123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415 |
- <html>
- <head>
- <meta http-equiv="Content-Type" content="text/html; charset=US-ASCII">
- <title>Floating-point Comparison</title>
- <link rel="stylesheet" href="../math.css" type="text/css">
- <meta name="generator" content="DocBook XSL Stylesheets V1.79.1">
- <link rel="home" href="../index.html" title="Math Toolkit 2.11.0">
- <link rel="up" href="../utils.html" title="Chapter 2. Floating Point Utilities">
- <link rel="prev" href="next_float/ulp.html" title="Obtaining the Size of a Unit In the Last Place - ULP">
- <link rel="next" href="cond.html" title="Condition Numbers">
- </head>
- <body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
- <table cellpadding="2" width="100%"><tr>
- <td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../../../boost.png"></td>
- <td align="center"><a href="../../../../../index.html">Home</a></td>
- <td align="center"><a href="../../../../../libs/libraries.htm">Libraries</a></td>
- <td align="center"><a href="http://www.boost.org/users/people.html">People</a></td>
- <td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td>
- <td align="center"><a href="../../../../../more/index.htm">More</a></td>
- </tr></table>
- <hr>
- <div class="spirit-nav">
- <a accesskey="p" href="next_float/ulp.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../utils.html"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="cond.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
- </div>
- <div class="section">
- <div class="titlepage"><div><div><h2 class="title" style="clear: both">
- <a name="math_toolkit.float_comparison"></a><a class="link" href="float_comparison.html" title="Floating-point Comparison">Floating-point Comparison</a>
- </h2></div></div></div>
- <p>
- Comparison of floating-point values has always been a source of endless difficulty
- and confusion.
- </p>
- <p>
- Unlike integral values that are exact, all floating-point operations will potentially
- produce an inexact result that will be rounded to the nearest available binary
- representation. Even apparently inocuous operations such as assigning 0.1 to
- a double produces an inexact result (as this decimal number has no exact binary
- representation).
- </p>
- <p>
- Floating-point computations also involve rounding so that some 'computational
- noise' is added, and hence results are also not exact (although repeatable,
- at least under identical platforms and compile options).
- </p>
- <p>
- Sadly, this conflicts with the expectation of most users, as many articles
- and innumerable cries for help show all too well.
- </p>
- <p>
- Some background reading is:
- </p>
- <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
- <li class="listitem">
- Knuth D.E. The art of computer programming, vol II, section 4.2, especially
- Floating-Point Comparison 4.2.2, pages 198-220.
- </li>
- <li class="listitem">
- <a href="http://docs.oracle.com/cd/E19957-01/806-3568/ncg_goldberg.html" target="_top">David
- Goldberg, "What Every Computer Scientist Should Know About Floating-Point
- Arithmetic"</a>
- </li>
- <li class="listitem">
- <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
- Squassabia, Comparing floats listing</a>
- </li>
- <li class="listitem">
- <a href="https://code.google.com/p/googletest/wiki/AdvancedGuide#Floating-Point_Comparison" target="_top">Google
- Floating-Point_Comparison guide</a>
- </li>
- <li class="listitem">
- <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
- Floating-Point_Comparison</a>
- </li>
- </ul></div>
- <p>
- Boost provides a number of ways to compare floating-point values to see if
- they are tolerably close enough to each other, but first we must decide what
- kind of comparison we require:
- </p>
- <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
- <li class="listitem">
- Absolute difference/error: the absolute difference between two values
- <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
- to make if we know that the result may have cancellation error (see below).
- </li>
- <li class="listitem">
- The edit distance between the two values: i.e. how many (binary) floating-point
- values are between two values <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span>?
- This is provided by the function <a href="../../../../../libs/math/doc/html/math_toolkit/next_float/float_distance.html" target="_top">Boost.Math
- float_distance</a>, but is probably only useful when you know that
- the distance should be very small. This function is somewhat difficult
- to compute, and doesn't scale to values that are very far apart. In other
- words, use with care.
