Is hardcoding least significant byte of a double a good rounding strategy? - c++

I have a function doing some mathematical computation and returning a double. It ends up with different results under Windows and Android due to std::exp implementation beging different (Why do I get platform-specific result for std::exp?). The e-17 rounding difference gets propagated and in the end it's not just a rounding difference that I get (results can change 2.36 to 2.47 in the end). As I compare the result to some expected values, I want this function to return the same result on all platform.
So I need to round my result. The simpliest solution to do this is apparently (as far as I could find on the web) to do std::ceil(d*std::pow<double>(10,precision))/std::pow<double>(10,precision). However, I feel like this could still end up with different results depending on the platform (and moreover, it's hard to decide what precision should be).
I was wondering if hard-coding the least significant byte of the double could be a good rounding strategy.
This quick test seems to show that "yes":
#include <iostream>
#include <iomanip>
double roundByCast( double d )
{
double rounded = d;
unsigned char* temp = (unsigned char*) &rounded;
// changing least significant byte to be always the same
temp[0] = 128;
return rounded;
}
void showRoundInfo( double d, double rounded )
{
double diff = std::abs(d-rounded);
std::cout << "cast: " << d << " rounded to " << rounded << " (diff=" << diff << ")" << std::endl;
}
void roundIt( double d )
{
showRoundInfo( d, roundByCast(d) );
}
int main( int argc, char* argv[] )
{
roundIt( 7.87234042553191493141184764681 );
roundIt( 0.000000000000000000000184764681 );
roundIt( 78723404.2553191493141184764681 );
}
This outputs:
cast: 7.87234 rounded to 7.87234 (diff=2.66454e-14)
cast: 1.84765e-22 rounded to 1.84765e-22 (diff=9.87415e-37)
cast: 7.87234e+07 rounded to 7.87234e+07 (diff=4.47035e-07)
My question is:
Is unsigned char* temp = (unsigned char*) &rounded safe or is there an undefined behaviour here, and why?
If there is no UB (or if there is a better way to do this without UB), is such a round function safe and accurate for all input?
Note: I know floating point numbers are inaccurate. Please don't mark as duplicate of Is floating point math broken? or Why Are Floating Point Numbers Inaccurate?. I understand why results are different, I'm just looking for a way to make them be identical on all targetted platforms.
Edit, I may reformulate my question as people are asking why I have different values and why I want them to be the same.
Let's say you get a double from a computation that could end up with a different value due to platform specific implementations (like std::exp). If you want to fix those different double to end up having the exact same memory representation (1) on all platforms, and you want to loose the fewest precision as possible, then, is fixing the least significant byte a good approach? (because I feel that rounding to an arbitrary given precision is likely to loose more information than this trick).
(1) By "same representation", I mean that if you transform it to a std::bitset, you want to see the same bits sequence for all platform.

No, rounding is not a strategy for removing small errors, or guaranteeing agreement with calculations performed with errors.
For any slicing of the number line into ranges, you will successfully eliminate most slight deviations (by placing them in the same bucket and clamping to the same value), but you greatly increase the deviation if your original pair of values straddle a boundary.
In your particular case of hardcoding the least significant byte, the very near values
0x1.mmmmmmm100
and
0x1.mmmmmmm0ff
have a deviation of only one ULP... but after your rounding, they differ by 256 ULP. Oops!

Is unsigned char* temp = (unsigned char*) &rounded safe or is there an undefined behaviour here, and why?
It is well defined, as aliasing through unsigned char is allowed.
is such a round function safe and accurate for all input?
No. You cannot perfectly fix this problem with truncating/rounding. Consider, that one implementation gives 0x.....0ff, and the other 0x.....100. Setting the lsb to 0x00 will make the original 1 ulp difference to 256 ulps.
No rounding algorithm can fix this.
You have two options:
don't use floating point, use some other way (for example, fixed point)
embed a floating point library into your application, which only uses basic floating point arithmetic (+, -, *, /, sqrt), and don't use -ffast-math, or any equivalent option. This way, if you're on a IEEE-754 compatible platform, floating point results should be the same, as IEEE-754 mandates that basic operations should be calculated "perfectly". It means as if the operation calculated at infinite precision, and then rounded to the resulting representation.
Btw, if an input 1e-17 difference means a huge output difference, then your problem/algorithm is ill-conditioned, which generally should be avoided, as it usually doesn't give you meaningful results.

