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Statistical distributions library (in statu nascendi)
/*
* 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 math;
/**
* Faster, more accurate, portable alternative to {@link Math} and
* {@link StrictMath} for large scale computation.
*
* CommonsAccurateMath is a drop-in replacement for some methods from Math and
* StrictMath. This means that for any method in Math (say {@code Math.exp(x)}
* or {@code Math.cbrt(y)}) that is defined in CommonsAccurateMath, user can
* directly change the class and use the methods as is (using
* {@code CommonsAccurateMath.exp(x)} or {@code CommonsAccurateMath.cbrt(y)} in
* the previous example).
*
*
* CommonsAccurateMath speed is achieved by relying heavily on optimizing
* compilers to native code present in many JVMs today and use of large tables.
* The larger tables are lazily initialised on first use, so that the setup time
* does not penalise methods that don't need them.
*
*
* CommonsAccurateMath accuracy should be mostly independent of the JVM as it
* relies only on IEEE-754 basic operations and on embedded tables. Almost all
* operations are accurate to about 0.5 ulp throughout the domain range. This
* statement, of course is only a rough global observed behavior, it is
* not a guarantee for every double numbers input (see William
* Kahan's Table Maker's Dilemma).
*
*
* @version $Id: FastMath.java 1462503 2013-03-29 15:48:27Z luc $
* @since 2.2
*/
final class CommonsAccurateMath {
/*
* There are 52 bits in the mantissa of a double. For additional precision,
* the code splits double numbers into two parts, by clearing the low order
* 30 bits if possible, and then performs the arithmetic on each half
* separately.
*/
/**
* 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
/**
* 2^52 - double numbers this large must be integral (no fraction) or NaN or
* Infinite
*/
private static final double TWO_POWER_52 = 4503599627370496.0;
/** 2^53 - double numbers this large must be even. */
private static final double TWO_POWER_53 = 2 * TWO_POWER_52;
private static final boolean RECOMPUTE_TABLES_AT_RUNTIME = false;
/** Index of exp(0) in the array of integer exponentials. */
static final int EXP_INT_TABLE_MAX_INDEX = 750;
/** Length of the array of integer exponentials. */
static final int EXP_INT_TABLE_LEN = EXP_INT_TABLE_MAX_INDEX * 2;
/** Logarithm table length. */
static final int LN_MANT_LEN = 1024;
/** log(2) (high bits). */
private static final double LN_2_A = 0.693147063255310059;
/** log(2) (low bits). */
private static final double LN_2_B = 1.17304635250823482e-7;
/** Coefficients for log, when input 0.99 < x < 1.01. */
private static final double LN_QUICK_COEF[][] = {
{ 1.0, 5.669184079525E-24 }, { -0.25, -0.25 },
{ 0.3333333134651184, 1.986821492305628E-8 },
{ -0.25, -6.663542893624021E-14 },
{ 0.19999998807907104, 1.1921056801463227E-8 },
{ -0.1666666567325592, -7.800414592973399E-9 },
{ 0.1428571343421936, 5.650007086920087E-9 },
{ -0.12502530217170715, -7.44321345601866E-11 },
{ 0.11113807559013367, 9.219544613762692E-9 }, };
/** Coefficients for log in the range of 1.0 < x < 1.0 + 2^-10. */
private static final double LN_HI_PREC_COEF[][] = {
{ 1.0, -6.032174644509064E-23 }, { -0.25, -0.25 },
{ 0.3333333134651184, 1.9868161777724352E-8 },
{ -0.2499999701976776, -2.957007209750105E-8 },
{ 0.19999954104423523, 1.5830993332061267E-10 },
{ -0.16624879837036133, -2.6033824355191673E-8 } };
/** Exponential fractions table length. */
static final int EXP_FRAC_TABLE_LEN = 1025; // 0, 1/1024, ... 1024/1024
/** StrictMath.log(Double.MAX_VALUE): {@value} */
private static final double LOG_MAX_VALUE = StrictMath
.log(Double.MAX_VALUE);
/** Table of 2^((n+2)/3) */
private static final double CBRTTWO[] = { 0.6299605249474366,
0.7937005259840998, 1.0, 1.2599210498948732, 1.5874010519681994 };
/**
* Enclose large data table in nested static class so it's only loaded on
* first access.
*/
private static final class ExpIntTable {
/**
* Exponential evaluated at integer values, exp(x) = expIntTableA[x +
* EXP_INT_TABLE_MAX_INDEX] + expIntTableB[x+EXP_INT_TABLE_MAX_INDEX].
