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Centralize and update docs for floating point comparisons
The new docs mention that Approx is deprecated and should not be used, and explain the reasons behind it. Closes #1444
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Martin Hořeňovský
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0c962d11b3
@ -7,6 +7,7 @@ Once you're up and running consider the following reference material.
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Writing tests:
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* [Assertion macros](assertions.md#top)
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* [Matchers](matchers.md#top)
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* [Comparing floating point numbers](comparing-floating-point-numbers.md#top)
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* [Logging macros](logging.md#top)
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* [Test cases and sections](test-cases-and-sections.md#top)
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* [Test fixtures](test-fixtures.md#top)
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@ -53,56 +53,8 @@ This expression is too complex because of the `||` operator. If you want to chec
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### Floating point comparisons
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When comparing floating point numbers - especially if at least one of them has been computed - great care must be taken to allow for rounding errors and inexact representations.
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Catch provides a way to perform tolerant comparisons of floating point values through use of a wrapper class called `Approx`. `Approx` can be used on either side of a comparison expression. It overloads the comparisons operators to take a tolerance into account. Here's a simple example:
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```cpp
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REQUIRE( performComputation() == Approx( 2.1 ) );
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```
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Catch also provides a user-defined literal for `Approx`; `_a`. It resides in
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the `Catch::literals` namespace and can be used like so:
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```cpp
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using namespace Catch::literals;
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REQUIRE( performComputation() == 2.1_a );
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```
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`Approx` is constructed with defaults that should cover most simple cases.
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For the more complex cases, `Approx` provides 3 customization points:
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* __epsilon__ - epsilon serves to set the coefficient by which a result
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can differ from `Approx`'s value before it is rejected.
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_By default set to `std::numeric_limits<float>::epsilon()*100`._
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* __margin__ - margin serves to set the the absolute value by which
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a result can differ from `Approx`'s value before it is rejected.
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_By default set to `0.0`._
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* __scale__ - scale is used to change the magnitude of `Approx` for relative check.
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_By default set to `0.0`._
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#### epsilon example
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```cpp
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Approx target = Approx(100).epsilon(0.01);
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100.0 == target; // Obviously true
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200.0 == target; // Obviously still false
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100.5 == target; // True, because we set target to allow up to 1% difference
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```
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#### margin example
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```cpp
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Approx target = Approx(100).margin(5);
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100.0 == target; // Obviously true
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200.0 == target; // Obviously still false
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104.0 == target; // True, because we set target to allow absolute difference of at most 5
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```
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#### scale
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Scale can be useful if the computation leading to the result worked
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on different scale than is used by the results. Since allowed difference
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between Approx's value and compared value is based primarily on Approx's value
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(the allowed difference is computed as
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`(Approx::scale + Approx::value) * epsilon`), the resulting comparison could
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need rescaling to be correct.
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Comparing floating point numbers is complex, and [so it has its own
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documentation page](comparing-floating-point-numbers.md#top).
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## Exceptions
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192
docs/comparing-floating-point-numbers.md
Normal file
192
docs/comparing-floating-point-numbers.md
Normal file
@ -0,0 +1,192 @@
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<a id="top"></a>
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# Comparing floating point numbers with Catch2
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If you are not deeply familiar with them, floating point numbers can be
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unintuitive. This also applies to comparing floating point numbers for
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(in)equality.
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This page assumes that you have some understanding of both FP, and the
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meaning of different kinds of comparisons, and only goes over what
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functionality Catch2 provides to help you with comparing floating point
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numbers. If you do not have this understanding, we recommend that you first
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study up on floating point numbers and their comparisons, e.g. by [reading
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this blog post](https://codingnest.com/the-little-things-comparing-floating-point-numbers/).
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## Floating point matchers
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```
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#include <catch2/matchers/catch_matchers_floating.hpp
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```
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[Matchers](matchers.md#top) are the preferred way of comparing floating
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point numbers in Catch2. We provide 3 of them:
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* `WithinAbs(double target, double margin)`,
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* `WithinRel(FloatingPoint target, FloatingPoint eps)`, and
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* `WithinULP(FloatingPoint target, uint64_t maxUlpDiff)`.
