It is sometimes useful to be able to compare two floating point numbers approximately, to allow for rounding and truncation errors. The following function implements the approximate floating-point comparison algorithm proposed by D.E. Knuth in Section 4.2.2 of Seminumerical Algorithms (3rd edition).
This function determines whether x and y are approximately equal to a relative accuracy epsilon.
The relative accuracy is measured using an interval of size 2 \delta, where \delta = 2^k \epsilon and k is the maximum base-2 exponent of x and y as computed by the function
frexp.If x and y lie within this interval, they are considered approximately equal and the function returns 0. Otherwise if x < y, the function returns -1, or if x > y, the function returns +1.
Note that x and y are compared to relative accuracy, so this function is not suitable for testing whether a value is approximately zero.
The implementation is based on the package
fcmpby T.C. Belding.