*/
private static final double[] EXP_INT_TABLE_A;
/**
* Exponential evaluated at integer values, exp(x) = expIntTableA[x +
* EXP_INT_TABLE_MAX_INDEX] + expIntTableB[x+EXP_INT_TABLE_MAX_INDEX]
*/
private static final double[] EXP_INT_TABLE_B;
static {
if (RECOMPUTE_TABLES_AT_RUNTIME) {
EXP_INT_TABLE_A = new double[CommonsAccurateMath.EXP_INT_TABLE_LEN];
EXP_INT_TABLE_B = new double[CommonsAccurateMath.EXP_INT_TABLE_LEN];
final double tmp[] = new double[2];
final double recip[] = new double[2];
// Populate expIntTable
for (int i = 0; i < CommonsAccurateMath.EXP_INT_TABLE_MAX_INDEX; i++) {
CommonsCalc.expint(i, tmp);
EXP_INT_TABLE_A[i
+ CommonsAccurateMath.EXP_INT_TABLE_MAX_INDEX] = tmp[0];
EXP_INT_TABLE_B[i
+ CommonsAccurateMath.EXP_INT_TABLE_MAX_INDEX] = tmp[1];
if (i != 0) {
// Negative integer powers
CommonsCalc.splitReciprocal(tmp, recip);
EXP_INT_TABLE_A[CommonsAccurateMath.EXP_INT_TABLE_MAX_INDEX
- i] = recip[0];
EXP_INT_TABLE_B[CommonsAccurateMath.EXP_INT_TABLE_MAX_INDEX
- i] = recip[1];
}
}
} else {
EXP_INT_TABLE_A = CommonsMathLiterals.loadExpIntA();
EXP_INT_TABLE_B = CommonsMathLiterals.loadExpIntB();
}
}
}
/**
* Enclose large data table in nested static class so it's only loaded on
* first access.
*/
private static final class ExpFracTable {
/**
* Exponential over the range of 0 - 1 in increments of 2^-10
* exp(x/1024) = expFracTableA[x] + expFracTableB[x]. 1024 = 2^10
*/
private static final double[] EXP_FRAC_TABLE_A;
/**
* Exponential over the range of 0 - 1 in increments of 2^-10
* exp(x/1024) = expFracTableA[x] + expFracTableB[x].
*/
private static final double[] EXP_FRAC_TABLE_B;
static {
if (RECOMPUTE_TABLES_AT_RUNTIME) {
EXP_FRAC_TABLE_A = new double[CommonsAccurateMath.EXP_FRAC_TABLE_LEN];
EXP_FRAC_TABLE_B = new double[CommonsAccurateMath.EXP_FRAC_TABLE_LEN];
final double tmp[] = new double[2];
// Populate expFracTable
final double factor = 1d / (EXP_FRAC_TABLE_LEN - 1);
for (int i = 0; i < EXP_FRAC_TABLE_A.length; i++) {
CommonsCalc.slowexp(i * factor, tmp);
EXP_FRAC_TABLE_A[i] = tmp[0];
EXP_FRAC_TABLE_B[i] = tmp[1];
}
} else {
EXP_FRAC_TABLE_A = CommonsMathLiterals.loadExpFracA();
EXP_FRAC_TABLE_B = CommonsMathLiterals.loadExpFracB();
}
}
}
/**
* Enclose large data table in nested static class so it's only loaded on
* first access.
*/
private static final class lnMant {
/**
* Extended precision logarithm table over the range 1 - 2 in increments
* of 2^-10.
*/
private static final double[][] LN_MANT;
static {
if (RECOMPUTE_TABLES_AT_RUNTIME) {
LN_MANT = new double[CommonsAccurateMath.LN_MANT_LEN][];
// Populate lnMant table
for (int i = 0; i < LN_MANT.length; i++) {
final double d = Double
.longBitsToDouble((((long) i) << 42) | 0x3ff0000000000000L);
LN_MANT[i] = CommonsCalc.slowLog(d);
}
} else {
LN_MANT = CommonsMathLiterals.loadLnMant();
}
}
}
/**
* Power function. Compute x^y.
*
* @param x
* a double
* @param y
* a double
* @return double
*/
static double pow(double x, double y) {
final double lns[] = new double[2];
if (y == 0.0) {
return 1.0;
}
if (x != x) { // X is NaN
return x;
}
if (x == 0) {
long bits = Double.doubleToRawLongBits(x);
if ((bits & 0x8000000000000000L) != 0) {
// -zero
long yi = (long) y;
if (y < 0 && y == yi && (yi & 1) == 1) {
return Double.NEGATIVE_INFINITY;
}
if (y > 0 && y == yi && (yi & 1) == 1) {
return -0.0;
}
}
if (y < 0) {
return Double.POSITIVE_INFINITY;
}
if (y > 0) {
return 0.0;
}
return Double.NaN;
}
if (x == Double.POSITIVE_INFINITY) {
if (y != y) { // y is NaN
return y;
}
if (y < 0.0) {
return 0.0;
} else {
return Double.POSITIVE_INFINITY;
}
}
if (y == Double.POSITIVE_INFINITY) {
if (x * x == 1.0) {
return Double.NaN;
}
if (x * x > 1.0) {
return Double.POSITIVE_INFINITY;
} else {
return 0.0;
}
}
if (x == Double.NEGATIVE_INFINITY) {
if (y != y) { // y is NaN
return y;
}
if (y < 0) {
long yi = (long) y;
if (y == yi && (yi & 1) == 1) {
return -0.0;
}
return 0.0;
}
if (y > 0) {
long yi = (long) y;
if (y == yi && (yi & 1) == 1) {
return Double.NEGATIVE_INFINITY;
}
return Double.POSITIVE_INFINITY;
}
}
if (y == Double.NEGATIVE_INFINITY) {
if (x * x == 1.0) {
return Double.NaN;
}
if (x * x < 1.0) {
return Double.POSITIVE_INFINITY;
} else {
return 0.0;
}
}
/* Handle special case x<0 */
if (x < 0) {
// y is an even integer in this case
if (y >= TWO_POWER_53 || y <= -TWO_POWER_53) {
