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Diffstat (limited to 'src/main/java/org/apache/commons/math3/util/FastMathCalc.java')
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1 files changed, 678 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/util/FastMathCalc.java b/src/main/java/org/apache/commons/math3/util/FastMathCalc.java new file mode 100644 index 0000000..cf0f27c --- /dev/null +++ b/src/main/java/org/apache/commons/math3/util/FastMathCalc.java @@ -0,0 +1,678 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ +package org.apache.commons.math3.util; + +import org.apache.commons.math3.exception.DimensionMismatchException; + +import java.io.PrintStream; + +/** + * Class used to compute the classical functions tables. + * + * @since 3.0 + */ +class FastMathCalc { + + /** + * 0x40000000 - used to split a double into two parts, both with the low order bits cleared. + * Equivalent to 2^30. + */ + private static final long HEX_40000000 = 0x40000000L; // 1073741824L + + /** Factorial table, for Taylor series expansions. 0!, 1!, 2!, ... 19! */ + private static final double FACT[] = + new double[] { + +1.0d, // 0 + +1.0d, // 1 + +2.0d, // 2 + +6.0d, // 3 + +24.0d, // 4 + +120.0d, // 5 + +720.0d, // 6 + +5040.0d, // 7 + +40320.0d, // 8 + +362880.0d, // 9 + +3628800.0d, // 10 + +39916800.0d, // 11 + +479001600.0d, // 12 + +6227020800.0d, // 13 + +87178291200.0d, // 14 + +1307674368000.0d, // 15 + +20922789888000.0d, // 16 + +355687428096000.0d, // 17 + +6402373705728000.0d, // 18 + +121645100408832000.0d, // 19 + }; + + /** Coefficients for slowLog. */ + private static final double LN_SPLIT_COEF[][] = { + {2.0, 0.0}, + {0.6666666269302368, 3.9736429850260626E-8}, + {0.3999999761581421, 2.3841857910019882E-8}, + {0.2857142686843872, 1.7029898543501842E-8}, + {0.2222222089767456, 1.3245471311735498E-8}, + {0.1818181574344635, 2.4384203044354907E-8}, + {0.1538461446762085, 9.140260083262505E-9}, + {0.13333332538604736, 9.220590270857665E-9}, + {0.11764700710773468, 1.2393345855018391E-8}, + {0.10526403784751892, 8.251545029714408E-9}, + {0.0952233225107193, 1.2675934823758863E-8}, + {0.08713622391223907, 1.1430250008909141E-8}, + {0.07842259109020233, 2.404307984052299E-9}, + {0.08371849358081818, 1.176342548272881E-8}, + {0.030589580535888672, 1.2958646899018938E-9}, + {0.14982303977012634, 1.225743062930824E-8}, + }; + + /** Table start declaration. */ + private static final String TABLE_START_DECL = " {"; + + /** Table end declaration. */ + private static final String TABLE_END_DECL = " };"; + + /** Private Constructor. */ + private FastMathCalc() {} + + /** + * Build the sine and cosine tables. + * + * @param SINE_TABLE_A table of the most significant part of the sines + * @param SINE_TABLE_B table of the least significant part of the sines + * @param COSINE_TABLE_A table of the most significant part of the cosines + * @param COSINE_TABLE_B table of the most significant part of the cosines + * @param SINE_TABLE_LEN length of the tables + * @param TANGENT_TABLE_A table of the most significant part of the tangents + * @param TANGENT_TABLE_B table of the most significant part of the tangents + */ + @SuppressWarnings("unused") + private static void buildSinCosTables( + double[] SINE_TABLE_A, + double[] SINE_TABLE_B, + double[] COSINE_TABLE_A, + double[] COSINE_TABLE_B, + int SINE_TABLE_LEN, + double[] TANGENT_TABLE_A, + double[] TANGENT_TABLE_B) { + final double result[] = new double[2]; + + /* Use taylor series for 0 <= x <= 6/8 */ + for (int