Simple way to compare doubles - c++

I am writing a numerical code that needs to make extensive (and possibly fast) comparisons among double precision numbers. My solution to compare two numbers A and B involves shifting A to the left (or right) by an epsilon and checking whether the result is bigger (or smaller) than B. If so, the two doubles are the same. (Extra coding needs to be done for negative or zero numbers).
This is the comparing function:
#define S_
inline double s_l (double x){
if(x>0){return 0.999999999*x;}
else if(x<0){return 1.00000001*x;}
else {return x-0.000000000001;}
}
inline double s_r (double x){
if(x>0){return 1.00000001*x;}
else if(x<0){return 0.999999999*x;}
else{return x+0.000000000001;}
}
inline bool s_equal (double x,double y){
if(x==y){return true;}
else if(x<y && s_r(x)>y){return true;}
else if(x>y && s_l(x)<y){return true;}
else{return false;}
}
#endif
Since this is part of a MonteCarlo algorithm and s_equal(x,y) is called millions of times, I wonder if there is any better or faster way to code this, understandable at a simple level.

I do something like abs( (x-y)/x ) < 1.0e-10 .
You need to divide by x in case both values are huge or tiny.

I was surprised to find a significant speedup by avoiding all the double-precision math:
#define S_L(x) (x)+((x)<0?1024:-1024)
#define S_R(x) (x)+((x)<0?-1024:1024)
#define S_EQUAL(x,y) (S_L(x)<(y) && S_R(x)>(y))
double foo;
double bar;
long *pfoo;
long *pbar;
pfoo = (long*)&foo;
pbar = (long*)&bar;
double result1 = S_R(*pfoo);
double result2 = S_L(*pbar);
bool result3 = S_EQUAL(*pfoo, *pbar);
(In testing, I operated on randomly-generated doubles between -1M and 1M, executing each operation 100M times with different input for each iteration. Each operation was timed in an independent loop, comparing system times - not wall times. Including loop overhead and generation of random numbers, this solution was about 25% faster.)
A word of warning: there are lots of dependencies here on your hardware, the range of your doubles, the behavior of your optimizer, etc., etc. Such pitfalls are commonplace when you start second-guessing your compiler. I was shocked to see how much faster this was for me, since I'd always been told that integer and floating point units are kept so separate on hardware that the transport of bits from one to the other always requires a hardware memory operation. Who knows how well this will work for you.
You will likely have to play with the magic numbers a bit (the 1024s) to get it to do about what you want it to - if it's even possible.

If you're using the C++11, then you could use the new math library functions, such as:
bool isgreater(float x, float y)
More documentation on std::isgreater can be had here.
Otherwise, there's always is_equal in boost. Also, SO already has a bunch of related (not sure if same) questions such as the ones here, here and here.

