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How should I do floating point comparison?
Is it not recommended to compare for equality a double and a double literal in C++, because I guess it is compiler dependent?
To be more precise it is not OK to compare a double which is hard-coded (a literal in the source code) and a double which should be computed, as the last number of the resultant of the calculation can vary from one compiler to another. Is this not standardized?
I heard this is mentioned in Knuth's TeXbook, is that right?
If this is all true, what is the solution?
You've misunderstood the advice a bit. The point is that floating-point computations aren't exact. Rounding errors occur, and precision is gradually lost. Take something as simple as 1.0/10.0. The result should be 0.1, but it isn't, because 0.1 cannot be represented exactly in floating-point format. So the actual result will be slightly different. The same is true for countless other operations, so the point has nothing to do with const doubles. It has to do with not expecting the result to be exact. If you perform some computation where the result should be 1.0, then you should not test it for equality against 1.0, because rounding errors might mean that it actually came out 0.9999999997 instead.
So the usual solution is to test if the result is sufficiently close to 1.0. If it is close, then we assume "it's good enough", and act as if the result had been 1.0.
The bottom line is that strict equality is rarely used for floating-point values. Instead, you should test if the difference between the two values is less than some small value (typically called the epsilon)
The problem you are talking about is due to rounding errors and will happen for every floating point number. What you can do is define an epsilon and see if the difference between the two floating point numbers is smaller than this. E.g.:
double A = somethingA();
double B = somethingB();
double epsilon = 0.00001;
if (abs(A - B) < epsilon)
doublesAreEqual();
[Edit] Also see this question: What is the most effective way for float and double comparison?.
The key problem is how floating point arithmetic works - it includes rounding that can lead to comparison for equality evaluated wrong. This applies to all floating point numbers regardless of whether variable is declared const or not.
if you do floating point calculations and you need to do comparisons with certain fixed values it is always safer to use an epsilon value to take into account precision errors .
Example:
double calcSomeStuf();
if ( calcSomeStuf() == 0.1 ) { ...}
is a bad idea
however:
const double epsilon = 0.005
double calcSomeStuf();
if ( abs(calcSomeStuf() - 0.1) < epsilon ) { ...}
is a lot safer (especially considering the fact that 0.1 cannot be represented exactly as a double)
This is necessary because when accumulating floating point operations rounding errors occur, and due to the nature of floating point not all numbers can be represented exactly
Related
I was solving an equation using double precision and I got -7.07649e-17 as a solution instead of 0.
I agree it's close enough that I can say it's equal but I've read that the machine epsilon for the C++ double type is 2^-52 which is larger than the value I get.
So why do I have an inferior value than the machine epsilon?
Why isn't the value rounded to zero?
It's not a big deal but when I do a logical test it appears that my value is not zero...
There are two different constants in this story. One is epsilon, which is a minimal value that when added to 1.0 produces a value different from 1.0. If you add a smaller value to 1.0 you will again get a 1.0, because there are physical limits to the representation of a number in a computer. But there are values that are less than epsilon and greater than zero. Smallest such number for a double you get with std::numeric_limits<double>::min.
For reference, you get epsilon with std::numeric_limits<double>::epsilon.
You are not guaranteed that rounding will take place at any particular time. The C++ standard permits the implementation to use additional precision pretty much anywhere it wants to and many real-world implementations do exactly that.
A common solution for the floating point precision problem is to define an epsilon value yourself and compare to that instead of zero.
e.g.
double epsilon = 0.00001;
if (abs(value) < epsilon) // treat value as 0 in your code
I was solving an equation using double precision and I got -7.07649e-17 as a solution instead of 0.
I agree it's close enough that I can say it's equal but I've read that the machine epsilon for the C++ double type is 2^-52 which is larger than the value I get.
So why do I have an inferior value than the machine epsilon?
Why isn't the value rounded to zero?
It's not a big deal but when I do a logical test it appears that my value is not zero...
There are two different constants in this story. One is epsilon, which is a minimal value that when added to 1.0 produces a value different from 1.0. If you add a smaller value to 1.0 you will again get a 1.0, because there are physical limits to the representation of a number in a computer. But there are values that are less than epsilon and greater than zero. Smallest such number for a double you get with std::numeric_limits<double>::min.
For reference, you get epsilon with std::numeric_limits<double>::epsilon.
You are not guaranteed that rounding will take place at any particular time. The C++ standard permits the implementation to use additional precision pretty much anywhere it wants to and many real-world implementations do exactly that.
A common solution for the floating point precision problem is to define an epsilon value yourself and compare to that instead of zero.
e.g.
double epsilon = 0.00001;
if (abs(value) < epsilon) // treat value as 0 in your code
I am aware, that to compare two floating point values one needs to use some epsilon precision, as they are not exact. However, I wonder if there are edge cases, where I don't need that epsilon.
