File: FloatingPointExtensions.swift

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/*
 This source file is part of the Swift.org open source project

 Copyright (c) 2019 Apple Inc. and the Swift project authors
 Licensed under Apache License v2.0 with Runtime Library Exception

 See http://swift.org/LICENSE.txt for license information
 See http://swift.org/CONTRIBUTORS.txt for Swift project authors
*/

// Taken from https://github.com/apple/swift-evolution/blob/master/proposals/0259-approximately-equal.md while we wait
// for the proposal to be proposed again.
extension FloatingPoint {
    /// Test approximate equality with relative tolerance.
    ///
    /// Do not use this function to check if a number is approximately
    /// zero; no reasoned relative tolerance can do what you want for
    /// that case. Use `isAlmostZero` instead for that case.
    ///
    /// The relation defined by this predicate is symmetric and reflexive
    /// (except for NaN), but *is not* transitive. Because of this, it is
    /// often unsuitable for use for key comparisons, but it can be used
    /// successfully in many other contexts.
    ///
    /// The internet is full advice about what not to do when comparing
    /// floating-point values:
    ///
    /// - "Never compare floats for equality."
    /// - "Always use an epsilon."
    /// - "Floating-point values are always inexact."
    ///
    /// Much of this advice is false, and most of the rest is technically
    /// correct but misleading. Almost none of it provides specific and
    /// correct recommendations for what you *should* do if you need to
    /// compare floating-point numbers.
    ///
    /// There is no uniformly correct notion of "approximate equality", and
    /// there is no uniformly correct tolerance that can be applied without
    /// careful analysis. This function considers two values to be almost
    /// equal if the relative difference between them is smaller than the
    /// specified `tolerance`.
    ///
    /// The default value of `tolerance` is `sqrt(.ulpOfOne)`; this value
    /// comes from the common numerical analysis wisdom that if you don't
    /// know anything about a computation, you should assume that roughly
    /// half the bits may have been lost to rounding. This is generally a
    /// pretty safe choice of tolerance--if two values that agree to half
    /// their bits but are not meaningfully almost equal, the computation
    /// is likely ill-conditioned and should be reformulated.
    ///
    /// For more complete guidance on an appropriate choice of tolerance,
    /// consult with a friendly numerical analyst.
    ///
    /// - Parameters:
    ///   - other: the value to compare with `self`
    ///   - tolerance: the relative tolerance to use for the comparison.
    ///     Should be in the range (.ulpOfOne, 1).
    ///
    /// - Returns: `true` if `self` is almost equal to `other`; otherwise
    ///   `false`.
    @inlinable
    public func spm_isAlmostEqual(
        to other: Self,
        tolerance: Self = Self.ulpOfOne.squareRoot()
    ) -> Bool {
        // tolerances outside of [.ulpOfOne,1) yield well-defined but useless results,
        // so this is enforced by an assert rathern than a precondition.
        assert(tolerance >= .ulpOfOne && tolerance < 1, "tolerance should be in [.ulpOfOne, 1).")
        // The simple computation below does not necessarily give sensible
        // results if one of self or other is infinite; we need to rescale
        // the computation in that case.
        guard self.isFinite && other.isFinite else {
            return rescaledAlmostEqual(to: other, tolerance: tolerance)
        }
        // This should eventually be rewritten to use a scaling facility to be
        // defined on FloatingPoint suitable for hypot and scaled sums, but the
        // following is good enough to be useful for now.
        let scale = max(abs(self), abs(other), .leastNormalMagnitude)
        return abs(self - other) < scale*tolerance
    }

    /// Test if this value is nearly zero with a specified `absoluteTolerance`.
    ///
    /// This test uses an *absolute*, rather than *relative*, tolerance,
    /// because no number should be equal to zero when a relative tolerance
    /// is used.
    ///
    /// Some very rough guidelines for selecting a non-default tolerance for
    /// your computation can be provided:
    ///
    /// - If this value is the result of floating-point additions or
    ///   subtractions, use a tolerance of `.ulpOfOne * n * scale`, where
    ///   `n` is the number of terms that were summed and `scale` is the
    ///   magnitude of the largest term in the sum.
    ///
    /// - If this value is the result of floating-point multiplications,
    ///   consider each term of the product: what is the smallest value that
    ///   should be meaningfully distinguished from zero? Multiply those terms
    ///   together to get a tolerance.
    ///
    /// - More generally, use half of the smallest value that should be
    ///   meaningfully distinct from zero for the purposes of your computation.
    ///
    /// For more complete guidance on an appropriate choice of tolerance,
    /// consult with a friendly numerical analyst.
    ///
    /// - Parameter absoluteTolerance: values with magnitude smaller than
    ///   this value will be considered to be zero. Must be greater than
    ///   zero.
    ///
    /// - Returns: `true` if `abs(self)` is less than `absoluteTolerance`.
    ///            `false` otherwise.
    @inlinable
    public func spm_isAlmostZero(
        absoluteTolerance tolerance: Self = Self.ulpOfOne.squareRoot()
    ) -> Bool {
        assert(tolerance > 0)
        return abs(self) < tolerance
    }

    /// Rescales self and other to give meaningful results when one of them
    /// is infinite. We also handle NaN here so that the fast path doesn't
    /// need to worry about it.
    @usableFromInline
    internal func rescaledAlmostEqual(to other: Self, tolerance: Self) -> Bool {
        // NaN is considered to be not approximately equal to anything, not even
        // itself.
        if self.isNaN || other.isNaN { return false }
        if self.isInfinite {
            if other.isInfinite { return self == other }
            // Self is infinite and other is finite. Replace self with the binade
            // of the greatestFiniteMagnitude, and reduce the exponent of other by
            // one to compensate.
            let scaledSelf = Self(
                sign: self.sign,
                exponent: Self.greatestFiniteMagnitude.exponent,
                significand: 1)
            let scaledOther = Self(
                sign: .plus,
                exponent: -1,
                significand: other)
            // Now both values are finite, so re-run the naive comparison.
            return scaledSelf.spm_isAlmostEqual(to: scaledOther, tolerance: tolerance)
        }
        // If self is finite and other is infinite, flip order and use scaling
        // defined above, since this relation is symmetric.
        return other.rescaledAlmostEqual(to: self, tolerance: tolerance)
    }
}