-- | -- Module : Numeric.MathFunctions.Comparison -- Copyright : (c) 2011 Bryan O'Sullivan -- License : BSD3 -- -- Maintainer : bos@serpentine.com -- Stability : experimental -- Portability : portable -- -- Functions for approximate comparison of floating point numbers. -- -- Approximate floating point comparison, based on Bruce Dawson's -- \"Comparing floating point numbers\": -- <http://www.cygnus-software.com/papers/comparingfloats/comparingfloats.htm> module Numeric.MathFunctions.Comparison ( -- * Relative erros relativeError , eqRelErr -- * Ulps-based comparison , addUlps , ulpDistance , ulpDelta , within ) where import Control.Monad.ST (runST) import Data.Primitive.ByteArray (newByteArray, readByteArray, writeByteArray) import Data.Word (Word64) import Data.Int (Int64) ---------------------------------------------------------------- -- Ulps-based comparison ---------------------------------------------------------------- -- | -- Calculate relative error of two numbers: -- -- \[ \frac{|a - b|}{\max(|a|,|b|)} \] -- -- It lies in [0,1) interval for numbers with same sign and (1,2] for -- numbers with different sign. If both arguments are zero or negative -- zero function returns 0. If at least one argument is transfinite it -- returns NaN relativeError :: Double -> Double -> Double relativeError a b | a == 0 && b == 0 = 0 | otherwise = abs (a - b) / max (abs a) (abs b) -- | Check that relative error between two numbers @a@ and @b@. If -- 'relativeError' returns NaN it returns @False@. eqRelErr :: Double -- ^ /eps/ relative error should be in [0,1) range -> Double -- ^ /a/ -> Double -- ^ /b/ -> Bool eqRelErr eps a b = relativeError a b < eps ---------------------------------------------------------------- -- Ulps-based comparison ---------------------------------------------------------------- -- | -- Add N ULPs (units of least precision) to @Double@ number. addUlps :: Int -> Double -> Double addUlps n a = runST $ do buf <- newByteArray 8 ai0 <- writeByteArray buf 0 a >> readByteArray buf 0 -- Convert to ulps number represented as Int64 let big = 0x8000000000000000 order :: Word64 -> Int64 order i | i < big = fromIntegral i | otherwise = fromIntegral $ maxBound - (i - big) unorder :: Int64 -> Word64 unorder i | i >= 0 = fromIntegral i | otherwise = big + (maxBound - (fromIntegral i)) let ai0' = unorder $ order ai0 + fromIntegral n writeByteArray buf 0 ai0' >> readByteArray buf 0 -- | -- Measure distance between two @Double@s in ULPs (units of least -- precision). Note that it's different from @abs (ulpDelta a b)@ -- since it returns correct result even when 'ulpDelta' overflows. ulpDistance :: Double -> Double -> Word64 ulpDistance a b = runST $ do buf <- newByteArray 8 ai0 <- writeByteArray buf 0 a >> readByteArray buf 0 bi0 <- writeByteArray buf 0 b >> readByteArray buf 0 -- IEEE754 floats use most significant bit as sign bit (not -- 2-complement) and we need to rearrange representations of float -- number so that they could be compared lexicographically as -- Word64. let big = 0x8000000000000000 order i | i < big = i + big | otherwise = maxBound - i ai = order ai0 bi = order bi0 d | ai > bi = ai - bi | otherwise = bi - ai return $! d -- | -- Measure signed distance between two @Double@s in ULPs (units of least -- precision). Note that unlike 'ulpDistance' it can overflow. -- -- > >>> ulpDelta 1 (1 + m_epsilon) -- > 1 ulpDelta :: Double -> Double -> Int64 ulpDelta a b = runST $ do buf <- newByteArray 8 ai0 <- writeByteArray buf 0 a >> readByteArray buf 0 bi0 <- writeByteArray buf 0 b >> readByteArray buf 0 -- IEEE754 floats use most significant bit as sign bit (not -- 2-complement) and we need to rearrange representations of float -- number so that they could be compared lexicographically as -- Word64. let big = 0x8000000000000000 :: Word64 order i | i < big = i + big | otherwise = maxBound - i ai = order ai0 bi = order bi0 return $! fromIntegral $ bi - ai -- | Compare two 'Double' values for approximate equality, using -- Dawson's method. -- -- The required accuracy is specified in ULPs (units of least -- precision). If the two numbers differ by the given number of ULPs -- or less, this function returns @True@. within :: Int -- ^ Number of ULPs of accuracy desired. -> Double -> Double -> Bool within ulps a b | ulps < 0 = False | otherwise = ulpDistance a b <= fromIntegral ulps