return pow(-x, y);
}
if (y == (long) y) {
// If y is an integer
return ((long) y & 1) == 0 ? pow(-x, y) : -pow(-x, y);
} else {
return Double.NaN;
}
}
/* Split y into ya and yb such that y = ya+yb */
double ya;
double yb;
if (y < 8e298 && y > -8e298) {
double tmp1 = y * HEX_40000000;
ya = y + tmp1 - tmp1;
yb = y - ya;
} else {
double tmp1 = y * 9.31322574615478515625E-10;
double tmp2 = tmp1 * 9.31322574615478515625E-10;
ya = (tmp1 + tmp2 - tmp1) * HEX_40000000 * HEX_40000000;
yb = y - ya;
}
/* Compute ln(x) */
final double lores = log_(x, lns);
if (Double.isInfinite(lores)) { // don't allow this to be converted to
// NaN
return lores;
}
double lna = lns[0];
double lnb = lns[1];
/* resplit lns */
double tmp1 = lna * HEX_40000000;
double tmp2 = lna + tmp1 - tmp1;
lnb += lna - tmp2;
lna = tmp2;
// y*ln(x) = (aa+ab)
final double aa = lna * ya;
final double ab = lna * yb + lnb * ya + lnb * yb;
lna = aa + ab;
lnb = -(lna - aa - ab);
double z = 1.0 / 120.0;
z = z * lnb + (1.0 / 24.0);
z = z * lnb + (1.0 / 6.0);
z = z * lnb + 0.5;
z = z * lnb + 1.0;
z = z * lnb;
final double result = exp_(lna, z, null);
// result = result + result * z;
return result;
}
/**
* Raise a double to an int power.
*
* @param d
* Number to raise.
* @param e
* Exponent.
* @return de
* @since 3.1
*/
@SuppressWarnings("unused")
private static double pow_(double d, int e) {
if (e == 0) {
return 1.0;
} else if (e < 0) {
e = -e;
d = 1.0 / d;
}
// split d as two 26 bits numbers
// beware the following expressions must NOT be simplified, they rely on
// floating point arithmetic properties
final int splitFactor = 0x8000001;
final double cd = splitFactor * d;
final double d1High = cd - (cd - d);
final double d1Low = d - d1High;
// prepare result
double resultHigh = 1;
double resultLow = 0;
// d^(2p)
double d2p = d;
double d2pHigh = d1High;
double d2pLow = d1Low;
while (e != 0) {
if ((e & 0x1) != 0) {
// accurate multiplication result = result * d^(2p) using
// Veltkamp TwoProduct algorithm
// beware the following expressions must NOT be simplified, they
// rely on floating point arithmetic properties
final double tmpHigh = resultHigh * d2p;
final double cRH = splitFactor * resultHigh;
final double rHH = cRH - (cRH - resultHigh);
final double rHL = resultHigh - rHH;
final double tmpLow = rHL
* d2pLow
- (((tmpHigh - rHH * d2pHigh) - rHL * d2pHigh) - rHH
* d2pLow);
resultHigh = tmpHigh;
resultLow = resultLow * d2p + tmpLow;
}
// accurate squaring d^(2(p+1)) = d^(2p) * d^(2p) using Veltkamp
// TwoProduct algorithm
// beware the following expressions must NOT be simplified, they
// rely on floating point arithmetic properties
final double tmpHigh = d2pHigh * d2p;
final double cD2pH = splitFactor * d2pHigh;
final double d2pHH = cD2pH - (cD2pH - d2pHigh);
final double d2pHL = d2pHigh - d2pHH;
final double tmpLow = d2pHL
* d2pLow
- (((tmpHigh - d2pHH * d2pHigh) - d2pHL * d2pHigh) - d2pHH
* d2pLow);
final double cTmpH = splitFactor * tmpHigh;
d2pHigh = cTmpH - (cTmpH - tmpHigh);
d2pLow = d2pLow * d2p + tmpLow + (tmpHigh - d2pHigh);
d2p = d2pHigh + d2pLow;
e = e >> 1;
}
return resultHigh + resultLow;
}
/**
* Exponential function.
*
* Computes exp(x), function result is nearly rounded. It will be correctly
* rounded to the theoretical value for 99.9% of input values, otherwise it
* will have a 1 UPL error.
*
* Method: Lookup intVal = exp(int(x)) Lookup fracVal = exp(int(x-int(x) /
* 1024.0) * 1024.0 ); Compute z as the exponential of the remaining bits by
* a polynomial minus one exp(x) = intVal * fracVal * (1 + z)
*
* Accuracy: Calculation is done with 63 bits of precision, so result should
* be correctly rounded for 99.9% of input values, with less than 1 ULP
* error otherwise.
*
* @param x
* a double
* @return double ex
*/
static double exp(double x) {
return exp_(x, 0.0, null);
}
/**
* Internal helper method for exponential function.
*
* @param x
* original argument of the exponential function
* @param extra
* extra bits of precision on input (To Be Confirmed)
* @param hiPrec
* extra bits of precision on output (To Be Confirmed)
* @return exp(x)
*/
private static double exp_(double x, double extra, double[] hiPrec) {
double intPartA;
double intPartB;
int intVal;
/*
* Lookup exp(floor(x)). intPartA will have the upper 22 bits, intPartB
* will have the lower 52 bits.
