org.hipparchus.util.Precision Maven / Gradle / Ivy
/*
* 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.
*/
/*
* This is not the original file distributed by the Apache Software Foundation
* It has been modified by the Hipparchus project
*/
package org.hipparchus.util;
import java.math.BigDecimal;
import org.hipparchus.exception.LocalizedCoreFormats;
import org.hipparchus.exception.MathRuntimeException;
import org.hipparchus.exception.MathIllegalArgumentException;
/**
* Utilities for comparing numbers.
*/
public class Precision {
/**
* Largest double-precision floating-point number such that
* {@code 1 + EPSILON} is numerically equal to 1. This value is an upper
* bound on the relative error due to rounding real numbers to double
* precision floating-point numbers.
*
* In IEEE 754 arithmetic, this is 2-53.
*
* @see Machine epsilon
*/
public static final double EPSILON;
/**
* Safe minimum, such that {@code 1 / SAFE_MIN} does not overflow.
*
* In IEEE 754 arithmetic, this is also the smallest normalized
* number 2-1022.
*/
public static final double SAFE_MIN;
/** Exponent offset in IEEE754 representation. */
private static final long EXPONENT_OFFSET = 1023l;
/** Offset to order signed double numbers lexicographically. */
private static final long SGN_MASK = 0x8000000000000000L;
/** Offset to order signed double numbers lexicographically. */
private static final int SGN_MASK_FLOAT = 0x80000000;
/** Positive zero. */
private static final double POSITIVE_ZERO = 0d;
/** Positive zero bits. */
private static final long POSITIVE_ZERO_DOUBLE_BITS = Double.doubleToRawLongBits(+0.0);
/** Negative zero bits. */
private static final long NEGATIVE_ZERO_DOUBLE_BITS = Double.doubleToRawLongBits(-0.0);
/** Positive zero bits. */
private static final int POSITIVE_ZERO_FLOAT_BITS = Float.floatToRawIntBits(+0.0f);
/** Negative zero bits. */
private static final int NEGATIVE_ZERO_FLOAT_BITS = Float.floatToRawIntBits(-0.0f);
static {
/*
* This was previously expressed as = 0x1.0p-53;
* However, OpenJDK (Sparc Solaris) cannot handle such small
* constants: MATH-721
*/
EPSILON = Double.longBitsToDouble((EXPONENT_OFFSET - 53l) << 52);
/*
* This was previously expressed as = 0x1.0p-1022;
* However, OpenJDK (Sparc Solaris) cannot handle such small
* constants: MATH-721
*/
SAFE_MIN = Double.longBitsToDouble((EXPONENT_OFFSET - 1022l) << 52);
}
/**
* Private constructor.
*/
private Precision() {}
/**
* Compares two numbers given some amount of allowed error.
*
* @param x the first number
* @param y the second number
* @param eps the amount of error to allow when checking for equality
* @return
- 0 if {@link #equals(double, double, double) equals(x, y, eps)}
* - < 0 if !{@link #equals(double, double, double) equals(x, y, eps)} && x < y
* - > 0 if !{@link #equals(double, double, double) equals(x, y, eps)} && x > y or
* either argument is NaN
*/
public static int compareTo(double x, double y, double eps) {
if (equals(x, y, eps)) {
return 0;
} else if (x < y) {
return -1;
}
return 1;
}
/**
* Compares two numbers given some amount of allowed error.
* Two float numbers are considered equal if there are {@code (maxUlps - 1)}
* (or fewer) floating point numbers between them, i.e. two adjacent floating
* point numbers are considered equal.
* Adapted from
* Bruce Dawson. Returns {@code false} if either of the arguments is NaN.
*
* @param x first value
* @param y second value
* @param maxUlps {@code (maxUlps - 1)} is the number of floating point
* values between {@code x} and {@code y}.
