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Added expm1 and log1p to DSCompiler and DerivativeStructure. 

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1373778 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Luc Maisonobe 2012-08-16 10:07:08 +00:00
parent 68c813c945
commit 4c56e61497
3 changed files with 114 additions and 0 deletions
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49
src/main/java/org/apache/commons/math3/analysis/differentiation/DSCompiler.java
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@ -974,6 +974,27 @@ public class DSCompiler {
}
/** Compute exp(x) - 1 of a derivative structure.
* @param operand array holding the operand
* @param operandOffset offset of the operand in its array
* @param result array where result must be stored (for
* exponential the result array <em>cannot</em> be the input
* array)
* @param resultOffset offset of the result in its array
*/
public void expm1(final double[] operand, final int operandOffset,
final double[] result, final int resultOffset) {
// create the function value and derivatives
double[] function = new double[1 + order];
function[0] = FastMath.expm1(operand[operandOffset]);
Arrays.fill(function, 1, 1 + order, FastMath.exp(operand[operandOffset]));
// apply function composition
compose(operand, operandOffset, function, result, resultOffset);
}
/** Compute natural logarithm of a derivative structure.
* @param operand array holding the operand
* @param operandOffset offset of the operand in its array
@ -1002,6 +1023,34 @@ public class DSCompiler {
}
/** Computes of a derivative structure.
* @param operand array holding the operand
* @param operandOffset offset of the operand in its array
* @param result array where result must be stored (for
* logarithm the result array <em>cannot</em> be the input
* array)
*/
public void log1p(final double[] operand, final int operandOffset,
final double[] result, final int resultOffset) {
// create the function value and derivatives
double[] function = new double[1 + order];
function[0] = FastMath.log1p(operand[operandOffset]);
if (order > 0) {
double inv = 1.0 / (1.0 + operand[operandOffset]);
double xk = inv;
for (int i = 1; i <= order; ++i) {
function[i] = xk;
xk *= -i * inv;
}
}
// apply function composition
compose(operand, operandOffset, function, result, resultOffset);
}
/** Compute cosine of a derivative structure.
* @param operand array holding the operand
* @param operandOffset offset of the operand in its array

18
src/main/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructure.java
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@ -497,6 +497,15 @@ public class DerivativeStructure implements FieldElement<DerivativeStructure>, S
return result;
}
/** Exponential minus 1.
* @return exponential minus one of the instance
*/
public DerivativeStructure expm1() {
final DerivativeStructure result = new DerivativeStructure(compiler);
compiler.expm1(data, 0, result.data, 0);
return result;
}
/** Natural logarithm.
* @return logarithm of the instance
*/
@ -506,6 +515,15 @@ public class DerivativeStructure implements FieldElement<DerivativeStructure>, S
return result;
}
/** Shifted natural logarithm.
* @return logarithm of one plus the instance
*/
public DerivativeStructure log1p() {
final DerivativeStructure result = new DerivativeStructure(compiler);
compiler.log1p(data, 0, result.data, 0);
return result;
}
/** Cosine operation.
* @return cos(this)
*/

47
src/test/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructureTest.java
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@ -417,6 +417,22 @@ public class DerivativeStructureTest {
}
}
@Test
public void testExpm1Definition() {
double epsilon = 3.0e-16;
for (int maxOrder = 0; maxOrder < 5; ++maxOrder) {
for (double x = 0.1; x < 1.2; x += 0.001) {
DerivativeStructure dsX = new DerivativeStructure(1, maxOrder, 0, x);
DerivativeStructure expm11 = dsX.expm1();
DerivativeStructure expm12 = dsX.exp().subtract(dsX.getField().getOne());
DerivativeStructure zero = expm11.subtract(expm12);
for (int n = 0; n <= maxOrder; ++n) {
Assert.assertEquals(0, zero.getPartialDerivative(n), epsilon);
}
}
}
}
@Test
public void testLog() {
double[] epsilon = new double[] { 1.0e-16, 1.0e-16, 3.0e-14, 7.0e-13, 3.0e-11 };
@ -432,6 +448,22 @@ public class DerivativeStructureTest {
}
}
@Test
public void testLog1pDefinition() {
double epsilon = 3.0e-16;
for (int maxOrder = 0; maxOrder < 5; ++maxOrder) {
for (double x = 0.1; x < 1.2; x += 0.001) {
DerivativeStructure dsX = new DerivativeStructure(1, maxOrder, 0, x);
DerivativeStructure log1p1 = dsX.log1p();
DerivativeStructure log1p2 = dsX.add(dsX.getField().getOne()).log();
DerivativeStructure zero = log1p1.subtract(log1p2);
for (int n = 0; n <= maxOrder; ++n) {
Assert.assertEquals(0, zero.getPartialDerivative(n), epsilon);
}
}
}
}
@Test
public void testLogExp() {
double[] epsilon = new double[] { 2.0e-16, 2.0e-16, 3.0e-16, 2.0e-15, 6.0e-15 };
@ -447,6 +479,21 @@ public class DerivativeStructureTest {
}
}
@Test
public void testLog1pExpm1() {
double[] epsilon = new double[] { 6.0e-17, 3.0e-16, 5.0e-16, 9.0e-16, 6.0e-15 };
for (int maxOrder = 0; maxOrder < 5; ++maxOrder) {
for (double x = 0.1; x < 1.2; x += 0.001) {
DerivativeStructure dsX = new DerivativeStructure(1, maxOrder, 0, x);
DerivativeStructure rebuiltX = dsX.expm1().log1p();
DerivativeStructure zero = rebuiltX.subtract(dsX);
for (int n = 0; n <= maxOrder; ++n) {
Assert.assertEquals(0.0, zero.getPartialDerivative(n), epsilon[n]);
}
}
}
}
@Test
public void testSinCos() {
double epsilon = 5.0e-16;