i = 0; i < 7; i++) { + double x = i / 8.0; + + slowSin(x, result); + SINE_TABLE_A[i] = result[0]; + SINE_TABLE_B[i] = result[1]; + + slowCos(x, result); + COSINE_TABLE_A[i] = result[0]; + COSINE_TABLE_B[i] = result[1]; + } + + /* Use angle addition formula to complete table to 13/8, just beyond pi/2 */ + for (int i = 7; i < SINE_TABLE_LEN; i++) { + double xs[] = new double[2]; + double ys[] = new double[2]; + double as[] = new double[2]; + double bs[] = new double[2]; + double temps[] = new double[2]; + + if ((i & 1) == 0) { + // Even, use double angle + xs[0] = SINE_TABLE_A[i / 2]; + xs[1] = SINE_TABLE_B[i / 2]; + ys[0] = COSINE_TABLE_A[i / 2]; + ys[1] = COSINE_TABLE_B[i / 2]; + + /* compute sine */ + splitMult(xs, ys, result); + SINE_TABLE_A[i] = result[0] * 2.0; + SINE_TABLE_B[i] = result[1] * 2.0; + + /* Compute cosine */ + splitMult(ys, ys, as); + splitMult(xs, xs, temps); + temps[0] = -temps[0]; + temps[1] = -temps[1]; + splitAdd(as, temps, result); + COSINE_TABLE_A[i] = result[0]; + COSINE_TABLE_B[i] = result[1]; + } else { + xs[0] = SINE_TABLE_A[i / 2]; + xs[1] = SINE_TABLE_B[i / 2]; + ys[0] = COSINE_TABLE_A[i / 2]; + ys[1] = COSINE_TABLE_B[i / 2]; + as[0] = SINE_TABLE_A[i / 2 + 1]; + as[1] = SINE_TABLE_B[i / 2 + 1]; + bs[0] = COSINE_TABLE_A[i / 2 + 1]; + bs[1] = COSINE_TABLE_B[i / 2 + 1]; + + /* compute sine */ + splitMult(xs, bs, temps); + splitMult(ys, as, result); + splitAdd(result, temps, result); + SINE_TABLE_A[i] = result[0]; + SINE_TABLE_B[i] = result[1]; + + /* Compute cosine */ + splitMult(ys, bs, result); + splitMult(xs, as, temps); + temps[0] = -temps[0]; + temps[1] = -temps[1]; + splitAdd(result, temps, result); + COSINE_TABLE_A[i] = result[0]; + COSINE_TABLE_B[i] = result[1]; + } + } + + /* Compute tangent = sine/cosine */ + for (int i = 0; i < SINE_TABLE_LEN; i++) { + double xs[] = new double[2]; + double ys[] = new double[2]; + double as[] = new double[2]; + + as[0] = COSINE_TABLE_A[i]; + as[1] = COSINE_TABLE_B[i]; + + splitReciprocal(as, ys); + + xs[0] = SINE_TABLE_A[i]; + xs[1] = SINE_TABLE_B[i]; + + splitMult(xs, ys, as); + + TANGENT_TABLE_A[i] = as[0]; + TANGENT_TABLE_B[i] = as[1]; + } + } + + /** + * For x between 0 and pi/4 compute cosine using Talor series cos(x) = 1 - x^2/2! + x^4/4! ... + * + * @param x number from which cosine is requested + * @param result placeholder where to put the result in extended precision (may be null) + * @return cos(x) + */ + static double slowCos(final double x, final double result[]) { + + final double xs[] = new double[2]; + final double ys[] = new double[2]; + final double facts[] = new double[2]; + final double as[] = new double[2]; + split(x, xs); + ys[0] = ys[1] = 0.0; + + for (int i = FACT.length - 1; i >= 0; i--) { + splitMult(xs, ys, as); + ys[0] = as[0]; + ys[1] = as[1]; + + if ((i & 1) != 0) { // skip odd entries + continue; + } + + split(FACT[i], as); + splitReciprocal(as, facts); + + if ((i & 2) != 0) { // alternate terms are negative + facts[0] = -facts[0]; + facts[1] = -facts[1]; + } + + splitAdd(ys, facts, as); + ys[0] = as[0]; + ys[1] = as[1]; + } + + if (result != null) { + result[0] = ys[0]; + result[1] = ys[1]; + } + + return ys[0] + ys[1]; + } + + /** + * For x between 0 and pi/4 compute sine using Taylor expansion: sin(x) = x - x^3/3! + x^5/5! - + * x^7/7! ... + * + * @param x number from which sine is requested + * @param result placeholder where to put the result in extended precision (may be null) + * @return sin(x) + */ + static double slowSin(final double x, final double