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> `WithinRel` matcher was introduced in Catch2 2.10.0
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As with all matchers, you can combine multiple floating point matchers
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in a single assertion. For example, to check that some computation matches
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a known good value within 0.1% or is close enough (no different to 5
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decimal places) to zero, we would write this assertion:
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```cpp
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REQUIRE_THAT( computation(input),
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Catch::Matchers::WithinRel(expected, 0.001)
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|| Catch::Matchers::WithinAbs(0, 0.000001) );
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```
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### WithinAbs
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`WithinAbs` creates a matcher that accepts floating point numbers whose
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difference with `target` is less-or-equal to the `margin`. Since `float`
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can be converted to `double` without losing precision, only `double`
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overload exists.
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```cpp
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REQUIRE_THAT(1.0, WithinAbs(1.2, 0.2));
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REQUIRE_THAT(0.f, !WithinAbs(1.0, 0.5));
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// Notice that infinity == infinity for WithinAbs
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REQUIRE_THAT(INFINITY, WithinAbs(INFINITY, 0));
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```
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### WithinRel
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`WithinRel` creates a matcher that accepts floating point numbers that
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are _approximately equal_ to the `target` with a tolerance of `eps.`
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Specifically, it matches if
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`|arg - target| <= eps * max(|arg|, |target|)` holds. If you do not
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specify `eps`, `std::numeric_limits<FloatingPoint>::epsilon * 100`
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is used as the default.
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```cpp
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// Notice that WithinRel comparison is symmetric, unlike Approx's.
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REQUIRE_THAT(1.0, WithinRel(1.1, 0.1));
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REQUIRE_THAT(1.1, WithinRel(1.0, 0.1));
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// Notice that inifnity == infinity for WithinRel
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REQUIRE_THAT(INFINITY, WithinRel(INFINITY));
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```
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### WithinULP
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`WithinULP` creates a matcher that accepts floating point numbers that
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are no more than `maxUlpDiff`
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[ULPs](https://en.wikipedia.org/wiki/Unit_in_the_last_place)
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away from the `target` value. The short version of what this means
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is that there is no more than `maxUlpDiff - 1` representable floating
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point numbers between the argument for matching and the `target` value.
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When using the ULP matcher in Catch2, it is important to keep in mind
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that Catch2 interprets ULP distance slightly differently than
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e.g. `std::nextafter` does.
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Catch2's ULP calculation obeys these relations:
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* `ulpDistance(-x, x) == 2 * ulpDistance(x, 0)`
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* `ulpDistance(-0, 0) == 0` (due to the above)
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* `ulpDistance(DBL_MAX, INFINITY) == 1`
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* `ulpDistancE(NaN, x) == infinity`
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**Important**: The WithinULP matcher requires the platform to use the
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[IEEE-754](https://en.wikipedia.org/wiki/IEEE_754) representation for
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floating point numbers.
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```cpp
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REQUIRE_THAT( -0.f, WithinULP( 0.f, 0 ) );
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```
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## `Approx`
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```
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#include <catch2/catch_approx.hpp>
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```
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**We strongly recommend against using `Approx` when writing new code.**
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You should be using floating point matchers instead.
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Catch2 provides one more way to handle floating point comparisons. It is
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`Approx`, a special type with overloaded comparison operators, that can
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be used in standard assertions, e.g.
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```cpp
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REQUIRE(0.99999 == Catch::Approx(1));
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```
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`Approx` supports four comparison operators, `==`, `!=`, `<=`, `>=`, and can
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also be used with strong typedefs over `double`s. It can be used for both
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relative and margin comparisons by using its three customization points.
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Note that the semantics of this is always that of an _or_, so if either
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the relative or absolute margin comparison passes, then the whole comparison
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passes.
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The downside to `Approx` is that it has a couple of issues that we cannot
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fix without breaking backwards compatibility. Because Catch2 also provides
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complete set of matchers that implement different floating point comparison
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methods, `Approx` is left as-is, is considered deprecated, and should
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not be used in new code.