What you are doing is totally, totally misguided.
Your problem is not that you are getting different results (2.36 vs. 2.47). Your problem is that at least one of these results, and likely both, have massive errors. Your Windows and Android results are not just different, they are WRONG. (At least one of them, and you have no idea which one).
Find out why you get these massive errors and change your algorithms to not increase tiny rounding errors massively. Or you have a problem that is inherently chaotic, in which case the difference between results is actually very useful information.
What you are trying just makes the rounding errors 256 times bigger, and if two different results end in ....1ff and ....200 hexadecimal, then you change these to ....180 and ....280, so even the difference between slightly different numbers can grow by a factor 256.
And on a bigendian machine your code will just go kaboom!!!

Your function won't work because of aliasing.
double roundByCast( double d )
{
double rounded = d;
unsigned char* temp = (unsigned char*) &rounded;
// changing least significant byte to be always the same
temp[0] = 128;
return rounded;
}
Casting to unsigned char* for temp is allowed, because char* casts are the exception to the aliasing rules. That's necessary for functions like read, write, memcpy, etc, so that they can copy values to and from byte representations.
However, you aren't allowed to write to temp[0] and then assume that rounded changed. You must create a new double variable (on the stack is fine) and memcpy temp back to it.

Related

Using scientific notation in for loops

I've recently come across some code which has a loop of the form
for (int i = 0; i < 1e7; i++){
}
I question the wisdom of doing this since 1e7 is a floating point type, and will cause i to be promoted when evaluating the stopping condition. Should this be of cause for concern?
The elephant in the room here is that the range of an int could be as small as -32767 to +32767, and the behaviour on assigning a larger value than this to such an int is undefined.
But, as for your main point, indeed it should concern you as it is a very bad habit. Things could go wrong as yes, 1e7 is a floating point double type.
The fact that i will be converted to a floating point due to type promotion rules is somewhat moot: the real damage is done if there is unexpected truncation of the apparent integral literal. By the way of a "proof by example", consider first the loop
for (std::uint64_t i = std::numeric_limits<std::uint64_t>::max() - 1024; i ++< 18446744073709551615ULL; ){
std::cout << i << "\n";
}
This outputs every consecutive value of i in the range, as you'd expect. Note that std::numeric_limits<std::uint64_t>::max() is 18446744073709551615ULL, which is 1 less than the 64th power of 2. (Here I'm using a slide-like "operator" ++< which is useful when working with unsigned types. Many folk consider --> and ++< as obfuscating but in scientific programming they are common, particularly -->.)
Now on my machine, a double is an IEEE754 64 bit floating point. (Such as scheme is particularly good at representing powers of 2 exactly - IEEE754 can represent powers of 2 up to 1022 exactly.) So 18,446,744,073,709,551,616 (the 64th power of 2) can be represented exactly as a double. The nearest representable number before that is 18,446,744,073,709,550,592 (which is 1024 less).
So now let's write the loop as
for (std::uint64_t i = std::numeric_limits<std::uint64_t>::max() - 1024; i ++< 1.8446744073709551615e19; ){
std::cout << i << "\n";
}
On my machine that will only output one value of i: 18,446,744,073,709,550,592 (the number that we've already seen). This proves that 1.8446744073709551615e19 is a floating point type. If the compiler was allowed to treat the literal as an integral type then the output of the two loops would be equivalent.
It will work, assuming that your int is at least 32 bits.
However, if you really want to use exponential notation, you should better define an integer constant outside the loop and use proper casting, like this:
const int MAX_INDEX = static_cast<int>(1.0e7);
...
for (int i = 0; i < MAX_INDEX; i++) {
...
}
Considering this, I'd say it is much better to write
const int MAX_INDEX = 10000000;
or if you can use C++14
const int MAX_INDEX = 10'000'000;
1e7 is a literal of type double, and usually double is 64-bit IEEE 754 format with a 52-bit mantissa. Roughly every tenth power of 2 corresponds to a third power of 10, so double should be able to represent integers up to at least 105*3 = 1015, exactly. And if int is 32-bit then int has roughly 103*3 = 109 as max value (asking Google search it says that "2**31 - 1" = 2 147 483 647, i.e. twice the rough estimate).
So, in practice it's safe on current desktop systems and larger.
But C++ allows int to be just 16 bits, and on e.g. an embedded system with that small int, one would have Undefined Behavior.
If the intention to loop for a exact integer number of iterations, for example if iterating over exactly all the elements in an array then comparing against a floating point value is maybe not such a good idea, solely for accuracy reasons; since the implicit cast of an integer to float will truncate integers toward zero there's no real danger of out-of-bounds access, it will just abort the loop short.
Now the question is: When do these effects actually kick in? Will your program experience them? The floating point representation usually used these days is IEEE 754. As long as the exponent is 0 a floating point value is essentially an integer. C double precision floats 52 bits for the mantissa, which gives you integer precision to a value of up to 2^52, which is in the order of about 1e15. Without specifying with a suffix f that you want a floating point literal to be interpreted single precision the literal will be double precision and the implicit conversion will target that as well. So as long as your loop end condition is less 2^52 it will work reliably!
Now one question you have to think about on the x86 architecture is efficiency. The very first 80x87 FPUs came in a different package, and later a different chip and as aresult getting values into the FPU registers is a bit awkward on the x86 assembly level. Depending on what your intentions are it might make the difference in runtime for a realtime application; but that's premature optimization.
TL;DR: Is it safe to to? Most certainly yes. Will it cause trouble? It could cause numerical problems. Could it invoke undefined behavior? Depends on how you use the loop end condition, but if i is used to index an array and for some reason the array length ended up in a floating point variable always truncating toward zero it's not going to cause a logical problem. Is it a smart thing to do? Depends on the application.