result[]) { + final double xs[] = new double[2]; + final double ys[] = new double[2]; + final double facts[] = new double[2]; + final double as[] = new double[2]; + split(x, xs); + ys[0] = ys[1] = 0.0; + + for (int i = FACT.length - 1; i >= 0; i--) { + splitMult(xs, ys, as); + ys[0] = as[0]; + ys[1] = as[1]; + + if ((i & 1) == 0) { // Ignore even numbers + continue; + } + + split(FACT[i], as); + splitReciprocal(as, facts); + + if ((i & 2) != 0) { // alternate terms are negative + facts[0] = -facts[0]; + facts[1] = -facts[1]; + } + + splitAdd(ys, facts, as); + ys[0] = as[0]; + ys[1] = as[1]; + } + + if (result != null) { + result[0] = ys[0]; + result[1] = ys[1]; + } + + return ys[0] + ys[1]; + } + + /** + * For x between 0 and 1, returns exp(x), uses extended precision + * + * @param x argument of exponential + * @param result placeholder where to place exp(x) split in two terms for extra precision (i.e. + * exp(x) = result[0] + result[1] + * @return exp(x) + */ + static double slowexp(final double x, final double result[]) { + final double xs[] = new double[2]; + final double ys[] = new double[2]; + final double facts[] = new double[2]; + final double as[] = new double[2]; + split(x, xs); + ys[0] = ys[1] = 0.0; + + for (int i = FACT.length - 1; i >= 0; i--) { + splitMult(xs, ys, as); + ys[0] = as[0]; + ys[1] = as[1]; + + split(FACT[i], as); + splitReciprocal(as, facts); + + splitAdd(ys, facts, as); + ys[0] = as[0]; + ys[1] = as[1]; + } + + if (result != null) { + result[0] = ys[0]; + result[1] = ys[1]; + } + + return ys[0] + ys[1]; + } + + /** + * Compute split[0], split[1] such that their sum is equal to d, and split[0] has its 30 least + * significant bits as zero. + * + * @param d number to split + * @param split placeholder where to place the result + */ + private static void split(final double d, final double split[]) { + if (d < 8e298 && d > -8e298) { + final double a = d * HEX_40000000; + split[0] = (d + a) - a; + split[1] = d - split[0]; + } else { + final double a = d * 9.31322574615478515625E-10; + split[0] = (d + a - d) * HEX_40000000; + split[1] = d - split[0]; + } + } + + /** + * Recompute a split. + * + * @param a input/out array containing the split, changed on output + */ + private static void resplit(final double a[]) { + final double c = a[0] + a[1]; + final double d = -(c - a[0] - a[1]); + + if (c < 8e298 && c > -8e298) { // MAGIC NUMBER + double z = c * HEX_40000000; + a[0] = (c + z) - z; + a[1] = c - a[0] + d; + } else { + double z = c * 9.31322574615478515625E-10; + a[0] = (c + z - c) * HEX_40000000; + a[1] = c - a[0] + d; + } + } + + /** + * Multiply two numbers in split form. + * + * @param a first term of multiplication + * @param b second term of multiplication + * @param ans placeholder where to put the result + */ + private static void splitMult(double a[], double b[], double ans[]) { + ans[0] = a[0] * b[0]; + ans[1] = a[0] * b[1] + a[1] * b[0] + a[1] * b[1]; + + /* Resplit */ + resplit(ans); + } + + /** + * Add two numbers in split form. + * + * @param a first term of addition + * @param b second term of addition + * @param ans placeholder where to put the result + */ + private static void splitAdd(final double a[], final double b[], final double ans[]) { + ans[0] = a[0] + b[0]; + ans[1] = a[1] + b[1]; + + resplit(ans); + } + + /** + * Compute the reciprocal of in. Use the following algorithm. in = c + d. want to find x + y + * such that x+y = 1/(c+d) and x is much larger than y and x has several zero bits on the right. + * + * <p>Set