DSCompiler.java
- /*
- * 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
- *
- * https://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.analysis.differentiation;
- import java.lang.reflect.Array;
- import java.util.ArrayList;
- import java.util.Arrays;
- import java.util.List;
- import java.util.concurrent.atomic.AtomicReference;
- import org.hipparchus.CalculusFieldElement;
- import org.hipparchus.Field;
- import org.hipparchus.exception.LocalizedCoreFormats;
- import org.hipparchus.exception.MathIllegalArgumentException;
- import org.hipparchus.exception.MathRuntimeException;
- import org.hipparchus.util.CombinatoricsUtils;
- import org.hipparchus.util.FastMath;
- import org.hipparchus.util.FieldSinCos;
- import org.hipparchus.util.FieldSinhCosh;
- import org.hipparchus.util.MathArrays;
- import org.hipparchus.util.MathUtils;
- import org.hipparchus.util.SinCos;
- import org.hipparchus.util.SinhCosh;
- /** Class holding "compiled" computation rules for derivative structures.
- * <p>This class implements the computation rules described in Dan Kalman's paper <a
- * href="http://www1.american.edu/cas/mathstat/People/kalman/pdffiles/mmgautodiff.pdf">Doubly
- * Recursive Multivariate Automatic Differentiation</a>, Mathematics Magazine, vol. 75,
- * no. 3, June 2002. However, in order to avoid performances bottlenecks, the recursive
- * rules are "compiled" once in an unfold form. This class does this recursion unrolling
- * and stores the computation rules as simple loops with pre-computed indirection arrays.</p>
- * <p>
- * This class maps all derivative computation into single dimension arrays that hold the
- * value and partial derivatives. The class does not hold these arrays, which remains under
- * the responsibility of the caller. For each combination of number of free parameters and
- * derivation order, only one compiler is necessary, and this compiler will be used to
- * perform computations on all arrays provided to it, which can represent hundreds or
- * thousands of different parameters kept together with all their partial derivatives.
- * </p>
- * <p>
- * The arrays on which compilers operate contain only the partial derivatives together
- * with the 0<sup>th</sup> derivative, i.e. the value. The partial derivatives are stored in
- * a compiler-specific order, which can be retrieved using methods {@link
- * #getPartialDerivativeIndex(int...) getPartialDerivativeIndex} and {@link
- * #getPartialDerivativeOrders(int)}. The value is guaranteed to be stored as the first element
- * (i.e. the {@link #getPartialDerivativeIndex(int...) getPartialDerivativeIndex} method returns
- * 0 when called with 0 for all derivation orders and {@link #getPartialDerivativeOrders(int)
- * getPartialDerivativeOrders} returns an array filled with 0 when called with 0 as the index).
- * </p>
- * <p>
- * Note that the ordering changes with number of parameters and derivation order. For example
- * given 2 parameters x and y, df/dy is stored at index 2 when derivation order is set to 1 (in
- * this case the array has three elements: f, df/dx and df/dy). If derivation order is set to
- * 2, then df/dy will be stored at index 3 (in this case the array has six elements: f, df/dx,
- * d²f/dxdx, df/dy, d²f/dxdy and d²f/dydy).
- * </p>
- * <p>
- * Given this structure, users can perform some simple operations like adding, subtracting
- * or multiplying constants and negating the elements by themselves, knowing if they want to
- * mutate their array or create a new array. These simple operations are not provided by
- * the compiler. The compiler provides only the more complex operations between several arrays.
- * </p>
- * <p>This class is mainly used as the engine for scalar variable {@link DerivativeStructure}.