Rounding in C++ and round-tripping numbers

I have a class that internally represents some quantity in fixed point as 32-bit integer with somewhat arbitrary denominator (it is neither power of 2 nor power of 10).
For communicating with other applications the quantity is converted to plain old double on output and back on input. As code inside the class it looks like:
int32_t quantity;
double GetValue() { return double(quantity) / DENOMINATOR; }
void SetValue(double x) { quantity = x * DENOMINATOR; }
Now I need to ensure that if I output some value as double and read it back, I will always get the same value back. I.e. that
x.SetValue(x.GetValue());
will never change x.quantity (x is arbitrary instance of the class containing the above code).
The double representation has more digits of precision, so it should be possible. But it will almost certainly not be the case with the simplistic code above.
What rounding do I need to use and
How can I find the critical would-be corner cases to test that the rounding is indeed correct?
Any 32 bits will be represented exactly when you convert to a double, but when you divide then multiply by an arbitrary value you will get a similar value but not exactly the same. You should lose at most one bit per operations, which means your double will be almost the same, prior to casting back to an int.
However, since int casts are truncations, you will get the wrong result when very minor errors turn 2.000 into 1.999, thus what you need to do is a simple rounding task prior to casting back.
You can use std::lround() for this if you have C++11, else you can write you own rounding function.
You probably don't care about fairness much here, so the common int(doubleVal+0.5) will work for positives. If as seems likely, you have negatives, try this:
int round(double d) { return d<0?d-0.5:d+0.5; }
The problem you describe is the same problem which exists with converting between binary and decimal representation just with different bases. At least it exists if you want to have the double representation to be a good approximation of the original value (otherwise you could just multiply the 32 bit value you have with your fixed denominator and store the result in a double).
Assuming you want the double representation be a good approximation of your actual value the conversions are nontrivial! The conversion from your internal representation to double can be done using Dragon4 ("How to print floating point numbers accurately", Steele & White) or Grisu ("How to print floating point numbers quickly and accurately", Loitsch; I'm not sure if this algorithm is independent from the base, though). The reverse can be done using Bellerophon ("How to read floating point numbers accurately", Clinger). These algorithms aren't entirely trivial, though...