b = 1/(2^22), a = 1 - b. Thus (a+b) = 1. Use following identity to compute (a+b)/(c+d) + * + * <p>(a+b)/(c+d) = a/c + (bc - ad) / (c^2 + cd) set x = a/c and y = (bc - ad) / (c^2 + cd) This + * will be close to the right answer, but there will be some rounding in the calculation of X. + * So by carefully computing 1 - (c+d)(x+y) we can compute an error and add that back in. This + * is done carefully so that terms of similar size are subtracted first. + * + * @param in initial number, in split form + * @param result placeholder where to put the result + */ + static void splitReciprocal(final double in[], final double result[]) { + final double b = 1.0 / 4194304.0; + final double a = 1.0 - b; + + if (in[0] == 0.0) { + in[0] = in[1]; + in[1] = 0.0; + } + + result[0] = a / in[0]; + result[1] = (b * in[0] - a * in[1]) / (in[0] * in[0] + in[0] * in[1]); + + if (result[1] != result[1]) { // can happen if result[1] is NAN + result[1] = 0.0; + } + + /* Resplit */ + resplit(result); + + for (int i = 0; i < 2; i++) { + /* this may be overkill, probably once is enough */ + double err = + 1.0 + - result[0] * in[0] + - result[0] * in[1] + - result[1] * in[0] + - result[1] * in[1]; + /*err = 1.0 - err; */ + err *= result[0] + result[1]; + /*printf("err = %16e\n", err); */ + result[1] += err; + } + } + + /** + * Compute (a[0] + a[1]) * (b[0] + b[1]) in extended precision. + * + * @param a first term of the multiplication + * @param b second term of the multiplication + * @param result placeholder where to put the result + */ + private static void quadMult(final double a[], final double b[], final double result[]) { + final double xs[] = new double[2]; + final double ys[] = new double[2]; + final double zs[] = new double[2]; + + /* a[0] * b[0] */ + split(a[0], xs); + split(b[0], ys); + splitMult(xs, ys, zs); + + result[0] = zs[0]; + result[1] = zs[1]; + + /* a[0] * b[1] */ + split(b[1], ys); + splitMult(xs, ys, zs); + + double tmp = result[0] + zs[0]; + result[1] -= tmp - result[0] - zs[0]; + result[0] = tmp; + tmp = result[0] + zs[1]; + result[1] -= tmp - result[0] - zs[1]; + result[0] = tmp; + + /* a[1] * b[0] */ + split(a[1], xs); + split(b[0], ys); + splitMult(xs, ys, zs); + + tmp = result[0] + zs[0]; + result[1] -= tmp - result[0] - zs[0]; + result[0] = tmp; + tmp = result[0] + zs[1]; + result[1] -= tmp - result[0] - zs[1]; + result[0] = tmp; + + /* a[1] * b[0] */ + split(a[1], xs); + split(b[1], ys); + splitMult(xs, ys, zs); + + tmp = result[0] + zs[0]; + result[1] -= tmp - result[0] - zs[0]; + result[0] = tmp; + tmp = result[0] + zs[1]; + result[1] -= tmp - result[0] - zs[1]; + result[0] = tmp; + } + + /** + * Compute exp(p) for a integer p in extended precision. + * + * @param p integer whose exponential is requested + * @param result placeholder where to put the result in extended precision + * @return exp(p) in standard precision (equal to result[0] + result[1]) + */ + static double expint(int p, final double result[]) { + // double x = M_E; + final double xs[] = new double[2]; + final double as[] = new double[2]; + final double ys[] = new double[2]; + // split(x, xs); + // xs[1] = (double)(2.7182818284590452353602874713526625L - xs[0]); + // xs[0] = 2.71827697753906250000; + // xs[1] = 4.85091998273542816811e-06; + // xs[0] = Double.longBitsToDouble(0x4005bf0800000000L); + // xs[1] = Double.longBitsToDouble(0x3ed458a2bb4a9b00L); + + /* E */ + xs[0] = 2.718281828459045; + xs[1] = 1.4456468917292502E-16; + + split(1.0, ys); + + while (p > 0) { + if ((p & 1) != 0) { + quadMult(ys, xs, as); + ys[0] = as[0]; + ys[1] = as[1]; + } + + quadMult(xs, xs, as); + xs[0] = as[0]; + xs[1] = as[1]; + + p >>= 1; + } + + if (result != null) { + result[0] = ys[0]; + result[1] = ys[1]; + + resplit(result); + } + + return ys[0] + ys[1]; + } + + /** + * xi in the range of [1, 2]. 