* @return - 0 if {@link #equals(double, double, int) equals(x, y, maxUlps)}
* - < 0 if !{@link #equals(double, double, int) equals(x, y, maxUlps)} && x < y
* - > 0 if !{@link #equals(double, double, int) equals(x, y, maxUlps)} && x > y
* or either argument is NaN
*/
public static int compareTo(final double x, final double y, final int maxUlps) {
if (equals(x, y, maxUlps)) {
return 0;
} else if (x < y) {
return -1;
}
return 1;
}
/**
* Returns true iff they are equal as defined by
* {@link #equals(float,float,int) equals(x, y, 1)}.
*
* @param x first value
* @param y second value
* @return {@code true} if the values are equal.
*/
public static boolean equals(float x, float y) {
return equals(x, y, 1);
}
/**
* Returns true if both arguments are NaN or they are
* equal as defined by {@link #equals(float,float) equals(x, y, 1)}.
*
* @param x first value
* @param y second value
* @return {@code true} if the values are equal or both are NaN.
*/
public static boolean equalsIncludingNaN(float x, float y) {
return (x != x || y != y) ? !(x != x ^ y != y) : equals(x, y, 1);
}
/**
* Returns true if the arguments are equal or within the range of allowed
* error (inclusive). Returns {@code false} if either of the arguments
* is NaN.
*
* @param x first value
* @param y second value
* @param eps the amount of absolute error to allow.
* @return {@code true} if the values are equal or within range of each other.
*/
public static boolean equals(float x, float y, float eps) {
return equals(x, y, 1) || FastMath.abs(y - x) <= eps;
}
/**
* Returns true if the arguments are both NaN, are equal, or are within the range
* of allowed error (inclusive).
*
* @param x first value
* @param y second value
* @param eps the amount of absolute error to allow.
* @return {@code true} if the values are equal or within range of each other,
* or both are NaN.
*/
public static boolean equalsIncludingNaN(float x, float y, float eps) {
return equalsIncludingNaN(x, y) || (FastMath.abs(y - x) <= eps);
}
/**
* Returns true if the arguments are equal or within the range of allowed
* error (inclusive).
* Two float numbers are considered equal if there are {@code (maxUlps - 1)}
* (or fewer) floating point numbers between them, i.e. two adjacent floating
* point numbers are considered equal.
* Adapted from
* Bruce Dawson. Returns {@code false} if either of the arguments is NaN.
*
* @param x first value
* @param y second value
* @param maxUlps {@code (maxUlps - 1)} is the number of floating point
* values between {@code x} and {@code y}.
* @return {@code true} if there are fewer than {@code maxUlps} floating
* point values between {@code x} and {@code y}.
*/
public static boolean equals(final float x, final float y, final int maxUlps) {
final int xInt = Float.floatToRawIntBits(x);
final int yInt = Float.floatToRawIntBits(y);
final boolean isEqual;
if (((xInt ^ yInt) & SGN_MASK_FLOAT) == 0) {
// number have same sign, there is no risk of overflow
isEqual = FastMath.abs(xInt - yInt) <= maxUlps;
} else {
// number have opposite signs, take care of overflow
final int deltaPlus;
final int deltaMinus;
if (xInt < yInt) {
deltaPlus = yInt - POSITIVE_ZERO_FLOAT_BITS;
deltaMinus = xInt - NEGATIVE_ZERO_FLOAT_BITS;
} else {
deltaPlus = xInt - POSITIVE_ZERO_FLOAT_BITS;
deltaMinus = yInt - NEGATIVE_ZERO_FLOAT_BITS;
}
if (deltaPlus > maxUlps) {
isEqual = false;
} else {
isEqual = deltaMinus <= (maxUlps - deltaPlus);
}
}
return isEqual && !Float.isNaN(x) && !Float.isNaN(y);
}
/**
* Returns true if the arguments are both NaN or if they are equal as defined
* by {@link #equals(float,float,int) equals(x, y, maxUlps)}.
*
* @param x first value
* @param y second value
* @param maxUlps {@code (maxUlps - 1)} is the number of floating point
* values between {@code x} and {@code y}.
* @return {@code true} if both arguments are NaN or if there are less than
* {@code maxUlps} floating point values between {@code x} and {@code y}.