*/
if (x < 0.0) {
intVal = (int) -x;
if (intVal > 746) {
if (hiPrec != null) {
hiPrec[0] = 0.0;
hiPrec[1] = 0.0;
}
return 0.0;
}
if (intVal > 709) {
/* This will produce a subnormal output */
final double result = exp_(x + 40.19140625, extra, hiPrec) / 285040095144011776.0;
if (hiPrec != null) {
hiPrec[0] /= 285040095144011776.0;
hiPrec[1] /= 285040095144011776.0;
}
return result;
}
if (intVal == 709) {
/* exp(1.494140625) is nearly a machine number... */
final double result = exp_(x + 1.494140625, extra, hiPrec) / 4.455505956692756620;
if (hiPrec != null) {
hiPrec[0] /= 4.455505956692756620;
hiPrec[1] /= 4.455505956692756620;
}
return result;
}
intVal++;
intPartA = ExpIntTable.EXP_INT_TABLE_A[EXP_INT_TABLE_MAX_INDEX
- intVal];
intPartB = ExpIntTable.EXP_INT_TABLE_B[EXP_INT_TABLE_MAX_INDEX
- intVal];
intVal = -intVal;
} else {
intVal = (int) x;
if (intVal > 709) {
if (hiPrec != null) {
hiPrec[0] = Double.POSITIVE_INFINITY;
hiPrec[1] = 0.0;
}
return Double.POSITIVE_INFINITY;
}
intPartA = ExpIntTable.EXP_INT_TABLE_A[EXP_INT_TABLE_MAX_INDEX
+ intVal];
intPartB = ExpIntTable.EXP_INT_TABLE_B[EXP_INT_TABLE_MAX_INDEX
+ intVal];
}
/*
* Get the fractional part of x, find the greatest multiple of 2^-10
* less than x and look up the exp function of it. fracPartA will have
* the upper 22 bits, fracPartB the lower 52 bits.
*/
final int intFrac = (int) ((x - intVal) * 1024.0);
final double fracPartA = ExpFracTable.EXP_FRAC_TABLE_A[intFrac];
final double fracPartB = ExpFracTable.EXP_FRAC_TABLE_B[intFrac];
/*
* epsilon is the difference in x from the nearest multiple of 2^-10. It
* has a value in the range 0 <= epsilon < 2^-10. Do the subtraction
* from x as the last step to avoid possible loss of precision.
*/
final double epsilon = x - (intVal + intFrac / 1024.0);
/*
* Compute z = exp(epsilon) - 1.0 via a minimax polynomial. z has full
* double precision (52 bits). Since z < 2^-10, we will have 62 bits of
* precision when combined with the constant 1. This will be used in the
* last addition below to get proper rounding.
*/
/*
* Remez generated polynomial. Converges on the interval [0, 2^-10],
* error is less than 0.5 ULP
*/
double z = 0.04168701738764507;
z = z * epsilon + 0.1666666505023083;
z = z * epsilon + 0.5000000000042687;
z = z * epsilon + 1.0;
z = z * epsilon + -3.940510424527919E-20;
/*
* Compute (intPartA+intPartB) * (fracPartA+fracPartB) by binomial
* expansion. tempA is exact since intPartA and intPartB only have 22
* bits each. tempB will have 52 bits of precision.
*/
double tempA = intPartA * fracPartA;
double tempB = intPartA * fracPartB + intPartB * fracPartA + intPartB
* fracPartB;
/*
* Compute the result. (1+z)(tempA+tempB). Order of operations is
* important. For accuracy add by increasing size. tempA is exact and
* much larger than the others. If there are extra bits specified from
* the pow() function, use them.