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The issues are
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* All internal computation is done in `double`s, leading to slightly
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different results if the inputs were floats.
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* `Approx`'s relative margin comparison is not symmetric. This means
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that `Approx( 10 ).epsilon(0.1) != 11.1` but `Approx( 11.1 ).epsilon(0.1) == 10`.
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* By default, `Approx` only uses relative margin comparison. This means
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that `Approx(0) == X` only passes for `X == 0`.
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### Approx details
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If you still want/need to know more about `Approx`, read on.
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Catch2 provides a UDL for `Approx`; `_a`. It resides in the `Catch::literals`
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namespace, and can be used like this:
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```cpp
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using namespace Catch::literals;
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REQUIRE( performComputation() == 2.1_a );
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```
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`Approx` has three customization points for the comparison:
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* **epsilon** - epsilon sets the coefficient by which a result
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can differ from `Approx`'s value before it is rejected.
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_Defaults to `std::numeric_limits<float>::epsilon()*100`._
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```cpp
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Approx target = Approx(100).epsilon(0.01);
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100.0 == target; // Obviously true
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200.0 == target; // Obviously still false
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100.5 == target; // True, because we set target to allow up to 1% difference
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```
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* **margin** - margin sets the absolute value by which
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a result can differ from `Approx`'s value before it is rejected.
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_Defaults to `0.0`._
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```cpp
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Approx target = Approx(100).margin(5);
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100.0 == target; // Obviously true
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200.0 == target; // Obviously still false
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104.0 == target; // True, because we set target to allow absolute difference of at most 5
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```
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* **scale** - scale is used to change the magnitude of `Approx` for the relative check.
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_By default, set to `0.0`._
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Scale could be useful if the computation leading to the result worked
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on a different scale than is used by the results. Approx's scale is added
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to Approx's value when computing the allowed relative margin from the
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Approx's value.
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---
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[Home](Readme.md#top)
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@ -150,49 +150,8 @@ are:
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> `WithinRel` matcher was introduced in Catch2 2.10.0
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`WithinAbs` creates a matcher that accepts floating point numbers whose
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difference with `target` is less than the `margin`.
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`WithinULP` creates a matcher that accepts floating point numbers that
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are no more than `maxUlpDiff`
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[ULPs](https://en.wikipedia.org/wiki/Unit_in_the_last_place)
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away from the `target` value. The short version of what this means
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is that there is no more than `maxUlpDiff - 1` representable floating
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point numbers between the argument for matching and the `target` value.
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**Important**: The WithinULP matcher requires the platform to use the
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[IEEE-754](https://en.wikipedia.org/wiki/IEEE_754) representation for
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floating point numbers.
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`WithinRel` creates a matcher that accepts floating point numbers that
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are _approximately equal_ with the `target` with tolerance of `eps.`
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Specifically, it matches if
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`|arg - target| <= eps * max(|arg|, |target|)` holds. If you do not
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specify `eps`, `std::numeric_limits<FloatingPoint>::epsilon * 100`
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is used as the default.
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In practice, you will often want to combine multiple of these matchers,
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together for an assertion, because all 3 options have edge cases where
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they behave differently than you would expect. As an example, under
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the `WithinRel` matcher, a `0.` only ever matches a `0.` (or `-0.`),
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regardless of the relative tolerance specified. Thus, if you want to
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handle numbers that are "close enough to 0 to be 0", you have to combine
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it with the `WithinAbs` matcher.
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For example, to check that our computation matches known good value
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within 0.1%, or is close enough (no different to 5 decimal places)
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to zero, we would write this assertion:
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```cpp
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REQUIRE_THAT( computation(input),
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Catch::Matchers::WithinRel(expected, 0.001)
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|| Catch::Matchers::WithinAbs(0, 0.000001) );
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```
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> floating point matchers live in `catch2/matchers/catch_matchers_floating.hpp`
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For more details, read [the docs on comparing floating point
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numbers](comparing-floating-point-numbers.md#floating-point-matchers).
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### Miscellaneous matchers
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