In particular, I would like to know if it is always safe to do something like this:
double foo(double x){
if (x < 0.0) return 0.0;
else return somethingelse(x); // somethingelse(x) != 0.0
}
int main(){
int x = -3.0;
if (foo(x) == 0.0) {
std::cout << "^- is this comparison ok?" << std::endl;
}
}
I know that there are better ways to write foo (e.g. returning a flag in addition), but I wonder if in general is it ok to assign 0.0 to a floating point variable and later compare it to 0.0.
Or more general, does the following comparison yield true always?
double x = 3.3;
double y = 3.3;
if (x == y) { std::cout << "is an epsilon required here?" << std::endl; }
When I tried it, it seems to work, but it might be that one should not rely on that.
Yes, in this example it is perfectly fine to check for == 0.0. This is not because 0.0 is special in any way, but because you only assign a value and compare it afterwards. You could also set it to 3.3 and compare for == 3.3, this would be fine too. You're storing a bit pattern, and comparing for that exact same bit pattern, as long as the values are not promoted to another type for doing the comparison.
However, calculation results that would mathematically equal zero would not always equal 0.0.
This Q/A has evolved to also include cases where different parts of the program are compiled by different compilers. The question does not mention this, my answer applies only when the same compiler is used for all relevant parts.
C++ 11 Standard,
§5.10 Equality operators
6 If both operands are of arithmetic or enumeration type, the usual
arithmetic conversions are performed on both operands; each of the
operators shall yield true if the specified relationship is true and
false if it is false.
The relationship is not defined further, so we have to use the common meaning of "equal".
§2.13.4 Floating literals
1 [...] If the scaled value is in the range of representable values
for its type, the result is the scaled value if representable, else
the larger or smaller representable value nearest the scaled value,
chosen in an implementation-defined manner. [...]
The compiler has to choose between exactly two values when converting a literal, when the value is not representable. If the same value is chosen for the same literal consistently, you are safe to compare values such as 3.3, because == means "equal".
Yes, if you return 0.0 you can compare it to 0.0; 0 is representable exactly as a floating-point value. If you return 3.3 you have to be a much more careful, since 3.3 is not exactly representable, so a conversion from double to float, for example, will produce a different value.
correction: 0 as a floating point value is not unique, but IEEE 754 defines the comparison 0.0==-0.0 to be true (any zero for that matter).
So with 0.0 this works - for every other number it does not. The literal 3.3 in one compilation unit (e.g. a library) and another (e.g. your application) might differ. The standard only requires the compiler to use the same rounding it would use at runtime - but different compilers / compiler settings might use different rounding.
It will work most of the time (for 0), but is very bad practice.
As long as you are using the same compiler with the same settings (e.g. one compilation unit) it will work because the literal 0.0 or 0.0f will translate to the same bit pattern every time. The representation of zero is not unique though. So if foo is declared in a library and your call to it in some application the same function might fail.
You can rescue this very case by using std::fpclassify to check whether the returned value represents a zero. For every finite (non-zero) value you will have to use an epsilon-comparison though unless you stay within one compilation unit and perform no operations on the values.
As written in both cases you are using identical constants in the same file fed to the same compiler. The string to float conversion the compiler uses should return the same bit pattern so these should not only be equal as in a plus or minus cases for zero thing but equal bit by bit.
Were you to have a constant which uses the operating systems C library to generate the bit pattern then have a string to f or something that can possibly use a different C library if the binary is transported to another computer than the one compiled on. You might have a problem.
Certainly if you compute 3.3 for one of the terms, runtime, and have the other 3.3 computed compile time again you can and will get failures on the equal comparisons. Some constants obviously are more likely to work than others.
Of course as written your 3.3 comparison is dead code and the compiler just removes it if optimizations are enabled.
You didnt specify the floating point format nor standard if any for that format you were interested in. Some formats have the +/- zero problem, some dont for example.
It is a common misconception that floating point values are "not exact". In fact each of them is perfectly exact (except, may be, some special cases as -0.0 or Inf) and equal to s·2e – (p – 1), where s, e, and p are significand, exponent, and precision correspondingly, each of them integer. E.g. in IEEE 754-2008 binary32 format (aka float32) p = 24 and 1 is represented as 0x800000·20 – 23. There are two things that are really not exact when you deal with floating point values:
Representation of a real value using a FP one. Obviously, not all real numbers can be represented using a given FP format, so they have to be somehow rounded. There are several rounding modes, but the most commonly used is the "Round to nearest, ties to even". If you always use the same rounding mode, which is almost certainly the case, the same real value is always represented with the same FP one. So you can be sure that if two real values are equal, their FP counterparts are exactly equal too (but not the reverse, obviously).