*/
final double tempC = tempB + tempA;
final double result;
if (extra != 0.0) {
result = tempC * extra * z + tempC * extra + tempC * z + tempB
+ tempA;
} else {
result = tempC * z + tempB + tempA;
}
if (hiPrec != null) {
// If requesting high precision
hiPrec[0] = tempA;
hiPrec[1] = tempC * extra * z + tempC * extra + tempC * z + tempB;
}
return result;
}
/**
* Internal helper method for expm1
*
* @param x
* number to compute shifted exponential
* @param hiPrecOut
* receive high precision result for -1.0 < x < 1.0
* @return exp(x) - 1
*/
private static double expm1_(double x, double hiPrecOut[]) {
if (x != x || x == 0.0) { // NaN or zero
return x;
}
if (x <= -1.0 || x >= 1.0) {
// If not between +/- 1.0
// return exp(x) - 1.0;
double hiPrec[] = new double[2];
exp_(x, 0.0, hiPrec);
if (x > 0.0) {
return -1.0 + hiPrec[0] + hiPrec[1];
} else {
final double ra = -1.0 + hiPrec[0];
double rb = -(ra + 1.0 - hiPrec[0]);
rb += hiPrec[1];
return ra + rb;
}
}
double baseA;
double baseB;
double epsilon;
boolean negative = false;
if (x < 0.0) {
x = -x;
negative = true;
}
{
int intFrac = (int) (x * 1024.0);
double tempA = ExpFracTable.EXP_FRAC_TABLE_A[intFrac] - 1.0;
double tempB = ExpFracTable.EXP_FRAC_TABLE_B[intFrac];
double temp = tempA + tempB;
tempB = -(temp - tempA - tempB);
tempA = temp;
temp = tempA * HEX_40000000;
baseA = tempA + temp - temp;
baseB = tempB + (tempA - baseA);
epsilon = x - intFrac / 1024.0;
}
/* Compute expm1(epsilon) */
double zb = 0.008336750013465571;
zb = zb * epsilon + 0.041666663879186654;
zb = zb * epsilon + 0.16666666666745392;
zb = zb * epsilon + 0.49999999999999994;
zb = zb * epsilon;
zb = zb * epsilon;
double za = epsilon;
double temp = za + zb;
zb = -(temp - za - zb);
za = temp;
temp = za * HEX_40000000;
temp = za + temp - temp;
zb += za - temp;
za = temp;
/*
* Combine the parts. expm1(a+b) = expm1(a) + expm1(b) +
* expm1(a)*expm1(b)
*/
double ya = za * baseA;
// double yb = za*baseB + zb*baseA + zb*baseB;
temp = ya + za * baseB;
double yb = -(temp - ya - za * baseB);
ya = temp;
temp = ya + zb * baseA;
yb += -(temp - ya - zb * baseA);
ya = temp;
temp = ya + zb * baseB;
yb += -(temp - ya - zb * baseB);
ya = temp;
// ya = ya + za + baseA;
// yb = yb + zb + baseB;
temp = ya + baseA;
yb += -(temp - baseA - ya);
ya = temp;
temp = ya + za;
// yb += (ya > za) ? -(temp - ya - za) : -(temp - za - ya);
yb += -(temp - ya - za);
ya = temp;
temp = ya + baseB;
// yb += (ya > baseB) ? -(temp - ya - baseB) : -(temp - baseB - ya);
yb += -(temp - ya - baseB);
ya = temp;
temp = ya + zb;
// yb += (ya > zb) ? -(temp - ya - zb) : -(temp - zb - ya);
yb += -(temp - ya - zb);
ya = temp;
if (negative) {
/* Compute expm1(-x) = -expm1(x) / (expm1(x) + 1) */
double denom = 1.0 + ya;
double denomr = 1.0 / denom;
double denomb = -(denom - 1.0 - ya) + yb;
double ratio = ya * denomr;
temp = ratio * HEX_40000000;
final double ra = ratio + temp - temp;
double rb = ratio - ra;
temp = denom * HEX_40000000;
za = denom + temp - temp;
zb = denom - za;
rb += (ya - za * ra - za * rb - zb * ra - zb * rb) * denomr;
// f(x) = x/1+x
// Compute f'(x)
// Product rule: d(uv) = du*v + u*dv
// Chain rule: d(f(g(x)) = f'(g(x))*f(g'(x))
// d(1/x) = -1/(x*x)
// d(1/1+x) = -1/( (1+x)^2) * 1 = -1/((1+x)*(1+x))
// d(x/1+x) = -x/((1+x)(1+x)) + 1/1+x = 1 / ((1+x)(1+x))
// Adjust for yb
rb += yb * denomr; // numerator
rb += -ya * denomb * denomr * denomr; // denominator
// negate
ya = -ra;
yb = -rb;
}
if (hiPrecOut != null) {
hiPrecOut[0] = ya;
hiPrecOut[1] = yb;
}
return ya + yb;
}
/**
* Compute the hyperbolic cosine of a number.
*
* @param x
* number on which evaluation is done
* @return hyperbolic cosine of x
*/
static double cosh(double x) {
if (x != x) {
return x;
}
// cosh[z] = (exp(z) + exp(-z))/2
// for numbers with magnitude 20 or so,
// exp(-z) can be ignored in comparison with exp(z)
if (x > 20) {
if (x >= LOG_MAX_VALUE) {
// Avoid overflow (MATH-905).
final double t = exp(0.5 * x);
return (0.5 * t) * t;
} else {
return 0.5 * exp(x);
}
} else if (x < -20) {
if (x <= -LOG_MAX_VALUE) {
// Avoid overflow (MATH-905).
final double t = exp(-0.5 * x);
return (0.5 * t) * t;
} else {
return 0.5 * exp(-x);
}
}
final double hiPrec[] = new double[2];
if (x < 0.0) {
x = -x;
}
exp_(x, 0.0, hiPrec);
double ya = hiPrec[0] + hiPrec[1];
double yb = -(ya - hiPrec[0] - hiPrec[1]);
double temp = ya * HEX_40000000;
double yaa = ya + temp - temp;
double yab = ya - yaa;
// recip = 1/y
double recip = 1.0 / ya;
temp = recip * HEX_40000000;
double recipa = recip + temp - temp;
double recipb = recip - recipa;
// Correct for rounding in division
recipb += (1.0 - yaa * recipa - yaa * recipb - yab * recipa - yab
* recipb)
* recip;
// Account for yb
recipb += -yb * recip * recip;
// y = y + 1/y
temp = ya + recipa;
yb += -(temp - ya - recipa);
ya = temp;
temp = ya + recipb;
yb += -(temp - ya - recipb);
ya = temp;
double result = ya + yb;
result *= 0.5;
return result;
}
/**
* Compute the hyperbolic sine of a number.