Converting variable type (or workaround)

The class below is supposed to represent a musical note. I want to be able to store the length of the note (e.g. 1/2 note, 1/4 note, 3/8 note, etc.) using only integers. However, I also want to be able to store the length using a floating point number for the rare case that I deal with notes of irregular lengths.
class note{
string tone;
int length_numerator;
int length_denominator;
public:
set_length(int numerator, int denominator){
length_numerator=numerator;
length_denominator=denominator;
}
set_length(double d){
length_numerator=d; // unfortunately truncates everything past decimal point
length_denominator=1;
}
}
The reason it is important for me to be able to use integers rather than doubles to store the length is that in my past experience with floating point numbers, sometimes the values are unexpectedly inaccurate. For example, a number that is supposed to be 16 occasionally gets mysteriously stored as 16.0000000001 or 15.99999999999 (usually after enduring some operations) with floating point, and this could cause problems when testing for equality (because 16!=15.99999999999).
Is it possible to convert a variable from int to double (the variable, not just its value)? If not, then what else can I do to be able to store the note's length using either an integer or a double, depending on the what I need the type to be?
If your only problem is comparing floats for equality, then I'd say to use floats, but read "Comparing floating point numbers" / Bruce Dawson first. It's not long, and it explains how to compare two floating numbers correctly (by checking the absolute and relative difference).
When you have more time, you should also look at "What Every Computer Scientist Should Know About Floating Point Arithmetic" to understand why 16 occasionally gets "mysteriously" stored as 16.0000000001 or 15.99999999999.
Attempts to use integers for rational numbers (or for fixed point arithmetic) are rarely as simple as they look.
I see several possible solutions: the first is just to use double. It's
true that extended computations may result in inaccurate results, but in
this case, your divisors are normally powers of 2, which will give exact
results (at least on all of the machines I've seen); you only risk
running into problems when dividing by some unusual value (which is the
case where you'll have to use double anyway).
You could also scale the results, e.g. representing the notes as
multiples of, say 64th notes. This will mean that most values will be
small integers, which are guaranteed exact in double (again, at least
in the usual representations). A number that is supposed to be 16 does
not get stored as 16.000000001 or 15.99999999 (but a number that is
supposed to be .16 might get stored as .1600000001 or .1599999999).
Before the appearance of long long, decimal arithmetic classes often
used double as a 52 bit integral type, ensuring at each step that the
actual value was exactly an integer. (Only division might cause a problem.)
Or you could use some sort of class representing rational numbers.
(Boost has one, for example, and I'm sure there are others.) This would
allow any strange values (5th notes, anyone?) to remain exact; it could
also be advantageous for human readable output, e.g. you could test the
denominator, and then output something like "3 quarter notes", or the
like. Even something like "a 3/4 note" would be more readable to a
musician than "a .75 note".
It is not possible to convert a variable from int to double, it is possible to convert a value from int to double. I'm not completely certain which you are asking for but maybe you are looking for a union
union DoubleOrInt
{
double d;
int i;
};
DoubleOrInt length_numerator;
DoubleOrInt length_denominator;
Then you can write
set_length(int numerator, int denominator){
length_numerator.i=numerator;
length_denominator.i=denominator;
}
set_length(double d){
length_numerator.d=d;
length_denominator.d=1.0;
}
The problem with this approach is that you absolutely must keep track of whether you are currently storing ints or doubles in your unions. Bad things will happen if you store an int and then try to access it as a double. Preferrably you would do this inside your class.
This is normal behavior for floating point variables. They are always rounded and the last digits may change valued depending on the operations you do. I suggest reading on floating points somewhere (e.g. http://floating-point-gui.de/) - especially about comparing fp values.
I normally subtract them, take the absolute value and compare this against an epsilon, e.g. if (abs(x-y)
Given you have a set_length(double d), my guess is that you actually need doubles. Note that the conversion from double to a fraction of integer is fragile and complexe, and will most probably not solve your equality problems (is 0.24999999 equal to 1/4 ?). It would be better for you to either choose to always use fractions, or always doubles. Then, just learn how to use them. I must say, for music, it make sense to have fractions as it is even how notes are being described.
If it were me, I would just use an enum. To turn something into a note would be pretty simple using this system also. Here's a way you could do it:
class Note {
public:
enum Type {
// In this case, 16 represents a whole note, but it could be larger
// if demisemiquavers were used or something.
Semiquaver = 1,
Quaver = 2,
Crotchet = 4,
Minim = 8,
Semibreve = 16
};
static float GetNoteLength(const Type &note)
{ return static_cast<float>(note)/16.0f; }
static float TieNotes(const Type &note1, const Type &note2)
{ return GetNoteLength(note1)+GetNoteLength(note2); }
};
int main()
{
// Make a semiquaver
Note::Type sq = Note::Semiquaver;
// Make a quaver
Note::Type q = Note::Quaver;
// Dot it with the semiquaver from before
float dottedQuaver = Note::TieNotes(sq, q);
std::cout << "Semiquaver is equivalent to: " << Note::GetNoteLength(sq) << " beats\n";
std::cout << "Dotted quaver is equivalent to: " << dottedQuaver << " beats\n";
return 0;
}
Those 'Irregular' notes you speak of can be retrieved using TieNotes