Related

How to force pow(float, int) to return float

The overloaded function float pow(float base, int iexp ) was removed in C++11 and now pow returns a double. In my program, I am computing lots of these (in single precision) and I am interested in the most efficient way how to do it.
Is there some special function (in standard libraries or any other) with the above signature?
If not, is it better (in terms of performance in single precision) to explicitly cast result of pow into float before any other operations (which would cast everything else into double) or cast iexp into float and use overloaded function float pow(float base, float exp)?
EDIT: Why I need float and do not use double?
The primarily reason is RAM -- I need tens or hundreds of GB so this reduction is huge advantage. So I need from float to get float. And now I need the most efficient way to achieve that (less casts, use already optimize algorithms, etc).
You could easily write your own fpow using exponentiation by squaring.
float my_fpow(float base, unsigned exp)
{
float result = 1.f;
while (exp)
{
if (exp & 1)
result *= base;
exp >>= 1;
base *= base;
}
return result;
}
Boring part:
This algorithm gives the best accuracy, that can be archived with float type when |base| > 1
Proof:
Let we want to calculate pow(a, n) where a is base and n is exponent.
Let's define b1=a1, b2=a2, b3=a4, b4=a8,and so on.
Then an is a product over all such bi where ith bit is set in n.
So we have ordered set B={bk1,bk1,...,bkn} and for any j the bit kj is set in n.
The following obvious algorithm A can be used for rounding error minimization:
If B contains single element, then it is result
Pick two elements p and q from B with minimal modulo
Remove them from B
Calculate product s = p*q and put it to B
Go to the first step
Now, lets prove that elements in B could be just multiplied from left to right without loosing accuracy. It comes form the fact, that:
bj > b1*b2*...*bj-1
because bj=bj-1*bj-1=bj-1*bj-2*bj-2=...=bj-1*bj-2*...*b1*b1
Since, b1 = a1 = a and its modulo more than one then:
bj > b1*b2*...*bj-1
Hence we may conclude, that during multiplication from left to right the accumulator variable is less than any element from B.
Then, expression result *= base; (except the very first iteration, for sure) does multiplication of two minimal numbers from B, so the rounding error is minimal. So, the code employs algorithm A.
Another question that can only be honestly answered with "wrong question". Or at least: "Are you really willing to go there?". float theoretically needs ca. 80% less die space (for the same number of cycles) and so can be much cheaper for bulk processing. GPUs love float for this reason.
However, let's look at x86 (admittedly, you didn't say what architecture you're on, so I picked the most common). The price in die space has already been paid. You literally gain nothing by using float for calculations. Actually, you may even lose throughput because additional extensions from float to double are required, and additional rounding to intermediate float precision. In other words, you pay extra to have a less accurate result. This is typically something to avoid except maybe when you need maximum compatibility with some other program.
See Jens' comment as well. These options give the compiler permission to disregard some language rules to achieve higher performance. Needless to say this can sometimes backfire.
There are two scenarios where float might be more efficient, on x86:
GPU (including GPGPU), in fact many GPUs don't even support double and if they do, it's usually much slower. Yet, you will only notice when doing very many calculations of this sort.
CPU SIMD aka vectorization
You'd know if you did GPGPU. Explicit vectorization by using compiler intrinsics is also a choice – one you could make, for sure, but this requires quite a cost-benefit analysis. Possibly your compiler is able to auto-vectorize some loops, but this is usually limited to "obvious" applications, such as where you multiply each number in a vector<float> by another float, and this case is not so obvious IMO. Even if you pow each number in such a vector by the same int, the compiler may not be smart enough to vectorize this effectively, especially if pow resides in another translation unit, and without effective link time code generation.
If you are not ready to consider changing the whole structure of your program to allow effective use of SIMD (including GPGPU), and you're not on an architecture where float is indeed much cheaper by default, I suggest you stick with double by all means, and consider float at best a storage format that may be useful to conserve RAM, or to improve cache locality (when you have a lot of them). Even then, measuring is an excellent idea.
That said, you could try ivaigult's algorithm (only with double for the intermediate and for the result), which is related to a classical algorithm called Egyptian multiplication (and a variety of other names), only that the operands are multiplied and not added. I don't know how pow(double, double) works exactly, but it is conceivable that this algorithm could be faster in some cases. Again, you should be OCD about benchmarking.
If you're targeting GCC you can try
float __builtin_powif(float, int)
I have no idea about it's performance tough.
Is there some special function (in standard libraries or any other) with the above signature?
Unfortunately, not that I know of.
But, as many have already mentioned benchmarking is necessary to understand if there is even an issue at all.
I've assembled a quick benchmark online. Benchmark code:
#include <iostream>
#include <boost/timer/timer.hpp>
#include <boost/random/mersenne_twister.hpp>
#include <boost/random/uniform_real_distribution.hpp>
#include <cmath>
int main ()
{
boost::random::mt19937 gen;
boost::random::uniform_real_distribution<> dist(0, 10000000);
const size_t size = 10000000;
std::vector<float> bases(size);
std::vector<float> fexp(size);
std::vector<int> iexp(size);
std::vector<float> res(size);
for(size_t i=0; i<size; i++)
{
bases[i] = dist(gen);
iexp[i] = std::floor(dist(gen));
fexp[i] = iexp[i];
}
std::cout << "float pow(float, int):" << std::endl;
{
boost::timer::auto_cpu_timer timer;
for(size_t i=0; i<size; i++)
res[i] = std::pow(bases[i], iexp[i]);
}
std::cout << "float pow(float, float):" << std::endl;
{
boost::timer::auto_cpu_timer timer;
for(size_t i=0; i<size; i++)
res[i] = std::pow(bases[i], fexp[i]);
}
return 0;
}
Benchmark results (quick conclusions):
gcc: c++11 is consistently faster than c++03.
clang: indeed int-version of c++03 seems a little faster. I'm not sure if it is within a margin of error, since I only run the benchmark online.
Both: even with c++11 calling pow with int seems to be a tad more performant.
It would be great if others could verify if this holds for their configurations as well.
Try using powf() instead. This is C99 function that should be also available in C++11.

