public double execute(double in) throws DMLRuntimeException { switch (bFunc) { case SIN: return FASTMATH ? FastMath.sin(in) : Math.sin(in); case COS: return FASTMATH ? FastMath.cos(in) : Math.cos(in); case TAN: return FASTMATH ? FastMath.tan(in) : Math.tan(in); case ASIN: return FASTMATH ? FastMath.asin(in) : Math.asin(in); case ACOS: return FASTMATH ? FastMath.acos(in) : Math.acos(in); case ATAN: return Math.atan(in); // faster in Math case CEIL: return FASTMATH ? FastMath.ceil(in) : Math.ceil(in); case FLOOR: return FASTMATH ? FastMath.floor(in) : Math.floor(in); case LOG: return FASTMATH ? FastMath.log(in) : Math.log(in); case LOG_NZ: return (in == 0) ? 0 : FASTMATH ? FastMath.log(in) : Math.log(in); case ABS: return Math.abs(in); // no need for FastMath case SIGN: return FASTMATH ? FastMath.signum(in) : Math.signum(in); case SQRT: return Math.sqrt(in); // faster in Math case EXP: return FASTMATH ? FastMath.exp(in) : Math.exp(in); case ROUND: return Math.round(in); // no need for FastMath case PLOGP: if (in == 0.0) return 0.0; else if (in < 0) return Double.NaN; else return (in * (FASTMATH ? FastMath.log(in) : Math.log(in))); case SPROP: // sample proportion: P*(1-P) return in * (1 - in); case SIGMOID: // sigmoid: 1/(1+exp(-x)) return FASTMATH ? 1 / (1 + FastMath.exp(-in)) : 1 / (1 + Math.exp(-in)); case SELP: // select positive: x*(x>0) return (in > 0) ? in : 0; default: throw new DMLRuntimeException("Builtin.execute(): Unknown operation: " + bFunc); } }
/** * Returns an estimate of the <code>p</code>th percentile of the values in the <code>values</code> * array, starting with the element in (0-based) position <code>begin</code> in the array and * including <code>length</code> values. * * <p>Calls to this method do not modify the internal <code>quantile</code> state of this * statistic. * * <p> * * <ul> * <li>Returns <code>Double.NaN</code> if <code>length = 0</code> * <li>Returns (for any value of <code>p</code>) <code>values[begin]</code> if <code>length = 1 * </code> * <li>Throws <code>IllegalArgumentException</code> if <code>values</code> is null , <code>begin * </code> or <code>length</code> is invalid, or <code>p</code> is not a valid quantile * value (p must be greater than 0 and less than or equal to 100) * </ul> * * <p>See {@link Percentile} for a description of the percentile estimation algorithm used. * * @param values array of input values * @param p the percentile to compute * @param begin the first (0-based) element to include in the computation * @param length the number of array elements to include * @return the percentile value * @throws IllegalArgumentException if the parameters are not valid or the input array is null */ public double evaluate(final double[] values, final int begin, final int length, final double p) { test(values, begin, length); if ((p > 100) || (p <= 0)) { throw new OutOfRangeException(LocalizedFormats.OUT_OF_BOUNDS_QUANTILE_VALUE, p, 0, 100); } if (length == 0) { return Double.NaN; } if (length == 1) { return values[begin]; // always return single value for n = 1 } double n = length; double pos = p * (n + 1) / 100; double fpos = FastMath.floor(pos); int intPos = (int) fpos; double dif = pos - fpos; double[] work; int[] pivotsHeap; if (values == getDataRef()) { work = getDataRef(); pivotsHeap = cachedPivots; } else { work = new double[length]; System.arraycopy(values, begin, work, 0, length); pivotsHeap = new int[(0x1 << MAX_CACHED_LEVELS) - 1]; Arrays.fill(pivotsHeap, -1); } if (pos < 1) { return select(work, pivotsHeap, 0); } if (pos >= n) { return select(work, pivotsHeap, length - 1); } double lower = select(work, pivotsHeap, intPos - 1); double upper = select(work, pivotsHeap, intPos); return lower + dif * (upper - lower); }
/** * Compute the error of Stirling's series at the given value. * * <p>References: * * <ol> * <li>Eric W. Weisstein. "Stirling's Series." From MathWorld--A Wolfram Web Resource. <a * target="_blank" href="http://mathworld.wolfram.com/StirlingsSeries.html"> * http://mathworld.wolfram.com/StirlingsSeries.html</a> * </ol> * * @param z the value. * @return the Striling's series error. */ static double getStirlingError(double z) { double ret; if (z < 15.0) { double z2 = 2.0 * z; if (FastMath.floor(z2) == z2) { ret = EXACT_STIRLING_ERRORS[(int) z2]; } else { ret = Gamma.logGamma(z + 1.0) - (z + 0.5) * FastMath.log(z) + z - HALF_LOG_2_PI; } } else { double z2 = z * z; ret = (0.083333333333333333333 - (0.00277777777777777777778 - (0.00079365079365079365079365 - (0.000595238095238095238095238 - 0.0008417508417508417508417508 / z2) / z2) / z2) / z2) / z; } return ret; }
