Java double comparison epsilon

跟風遠走 提交于 2019-11-27 11:13:04
Michael Borgwardt

You do NOT use double to represent money. Not ever. Use java.math.BigDecimal instead.

Then you can specify how exactly to do rounding (which is sometimes dictated by law in financial applications!) and don't have to do stupid hacks like this epsilon thing.

Seriously, using floating point types to represent money is extremely unprofessional.

Yes. Java doubles will hold their precision better than your given epsilon of 0.00001.

Any rounding error that occurs due to the storage of floating point values will occur smaller than 0.00001. I regularly use 1E-6 or 0.000001 for a double epsilon in Java with no trouble.

On a related note, I like the format of epsilon = 1E-5; because I feel it is more readable (1E-5 in Java = 1 x 10^-5). 1E-6 is easy to distinguish from 1E-5 when reading code whereas 0.00001 and 0.000001 look so similar when glancing at code I think they are the same value.

Josh Lee

Whoa whoa whoa. Is there a specific reason you're using floating-point for currency, or would things be better off with an arbitrary-precision, fixed-point number format? I have no idea what the specific problem that you're trying to solve is, but you should think about whether or not half a cent is really something you want to work with, or if it's just an artifact of using an imprecise number format.

If you can use BigDecimal, then use it, else:

/**
  *@param precision number of decimal digits
  */
public static boolean areEqualDouble(double a, double b, int precision) {
   return Math.abs(a - b) <= Math.pow(10, -precision);
}

If you are dealing with money I suggest checking the Money design pattern (originally from Martin Fowler's book on enterprise architectural design).

I suggest reading this link for the motivation: http://wiki.moredesignpatterns.com/space/Value+Object+Motivation+v2

Bill

While I agree with the idea that double is bad for money, still the idea of comparing doubles has interest. In particular the suggested use of epsilon is only suited to numbers in a specific range. Here is a more general use of an epsilon, relative to the ratio of the two numbers (test for 0 is omitted):

boolean equal(double d1, double d2) {
  double d = d1 / d2;
  return (Math.abs(d - 1.0) < 0.001);
}

Floating point numbers only have so many significant digits, but they can go much higher. If your app will ever handle large numbers, you will notice the epsilon value should be different.

0.001+0.001 = 0.002 BUT 12,345,678,900,000,000,000,000+1=12,345,678,900,000,000,000,000 if you are using floating point and double. It's not a good representation of money, unless you are damn sure you'll never handle more than a million dollars in this system.

Cents? If you're calculationg money values you really shouldn't use float values. Money is actually countable values. The cents or pennys etc. could be considered the two (or whatever) least significant digits of an integer. You could store, and calculate money values as integers and divide by 100 (e.g. place dot or comma two before the two last digits). Using float's can lead to strange rounding errors...

Anyway, if your epsilon is supposed to define the accuracy, it looks a bit too small (too accurate)...

As other commenters correctly noted, you should never use floating-point arithmetic when exact values are required, such as for monetary values. The main reason is indeed the rounding behaviour inherent in floating-points, but let's not forget that dealing with floating-points means also having to deal with infinite and NaN values.

As an illustration that your approach simply doesn't work, here is some simple test code. I simply add your EPSILON to 10.0 and look whether the result is equal to 10.0 -- which it shouldn't be, as the difference is clearly not less than EPSILON:

    double a = 10.0;
    double b = 10.0 + EPSILON;
    if (!equals(a, b)) {
        System.out.println("OK: " + a + " != " + b);
    } else {
        System.out.println("ERROR: " + a + " == " + b);
    }

Surprise:

    ERROR: 10.0 == 10.00001

The errors occurs because of the loss if significant bits on subtraction if two floating-point values have different exponents.

If you think of applying a more advanced "relative difference" approach as suggested by other commenters, you should read Bruce Dawson's excellent article Comparing Floating Point Numbers, 2012 Edition, which shows that this approach has similar shortcomings and that there is actually no fail-safe approximate floating-point comparison that works for all ranges of floating-point numbers.

To make things short: Abstain from doubles for monetary values, and use exact number representations such as BigDecimal. For the sake of efficiency, you could also use longs interpreted as "millis" (tenths of cents), as long as you reliably prevent over- and underflows. This yields a maximum representable values of 9'223'372'036'854'775.807, which should be enough for most real-world applications.

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