奇怪的数字错误

Bizarre numerical errors

我正在实现一个简单的二态粒子滤波器。如果您不知道什么是粒子过滤器,那没关系 - 简短版本是我需要计算权重介于 0 和 1 之间以及值介于 0 和 1 之间的加权均值。每个粒子都有一个值和一个权重。

虽然 C# 给我带来了非常奇怪的数值问题。

在尝试调试时,我的代码如下所示:

            ConcurrentBag<Particle> particles; //this is inputted as an argument to my function
            double mean = 0.0;
            double totalWeight = 0.0;
            foreach (Particle p in particles)
            {
                mean += p.Value * p.Weight;
                totalWeight += p.Weight;

                if (p.Value > 1.01 || p.Weight > 1.01)
                {
                    Console.WriteLine("Value " + p.Value);
                    Console.WriteLine("Weight " + p.Weight);
                    Console.WriteLine("wtf");
                }
            }

            if (totalWeight == 0.0)
            {
                //in this case, everything has miniscule weight, so let's just return 0.0 to avoid this precision corner case.
                return new Bernoulli(0.0);
            }
            double oldMean = mean;
            mean /= totalWeight;
            return mean;

带有 "wtf" 的 if 语句用于调试目的,它正在被触发。但是,打印出来的是:

值 1.0 权重 0.01

这个 if 语句根本不应该为真!发生了什么事?

编辑:关于调试的一点更新。这是我目前的全部功能:

public override IDistribution createDistribution(ConcurrentBag<Particle> particles)
        {
            if (particles.Count == 0)
            {
                throw new Exception("Cannot create Distribution from empty particle collection");
            }
            if (!particles.ToArray()[0].GetType().IsAssignableFrom(typeof(BinaryParticle)))
            {
                throw new Exception("Cannot create Bernoulli Distribution from non-Binary Particle");
            }

            decimal mean = 0.0m;
            decimal totalWeight = 0.0m;
            foreach (Particle p in particles)
            {
                mean += (decimal)(p.Value * p.Weight);
                totalWeight += (decimal)p.Weight;


                    if ((p.Weight > 1.01))
                    {
                        {
                            Console.WriteLine("Value " + p.Value);
                            Console.WriteLine("Weight " + p.Weight);
                            Console.WriteLine("Value " + p.Value.ToString("0.0000000"));
                            Console.WriteLine("wtf");
                        }
                    }


            if (totalWeight == 0.0m)
            {
                //in this case, everything has miniscule weight, so let's just return 0.0 to avoid this precision corner case.
                return new Bernoulli(0.0);
            }
            decimal oldMean = mean;
            mean /= totalWeight;

            try
            {
                return new Bernoulli((double)mean);
            }
            catch (Exception e)
            {
                decimal testMean = 0.0m;
                decimal testTotalWeight = 0.0m;
                Console.WriteLine(e);
                foreach (Particle p in particles)
                {
                    testMean += (decimal)(p.Value * p.Weight);
                    testTotalWeight += (decimal)p.Weight;
                    Console.WriteLine("weight is " + p.Weight);
                    Console.WriteLine("value is " + p.Value);
                    Console.WriteLine("Total mean is " + testMean);
                    Console.WriteLine("Total weight is " + testTotalWeight);
                }


                Console.WriteLine(testMean / testTotalWeight);
                throw new Exception();
            }
        }

"mean" 给出的值与 catch 块中写入行中打印的值不同。我不知道为什么。此外,奇怪的是,当权重为 0.01 时,权重 > 1.01 才是真实条件。

好吧,你们会生气的,所以让我先说声对不起:-)

问题实际上是竞争条件,并且与我对 C# 中锁的工作方式的误解有关。我锁定了一个对象,它的实例可以在不同的方法中改变,其中粒子袋正在改变。用专用锁对象替换它解决了我的问题。

对不起^_^;;