diff --git a/src/main/java/org/apache/commons/math3/analysis/differentiation/DSCompiler.java b/src/main/java/org/apache/commons/math3/analysis/differentiation/DSCompiler.java
index cc350f0e1..de9516bc8 100644
--- a/src/main/java/org/apache/commons/math3/analysis/differentiation/DSCompiler.java
+++ b/src/main/java/org/apache/commons/math3/analysis/differentiation/DSCompiler.java
@@ -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 cannot 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 cannot 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
diff --git a/src/main/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructure.java b/src/main/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructure.java
index 1e5b6db11..d707c8871 100644
--- a/src/main/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructure.java
+++ b/src/main/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructure.java
@@ -497,6 +497,15 @@ public class DerivativeStructure implements FieldElement, 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, 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)
*/
diff --git a/src/test/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructureTest.java b/src/test/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructureTest.java
index 7057a2112..92b208cab 100644
--- a/src/test/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructureTest.java
+++ b/src/test/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructureTest.java
@@ -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;