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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="../../../../../libs/test/doc/html/boost_test/users_guide/testing_tools/testing_floating_points.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
119 <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>
120 <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>
121 </pre>
122 <p>
123 The function <code class="computeroutput"><span class="identifier">relative_difference</span></code>
124 returns the relative distance/error <span class="emphasis"><em>E</em></span> between two values
125 as defined by:
126 </p>
127 <pre class="programlisting">E = fabs((a - b) / min(a,b))</pre>
128 <p>
129 The function <code class="computeroutput"><span class="identifier">epsilon_difference</span></code>
130 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>
131 <span class="identifier">b</span><span class="special">)</span> <span class="special">/</span> <span class="identifier">eps</span></code> where
132 <code class="computeroutput"><span class="identifier">eps</span></code> is the machine epsilon
133 for the result type.
134 </p>
135 <p>
136 The following special cases are handled as follows:
137 </p>
138 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
139 <li class="listitem">
140 If either of <span class="emphasis"><em>a</em></span> or <span class="emphasis"><em>b</em></span> is a NaN,
141 then returns the largest representable value for T: for example for type
142 <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>
143 which is the same as <code class="computeroutput"><span class="identifier">DBL_MAX</span></code>
144 or <code class="computeroutput"><span class="number">1.7976931348623157e+308</span></code>.
145 </li>
146 <li class="listitem">
147 If <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span> differ in sign then
148 returns the largest representable value for T.
149 </li>
150 <li class="listitem">
151 If both <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span> are both infinities
152 (of the same sign), then returns zero.
153 </li>
154 <li class="listitem">
155 If just one of <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span> is an
156 infinity, then returns the largest representable value for T.
157 </li>
158 <li class="listitem">
159 If both <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span> are zero then
160 returns zero.
161 </li>
162 <li class="listitem">
163 If just one of <span class="emphasis"><em>a</em></span> or <span class="emphasis"><em>b</em></span> is a zero
164 or a denormalized value, then it is treated as if it were the smallest
165 (non-denormalized) value representable in T for the purposes of the above
166 calculation.
167 </li>
168 </ul></div>
169 <p>
170 These rules were primarily designed to assist with our own test suite, they
171 are designed to be robust enough that the function can in most cases be used
172 blindly, including in cases where the expected result is actually too small
173 to represent in type T and underflows to zero.
174 </p>
175 <h6>
176 <a name="math_toolkit.float_comparison.h1"></a>
177 <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>
178 </h6>
179 <p>
180 Some using statements will ensure that the functions we need are accessible.
181 </p>
182 <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>
183 </pre>
184 <p>
185 or
186 </p>
187 <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>
188 <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>
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">float_next</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_prior</span><span class="special">;</span>
191 </pre>
192 <p>
193 The following examples display values with all possibly significant digits.
194 Newer compilers should provide <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limitsFPT</span><span class="special">&gt;::</span><span class="identifier">max_digits10</span></code>
195 for this purpose, and here we use <code class="computeroutput"><span class="keyword">float</span></code>
196 precision where <code class="computeroutput"><span class="identifier">max_digits10</span></code>
197 = 9 to avoid displaying a distracting 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>:<br> &#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; 2006-2010, 2012-2014 Nikhar Agrawal,
400 Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert
401 Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Johan R&#229;de, Gautam Sewani,
402 Benjamin Sobotta, Thijs van den Berg, Daryle Walker and Xiaogang Zhang<p>
403 Distributed under the Boost Software License, Version 1.0. (See accompanying
404 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>)
405 </p>
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