*
* @param x
* number on which evaluation is done
* @return hyperbolic sine of x
*/
static double sinh(double x) {
boolean negate = false;
if (x != x) {
return x;
}
// sinh[z] = (exp(z) - exp(-z) / 2
// for values of z larger than about 20,
// exp(-z) can be ignored in comparison with exp(z)
if (x > 20) {
if (x >= LOG_MAX_VALUE) {
// Avoid overflow (MATH-905).
final double t = exp(0.5 * x);
return (0.5 * t) * t;
} else {
return 0.5 * exp(x);
}
} else if (x < -20) {
if (x <= -LOG_MAX_VALUE) {
// Avoid overflow (MATH-905).
final double t = exp(-0.5 * x);
return (-0.5 * t) * t;
} else {
return -0.5 * exp(-x);
}
}
if (x == 0) {
return x;
}
if (x < 0.0) {
x = -x;
negate = true;
}
double result;
if (x > 0.25) {
double hiPrec[] = new double[2];
exp_(x, 0.0, hiPrec);
double ya = hiPrec[0] + hiPrec[1];
double yb = -(ya - hiPrec[0] - hiPrec[1]);
double temp = ya * HEX_40000000;
double yaa = ya + temp - temp;
double yab = ya - yaa;
// recip = 1/y
double recip = 1.0 / ya;
temp = recip * HEX_40000000;
double recipa = recip + temp - temp;
double recipb = recip - recipa;
// Correct for rounding in division
recipb += (1.0 - yaa * recipa - yaa * recipb - yab * recipa - yab
* recipb)
* recip;
// Account for yb
recipb += -yb * recip * recip;
recipa = -recipa;
recipb = -recipb;
// y = y + 1/y
temp = ya + recipa;
yb += -(temp - ya - recipa);
ya = temp;
temp = ya + recipb;
yb += -(temp - ya - recipb);
ya = temp;
result = ya + yb;
result *= 0.5;
} else {
double hiPrec[] = new double[2];
expm1_(x, hiPrec);
double ya = hiPrec[0] + hiPrec[1];
double yb = -(ya - hiPrec[0] - hiPrec[1]);
/* Compute expm1(-x) = -expm1(x) / (expm1(x) + 1) */
double denom = 1.0 + ya;
double denomr = 1.0 / denom;
double denomb = -(denom - 1.0 - ya) + yb;
double ratio = ya * denomr;
double temp = ratio * HEX_40000000;
double ra = ratio + temp - temp;
double rb = ratio - ra;
temp = denom * HEX_40000000;
double za = denom + temp - temp;
double zb = denom - za;
rb += (ya - za * ra - za * rb - zb * ra - zb * rb) * denomr;
// Adjust for yb
rb += yb * denomr; // numerator
rb += -ya * denomb * denomr * denomr; // denominator
// y = y - 1/y
temp = ya + ra;
yb += -(temp - ya - ra);
ya = temp;
temp = ya + rb;
yb += -(temp - ya - rb);
ya = temp;
result = ya + yb;
result *= 0.5;
}
if (negate) {
result = -result;
}
return result;
}
/**
* Compute the hyperbolic tangent of a number.
*
* @param x
* number on which evaluation is done
* @return hyperbolic tangent of x
*/
static double tanh(double x) {
boolean negate = false;
if (x != x) {
return x;
}
// tanh[z] = sinh[z] / cosh[z]
// = (exp(z) - exp(-z)) / (exp(z) + exp(-z))
// = (exp(2x) - 1) / (exp(2x) + 1)
// for magnitude > 20, sinh[z] == cosh[z] in double precision
if (x > 20.0) {
return 1.0;
}
if (x < -20) {
return -1.0;
}
if (x == 0) {
return x;
}
if (x < 0.0) {
x = -x;
negate = true;
}
double result;
if (x >= 0.5) {
double hiPrec[] = new double[2];
// tanh(x) = (exp(2x) - 1) / (exp(2x) + 1)
exp_(x * 2.0, 0.0, hiPrec);
double ya = hiPrec[0] + hiPrec[1];
double yb = -(ya - hiPrec[0] - hiPrec[1]);
/* Numerator */
double na = -1.0 + ya;
double nb = -(na + 1.0 - ya);
double temp = na + yb;
nb += -(temp - na - yb);
na = temp;
/* Denominator */
double da = 1.0 + ya;
double db = -(da - 1.0 - ya);
temp = da + yb;
db += -(temp - da - yb);
da = temp;
temp = da * HEX_40000000;
double daa = da + temp - temp;
double dab = da - daa;
// ratio = na/da
double ratio = na / da;
temp = ratio * HEX_40000000;
double ratioa = ratio + temp - temp;
double ratiob = ratio - ratioa;
// Correct for rounding in division
ratiob += (na - daa * ratioa - daa * ratiob - dab * ratioa - dab
* ratiob)
/ da;
// Account for nb
ratiob += nb / da;
// Account for db
ratiob += -db * na / da / da;
result = ratioa + ratiob;
} else {
double hiPrec[] = new double[2];
// tanh(x) = expm1(2x) / (expm1(2x) + 2)
expm1_(x * 2.0, hiPrec);
double ya = hiPrec[0] + hiPrec[1];
double yb = -(ya - hiPrec[0] - hiPrec[1]);
/* Numerator */
double na = ya;
double nb = yb;
/* Denominator */
double da = 2.0 + ya;
double db = -(da - 2.0 - ya);
double temp = da + yb;
db += -(temp - da - yb);
da = temp;
temp = da * HEX_40000000;
double daa = da + temp - temp;
double dab = da - daa;
// ratio = na/da
double ratio = na / da;
temp = ratio * HEX_40000000;
double ratioa = ratio + temp - temp;
double ratiob = ratio - ratioa;
// Correct for rounding in division
ratiob += (na - daa * ratioa - daa * ratiob - dab * ratioa - dab
* ratiob)
/ da;
// Account for nb
ratiob += nb / da;
// Account for db
ratiob += -db * na / da / da;
result = ratioa + ratiob;
}
if (negate) {
result = -result;
}
return result;
}
/**
* Compute the cubic root of a number.