Compensating for double/float inaccuracy

I've written a math calculator that takes in a string from the user and parses it. It uses doubles to hold all values involved when calculating. Once solved, I then print it, and use std::setprecision() to make sure it is output correctly (for instance 0.9999999 will become 1 on the print out.
Returning the string that will be output:
//return true or false if this is in the returnstring.
if (returnString.compare("True") == 0 || returnString.compare("False") == 0) return returnString;
//create stringstream and put the answer into the returnString.
std::stringstream stream;
returnString = std::to_string(temp_answer.answer);
//write into the stream with precision set correctly.
stream << std::fixed << std::setprecision(5) << temp_answer.answer;
return stream.str();
I am aware of the accuracy issues when using doubles and floats. Today I started working on code so that the user can compare the two mathematical strings. For instance, 1=1 will evaluate to true, 2>3 false...etc. This works by running my math expression parser for each side of the comparison operator, then comparing the answers.
The issue i'm facing right now is when the user enters something like 1/3*3=1. Of course because i'm using doubles the parser will return 0.999999as the answer. Usually when just solving a non-comparison problem this is compensated for at printing time with std::setprecision() as mentioned before. However, when comparing two doubles it's going to return false as 0.99999!=1. How can I get it so when comparing the doubles this inaccuracy is compensated for, and the answer returned correctly? Here's the code that I use to compare the numbers themselves.
bool math_comparisons::equal_to(std::string lhs, std::string rhs)
{
auto lhs_ret = std::async(process_question, lhs);
auto rhs_ret = std::async(process_question, rhs);
bool ReturnVal = false;
if (lhs_ret.get().answer == rhs_ret.get().answer)
{
ReturnVal = true;
}
return ReturnVal;
}
I'm thinking some kind of rounding needs to occur, but i'm not 100% sure how to accomplish it properly. Please forgive me if this has already been addressed - I couldn't find much with a search. Thanks!
Assuming that answer is a double, replace this
lhs_ret.get().answer == rhs_ret.get().answer
with
abs(lhs_ret.get().answer - rhs_ret.get().answer) < TOL
where TOL is an appropriate tolerance value.
Floating point numbers should never be compared with == but by checking if the absolute difference is less than a given tolerance.
There is one difficulty that needs to be mentioned: The accuracy of doubles is about 16 decimals. So you might set TOL=1.0e-16. This will only work if your numbers are less than 1. For a number with 16 digits, it means that the tolerance has to be as large as 1.
So either you assume that your numbers are smaller than say 10e8 and use a relatively large tolerance like 10e-8 or you need to do something much more complicated.
First consider:
As a basic rule of thumb, a double will be a value with roughly 16dp where dp is decimal places, or 1.0e-16. You need to be aware that this only applies to numbers that are less than one(1) IE for 10.n you'll have to operate around that fact you can only have 15dp EG: 10.0e-15 and so on... Due to computers counting in base 2, and people counting in base 10 some values can never be properly expressed in the bit ranges that "most" modern OS use.
This can be highlighted by the fact that expressing 0.1 in binary or base 2 is infinitely long.
Therefore you should never compare a rational number via the == operator. Instead what the "go to" solution conventionally used is:
You implement a "close enough" solution. IE: you define epsilon as a value eg: epsilon = 0.000001 and you state that if (value a - value b) < epsilon == true. What we are saying is that if a - b is within e, for all intents and purposes for our program, its close enough to be regarded as true.
Now for choosing a value for epsilon, that all depends on how accurate you need to be for your purposes. For example, one can assume you need a high level of accuracy for structural engineering compared to a 2D side scrolling platform game.
The solution in your case you be to replace line 7 of you code:
(lhs_ret.get().answer == rhs_ret.get().answer)
with
abs(lhs_ret.get().answer - rhs_ret.get().answer) < epsilon where abs is the absolute value. IE ignoring the sign of the value lhs.
For more context i highly recommend this lecture on MIT open courseware which explains it in an easy to digest manner.
http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-00sc-introduction-to-computer-science-and-programming-spring-2011/unit-1/lecture-7-debugging/

What is a standard way to compare float with zero?