Operations with FP numbers are (mostly) inexact. So if you have some real-value function φ(ξ) implemented in the computer as a function of a FP argument f(x), and you want to compare its result with some "true" value y, you need to use some ε in comparison, because it is very hard (sometimes even impossible) to white a function giving exactly y. And the value of ε strongly depends on the nature of the FP operations involved, so in each particular case there may be different optimal value.
For more details see D. Goldberg. What Every Computer Scientist Should Know About Floating-Point Arithmetic, and J.-M. Muller et al. Handbook of Floating-Point Arithmetic. Both texts you can find in the Internet.
For example, The code below will give undesirable result due to precision of floating point numbers.
double a = 1 / 3.0;
int b = a * 3; // b will be 0 here
I wonder whether similar problems will show up if I use mathematical functions. For example
int a = sqrt(4); // Do I have guarantee that I will always get 2 here?
int b = log2(8); // Do I have guarantee that I will always get 3 here?
If not, how to solve this problem?
Edit:
Actually, I came across this problem when I was programming for an algorithm task. There I want to get
the largest integer which is power of 2 and is less than or equal to integer N
So round function can not solve my problem. I know I can solve this problem through a loop, but it seems not very elegant.
I want to know if
int a = pow(2, static_cast<int>(log2(N)));
can always give correct result. For example if N==8, is it possible that log2(N) gives me something like 2.9999999999999 and the final result become 4 instead of 8?
Inaccurate operands vs inaccurate results
I wonder whether similar problems will show up if I use mathematical functions.
Actually, the problem that could prevent log2(8) to be 3 does not exist for basic operations (including *). But it exists for the log2 function.
You are confusing two different issues:
double a = 1 / 3.0;
int b = a * 3; // b will be 0 here
In the example above, a is not exactly 1/3, so it is possible that a*3 does not produce 1.0. The product could have happened to round to 1.0, it just doesn't. However, if a somehow had been exactly 1/3, the product of a by 3 would have been exactly 1.0, because this is how IEEE 754 floating-point works: the result of basic operations is the nearest representable value to the mathematical result of the same operation on the same operands. When the exact result is representable as a floating-point number, then that representation is what you get.
Accuracy of sqrt and log2
sqrt is part of the “basic operations”, so sqrt(4) is guaranteed always, with no exception, in an IEEE 754 system, to be 2.0.
log2 is not part of the basic operations. The result of an implementation of this function is not guaranteed by the IEEE 754 standard to be the closest to the mathematical result. It can be another representable number further away. So without more hypotheses on the log2 function that you use, it is impossible to tell what log2(8.0) can be.
However, most implementations of reasonable quality for elementary functions such as log2 guarantee that the result of the implementation is within 1 ULP of the mathematical result. When the mathematical result is not representable, this means either the representable value above or the one below (but not necessarily the closest one of the two). When the mathematical result is exactly representable (such as 3.0), then this representation is still the only one guaranteed to be returned.
So about log2(8), the answer is “if you have a reasonable quality implementation of log2, you can expect the result to be 3.0`”.
Unfortunately, not every implementation of every elementary function is a quality implementation. See this blog post, caused by a widely used implementation of pow being inaccurate by more than 1 ULP when computing pow(10.0, 2.0), and thus returning 99.0 instead of 100.0.
Rounding to the nearest integer
Next, in each case, you assign the floating-point to an int with an implicit conversion. This conversion is defined in the C++ standard as truncating the floating-point values (that is, rounding towards zero). If you expect the result of the floating-point computation to be an integer, you can round the floating-point value to the nearest integer before assigning it. It will help obtain the desired answer in all cases where the error does not accumulate to a value larger than 1/2:
int b = std::nearbyint(log2(8.0));
To conclude with a straightforward answer to the question the the title: yes, you should worry about accuracy when using floating-point functions for the purpose of producing an integral end-result. These functions do not come even with the guarantees that basic operations come with.
Unfortunately the default conversion from a floating point number to integer in C++ is really crazy as it works by dropping the decimal part.
This is bad for two reasons:
a floating point number really really close to a positive integer, but below it will be converted to the previous integer instead (e.g. 3-1×10-10 = 2.9999999999 will be converted to 2)
a floating point number really really close to a negative integer, but above it will be converted to the next integer instead (e.g. -3+1×10-10 = -2.9999999999 will be converted to -2)
The combination of (1) and (2) means also that using int(x + 0.5) will not work reasonably as it will round negative numbers up.
There is a reasonable round function, but unfortunately returns another floating point number, thus you need to write int(round(x)).
When working with C99 or C++11 you can use lround(x).
