143 lines
5.7 KiB
Markdown
143 lines
5.7 KiB
Markdown
# float-cmp
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[](https://travis-ci.org/mikedilger/float-cmp)
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[](./LICENSE)
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Documentation is available at https://docs.rs/float-cmp
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float-cmp defines and implements traits for approximate comparison of floating point types
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which have fallen away from exact equality due to the limited precision available within
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floating point representations. Implementations of these traits are provided for `f32`
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and `f64` types.
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When I was a kid in the '80s, the programming rule was "Never compare floating point
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numbers". If you can follow that rule and still get the outcome you desire, then more
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power to you. However, if you really do need to compare them, this crate provides a
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reasonable way to do so.
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Another crate `efloat` offers another solution by providing a floating point type that
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tracks its error bounds as operations are performed on it, and thus can implement the
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`ApproxEq` trait in this crate more accurately, without specifying a `Margin`.
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The recommended go-to solution (although it may not be appropriate in all cases) is the
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`approx_eq()` function in the `ApproxEq` trait (or better yet, the macros). For `f32`
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and `f64`, the `F32Margin` and `F64Margin` types are provided for specifying margins as
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both an epsilon value and an ULPs value, and defaults are provided via `Default`
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(although there is no perfect default value that is always appropriate, so beware).
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Several other traits are provided including `Ulps`, `ApproxEqUlps`, `ApproxOrdUlps`, and
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`ApproxEqRatio`.
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## The problem
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Floating point operations must round answers to the nearest representable number. Multiple
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operations may result in an answer different from what you expect. In the following example,
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the assert will fail, even though the printed output says "0.45 == 0.45":
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```rust
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let a: f32 = 0.15 + 0.15 + 0.15;
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let b: f32 = 0.1 + 0.1 + 0.25;
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println!("{} == {}", a, b);
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assert!(a==b) // Fails, because they are not exactly equal
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```
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This fails because the correct answer to most operations isn't exactly representable, and so
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your computer's processor chooses to represent the answer with the closest value it has
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available. This introduces error, and this error can accumulate as multiple operations are
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performed.
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## The solution
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With `ApproxEq`, we can get the answer we intend:
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```rust
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let a: f32 = 0.15 + 0.15 + 0.15;
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let b: f32 = 0.1 + 0.1 + 0.25;
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println!("{} == {}", a, b);
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assert!( approx_eq!(f32, a, b, ulps = 2) );
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```
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## Some explanation
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We use the term ULP (units of least precision, or units in the last place) to mean the
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difference between two adjacent floating point representations (adjacent meaning that there is
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no floating point number between them). This term is borrowed from prior work (personally I
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would have chosen "quanta"). The size of an ULP (measured as a float) varies
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depending on the exponents of the floating point numbers in question. That is a good thing,
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because as numbers fall away from equality due to the imprecise nature of their representation,
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they fall away in ULPs terms, not in absolute terms. Pure epsilon-based comparisons are
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absolute and thus don't map well to the nature of the additive error issue. They work fine
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for many ranges of numbers, but not for others (consider comparing -0.0000000028
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to +0.00000097).
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## Using this crate
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You can use the `ApproxEq` trait directly like so:
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```rust
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assert!( a.approx_eq(b, F32Margin { ulps: 2, epsilon: 0.0 }) );
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```
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We have implemented `From<(f32,i32)>` for `F32Margin` (and similarly for `F64Margin`)
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so you can use this shorthand:
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```rust
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assert!( a.approx_eq(b, (0.0, 2)) );
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```
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With macros, it is easier to be explicit about which type of margin you wish to set,
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without mentioning the other one (the other one will be zero). But the downside is
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that you have to specify the type you are dealing with:
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```rust
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assert!( approx_eq!(f32, a, b, ulps = 2) );
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assert!( approx_eq!(f32, a, b, epsilon = 0.00000003) );
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assert!( approx_eq!(f32, a, b, epsilon = 0.00000003, ulps = 2) );
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assert!( approx_eq!(f32, a, b, (0.0, 2)) );
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assert!( approx_eq!(f32, a, b, F32Margin { epsilon: 0.0, ulps: 2 }) );
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assert!( approx_eq!(f32, a, b, F32Margin::default()) );
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assert!( approx_eq!(f32, a, b) ); // uses the default
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```
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For most cases, I recommend you use a smallish integer for the `ulps` parameter (1 to 5
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or so), and a similar small multiple of the floating point's EPSILON constant (1.0 to 5.0
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or so), but there are *plenty* of cases where this is insufficient.
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## Implementing these traits
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You can implement `ApproxEq` for your own complex types like shown below.
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The floating point type `F` must be `Copy`, but for large types you can implement
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it for references to your type as shown.
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```rust
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use float_cmp::ApproxEq;
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pub struct Vec2<F> {
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pub x: F,
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pub y: F,
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}
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impl<'a, M: Copy, F: Copy + ApproxEq<Margin=M>> ApproxEq for &'a Vec2<F> {
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type Margin = M;
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fn approx_eq<T: Into<Self::Margin>>(self, other: Self, margin: T) -> bool {
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let margin = margin.into();
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self.x.approx_eq(other.x, margin)
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&& self.y.approx_eq(other.y, margin)
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}
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}
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```
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## Non floating-point types
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`ApproxEq` can be implemented for non floating-point types as well, since `Margin` is
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an associated type.
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The `efloat` crate implements (or soon will implement) `ApproxEq` for a compound type
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that tracks floating point error bounds by checking if the error bounds overlap.
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In that case `type Margin = ()`.
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## Inspiration
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This crate was inspired by this Random ASCII blog post:
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[https://randomascii.wordpress.com/2012/02/25/comparing-floating-point-numbers-2012-edition/](https://randomascii.wordpress.com/2012/02/25/comparing-floating-point-numbers-2012-edition/)
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