3 5 7 x+1 / x x x \ ln ----- = 2 * | x + ---- + ---- + ---- + ... + * | 1-x \ 3 5 7 / + * + * <p>So, compute a Remez approximation of the following function + * + * <p>ln ((sqrt(x)+1)/(1-sqrt(x))) / x + * + * <p>This will be an even function with only positive coefficents. x is in the range [0 - 1/3]. + * + * <p>Transform xi for input to the above function by setting x = (xi-1)/(xi+1). Input to the + * polynomial is x^2, then the result is multiplied by x. + * + * @param xi number from which log is requested + * @return log(xi) + */ + static double[] slowLog(double xi) { + double x[] = new double[2]; + double x2[] = new double[2]; + double y[] = new double[2]; + double a[] = new double[2]; + + split(xi, x); + + /* Set X = (x-1)/(x+1) */ + x[0] += 1.0; + resplit(x); + splitReciprocal(x, a); + x[0] -= 2.0; + resplit(x); + splitMult(x, a, y); + x[0] = y[0]; + x[1] = y[1]; + + /* Square X -> X2*/ + splitMult(x, x, x2); + + // x[0] -= 1.0; + // resplit(x); + + y[0] = LN_SPLIT_COEF[LN_SPLIT_COEF.length - 1][0]; + y[1] = LN_SPLIT_COEF[LN_SPLIT_COEF.length - 1][1]; + + for (int i = LN_SPLIT_COEF.length - 2; i >= 0; i--) { + splitMult(y, x2, a); + y[0] = a[0]; + y[1] = a[1]; + splitAdd(y, LN_SPLIT_COEF[i], a); + y[0] = a[0]; + y[1] = a[1]; + } + + splitMult(y, x, a); + y[0] = a[0]; + y[1] = a[1]; + + return y; + } + + /** + * Print an array. + * + * @param out text output stream where output should be printed + * @param name array name + * @param expectedLen expected length of the array + * @param array2d array data + */ + static void printarray(PrintStream out, String name, int expectedLen, double[][] array2d) { + out.println(name); + checkLen(expectedLen, array2d.length); + out.println(TABLE_START_DECL + " "); + int i = 0; + for (double[] array : array2d) { // "double array[]" causes PMD parsing error + out.print(" {"); + for (double d : array) { // assume inner array has very few entries + out.printf("%-25.25s", format(d)); // multiple entries per line + } + out.println("}, // " + i++); + } + out.println(TABLE_END_DECL); + } + + /** + * Print an array. + * + * @param out text output stream where output should be printed + * @param name array name + * @param expectedLen expected length of the array + * @param array array data + */ + static void printarray(PrintStream out, String name, int expectedLen, double[] array) { + out.println(name + "="); + checkLen(expectedLen, array.length); + out.println(TABLE_START_DECL); + for (double d : array) { + out.printf(" %s%n", format(d)); // one entry per line + } + out.println(TABLE_END_DECL); + } + + /** + * Format a double. + * + * @param d double number to format + * @return formatted number + */ + static String format(double d) { + if (d != d) { + return "Double.NaN,"; + } else { + return ((d >= 0) ? "+" : "") + Double.toString(d) + "d,"; + } + } + + /** + * Check two lengths are equal. + * + * @param expectedLen expected length + * @param actual actual length + * @exception DimensionMismatchException if the two lengths are not equal + */ + private static void checkLen(int expectedLen, int actual) throws DimensionMismatchException { + if (expectedLen != actual) { + throw new DimensionMismatchException(actual, expectedLen); + } + } +} |