- </li>
- <li class="listitem">
- The relative distance/error between two values. This is quick and easy
- to compute, and is generally the method of choice when checking that your
- results are "tolerably close" to one another. However, it is
- not as exact as the edit distance when dealing with small differences,
- and due to the way floating-point values are encoded can "wobble"
- by a factor of 2 compared to the "true" edit distance. This is
- the method documented below: if <code class="computeroutput"><span class="identifier">float_distance</span></code>
- is a surgeon's scalpel, then <code class="computeroutput"><span class="identifier">relative_difference</span></code>
- is more like a Swiss army knife: both have important but different use
- cases.
- </li>
- </ul></div>
- <h6>
- <a name="math_toolkit.float_comparison.h0"></a>
- <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
- Comparison of Floating-point Values</a>
- </h6>
- <p>
- <code class="computeroutput"><span class="preprocessor">#include</span> <span class="special"><</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">></span></code>
- </p>
- <pre class="programlisting"><span class="keyword">template</span> <span class="special"><</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">></span>
- <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>
- <span class="keyword">template</span> <span class="special"><</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">></span>
- <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>
- </pre>
- <p>
- The function <code class="computeroutput"><span class="identifier">relative_difference</span></code>
- returns the relative distance/error <span class="emphasis"><em>E</em></span> between two values
- as defined by:
- </p>
- <div class="blockquote"><blockquote class="blockquote"><p>
- <span class="serif_italic">E = fabs((a - b) / min(a,b))</span>
- </p></blockquote></div>
- <p>
- The function <code class="computeroutput"><span class="identifier">epsilon_difference</span></code>
- 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>
- <span class="identifier">b</span><span class="special">)</span> <span class="special">/</span> <span class="identifier">eps</span></code> where
- <code class="computeroutput"><span class="identifier">eps</span></code> is the machine epsilon
- for the result type.
- </p>
- <p>
- The following special cases are handled as follows:
- </p>
- <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
- <li class="listitem">
- If either of <span class="emphasis"><em>a</em></span> or <span class="emphasis"><em>b</em></span> is a NaN,
- then returns the largest representable value for T: for example for type
- <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"><</span><span class="keyword">double</span><span class="special">>::</span><span class="identifier">max</span><span class="special">()</span></code>
- which is the same as <code class="computeroutput"><span class="identifier">DBL_MAX</span></code>
- or <code class="computeroutput"><span class="number">1.7976931348623157e+308</span></code>.
- </li>
- <li class="listitem">
- If <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span> differ in sign then
- returns the largest representable value for T.
- </li>
- <li class="listitem">
- If both <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span> are both infinities
- (of the same sign), then returns zero.
- </li>
- <li class="listitem">
- If just one of <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span> is an
- infinity, then returns the largest representable value for T.
- </li>
- <li class="listitem">
- If both <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span> are zero then
- returns zero.
- </li>
- <li class="listitem">
- If just one of <span class="emphasis"><em>a</em></span> or <span class="emphasis"><em>b</em></span> is a zero
- or a denormalized value, then it is treated as if it were the smallest
- (non-denormalized) value representable in T for the purposes of the above
- calculation.
- </li>
- </ul></div>
- <p>
- These rules were primarily designed to assist with our own test suite, they
- are designed to be robust enough that the function can in most cases be used
- blindly, including in cases where the expected result is actually too small
- to represent in type T and underflows to zero.
- </p>
- <h6>
- <a name="math_toolkit.float_comparison.h1"></a>
- <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>
- </h6>
- <p>
- Some using statements will ensure that the functions we need are accessible.
- </p>
- <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>
- </pre>
- <p>
- or
- </p>
- <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>
- <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>
- <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>
- <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>
- </pre>
- <p>
- The following examples display values with all possibly significant digits.
- 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"><</span><span class="identifier">FPT</span><span class="special">>::</span><span class="identifier">max_digits10</span></code> for this purpose, and here we
- 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
- number of decimal digits.
