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- // (C) Copyright John Maddock 2006, 2015
- // Use, modification and distribution are subject to the
- // Boost Software License, Version 1.0. (See accompanying file
- // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
- #ifndef BOOST_MATH_RELATIVE_ERROR
- #define BOOST_MATH_RELATIVE_ERROR
- #include <boost/math/special_functions/fpclassify.hpp>
- #include <boost/math/tools/promotion.hpp>
- #include <boost/math/tools/precision.hpp>
- namespace boost{
- namespace math{
- template <class T, class U>
- typename boost::math::tools::promote_args<T,U>::type relative_difference(const T& arg_a, const U& arg_b)
- {
- typedef typename boost::math::tools::promote_args<T, U>::type result_type;
- result_type a = arg_a;
- result_type b = arg_b;
- BOOST_MATH_STD_USING
- #ifdef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
- //
- // If math.h has no long double support we can't rely
- // on the math functions generating exponents outside
- // the range of a double:
- //
- result_type min_val = (std::max)(
- tools::min_value<result_type>(),
- static_cast<result_type>((std::numeric_limits<double>::min)()));
- result_type max_val = (std::min)(
- tools::max_value<result_type>(),
- static_cast<result_type>((std::numeric_limits<double>::max)()));
- #else
- result_type min_val = tools::min_value<result_type>();
- result_type max_val = tools::max_value<result_type>();
- #endif
- // Screen out NaN's first, if either value is a NaN then the distance is "infinite":
- if((boost::math::isnan)(a) || (boost::math::isnan)(b))
- return max_val;
- // Screen out infinities:
- if(fabs(b) > max_val)
- {
- if(fabs(a) > max_val)
- return (a < 0) == (b < 0) ? 0 : max_val; // one infinity is as good as another!
- else
- return max_val; // one infinity and one finite value implies infinite difference
- }
- else if(fabs(a) > max_val)
- return max_val; // one infinity and one finite value implies infinite difference
- //
- // If the values have different signs, treat as infinite difference:
- //
- if(((a < 0) != (b < 0)) && (a != 0) && (b != 0))
- return max_val;
- a = fabs(a);
- b = fabs(b);
- //
- // Now deal with zero's, if one value is zero (or denorm) then treat it the same as
- // min_val for the purposes of the calculation that follows:
- //
- if(a < min_val)
- a = min_val;
- if(b < min_val)
- b = min_val;
- return (std::max)(fabs((a - b) / a), fabs((a - b) / b));
- }
- #if (defined(macintosh) || defined(__APPLE__) || defined(__APPLE_CC__)) && (LDBL_MAX_EXP <= DBL_MAX_EXP)
- template <>
- inline boost::math::tools::promote_args<double, double>::type relative_difference(const double& arg_a, const double& arg_b)
- {
- BOOST_MATH_STD_USING
- double a = arg_a;
- double b = arg_b;
- //
- // On Mac OS X we evaluate "double" functions at "long double" precision,
- // but "long double" actually has a very slightly narrower range than "double"!
- // Therefore use the range of "long double" as our limits since results outside
- // that range may have been truncated to 0 or INF:
- //
- double min_val = (std::max)((double)tools::min_value<long double>(), tools::min_value<double>());
- double max_val = (std::min)((double)tools::max_value<long double>(), tools::max_value<double>());
- // Screen out NaN's first, if either value is a NaN then the distance is "infinite":
- if((boost::math::isnan)(a) || (boost::math::isnan)(b))
- return max_val;
- // Screen out infinities:
- if(fabs(b) > max_val)
- {
- if(fabs(a) > max_val)
- return 0; // one infinity is as good as another!
- else
- return max_val; // one infinity and one finite value implies infinite difference
- }
- else if(fabs(a) > max_val)
- return max_val; // one infinity and one finite value implies infinite difference
- //
- // If the values have different signs, treat as infinite difference:
- //
- if(((a < 0) != (b < 0)) && (a != 0) && (b != 0))
- return max_val;
- a = fabs(a);
- b = fabs(b);
- //
- // Now deal with zero's, if one value is zero (or denorm) then treat it the same as
- // min_val for the purposes of the calculation that follows:
- //
- if(a < min_val)
- a = min_val;
- if(b < min_val)
- b = min_val;
- return (std::max)(fabs((a - b) / a), fabs((a - b) / b));
- }
- #endif
- template <class T, class U>
- inline typename boost::math::tools::promote_args<T, U>::type epsilon_difference(const T& arg_a, const U& arg_b)
- {
- typedef typename boost::math::tools::promote_args<T, U>::type result_type;
- result_type r = relative_difference(arg_a, arg_b);
- if(tools::max_value<result_type>() * boost::math::tools::epsilon<result_type>() < r)
- return tools::max_value<result_type>();
- return r / boost::math::tools::epsilon<result_type>();
- }
- } // namespace math
- } // namespace boost
- #endif
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