Author: luc
Date: Thu Aug 16 10:07:08 2012
New Revision: 1373778
URL: http://svn.apache.org/viewvc?rev=1373778&view=rev
Log:
Added expm1 and log1p to DSCompiler and DerivativeStructure.
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/DSCompiler.java
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructure.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructureTest.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/DSCompiler.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/DSCompiler.java?rev=1373778&r1=1373777&r2=1373778&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/DSCompiler.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/DSCompiler.java
Thu Aug 16 10:07:08 2012
@@ -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
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructure.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructure.java?rev=1373778&r1=1373777&r2=1373778&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructure.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructure.java
Thu Aug 16 10:07:08 2012
@@ -497,6 +497,15 @@ public class DerivativeStructure impleme
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 impleme
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)
*/
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructureTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructureTest.java?rev=1373778&r1=1373777&r2=1373778&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructureTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/DerivativeStructureTest.java
Thu Aug 16 10:07:08 2012
@@ -418,6 +418,22 @@ 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 };
for (int maxOrder = 0; maxOrder < 5; ++maxOrder) {
@@ -433,6 +449,22 @@ 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 };
for (int maxOrder = 0; maxOrder < 5; ++maxOrder) {
@@ -448,6 +480,21 @@ 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;
for (int maxOrder = 0; maxOrder < 6; ++maxOrder) {