*/
public static boolean equalsIncludingNaN(float x, float y, int maxUlps) {
return (x != x || y != y) ? !(x != x ^ y != y) : equals(x, y, maxUlps);
}
/**
* Returns true iff they are equal as defined by
* {@link #equals(double,double,int) equals(x, y, 1)}.
*
* @param x first value
* @param y second value
* @return {@code true} if the values are equal.
*/
public static boolean equals(double x, double y) {
return equals(x, y, 1);
}
/**
* Returns true if the arguments are both NaN or they are
* equal as defined by {@link #equals(double,double) equals(x, y, 1)}.
*
* @param x first value
* @param y second value
* @return {@code true} if the values are equal or both are NaN.
*/
public static boolean equalsIncludingNaN(double x, double y) {
return (x != x || y != y) ? !(x != x ^ y != y) : equals(x, y, 1);
}
/**
* Returns {@code true} if there is no double value strictly between the
* arguments or the difference between them is within the range of allowed
* error (inclusive). Returns {@code false} if either of the arguments
* is NaN.
*
* @param x First value.
* @param y Second value.
* @param eps Amount of allowed absolute error.
* @return {@code true} if the values are two adjacent floating point
* numbers or they are within range of each other.
*/
public static boolean equals(double x, double y, double eps) {
return equals(x, y, 1) || FastMath.abs(y - x) <= eps;
}
/**
* Returns {@code true} if there is no double value strictly between the
* arguments or the relative difference between them is less than or equal
* to the given tolerance. Returns {@code false} if either of the arguments
* is NaN.
*
* @param x First value.
* @param y Second value.
* @param eps Amount of allowed relative error.
* @return {@code true} if the values are two adjacent floating point
* numbers or they are within range of each other.
*/
public static boolean equalsWithRelativeTolerance(double x, double y, double eps) {
if (equals(x, y, 1)) {
return true;
}
final double absoluteMax = FastMath.max(FastMath.abs(x), FastMath.abs(y));
final double relativeDifference = FastMath.abs((x - y) / absoluteMax);
return relativeDifference <= eps;
}
/**
* Returns true if the arguments are both NaN, are equal or are within the range
* of allowed error (inclusive).
*
* @param x first value
* @param y second value
* @param eps the amount of absolute error to allow.
* @return {@code true} if the values are equal or within range of each other,
* or both are NaN.
*/
public static boolean equalsIncludingNaN(double x, double y, double eps) {
return equalsIncludingNaN(x, y) || (FastMath.abs(y - x) <= eps);
}
/**
* Returns true if the arguments are equal or within the range of allowed
* error (inclusive).
*
* Two float numbers are considered equal if there are {@code (maxUlps - 1)}
* (or fewer) floating point numbers between them, i.e. two adjacent
* floating point numbers are considered equal.
*
*
* Adapted from
* Bruce Dawson. Returns {@code false} if either of the arguments is NaN.
*
*
* @param x first value
* @param y second value
* @param maxUlps {@code (maxUlps - 1)} is the number of floating point
* values between {@code x} and {@code y}.
* @return {@code true} if there are fewer than {@code maxUlps} floating
* point values between {@code x} and {@code y}.
*/
public static boolean equals(final double x, final double y, final int maxUlps) {
final long xInt = Double.doubleToRawLongBits(x);
final long yInt = Double.doubleToRawLongBits(y);
final boolean isEqual;
if (((xInt ^ yInt) & SGN_MASK) == 0l) {
// number have same sign, there is no risk of overflow
isEqual = FastMath.abs(xInt - yInt) <= maxUlps;
} else {
// number have opposite signs, take care of overflow
final long deltaPlus;
final long deltaMinus;
if (xInt < yInt) {
deltaPlus = yInt - POSITIVE_ZERO_DOUBLE_BITS;
deltaMinus = xInt - NEGATIVE_ZERO_DOUBLE_BITS;
} else {
deltaPlus = xInt - POSITIVE_ZERO_DOUBLE_BITS;
deltaMinus = yInt - NEGATIVE_ZERO_DOUBLE_BITS;
}
if (deltaPlus > maxUlps) {
isEqual = false;
} else {
isEqual = deltaMinus <= (maxUlps - deltaPlus);
}
}
return isEqual && !Double.isNaN(x) && !Double.isNaN(y);
}
/**
* Returns true if both arguments are NaN or if they are equal as defined
* by {@link #equals(double,double,int) equals(x, y, maxUlps)}.