- * It can also be used directly to hold several variables in arrays for more complex data
- * structures. User can for example store a vector of n variables depending on three x, y
- * and z free parameters in one array as follows:</p> <pre>
- * // parameter 0 is x, parameter 1 is y, parameter 2 is z
- * int parameters = 3;
- * DSCompiler compiler = DSCompiler.getCompiler(parameters, order);
- * int size = compiler.getSize();
- *
- * // pack all elements in a single array
- * double[] array = new double[n * size];
- * for (int i = 0; i < n; ++i) {
- *
- * // we know value is guaranteed to be the first element
- * array[i * size] = v[i];
- *
- * // we don't know where first derivatives are stored, so we ask the compiler
- * array[i * size + compiler.getPartialDerivativeIndex(1, 0, 0) = dvOnDx[i][0];
- * array[i * size + compiler.getPartialDerivativeIndex(0, 1, 0) = dvOnDy[i][0];
- * array[i * size + compiler.getPartialDerivativeIndex(0, 0, 1) = dvOnDz[i][0];
- *
- * // we let all higher order derivatives set to 0
- *
- * }
- * </pre>
- * <p>Then in another function, user can perform some operations on all elements stored
- * in the single array, such as a simple product of all variables:</p> <pre>
- * // compute the product of all elements
- * double[] product = new double[size];
- * prod[0] = 1.0;
- * for (int i = 0; i < n; ++i) {
- * double[] tmp = product.clone();
- * compiler.multiply(tmp, 0, array, i * size, product, 0);
- * }
- *
- * // value
- * double p = product[0];
- *
- * // first derivatives
- * double dPdX = product[compiler.getPartialDerivativeIndex(1, 0, 0)];
- * double dPdY = product[compiler.getPartialDerivativeIndex(0, 1, 0)];
- * double dPdZ = product[compiler.getPartialDerivativeIndex(0, 0, 1)];
- *
- * // cross derivatives (assuming order was at least 2)
- * double dPdXdX = product[compiler.getPartialDerivativeIndex(2, 0, 0)];
- * double dPdXdY = product[compiler.getPartialDerivativeIndex(1, 1, 0)];
- * double dPdXdZ = product[compiler.getPartialDerivativeIndex(1, 0, 1)];
- * double dPdYdY = product[compiler.getPartialDerivativeIndex(0, 2, 0)];
- * double dPdYdZ = product[compiler.getPartialDerivativeIndex(0, 1, 1)];
- * double dPdZdZ = product[compiler.getPartialDerivativeIndex(0, 0, 2)];
- * </pre>
- * @see DerivativeStructure
- * @see FieldDerivativeStructure
- */
- public class DSCompiler {
- /** Array of all compilers created so far. */
- private static AtomicReference<DSCompiler[][]> compilers = new AtomicReference<>(null);
- /** Number of free parameters. */
- private final int parameters;
- /** Derivation order. */
- private final int order;
- /** Number of partial derivatives (including the single 0 order derivative element). */
- private final int[][] sizes;
- /** Orders array for partial derivatives. */
- private final int[][] derivativesOrders;
- /** Sum of orders array for partial derivatives. */
- private final int[] derivativesOrdersSum;
- /** Indirection array of the lower derivative elements. */
- private final int[] lowerIndirection;
- /** Indirection arrays for multiplication. */
- private final MultiplicationMapper[][] multIndirection;
- /** Indirection arrays for univariate function composition. */
- private final UnivariateCompositionMapper[][] compIndirection;
- /** Indirection arrays for multivariate function rebasing. */
- private final List<MultivariateCompositionMapper[][]> rebaseIndirection;
- /** Private constructor, reserved for the factory method {@link #getCompiler(int, int)}.
- * @param parameters number of free parameters
- * @param order derivation order
- * @param valueCompiler compiler for the value part
- * @param derivativeCompiler compiler for the derivative part
- * @throws MathIllegalArgumentException if order is too large
- */
- private DSCompiler(final int parameters, final int order,
- final DSCompiler valueCompiler, final DSCompiler derivativeCompiler)
- throws MathIllegalArgumentException {
- this.parameters = parameters;
- this.order = order;
- this.sizes = compileSizes(parameters, order, valueCompiler);
- this.derivativesOrders = compileDerivativesOrders(parameters, order,
- valueCompiler, derivativeCompiler);
- this.derivativesOrdersSum = compileDerivativesOrdersSum(derivativesOrders);
- this.lowerIndirection = compileLowerIndirection(parameters, order,
- valueCompiler, derivativeCompiler);
- this.multIndirection = compileMultiplicationIndirection(parameters, order,
- valueCompiler, derivativeCompiler,
- lowerIndirection);
- this.compIndirection = compileCompositionIndirection(parameters, order,
- valueCompiler, derivativeCompiler,
- sizes, derivativesOrders);
- this.rebaseIndirection = new ArrayList<>();
- }
- /** Get the compiler for number of free parameters and order.