Is floating-point == ever OK?

Just today I came across third-party software we're using and in their sample code there was something along these lines:
// Defined in somewhere.h
static const double BAR = 3.14;
// Code elsewhere.cpp
void foo(double d)
{
if (d == BAR)
...
}
I'm aware of the problem with floating-points and their representation, but it made me wonder if there are cases where float == float would be fine? I'm not asking for when it could work, but when it makes sense and works.
Also, what about a call like foo(BAR)? Will this always compare equal as they both use the same static const BAR?
Yes, you are guaranteed that whole numbers, including 0.0, compare with ==
Of course you have to be a little careful with how you got the whole number in the first place, assignment is safe but the result of any calculation is suspect
ps there are a set of real numbers that do have a perfect reproduction as a float (think of 1/2, 1/4 1/8 etc) but you probably don't know in advance that you have one of these.
Just to clarify. It is guaranteed by IEEE 754 that float representions of integers (whole numbers) within range, are exact.
float a=1.0;
float b=1.0;
a==b // true
But you have to be careful how you get the whole numbers
float a=1.0/3.0;
a*3.0 == 1.0 // not true !!
There are two ways to answer this question:
Are there cases where float == float gives the correct result?
Are there cases where float == float is acceptable coding?
The answer to (1) is: Yes, sometimes. But it's going to be fragile, which leads to the answer to (2): No. Don't do that. You're begging for bizarre bugs in the future.
As for a call of the form foo(BAR): In that particular case the comparison will return true, but when you are writing foo you don't know (and shouldn't depend on) how it is called. For example, calling foo(BAR) will be fine but foo(BAR * 2.0 / 2.0) (or even maybe foo(BAR * 1.0) depending on how much the compiler optimises things away) will break. You shouldn't be relying on the caller not performing any arithmetic!
Long story short, even though a == b will work in some cases you really shouldn't rely on it. Even if you can guarantee the calling semantics today maybe you won't be able to guarantee them next week so save yourself some pain and don't use ==.
To my mind, float == float is never* OK because it's pretty much unmaintainable.
*For small values of never.
The other answers explain quite well why using == for floating point numbers is dangerous. I just found one example that illustrates these dangers quite well, I believe.
On the x86 platform, you can get weird floating point results for some calculations, which are not due to rounding problems inherent to the calculations you perform. This simple C program will sometimes print "error":
#include <stdio.h>
void test(double x, double y)
{
const double y2 = x + 1.0;
if (y != y2)
printf("error\n");
}
void main()
{
const double x = .012;
const double y = x + 1.0;
test(x, y);
}
The program essentially just calculates
x = 0.012 + 1.0;
y = 0.012 + 1.0;
(only spread across two functions and with intermediate variables), but the comparison can still yield false!
The reason is that on the x86 platform, programs usually use the x87 FPU for floating point calculations. The x87 internally calculates with a higher precision than regular double, so double values need to be rounded when they are stored in memory. That means that a roundtrip x87 -> RAM -> x87 loses precision, and thus calculation results differ depending on whether intermediate results passed via RAM or whether they all stayed in FPU registers. This is of course a compiler decision, so the bug only manifests for certain compilers and optimization settings :-(.
For details see the GCC bug: http://gcc.gnu.org/bugzilla/show_bug.cgi?id=323
Rather scary...
Additional note:
Bugs of this kind will generally be quite tricky to debug, because the different values become the same once they hit RAM.
So if for example you extend the above program to actually print out the bit patterns of y and y2 right after comparing them, you will get the exact same value. To print the value, it has to be loaded into RAM to be passed to some print function like printf, and that will make the difference disappear...
I'll provide more-or-less real example of legitimate, meaningful and useful testing for float equality.
#include <stdio.h>
#include <math.h>
/* let's try to numerically solve a simple equation F(x)=0 */
double F(double x) {
return 2 * cos(x) - pow(1.2, x);
}
/* a well-known, simple & slow but extremely smart method to do this */
double bisection(double range_start, double range_end) {
double a = range_start;
double d = range_end - range_start;
int counter = 0;
while (a != a + d) // <-- WHOA!!
{
d /= 2.0;
if (F(a) * F(a + d) > 0) /* test for same sign */
a = a + d;
++counter;
}
printf("%d iterations done\n", counter);
return a;
}
int main() {
/* we must be sure that the root can be found in [0.0, 2.0] */
printf("F(0.0)=%.17f, F(2.0)=%.17f\n", F(0.0), F(2.0));
double x = bisection(0.0, 2.0);
printf("the root is near %.17f, F(%.17f)=%.17f\n", x, x, F(x));
}
