting">a = 3.40282347e+038
  319. b = 1.#INF0000
  320. relative_difference = 3.40282347e+038
  321. epsilon_difference = 3.40282347e+038
  322. </pre>
  323. <p>
  324. Finally, all denormalized values and zeros are treated as being effectively
  325. equal:
  326. </p>
  327. <pre class="programlisting"><span class="identifier">a</span> <span class="special">=</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="keyword">float</span><span class="special">&gt;::</span><span class="identifier">denorm_min</span><span class="special">();</span>
  328. <span class="identifier">b</span> <span class="special">=</span> <span class="identifier">a</span> <span class="special">*</span> <span class="number">2</span><span class="special">;</span>
  329. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"a = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">a</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  330. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"b = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">b</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  331. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"float_distance = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">float_distance</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  332. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"relative_difference = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">relative_difference</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  333. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"epsilon_difference = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">epsilon_difference</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  334. <span class="identifier">a</span> <span class="special">=</span> <span class="number">0</span><span class="special">;</span>
  335. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"a = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">a</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  336. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"b = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">b</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  337. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"float_distance = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">float_distance</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  338. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"relative_difference = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">relative_difference</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  339. <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"epsilon_difference = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">epsilon_difference</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
  340. </pre>
  341. <p>
  342. Which produces the output:
  343. </p>
  344. <pre class="programlisting">a = 1.40129846e-045
  345. b = 2.80259693e-045
  346. float_distance = 1.00000000
  347. relative_difference = 0.000000000
  348. epsilon_difference = 0.000000000
  349. a = 0.000000000
  350. b = 2.80259693e-045
  351. float_distance = 2.00000000
  352. relative_difference = 0.000000000
  353. epsilon_difference = 0.000000000</pre>
  354. <p>
  355. Notice how, in the above example, two denormalized values that are a factor
  356. of 2 apart are none the less only one representation apart!
  357. </p>
  358. <p>
  359. All the above examples are contained in <a href="../../../example/float_comparison_example.cpp" target="_top">float_comparison_example.cpp</a>.
  360. </p>
  361. <h6>
  362. <a name="math_toolkit.float_comparison.h2"></a>
  363. <span class="phrase"><a name="math_toolkit.float_comparison.small"></a></span><a class="link" href="float_comparison.html#math_toolkit.float_comparison.small">Handling
  364. Absolute Errors</a>
  365. </h6>
  366. <p>
  367. Imagine we're testing the following function:
  368. </p>
  369. <pre class="programlisting"><span class="keyword">double</span> <span class="identifier">myspecial</span><span class="special">(</span><span class="keyword">double</span> <span class="identifier">x</span><span class="special">)</span>
  370. <span class="special">{</span>
  371. <span class="keyword">return</span> <span class="identifier">sin</span><span class="special">(</span><span class="identifier">x</span><span class="special">)</span> <span class="special">-</span> <span class="identifier">sin</span><span class="special">(</span><span class="number">4</span> <span class="special">*</span> <span class="identifier">x</span><span class="special">);</span>
  372. <span class="special">}</span>
  373. </pre>
  374. <p>
  375. This function has multiple roots, some of which are quite predicable in that
  376. both <code class="computeroutput"><span class="identifier">sin</span><span class="special">(</span><span class="identifier">x</span><span class="special">)</span></code> and <code class="computeroutput"><span class="identifier">sin</span><span class="special">(</span><span class="number">4</span><span class="identifier">x</span><span class="special">)</span></code> are zero
  377. together. Others occur because the values returned from those two functions
  378. precisely cancel out. At such points the relative difference between the true
  379. value of the function and the actual value returned may be <span class="emphasis"><em>arbitrarily
  380. large</em></span> due to <a href="http://en.wikipedia.org/wiki/Loss_of_significance" target="_top">cancellation
  381. error</a>.
  382. </p>
  383. <p>
  384. In such a case, testing the function above by requiring that the values returned
  385. by <code class="computeroutput"><span class="identifier">relative_error</span></code> or <code class="computeroutput"><span class="identifier">epsilon_error</span></code> are below some threshold is
  386. pointless: the best we can do is to verify that the <span class="emphasis"><em>absolute difference</em></span>
  387. between the true and calculated values is below some threshold.
  388. </p>
  389. <p>
  390. Of course, determining what that threshold should be is often tricky, but a
  391. good starting point would be machine epsilon multiplied by the largest of the
  392. values being summed. In the example above, the largest value returned by <code class="computeroutput"><span class="identifier">sin</span><span class="special">(</span><span class="identifier">whatever</span><span class="special">)</span></code> is 1, so simply using machine epsilon as the
  393. target for maximum absolute difference might be a good start (though in practice
  394. we may need a slightly higher value - some trial and error will be necessary).
  395. </p>
  396. </div>
  397. <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
  398. <td align="left"></td>
  399. <td align="right"><div class="copyright-footer">Copyright &#169; 2006-2019 Nikhar
  400. Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
  401. Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
  402. R&#229;de, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg,
  403. Daryle Walker and Xiaogang Zhang<p>
  404. Distributed under the Boost Software License, Version 1.0. (See accompanying
  405. file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
  406. </p>
  407. </div></td>
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