First, a few things to note:
- The "Standard" way to do this is to choose an constant epsilon, but constant epsilons do not work correctly for all number ranges.
- If you want to use a constant epsilon
sqrt(EPSILON)
the square root of the epsilon from float.h
is a generally considered a good value. (this comes from an infamous "orange book" who's name escapes me at the moment).
- Floating point division is going to be slow, so you probably want to avoid it for comparisons even if it behaves like picking an epsilon that is custom made for the numbers' magnitudes.
What do you really want to do? something like this:
Compare how many representable floating point numbers the values differ by.
This code comes from this really great article by Bruce Dawson. The article has been since updated here. The main difference is the old article breaks the strict-aliasing rule. (casting floating pointers to int pointer, dereferencing, writing, casting back). While the C/C++ purist will quickly point out the flaw, in practice this works, and I consider the code more readable. However, the new article uses unions and C/C++ gets to keep its dignity. For brevity I give the code that breaks strict aliasing below.
// Usable AlmostEqual function
bool AlmostEqual2sComplement(float A, float B, int maxUlps)
{
// Make sure maxUlps is non-negative and small enough that the
// default NAN won't compare as equal to anything.
assert(maxUlps > 0 && maxUlps < 4 * 1024 * 1024);
int aInt = *(int*)&A;
// Make aInt lexicographically ordered as a twos-complement int
if (aInt < 0)
aInt = 0x80000000 - aInt;
// Make bInt lexicographically ordered as a twos-complement int
int bInt = *(int*)&B;
if (bInt < 0)
bInt = 0x80000000 - bInt;
int intDiff = abs(aInt - bInt);
if (intDiff <= maxUlps)
return true;
return false;
}
The basic idea in the code above is to first notice that given the IEEE 754 floating point format, {sign-bit, biased-exponent, mantissa}
, that the numbers are lexicographically ordered if interpreted as signed magnitude ints. That is the sign bit becomes the sign bit, the and the exponent always completely outranks the mantissa in defining magnitude of the float and because it comes first in determining the magnitude of the number interpreted as an int.
So, we interpret the bit representation of the floating point number as a signed-magnitude int. We then convert the signed-magnitude ints to a two's complement ints by subtracting them from 0x80000000 if the number is negative. Then we just compare the two values as we would any signed two's complement ints, and seeing how many values they differ by. If this amount is less than the threshold you choose for how many representable floats the values may differ by and still be considered equal, then you say that they are "equal." Note that this method correctly lets "equal" numbers differ by larger values for larger magnitude floats, and by smaller values for smaller magnitude floats.