May question is: What is a standard way to compare float with zero?
As far as I know direct comparison:
if ( x == 0 ) {
// x is zero?
} else {
// x is not zero??
can fail with floating points variables.
I used to use
float x = ...
...
if ( std::abs(x) <= 1e-7f ) {
// x is zero, do the job1
} else {
// x is not zero, do the job2
...
Same approach I find here. But I see two problems:
Random magic number 1e-7f ( or 0.00005 at the link above ).
The code harder to read
This is such a common comparison, I wonder whether there is a standard short way to do this. Like
x.is_zero();
To compare a floating-point value with 0, just compare it:
if (f == 0)
// whatever
There is nothing wrong with this comparison. If it doesn't do what you expect it's because the value of f is not what you thought it was. Its essentially the same problem as this:
int i = 1/3;
i *= 3;
if (i == 1)
// whatever
There's nothing wrong with that comparison, but the value of i is not 1. Almost all programmers understand the loss of precision with integer values; many don't understand it with floating-point values.
Using "nearly equal" instead of == is an advanced technique; it often leads to unexpected problems. For example, it is not transitive; that is, a nearly equals b and b nearly equals c does not mean that a nearly equals c.
There is no standard way, because whether or not you want to treat a small number as if it were zero depends on how you computed the number and what it's for. This in turn depends on the expected size of any errors introduced by your computations, and perhaps on errors of physical measurement that determined your original inputs.
For example, suppose that your value represents the length of a journey in miles in some mapping software. Then you are happy to treat 1e-7 as equal to zero because in that context it is a very small number: it has come about because of a rounding error or other reason for slight inexactness.
On the other hand, suppose that your value represents the size of a molecule in metres in some electron microscopy software. Then you certainly don't want to treat 1e-7 as equal to zero because in that context it's a very large number.
You should first consider what would be a suitable accuracy to present your value: what's the error bar, or how many significant figures can you reasonably display. This will give you some idea with what tolerance it would be appropriate to test against zero, although it still might not settle the case. For the mapping software, you can probably treat a journey as zero if it's less than some fixed value, although the value itself might depend on the resolution of your maps. For the microscopy software, if the difference between two sizes is such that zero lies with the 95% error range on those measurements, that still might not be sufficient to describe them as being the same size.
I don't know whether my answer useful, I've found this in irrlicht's irrmath.h and still using it in engine's mathlib till nowdays:
const float ROUNDING_ERROR_f32 = 0.000001f;
//! returns if a equals b, taking possible rounding errors into account
inline bool equals(const float a, const float b, const float tolerance = ROUNDING_ERROR_f32)
{
return (a + tolerance >= b) && (a - tolerance <= b);
}
The author has explained this approach by "after many rotations, which are trigonometric operations the coordinate spoils and the direct comparsion may cause fault".

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'.

