/usr/include/ql/math/comparison.hpp is in libquantlib0-dev 1.7.1-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2003, 2004, 2005, 2007 StatPro Italia srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file comparison.hpp
\brief floating-point comparisons
*/
#ifndef quantlib_comparison_hpp
#define quantlib_comparison_hpp
#include <ql/types.hpp>
#include <boost/shared_ptr.hpp>
namespace QuantLib {
/*! Follows somewhat the advice of Knuth on checking for floating-point
equality. The closeness relationship is:
\f[
\mathrm{close}(x,y,n) \equiv |x-y| \leq \varepsilon |x|
\wedge |x-y| \leq \varepsilon |y|
\f]
where \f$ \varepsilon \f$ is \f$ n \f$ times the machine accuracy;
\f$ n \f$ equals 42 if not given.
*/
bool close(Real x, Real y);
bool close(Real x, Real y, Size n);
/*! Follows somewhat the advice of Knuth on checking for floating-point
equality. The closeness relationship is:
\f[
\mathrm{close}(x,y,n) \equiv |x-y| \leq \varepsilon |x|
\vee |x-y| \leq \varepsilon |y|
\f]
where \f$ \varepsilon \f$ is \f$ n \f$ times the machine accuracy;
\f$ n \f$ equals 42 if not given.
*/
bool close_enough(Real x, Real y);
bool close_enough(Real x, Real y, Size n);
// inline definitions
inline bool close(Real x, Real y) {
return close(x,y,42);
}
inline bool close(Real x, Real y, Size n) {
// Deals with +infinity and -infinity representations etc.
if (x == y)
return true;
Real diff = std::fabs(x-y), tolerance = n * QL_EPSILON;
if (x * y == 0.0) // x or y = 0.0
return diff < (tolerance * tolerance);
return diff <= tolerance*std::fabs(x) &&
diff <= tolerance*std::fabs(y);
}
inline bool close_enough(Real x, Real y) {
return close_enough(x,y,42);
}
inline bool close_enough(Real x, Real y, Size n) {
// Deals with +infinity and -infinity representations etc.
if (x == y)
return true;
Real diff = std::fabs(x-y), tolerance = n * QL_EPSILON;
if (x * y == 0.0) // x or y = 0.0
return diff < (tolerance * tolerance);
return diff <= tolerance*std::fabs(x) ||
diff <= tolerance*std::fabs(y);
}
//! compare two objects by date
/*! There is no generic implementation of this struct.
Template specializations will have to be defined for
each needed type (see CashFlow for an example.)
*/
template <class T> struct earlier_than;
/* partial specialization for shared pointers, forwarding to their
pointees. */
template <class T>
struct earlier_than<boost::shared_ptr<T> >
: std::binary_function<boost::shared_ptr<T>,
boost::shared_ptr<T>,
bool> {
bool operator()(const boost::shared_ptr<T>& x,
const boost::shared_ptr<T>& y) {
return earlier_than<T>()(*x,*y);
}
};
}
#endif
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