*
* @param x first value
* @param y second value
* @param maxUlps {@code (maxUlps - 1)} is the number of floating point
* values between {@code x} and {@code y}.
* @return {@code true} if both arguments are NaN or if there are less than
* {@code maxUlps} floating point values between {@code x} and {@code y}.
*/
public static boolean equalsIncludingNaN(double x, double y, int maxUlps) {
return (x != x || y != y) ? !(x != x ^ y != y) : equals(x, y, maxUlps);
}
/**
* Rounds the given value to the specified number of decimal places.
* The value is rounded using the {@link BigDecimal#ROUND_HALF_UP} method.
*
* @param x Value to round.
* @param scale Number of digits to the right of the decimal point.
* @return the rounded value.
*/
public static double round(double x, int scale) {
return round(x, scale, BigDecimal.ROUND_HALF_UP);
}
/**
* Rounds the given value to the specified number of decimal places.
* The value is rounded using the given method which is any method defined
* in {@link BigDecimal}.
* If {@code x} is infinite or {@code NaN}, then the value of {@code x} is
* returned unchanged, regardless of the other parameters.
*
* @param x Value to round.
* @param scale Number of digits to the right of the decimal point.
* @param roundingMethod Rounding method as defined in {@link BigDecimal}.
* @return the rounded value.
* @throws ArithmeticException if {@code roundingMethod == ROUND_UNNECESSARY}
* and the specified scaling operation would require rounding.
* @throws IllegalArgumentException if {@code roundingMethod} does not
* represent a valid rounding mode.
*/
public static double round(double x, int scale, int roundingMethod) {
try {
final double rounded = (new BigDecimal(Double.toString(x))
.setScale(scale, roundingMethod))
.doubleValue();
// MATH-1089: negative values rounded to zero should result in negative zero
return rounded == POSITIVE_ZERO ? POSITIVE_ZERO * x : rounded;
} catch (NumberFormatException ex) {
if (Double.isInfinite(x)) {
return x;
} else {
return Double.NaN;
}
}
}
/**
* Rounds the given value to the specified number of decimal places.
* The value is rounded using the {@link BigDecimal#ROUND_HALF_UP} method.
*
* @param x Value to round.
* @param scale Number of digits to the right of the decimal point.
* @return the rounded value.
*/
public static float round(float x, int scale) {
return round(x, scale, BigDecimal.ROUND_HALF_UP);
}
/**
* Rounds the given value to the specified number of decimal places.
* The value is rounded using the given method which is any method defined
* in {@link BigDecimal}.
*
* @param x Value to round.
* @param scale Number of digits to the right of the decimal point.
* @param roundingMethod Rounding method as defined in {@link BigDecimal}.
* @return the rounded value.
* @throws MathRuntimeException if an exact operation is required but result is not exact
* @throws MathIllegalArgumentException if {@code roundingMethod} is not a valid rounding method.
*/
public static float round(float x, int scale, int roundingMethod)
throws MathRuntimeException, MathIllegalArgumentException {
final float sign = FastMath.copySign(1f, x);
final float factor = (float) FastMath.pow(10.0f, scale) * sign;
return (float) roundUnscaled(x * factor, sign, roundingMethod) / factor;
}
/**
* Rounds the given non-negative value to the "nearest" integer. Nearest is
* determined by the rounding method specified. Rounding methods are defined
* in {@link BigDecimal}.
*
* @param unscaled Value to round.
* @param sign Sign of the original, scaled value.
* @param roundingMethod Rounding method, as defined in {@link BigDecimal}.
* @return the rounded value.
* @throws MathRuntimeException if an exact operation is required but result is not exact
* @throws MathIllegalArgumentException if {@code roundingMethod} is not a valid rounding method.