*
* @param x
* number on which evaluation is done
* @return cubic root of x
*/
static double cbrt(double x) {
/* Convert input double to bits */
long inbits = Double.doubleToRawLongBits(x);
int exponent = (int) ((inbits >> 52) & 0x7ff) - 1023;
boolean subnormal = false;
if (exponent == -1023) {
if (x == 0) {
return x;
}
/* Subnormal, so normalize */
subnormal = true;
x *= 1.8014398509481984E16; // 2^54
inbits = Double.doubleToRawLongBits(x);
exponent = (int) ((inbits >> 52) & 0x7ff) - 1023;
}
if (exponent == 1024) {
// Nan or infinity. Don't care which.
return x;
}
/* Divide the exponent by 3 */
int exp3 = exponent / 3;
/* p2 will be the nearest power of 2 to x with its exponent divided by 3 */
double p2 = Double.longBitsToDouble((inbits & 0x8000000000000000L)
| (long) (((exp3 + 1023) & 0x7ff)) << 52);
/* This will be a number between 1 and 2 */
final double mant = Double
.longBitsToDouble((inbits & 0x000fffffffffffffL) | 0x3ff0000000000000L);
/* Estimate the cube root of mant by polynomial */
double est = -0.010714690733195933;
est = est * mant + 0.0875862700108075;
est = est * mant + -0.3058015757857271;
est = est * mant + 0.7249995199969751;
est = est * mant + 0.5039018405998233;
est *= CBRTTWO[exponent % 3 + 2];
// est should now be good to about 15 bits of precision. Do 2 rounds of
// Newton's method to get closer, this should get us full double
// precision
// Scale down x for the purpose of doing newtons method. This avoids
// over/under flows.
final double xs = x / (p2 * p2 * p2);
est += (xs - est * est * est) / (3 * est * est);
est += (xs - est * est * est) / (3 * est * est);
// Do one round of Newton's method in extended precision to get the last
// bit right.
double temp = est * HEX_40000000;
double ya = est + temp - temp;
double yb = est - ya;
double za = ya * ya;
double zb = ya * yb * 2.0 + yb * yb;
temp = za * HEX_40000000;
double temp2 = za + temp - temp;
zb += za - temp2;
za = temp2;
zb = za * yb + ya * zb + zb * yb;
za = za * ya;
double na = xs - za;
double nb = -(na - xs + za);
nb -= zb;
est += (na + nb) / (3 * est * est);
/* Scale by a power of two, so this is exact. */
est *= p2;
if (subnormal) {
est *= 3.814697265625E-6; // 2^-18
}
return est;
}
/**
* Internal helper method for natural logarithm function.
*
* @param x
* original argument of the natural logarithm function
* @param hiPrec
* extra bits of precision on output (To Be Confirmed)
* @return log(x)
*/
private static double log_(final double x, final double[] hiPrec) {
if (x == 0) { // Handle special case of +0/-0
return Double.NEGATIVE_INFINITY;
}
long bits = Double.doubleToRawLongBits(x);
/* Handle special cases of negative input, and NaN */
if (((bits & 0x8000000000000000L) != 0 || x != x) && x != 0.0) {
if (hiPrec != null) {
hiPrec[0] = Double.NaN;
}
return Double.NaN;
}
/* Handle special cases of Positive infinity. */
if (x == Double.POSITIVE_INFINITY) {
if (hiPrec != null) {
hiPrec[0] = Double.POSITIVE_INFINITY;
}
return Double.POSITIVE_INFINITY;
}
/* Extract the exponent */
int exp = (int) (bits >> 52) - 1023;
if ((bits & 0x7ff0000000000000L) == 0) {
// Subnormal!
if (x == 0) {
// Zero
if (hiPrec != null) {
hiPrec[0] = Double.NEGATIVE_INFINITY;
}
return Double.NEGATIVE_INFINITY;
}
/* Normalize the subnormal number. */
bits <<= 1;
while ((bits & 0x0010000000000000L) == 0) {
--exp;
bits <<= 1;
}
}
if ((exp == -1 || exp == 0) && x < 1.01 && x > 0.99 && hiPrec == null) {
/*
* The normal method doesn't work well in the range [0.99, 1.01], so
* call do a straight polynomial expansion in higer precision.