- </p>
- <div class="note"><table border="0" summary="Note">
- <tr>
- <td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../doc/src/images/note.png"></td>
- <th align="left">Note</th>
- </tr>
- <tr><td align="left" valign="top"><p>
- Older compilers can use this formula to calculate <code class="computeroutput"><span class="identifier">max_digits10</span></code>
- from <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="identifier">FPT</span><span class="special">>::</span><span class="identifier">digits10</span></code>:    <code class="computeroutput"><span class="keyword">int</span>
- <span class="identifier">max_digits10</span> <span class="special">=</span>
- <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"><</span><span class="identifier">FPT</span><span class="special">>::</span><span class="identifier">digits10</span>
- <span class="special">*</span> <span class="number">3010</span><span class="special">/</span><span class="number">10000</span><span class="special">;</span></code>
- </p></td></tr>
- </table></div>
- <p>
- One can set the display including all trailing zeros (helpful for this example
- 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:
- </p>
- <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"><</span><span class="keyword">float</span><span class="special">>::</span><span class="identifier">max_digits10</span><span class="special">);</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">boolalpha</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">showpoint</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- </pre>
- <p>
- When comparing values that are <span class="emphasis"><em>quite close</em></span> or <span class="emphasis"><em>approximately
- equal</em></span>, we could use either <code class="computeroutput"><span class="identifier">float_distance</span></code>
- 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
- <code class="computeroutput"><span class="keyword">float</span></code>, these two values are adjacent
- to each other:
- </p>
- <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>
- <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"><</span><span class="keyword">float</span><span class="special">>::</span><span class="identifier">epsilon</span><span class="special">();</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"a = "</span> <span class="special"><<</span> <span class="identifier">a</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"b = "</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">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"float_distance = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"relative_difference = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"epsilon_difference = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- </pre>
- <p>
- Which produces the output:
- </p>
- <pre class="programlisting">a = 1.00000000
- b = 1.00000012
- float_distance = 1.00000000
- relative_difference = 1.19209290e-007
- epsilon_difference = 1.00000000
- </pre>
- <p>
- In the example above, it just so happens that the edit distance as measured
- by <code class="computeroutput"><span class="identifier">float_distance</span></code>, and the
- difference measured in units of epsilon were equal. However, due to the way
- floating point values are represented, that is not always the case:
- </p>
- <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>
- <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>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"a = "</span> <span class="special"><<</span> <span class="identifier">a</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"b = "</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">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"float_distance = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"relative_difference = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"epsilon_difference = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- </pre>
- <p>
- Which produces the output:
- </p>
- <pre class="programlisting">a = 0.666666687
- b = 0.666666865
- float_distance = 3.00000000
- relative_difference = 2.68220901e-007
- epsilon_difference = 2.25000000
- </pre>
- <p>
- There is another important difference between <code class="computeroutput"><span class="identifier">float_distance</span></code>
- and the <code class="computeroutput"><span class="identifier">relative_difference</span><span class="special">/</span><span class="identifier">epsilon_difference</span></code>
- functions in that <code class="computeroutput"><span class="identifier">float_distance</span></code>
- returns a signed result that reflects which argument is larger in magnitude,
- where as <code class="computeroutput"><span class="identifier">relative_difference</span><span class="special">/</span><span class="identifier">epsilon_difference</span></code>
- simply return an unsigned value that represents how far apart the values are.