*/
private static double roundUnscaled(double unscaled,
double sign,
int roundingMethod)
throws MathRuntimeException, MathIllegalArgumentException {
switch (roundingMethod) {
case BigDecimal.ROUND_CEILING :
if (sign == -1) {
unscaled = FastMath.floor(FastMath.nextAfter(unscaled, Double.NEGATIVE_INFINITY));
} else {
unscaled = FastMath.ceil(FastMath.nextAfter(unscaled, Double.POSITIVE_INFINITY));
}
break;
case BigDecimal.ROUND_DOWN :
unscaled = FastMath.floor(FastMath.nextAfter(unscaled, Double.NEGATIVE_INFINITY));
break;
case BigDecimal.ROUND_FLOOR :
if (sign == -1) {
unscaled = FastMath.ceil(FastMath.nextAfter(unscaled, Double.POSITIVE_INFINITY));
} else {
unscaled = FastMath.floor(FastMath.nextAfter(unscaled, Double.NEGATIVE_INFINITY));
}
break;
case BigDecimal.ROUND_HALF_DOWN : {
unscaled = FastMath.nextAfter(unscaled, Double.NEGATIVE_INFINITY);
double fraction = unscaled - FastMath.floor(unscaled);
if (fraction > 0.5) {
unscaled = FastMath.ceil(unscaled);
} else {
unscaled = FastMath.floor(unscaled);
}
break;
}
case BigDecimal.ROUND_HALF_EVEN : {
double fraction = unscaled - FastMath.floor(unscaled);
if (fraction > 0.5) {
unscaled = FastMath.ceil(unscaled);
} else if (fraction < 0.5) {
unscaled = FastMath.floor(unscaled);
} else {
// The following equality test is intentional and needed for rounding purposes
if (FastMath.floor(unscaled) / 2.0 == FastMath.floor(FastMath.floor(unscaled) / 2.0)) { // even
unscaled = FastMath.floor(unscaled);
} else { // odd
unscaled = FastMath.ceil(unscaled);
}
}
break;
}
case BigDecimal.ROUND_HALF_UP : {
unscaled = FastMath.nextAfter(unscaled, Double.POSITIVE_INFINITY);
double fraction = unscaled - FastMath.floor(unscaled);
if (fraction >= 0.5) {
unscaled = FastMath.ceil(unscaled);
} else {
unscaled = FastMath.floor(unscaled);
}
break;
}
case BigDecimal.ROUND_UNNECESSARY :
if (unscaled != FastMath.floor(unscaled)) {
throw new MathRuntimeException(LocalizedCoreFormats.ARITHMETIC_EXCEPTION);
}
break;
case BigDecimal.ROUND_UP :
// do not round if the discarded fraction is equal to zero
if (unscaled != FastMath.floor(unscaled)) {
unscaled = FastMath.ceil(FastMath.nextAfter(unscaled, Double.POSITIVE_INFINITY));
}
break;
default :
throw new MathIllegalArgumentException(LocalizedCoreFormats.INVALID_ROUNDING_METHOD,
roundingMethod,
"ROUND_CEILING", BigDecimal.ROUND_CEILING,
"ROUND_DOWN", BigDecimal.ROUND_DOWN,
"ROUND_FLOOR", BigDecimal.ROUND_FLOOR,
"ROUND_HALF_DOWN", BigDecimal.ROUND_HALF_DOWN,
"ROUND_HALF_EVEN", BigDecimal.ROUND_HALF_EVEN,
"ROUND_HALF_UP", BigDecimal.ROUND_HALF_UP,
"ROUND_UNNECESSARY", BigDecimal.ROUND_UNNECESSARY,
"ROUND_UP", BigDecimal.ROUND_UP);
}
return unscaled;
}
/**
* Computes a number {@code delta} close to {@code originalDelta} with
* the property that
* x + delta - x
*
* is exactly machine-representable.
* This is useful when computing numerical derivatives, in order to reduce
* roundoff errors.
*
* @param x Value.
* @param originalDelta Offset value.
* @return a number {@code delta} so that {@code x + delta} and {@code x}
* differ by a representable floating number.
*/
public static double representableDelta(double x,
double originalDelta) {
return x + originalDelta - x;
}
}