I'd rather not explain the bisection method used itself, but emphasize on the stopping condition. It has exactly the discussed form: (a == a+d) where both sides are floats: a is our current approximation of the equation's root, and d is our current precision. Given the precondition of the algorithm — that there must be a root between range_start and range_end — we guarantee on every iteration that the root stays between a and a+d while d is halved every step, shrinking the bounds.
And then, after a number of iterations, d becomes so small that during addition with a it gets rounded to zero! That is, a+d turns out to be closer to a then to any other float; and so the FPU rounds it to the closest representable value: to a itself. Calculation on a hypothetical machine can illustrate; let it have 4-digit decimal mantissa and some large exponent range. Then what result should the machine give to 2.131e+02 + 7.000e-3? The exact answer is 213.107, but our machine can't represent such number; it has to round it. And 213.107 is much closer to 213.1 than to 213.2 — so the rounded result becomes 2.131e+02 — the little summand vanished, rounded up to zero. Exactly the same is guaranteed to happen at some iteration of our algorithm — and at that point we can't continue anymore. We have found the root to maximum possible precision.
Addendum
No you can't just use "some small number" in the stopping condition. For any choice of the number, some inputs will deem your choice too large, causing loss of precision, and there will be inputs which will deem your choiсe too small, causing excess iterations or even entering infinite loop. Imagine that our F can change — and suddenly the solutions can be both huge 1.0042e+50 and tiny 1.0098e-70. Detailed discussion follows.
Calculus has no notion of a "small number": for any real number, you can find infinitely many even smaller ones. The problem is, among those "even smaller" ones might be a root of our equation. Even worse, some equations will have distinct roots (e.g. 2.51e-8 and 1.38e-8) — both of which will get approximated by the same answer if our stopping condition looks like d < 1e-6. Whichever "small number" you choose, many roots which would've been found correctly to the maximum precision with a == a+d — will get spoiled by the "epsilon" being too large.
It's true however that floats' exponent has finite limited range, so one actually can find the smallest nonzero positive FP number; in IEEE 754 single precision, it's the 1e-45 denorm. But it's useless! while (d >= 1e-45) {…} will loop forever with single-precision (positive nonzero) d.
At the same time, any choice of the "small number" in d < eps stopping condition will be too small for many equations. Where the root has high enough exponent, the result of subtraction of two neighboring mantissas will easily exceed our "epsilon". For example, 7.00023e+8 - 7.00022e+8 = 0.00001e+8 = 1.00000e+3 = 1000 — meaning that the smallest possible difference between numbers with exponent +8 and 6-digit mantissa is... 1000! It will never fit into, say, 1e-4. For numbers with relatively high exponent we simply have not enough precision to ever see a difference of 1e-4. This means eps = 1e-4 will be too small!
My implementation above took this last problem into account; you can see that d is halved each step — instead of getting recalculated as difference of (possibly huge in exponent) a and b. For reals, it doesn't matter; for floats it does! The algorithm will get into infinite loops with (b-a) < eps on equations with huge enough roots. The previous paragraph shows why. d < eps won't get stuck, but even then — needless iterations will be performed during shrinking d way down below the precision of a — still showing the choice of eps as too small. But a == a+d will stop exactly at precision.
Thus as shown: any choice of eps in while (d < eps) {…} will be both too large and too small, if we allow F to vary.
... This kind of reasoning may seem overly theoretical and needlessly deep, but it's to illustrate again the trickiness of floats. One should be aware of their finite precision when writing arithmetic operators around.
Perfect for integral values even in floating point formats
But the short answer is: "No, don't use ==."
Ironically, the floating point format works "perfectly", i.e., with exact precision, when operating on integral values within the range of the format. This means that you if you stick with double values, you get perfectly good integers with a little more than 50 bits, giving you about +- 4,500,000,000,000,000, or 4.5 quadrillion.
In fact, this is how JavaScript works internally, and it's why JavaScript can do things like + and - on really big numbers, but can only << and >> on 32-bit ones.
Strictly speaking, you can exactly compare sums and products of numbers with precise representations. Those would be all the integers, plus fractions composed of 1 / 2n terms. So, a loop incrementing by n + 0.25, n + 0.50, or n + 0.75 would be fine, but not any of the other 96 decimal fractions with 2 digits.
So the answer is: while exact equality can in theory make sense in narrow cases, it is best avoided.
The only case where I ever use == (or !=) for floats is in the following:
if (x != x)
{
// Here x is guaranteed to be Not a Number