*/
/* Compute x - 1.0 and split it */
double xa = x - 1.0;
double xb = xa - x + 1.0;
double tmp = xa * HEX_40000000;
double aa = xa + tmp - tmp;
double ab = xa - aa;
xa = aa;
xb = ab;
final double[] lnCoef_last = LN_QUICK_COEF[LN_QUICK_COEF.length - 1];
double ya = lnCoef_last[0];
double yb = lnCoef_last[1];
for (int i = LN_QUICK_COEF.length - 2; i >= 0; i--) {
/* Multiply a = y * x */
aa = ya * xa;
ab = ya * xb + yb * xa + yb * xb;
/* split, so now y = a */
tmp = aa * HEX_40000000;
ya = aa + tmp - tmp;
yb = aa - ya + ab;
/* Add a = y + lnQuickCoef */
final double[] lnCoef_i = LN_QUICK_COEF[i];
aa = ya + lnCoef_i[0];
ab = yb + lnCoef_i[1];
/* Split y = a */
tmp = aa * HEX_40000000;
ya = aa + tmp - tmp;
yb = aa - ya + ab;
}
/* Multiply a = y * x */
aa = ya * xa;
ab = ya * xb + yb * xa + yb * xb;
/* split, so now y = a */
tmp = aa * HEX_40000000;
ya = aa + tmp - tmp;
yb = aa - ya + ab;
return ya + yb;
}
// lnm is a log of a number in the range of 1.0 - 2.0, so 0 <= lnm <
// ln(2)
final double[] lnm = lnMant.LN_MANT[(int) ((bits & 0x000ffc0000000000L) >> 42)];
/*
* double epsilon = x / Double.longBitsToDouble(bits &
* 0xfffffc0000000000L);
*
* epsilon -= 1.0;
*/
// y is the most significant 10 bits of the mantissa
// double y = Double.longBitsToDouble(bits & 0xfffffc0000000000L);
// double epsilon = (x - y) / y;
final double epsilon = (bits & 0x3ffffffffffL)
/ (TWO_POWER_52 + (bits & 0x000ffc0000000000L));
double lnza = 0.0;
double lnzb = 0.0;
if (hiPrec != null) {
/* split epsilon -> x */
double tmp = epsilon * HEX_40000000;
double aa = epsilon + tmp - tmp;
double ab = epsilon - aa;
double xa = aa;
double xb = ab;
/* Need a more accurate epsilon, so adjust the division. */
final double numer = bits & 0x3ffffffffffL;
final double denom = TWO_POWER_52 + (bits & 0x000ffc0000000000L);
aa = numer - xa * denom - xb * denom;
xb += aa / denom;
/* Remez polynomial evaluation */
final double[] lnCoef_last = LN_HI_PREC_COEF[LN_HI_PREC_COEF.length - 1];
double ya = lnCoef_last[0];
double yb = lnCoef_last[1];
for (int i = LN_HI_PREC_COEF.length - 2; i >= 0; i--) {
/* Multiply a = y * x */
aa = ya * xa;
ab = ya * xb + yb * xa + yb * xb;
/* split, so now y = a */
tmp = aa * HEX_40000000;
ya = aa + tmp - tmp;
yb = aa - ya + ab;
/* Add a = y + lnHiPrecCoef */
final double[] lnCoef_i = LN_HI_PREC_COEF[i];
aa = ya + lnCoef_i[0];
ab = yb + lnCoef_i[1];
/* Split y = a */
tmp = aa * HEX_40000000;
ya = aa + tmp - tmp;
yb = aa - ya + ab;
}
/* Multiply a = y * x */
aa = ya * xa;
ab = ya * xb + yb * xa + yb * xb;
/* split, so now lnz = a */
/*
* tmp = aa * 1073741824.0; lnza = aa + tmp - tmp; lnzb = aa - lnza
* + ab;
*/
lnza = aa + ab;
lnzb = -(lnza - aa - ab);
} else {
/*
* High precision not required. Eval Remez polynomial using standard
* double precision
*/
lnza = -0.16624882440418567;
lnza = lnza * epsilon + 0.19999954120254515;
lnza = lnza * epsilon + -0.2499999997677497;
lnza = lnza * epsilon + 0.3333333333332802;
lnza = lnza * epsilon + -0.5;
lnza = lnza * epsilon + 1.0;
lnza = lnza * epsilon;
}
/*
* Relative sizes: lnzb [0, 2.33E-10] lnm[1] [0, 1.17E-7] ln2B*exp [0,
* 1.12E-4] lnza [0, 9.7E-4] lnm[0] [0, 0.692] ln2A*exp [0, 709]
*/
/*
* Compute the following sum: lnzb + lnm[1] + ln2B*exp + lnza + lnm[0] +
* ln2A*exp;
*/
// return lnzb + lnm[1] + ln2B*exp + lnza + lnm[0] + ln2A*exp;
double a = LN_2_A * exp;
double b = 0.0;
double c = a + lnm[0];
double d = -(c - a - lnm[0]);
a = c;
b = b + d;
c = a + lnza;
d = -(c - a - lnza);
a = c;
b = b + d;
c = a + LN_2_B * exp;
d = -(c - a - LN_2_B * exp);
a = c;
b = b + d;
c = a + lnm[1];
d = -(c - a - lnm[1]);
a = c;
b = b + d;
c = a + lnzb;
d = -(c - a - lnzb);
a = c;
b = b + d;
if (hiPrec != null) {
hiPrec[0] = a;
hiPrec[1] = b;
}
return a + b;
}
}