- For example if we swap the order of the arguments:
- </p>
- <pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"float_distance = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"relative_difference = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"epsilon_difference = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- </pre>
- <p>
- The output is now:
- </p>
- <pre class="programlisting">float_distance = -3.00000000
- relative_difference = 2.68220901e-007
- epsilon_difference = 2.25000000
- </pre>
- <p>
- Zeros are always treated as equal, as are infinities as long as they have the
- same sign:
- </p>
- <pre class="programlisting"><span class="identifier">a</span> <span class="special">=</span> <span class="number">0</span><span class="special">;</span>
- <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>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"relative_difference = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</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="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="keyword">float</span><span class="special">>::</span><span class="identifier">infinity</span><span class="special">();</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"relative_difference = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"relative_difference = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- </pre>
- <p>
- Which produces the output:
- </p>
- <pre class="programlisting">relative_difference = 0.000000000
- relative_difference = 0.000000000
- relative_difference = 3.40282347e+038
- </pre>
- <p>
- Note that finite values are always infinitely far away from infinities even
- if those finite values are very large:
- </p>
- <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"><</span><span class="keyword">float</span><span class="special">>::</span><span class="identifier">max</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"><</span><span class="keyword">float</span><span class="special">>::</span><span class="identifier">infinity</span><span class="special">();</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"a = "</span> <span class="special"><<</span> <span class="identifier">a</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"b = "</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">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"relative_difference = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"epsilon_difference = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- </pre>
- <p>
- Which produces the output:
- </p>
- <pre class="programlisting">a = 3.40282347e+038
- b = 1.#INF0000
- relative_difference = 3.40282347e+038
- epsilon_difference = 3.40282347e+038
- </pre>
- <p>
- Finally, all denormalized values and zeros are treated as being effectively
- equal:
- </p>
- <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"><</span><span class="keyword">float</span><span class="special">>::</span><span class="identifier">denorm_min</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="number">2</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"a = "</span> <span class="special"><<</span> <span class="identifier">a</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"b = "</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">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"float_distance = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"relative_difference = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"epsilon_difference = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">a</span> <span class="special">=</span> <span class="number">0</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"a = "</span> <span class="special"><<</span> <span class="identifier">a</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"b = "</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">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"float_distance = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"relative_difference = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"epsilon_difference = "</span> <span class="special"><<</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"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
- </pre>
- <p>
- Which produces the output:
- </p>
- <pre class="programlisting">a = 1.40129846e-045
- b = 2.80259693e-045
- float_distance = 1.00000000
- relative_difference = 0.000000000
- epsilon_difference = 0.000000000
- a = 0.000000000
- b = 2.80259693e-045
- float_distance = 2.00000000
- relative_difference = 0.000000000
- epsilon_difference = 0.000000000</pre>
- <p>
- Notice how, in the above example, two denormalized values that are a factor
- of 2 apart are none the less only one representation apart!
- </p>
- <p>
- All the above examples are contained in <a href="../../../example/float_comparison_example.cpp" target="_top">float_comparison_example.cpp</a>.
- </p>
- <h6>
- <a name="math_toolkit.float_comparison.h2"></a>
- <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
- Absolute Errors</a>
- </h6>
- <p>
- Imagine we're testing the following function:
- </p>
- <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>
- <span class="special">{</span>
- <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>
- <span class="special">}</span>
- </pre>
- <p>
- This function has multiple roots, some of which are quite predicable in that
- 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
- together. Others occur because the values returned from those two functions
- precisely cancel out. At such points the relative difference between the true
- value of the function and the actual value returned may be <span class="emphasis"><em>arbitrarily
- large</em></span> due to <a href="http://en.wikipedia.org/wiki/Loss_of_significance" target="_top">cancellation
- error</a>.
- </p>
- <p>
- In such a case, testing the function above by requiring that the values returned
- 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
- pointless: the best we can do is to verify that the <span class="emphasis"><em>absolute difference</em></span>
- between the true and calculated values is below some threshold.
- </p>
- <p>
- Of course, determining what that threshold should be is often tricky, but a
- good starting point would be machine epsilon multiplied by the largest of the
- 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
- target for maximum absolute difference might be a good start (though in practice
- we may need a slightly higher value - some trial and error will be necessary).
- </p>
- </div>
- <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
- <td align="left"></td>
- <td align="right"><div class="copyright-footer">Copyright © 2006-2019 Nikhar
- Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
- Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
- Råde, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg,
- Daryle Walker and Xiaogang Zhang<p>
- Distributed under the Boost Software License, Version 1.0. (See accompanying
- 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>)
- </p>
- </div></td>
- </tr></table>
- <hr>
- <div class="spirit-nav">
- <a accesskey="p" href="next_float/ulp.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../utils.html"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="cond.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
- </div>
- </body>
- </html>
|