}
and I must admit I am guilty of using Not A Number as a magic floating point constant (using numeric_limits<double>::quiet_NaN() in C++).
There is no point in comparing floating point numbers for strict equality. Floating point numbers have been designed with predictable relative accuracy limits. You are responsible for knowing what precision to expect from them and your algorithms.
It's probably ok if you're never going to calculate the value before you compare it. If you are testing if a floating point number is exactly pi, or -1, or 1 and you know that's the limited values being passed in...
I also used it a few times when rewriting few algorithms to multithreaded versions. I used a test that compared results for single- and multithreaded version to be sure, that both of them give exactly the same result.
Let's say you have a function that scales an array of floats by a constant factor:
void scale(float factor, float *vector, int extent) {
int i;
for (i = 0; i < extent; ++i) {
vector[i] *= factor;
}
}
I'll assume that your floating point implementation can represent 1.0 and 0.0 exactly, and that 0.0 is represented by all 0 bits.
If factor is exactly 1.0 then this function is a no-op, and you can return without doing any work. If factor is exactly 0.0 then this can be implemented with a call to memset, which will likely be faster than performing the floating point multiplications individually.
The reference implementation of BLAS functions at netlib uses such techniques extensively.
In my opinion, comparing for equality (or some equivalence) is a requirement in most situations: standard C++ containers or algorithms with an implied equality comparison functor, like std::unordered_set for example, requires that this comparator be an equivalence relation (see C++ named requirements: UnorderedAssociativeContainer).
Unfortunately, comparing with an epsilon as in abs(a - b) < epsilon does not yield an equivalence relation since it loses transitivity. This is most probably undefined behavior, specifically two 'almost equal' floating point numbers could yield different hashes; this can put the unordered_set in an invalid state.
Personally, I would use == for floating points most of the time, unless any kind of FPU computation would be involved on any operands. With containers and container algorithms, where only read/writes are involved, == (or any equivalence relation) is the safest.
abs(a - b) < epsilon is more or less a convergence criteria similar to a limit. I find this relation useful if I need to verify that a mathematical identity holds between two computations (for example PV = nRT, or distance = time * speed).
In short, use == if and only if no floating point computation occur;
never use abs(a-b) < e as an equality predicate;
Yes. 1/x will be valid unless x==0. You don't need an imprecise test here. 1/0.00000001 is perfectly fine. I can't think of any other case - you can't even check tan(x) for x==PI/2
The other posts show where it is appropriate. I think using bit-exact compares to avoid needless calculation is also okay..
Example:
float someFunction (float argument)
{
// I really want bit-exact comparison here!
if (argument != lastargument)
{
lastargument = argument;
cachedValue = very_expensive_calculation (argument);
}
return cachedValue;
}
I would say that comparing floats for equality would be OK if a false-negative answer is acceptable.
Assume for example, that you have a program that prints out floating points values to the screen and that if the floating point value happens to be exactly equal to M_PI, then you would like it to print out "pi" instead. If the value happens to deviate a tiny bit from the exact double representation of M_PI, it will print out a double value instead, which is equally valid, but a little less readable to the user.
I have a drawing program that fundamentally uses a floating point for its coordinate system since the user is allowed to work at any granularity/zoom. The thing they are drawing contains lines that can be bent at points created by them. When they drag one point on top of another they're merged.
In order to do "proper" floating point comparison I'd have to come up with some range within which to consider the points the same. Since the user can zoom in to infinity and work within that range and since I couldn't get anyone to commit to some sort of range, we just use '==' to see if the points are the same. Occasionally there'll be an issue where points that are supposed to be exactly the same are off by .000000000001 or something (especially around 0,0) but usually it works just fine. It's supposed to be hard to merge points without the snap turned on anyway...or at least that's how the original version worked.
It throws of the testing group occasionally but that's their problem :p
So anyway, there's an example of a possibly reasonable time to use '=='. The thing to note is that the decision is less about technical accuracy than about client wishes (or lack thereof) and convenience. It's not something that needs to be all that accurate anyway. So what if two points won't merge when you expect them to? It's not the end of the world and won't effect 'calculations'.