Note that the only numbers that can be represented correctly in floating point are quotients where the denominator is an integral power of 2.
For example 1/65536 = 0.0000152587890625 can be represented correctly, but even just 0.1 is impossible to represent correctly and thus any computation involving that quantity will be approximated.
Of course when using 0.1 approximations can cancel out leaving a correct result occasionally, but even just adding ten times 0.1 will not give 1.0 as result when doing the computation using IEEE754 double-precision floating point numbers.
Even worse the compilers are allowed to use higher precision for intermediate results. This means that adding 10 times 0.1 may give back 1 when converted to an integer if the compiler decides to use higher accuracy and round to closest double at the end.
This is "worse" because despite being the precision higher the results are compiler and compiler options dependent, making reasoning about the computations harder and making the exact result non portable among different systems (even if they use the same precision and format).
Most compilers have special options to avoid this specific problem.
When comparing doubles for equality, we need to give a tolerance level, because floating-point computation might introduce errors. For example:
double x;
double y;
x = f();
y = g();
if (fabs(x-y)<epsilon) {
// they are equal!
} else {
// they are not!
}
However, if I simply assign a constant value, without any computation, do I still need to check the epsilon?
double x = 1;
double y = 1;
if (x==y) {
// they are equal!
} else {
// no they are not!
}
Is == comparison good enough? Or I need to do fabs(x-y)<epsilon again? Is it possible to introduce error in assigning? Am I too paranoid?
How about casting (double x = static_cast<double>(100))? Is that gonna introduce floating-point error as well?
I am using C++ on Linux, but if it differs by language, I would like to understand that as well.
Actually, it depends on the value and the implementation. The C++ standard (draft n3126) has this to say in 2.14.4 Floating literals:
If the scaled value is in the range of representable values for its type, the result is the scaled value if representable, else the larger or smaller representable value nearest the scaled value, chosen in an implementation-defined manner.
In other words, if the value is exactly representable (and 1 is, in IEEE754, as is 100 in your static cast), you get the value. Otherwise (such as with 0.1) you get an implementation-defined close match (a). Now I'd be very worried about an implementation that chose a different close match based on the same input token but it is possible.
(a) Actually, that paragraph can be read in two ways, either the implementation is free to choose either the closest higher or closest lower value regardless of which is actually the closest, or it must choose the closest to the desired value.
If the latter, it doesn't change this answer however since all you have to do is hardcode a floating point value exactly at the midpoint of two representable types and the implementation is once again free to choose either.
For example, it might alternate between the next higher and next lower for the same reason banker's rounding is applied - to reduce the cumulative errors.
No if you assign literals they should be the same :)
Also if you start with the same value and do the same operations, they should be the same.
Floating point values are non-exact, but the operations should produce consistent results :)
Both cases are ultimately subject to implementation defined representations.
Storage of floating point values and their representations take on may forms - load by address or constant? optimized out by fast math? what is the register width? is it stored in an SSE register? Many variations exist.
If you need precise behavior and portability, do not rely on this implementation defined behavior.
IEEE-754, which is a standard common implementations of floating point numbers abide to, requires floating-point operations to produce a result that is the nearest representable value to an infinitely-precise result. Thus the only imprecision that you will face is rounding after each operation you perform, as well as propagation of rounding errors from the operations performed earlier in the chain. Floats are not per se inexact. And by the way, epsilon can and should be computed, you can consult any numerics book on that.
Floating point numbers can represent integers precisely up to the length of their mantissa. So for example if you cast from an int to a double, it will always be exact, but for casting into into a float, it will no longer be exact for very large integers.
There is one major example of extensive usage of floating point numbers as a substitute for integers, it's the LUA scripting language, which has no integer built-in type, and floating-point numbers are used extensively for logic and flow control etc. The performance and storage penalty from using floating-point numbers turns out to be smaller than the penalty of resolving multiple types at run time and makes the implementation lighter. LUA has been extensively used not only on PC, but also on game consoles.
Now, many compilers have an optional switch that disables IEEE-754 compatibility. Then compromises are made. Denormalized numbers (very very small numbers where the exponent has reached smallest possible value) are often treated as zero, and approximations in implementation of power, logarithm, sqrt, and 1/(x^2) can be made, but addition/subtraction, comparison and multiplication should retain their properties for numbers which can be exactly represented.
The easy answer: For constants == is ok.
There are two exceptions which you should be aware of:
First exception:
0.0 == -0.0
There is a negative zero which compares equal for the IEEE 754 standard. This means
1/INFINITY == 1/-INFINITY which breaks f(x) == f(y) => x == y
Second exception:
NaN != NaN
This is a special caveat of NotaNumber which allows to find out if a number is a NaN
on systems which do not have a test function available (Yes, that happens).