/** * Create a fraction given the double value and either the maximum error allowed or the maximum * number of denominator digits. * * <p>NOTE: This constructor is called with EITHER - a valid epsilon value and the maxDenominator * set to Integer.MAX_VALUE (that way the maxDenominator has no effect). OR - a valid * maxDenominator value and the epsilon value set to zero (that way epsilon only has effect if * there is an exact match before the maxDenominator value is reached). * * <p>It has been done this way so that the same code can be (re)used for both scenarios. However * this could be confusing to users if it were part of the public API and this constructor should * therefore remain PRIVATE. See JIRA issue ticket MATH-181 for more details: * * <p>https://issues.apache.org/jira/browse/MATH-181 * * @param value the double value to convert to a fraction. * @param epsilon maximum error allowed. The resulting fraction is within {@code epsilon} of * {@code value}, in absolute terms. * @param maxDenominator maximum denominator value allowed. * @param maxIterations maximum number of convergents * @throws FractionConversionException if the continued fraction failed to converge. */ private Fraction(double value, double epsilon, int maxDenominator, int maxIterations) throws FractionConversionException { long overflow = Integer.MAX_VALUE; double r0 = value; long a0 = (long) FastMath.floor(r0); if (FastMath.abs(a0) > overflow) { throw new FractionConversionException(value, a0, 1l); } // check for (almost) integer arguments, which should not go // to iterations. if (FastMath.abs(a0 - value) < epsilon) { this.numerator = (int) a0; this.denominator = 1; return; } long p0 = 1; long q0 = 0; long p1 = a0; long q1 = 1; long p2 = 0; long q2 = 1; int n = 0; boolean stop = false; do { ++n; double r1 = 1.0 / (r0 - a0); long a1 = (long) FastMath.floor(r1); p2 = (a1 * p1) + p0; q2 = (a1 * q1) + q0; if ((FastMath.abs(p2) > overflow) || (FastMath.abs(q2) > overflow)) { // in maxDenominator mode, if the last fraction was very close to the actual value // q2 may overflow in the next iteration; in this case return the last one. if (epsilon == 0.0 && FastMath.abs(q1) < maxDenominator) { break; } throw new FractionConversionException(value, p2, q2); } double convergent = (double) p2 / (double) q2; if (n < maxIterations && FastMath.abs(convergent - value) > epsilon && q2 < maxDenominator) { p0 = p1; p1 = p2; q0 = q1; q1 = q2; a0 = a1; r0 = r1; } else { stop = true; } } while (!stop); if (n >= maxIterations) { throw new FractionConversionException(value, maxIterations); } if (q2 < maxDenominator) { this.numerator = (int) p2; this.denominator = (int) q2; } else { this.numerator = (int) p1; this.denominator = (int) q1; } }
/** * Returns the value of log B(p, q) for 0 ≤ x ≤ 1 and p, q > 0. Based on the <em>NSWC Library of * Mathematics Subroutines</em> implementation, {@code DBETLN}. * * @param p First argument. * @param q Second argument. * @return the value of {@code log(Beta(p, q))}, {@code NaN} if {@code p <= 0} or {@code q <= 0}. */ public static double logBeta(final double p, final double q) { if (Double.isNaN(p) || Double.isNaN(q) || (p <= 0.0) || (q <= 0.0)) { return Double.NaN; } final double a = FastMath.min(p, q); final double b = FastMath.max(p, q); if (a >= 10.0) { final double w = sumDeltaMinusDeltaSum(a, b); final double h = a / b; final double c = h / (1.0 + h); final double u = -(a - 0.5) * FastMath.log(c); final double v = b * FastMath.log1p(h); if (u <= v) { return (((-0.5 * FastMath.log(b) + HALF_LOG_TWO_PI) + w) - u) - v; } else { return (((-0.5 * FastMath.log(b) + HALF_LOG_TWO_PI) + w) - v) - u; } } else if (a > 2.0) { if (b > 1000.0) { final int n = (int) FastMath.floor(a - 1.0); double prod = 1.0; double ared = a; for (int i = 0; i < n; i++) { ared -= 1.0; prod *= ared / (1.0 + ared / b); } return (FastMath.log(prod) - n * FastMath.log(b)) + (Gamma.logGamma(ared) + logGammaMinusLogGammaSum(ared, b)); } else { double prod1 = 1.0; double ared = a; while (ared > 2.0) { ared -= 1.0; final double h = ared / b; prod1 *= h / (1.0 + h); } if (b < 10.0) { double prod2 = 1.0; double bred = b; while (bred > 2.0) { bred -= 1.0; prod2 *= bred / (ared + bred); } return FastMath.log(prod1) + FastMath.log(prod2) + (Gamma.logGamma(ared) + (Gamma.logGamma(bred) - logGammaSum(ared, bred))); } else { return FastMath.log(prod1) + Gamma.logGamma(ared) + logGammaMinusLogGammaSum(ared, b); } } } else if (a >= 1.0) { if (b > 2.0) { if (b < 10.0) { double prod = 1.0; double bred = b; while (bred > 2.0) { bred -= 1.0; prod *= bred / (a + bred); } return FastMath.log(prod) + (Gamma.logGamma(a) + (Gamma.logGamma(bred) - logGammaSum(a, bred))); } else { return Gamma.logGamma(a) + logGammaMinusLogGammaSum(a, b); } } else { return Gamma.logGamma(a) + Gamma.logGamma(b) - logGammaSum(a, b); } } else { if (b >= 10.0) { return Gamma.logGamma(a) + logGammaMinusLogGammaSum(a, b); } else { // The following command is the original NSWC implementation. // return Gamma.logGamma(a) + // (Gamma.logGamma(b) - Gamma.logGamma(a + b)); // The following command turns out to be more accurate. return FastMath.log(Gamma.gamma(a) * Gamma.gamma(b) / Gamma.gamma(a + b)); } } }