strange double to int conversion behavior in c++

The following program shows the weird double to int conversion behavior I'm seeing in c++:
#include <stdlib.h>
#include <stdio.h>
int main() {
double d = 33222.221;
printf("d = %9.9g\n",d);
d *= 1000;
int i = (int)d;
printf("d = %9.9g | i = %d\n",d,i);
return 0;
}
When I compile and run the program, I see:
g++ test.cpp
./a.out
d = 33222.221
d = 33222221 | i = 33222220
Why is i not equal to 33222221?
The compiler version is GCC 4.3.0
Floating point representation is almost never precise (only in special cases). Every programmer should read this: What Every Computer Scientist Should Know About Floating-Point Arithmetic
In short - your number is probably 33222220.99999999999999999999999999999999999999999999999999999999999999998 (or something like that), which becomes 33222220 after truncation.
When you attach a debugger and inspect the values, you will see that the value of d is actually 33222220.999999996, which is correctly truncated to 33222220 when converted to integer.
There is a finite amount of numbers that can be stored in a double variable, and 33222221 is not one of them.
Due to floating point approximation, 33222.221 may actually be 33222.220999999999999. Multiplied by 1000 yields 33222220.999999999999. Casting to integer ignores all decimals (round down) for a final result of 33222220.
If you change the "9.9g" in your printf() calls to 17.17 to recover all possible digits of precision with a 64-bit IEEE 754 FP number, you get 33222220.999999996 for the double value. The int conversion then makes sense.
I don't want to repeat the explanations of the other comments.
So, here is just an advice to avoid problems like the one described:
Avoid floating point arithemtics in the first place whereever possible (especially when computation is involved).
If floating point arithmetics is really necessary, you must not compare numbers by operator== by all means! Use your own comparison function instead (or use one supplied by some library), which does something like an "is almost equal" comparison using some kind of epsilon compare (either absolute or relative to the number's magniture).
See for example the excellent article
http://www.cygnus-software.com/papers/comparingfloats/comparingfloats.htm
by Bruce Dawson instead!
Stefan