Is it possible to roll a significantly faster version of sqrt

In an app I'm profiling, I found that in some scenarios this function is able to take over 10% of total execution time.
I've seen discussion over the years of faster sqrt implementations using sneaky floating-point trickery, but I don't know if such things are outdated on modern CPUs.
MSVC++ 2008 compiler is being used, for reference... though I'd assume sqrt is not going to add much overhead though.
See also here for similar discussion on modf function.
EDIT: for reference, this is one widely-used method, but is it actually much quicker? How many cycles is SQRT anyway these days?
Yes, it is possible even without trickery:
sacrifice accuracy for speed: the sqrt algorithm is iterative, re-implement with fewer iterations.
lookup tables: either just for the start point of the iteration, or combined with interpolation to get you all the way there.
caching: are you always sqrting the same limited set of values? if so, caching can work well. I've found this useful in graphics applications where the same thing is being calculated for lots of shapes the same size, so results can be usefully cached.
Hello from 11 years in the future.
Considering this still gets occasional votes, I thought I'd add a note about performance, which now even more than then is dramatically limited by memory accesses. You absolutely must use a realistic benchmark (ideally, your whole application) when optimising something like this - the memory access patterns of your application will have a dramatic effect on solutions like lookup tables and caches, and just comparing 'cycles' for your optimised version will lead you wildly astray: it is also very difficult to assign program time to individual instructions, and your profiling tool may mislead you here.
On a related note, consider using simd/vectorised instructions for calculating square roots, like _mm512_sqrt_ps or similar, if they suit your use case.
Take a look at section 15.12.3 of intel's optimisation reference manual, which describes approximation methods, with vectorised instructions, which would probably translate pretty well to other architectures too.
There's a great comparison table here:
http://assemblyrequired.crashworks.org/timing-square-root/
Long story short, SSE2's ssqrts is about 2x faster than FPU fsqrt, and an approximation + iteration is about 4x faster than that (8x overall).
Also, if you're trying to take a single-precision sqrt, make sure that's actually what you're getting. I've heard of at least one compiler that would convert the float argument to a double, call double-precision sqrt, then convert back to float.
You're very likely to gain more speed improvements by changing your algorithms than by changing their implementations: Try to call sqrt() less instead of making calls faster. (And if you think this isn't possible - the improvements for sqrt() you mention are just that: improvements of the algorithm used to calculate a square root.)
Since it is used very often, it is likely that your standard library's implementation of sqrt() is nearly optimal for the general case. Unless you have a restricted domain (e.g., if you need less precision) where the algorithm can take some shortcuts, it's very unlikely someone comes up with an implementation that's faster.
Note that, since that function uses 10% of your execution time, even if you manage to come up with an implementation that only takes 75% of the time of std::sqrt(), this still will only bring your execution time down by 2,5%. For most applications users wouldn't even notice this, except if they use a watch to measure.
How accurate do you need your sqrt to be? You can get reasonable approximations very quickly: see Quake3's excellent inverse square root function for inspiration (note that the code is GPL'ed, so you may not want to integrate it directly).
Don't know if you fixed this, but I've read about it before, and it seems that the fastest thing to do is replace the sqrt function with an inline assembly version;
you can see a description of a load of alternatives here.
The best is this snippet of magic:
double inline __declspec (naked) __fastcall sqrt(double n)
{
_asm fld qword ptr [esp+4]
_asm fsqrt
_asm ret 8
}
It's about 4.7x faster than the standard sqrt call with the same precision.
Here is a fast way with a look up table of only 8KB. Mistake is ~0.5% of the result. You can easily enlarge the table, thus reducing the mistake. Runs about 5 times faster than the regular sqrt()
// LUT for fast sqrt of floats. Table will be consist of 2 parts, half for sqrt(X) and half for sqrt(2X).
const int nBitsForSQRTprecision = 11; // Use only 11 most sagnificant bits from the 23 of float. We can use 15 bits instead. It will produce less error but take more place in a memory.
const int nUnusedBits = 23 - nBitsForSQRTprecision; // Amount of bits we will disregard
const int tableSize = (1 << (nBitsForSQRTprecision+1)); // 2^nBits*2 because we have 2 halves of the table.
static short sqrtTab[tableSize];
static unsigned char is_sqrttab_initialized = FALSE; // Once initialized will be true
// Table of precalculated sqrt() for future fast calculation. Approximates the exact with an error of about 0.5%
// Note: To access the bits of a float in C quickly we must misuse pointers.
// More info in: http://en.wikipedia.org/wiki/Single_precision
void build_fsqrt_table(void){
unsigned short i;
float f;
UINT32 *fi = (UINT32*)&f;
if (is_sqrttab_initialized)
return;
const int halfTableSize = (tableSize>>1);
for (i=0; i < halfTableSize; i++){
*fi = 0;
*fi = (i << nUnusedBits) | (127 << 23); // Build a float with the bit pattern i as mantissa, and an exponent of 0, stored as 127
// Take the square root then strip the first 'nBitsForSQRTprecision' bits of the mantissa into the table
f = sqrtf(f);
sqrtTab[i] = (short)((*fi & 0x7fffff) >> nUnusedBits);
// Repeat the process, this time with an exponent of 1, stored as 128
*fi = 0;
*fi = (i << nUnusedBits) | (128 << 23);
f = sqrtf(f);
sqrtTab[i+halfTableSize] = (short)((*fi & 0x7fffff) >> nUnusedBits);
}
is_sqrttab_initialized = TRUE;
}
// Calculation of a square root. Divide the exponent of float by 2 and sqrt() its mantissa using the precalculated table.
float fast_float_sqrt(float n){
if (n <= 0.f)
return 0.f; // On 0 or negative return 0.
UINT32 *num = (UINT32*)&n;
short e; // Exponent
e = (*num >> 23) - 127; // In 'float' the exponent is stored with 127 added.
*num &= 0x7fffff; // leave only the mantissa
// If the exponent is odd so we have to look it up in the second half of the lookup table, so we set the high bit.
const int halfTableSize = (tableSize>>1);
const int secondHalphTableIdBit = halfTableSize << nUnusedBits;
if (e & 0x01)
*num |= secondHalphTableIdBit;
e >>= 1; // Divide the exponent by two (note that in C the shift operators are sign preserving for signed operands
// Do the table lookup, based on the quaternary mantissa, then reconstruct the result back into a float
*num = ((sqrtTab[*num >> nUnusedBits]) << nUnusedBits) | ((e + 127) << 23);
return n;
}