- * @param parameters number of free parameters
- * @param order derivation order
- * @return cached rules set
- * @throws MathIllegalArgumentException if order is too large
- */
- public static DSCompiler getCompiler(int parameters, int order)
- throws MathIllegalArgumentException {
- // get the cached compilers
- final DSCompiler[][] cache = compilers.get();
- if (cache != null && cache.length > parameters &&
- cache[parameters].length > order && cache[parameters][order] != null) {
- // the compiler has already been created
- return cache[parameters][order];
- }
- // we need to create more compilers
- final int maxParameters = FastMath.max(parameters, cache == null ? 0 : cache.length);
- final int maxOrder = FastMath.max(order, cache == null ? 0 : cache[0].length);
- final DSCompiler[][] newCache = new DSCompiler[maxParameters + 1][maxOrder + 1];
- if (cache != null) {
- // preserve the already created compilers
- for (int i = 0; i < cache.length; ++i) {
- System.arraycopy(cache[i], 0, newCache[i], 0, cache[i].length);
- }
- }
- // create the array in increasing diagonal order
- for (int diag = 0; diag <= parameters + order; ++diag) {
- for (int o = FastMath.max(0, diag - parameters); o <= FastMath.min(order, diag); ++o) {
- final int p = diag - o;
- if (newCache[p][o] == null) {
- final DSCompiler valueCompiler = (p == 0) ? null : newCache[p - 1][o];
- final DSCompiler derivativeCompiler = (o == 0) ? null : newCache[p][o - 1];
- newCache[p][o] = new DSCompiler(p, o, valueCompiler, derivativeCompiler);
- }
- }
- }
- // atomically reset the cached compilers array
- compilers.compareAndSet(cache, newCache);
- return newCache[parameters][order];
- }
- /** Compile the sizes array.
- * @param parameters number of free parameters
- * @param order derivation order
- * @param valueCompiler compiler for the value part
- * @return sizes array
- */
- private static int[][] compileSizes(final int parameters, final int order,
- final DSCompiler valueCompiler) {
- final int[][] sizes = new int[parameters + 1][order + 1];
- if (parameters == 0) {
- Arrays.fill(sizes[0], 1);
- } else {
- System.arraycopy(valueCompiler.sizes, 0, sizes, 0, parameters);
- sizes[parameters][0] = 1;
- for (int i = 0; i < order; ++i) {
- sizes[parameters][i + 1] = sizes[parameters][i] + sizes[parameters - 1][i + 1];
- }
- }
- return sizes;
- }
- /** Compile the derivatives orders array.
- * @param parameters number of free parameters
- * @param order derivation order
- * @param valueCompiler compiler for the value part
- * @param derivativeCompiler compiler for the derivative part
- * @return derivatives orders array
- */
- private static int[][] compileDerivativesOrders(final int parameters, final int order,
- final DSCompiler valueCompiler,
- final DSCompiler derivativeCompiler) {
- if (parameters == 0 || order == 0) {
- return new int[1][parameters];
- }
- final int vSize = valueCompiler.derivativesOrders.length;
- final int dSize = derivativeCompiler.derivativesOrders.length;
- final int[][] derivativesOrders = new int[vSize + dSize][parameters];
- // set up the indices for the value part
- for (int i = 0; i < vSize; ++i) {
- // copy the first indices, the last one remaining set to 0
- System.arraycopy(valueCompiler.derivativesOrders[i], 0,
- derivativesOrders[i], 0,
- parameters - 1);
- }
- // set up the indices for the derivative part
- for (int i = 0; i < dSize; ++i) {
- // copy the indices
- System.arraycopy(derivativeCompiler.derivativesOrders[i], 0,
- derivativesOrders[vSize + i], 0,
- parameters);
- // increment the derivation order for the last parameter
- derivativesOrders[vSize + i][parameters - 1]++;
- }
- return derivativesOrders;
- }
- /** Compile the sum of orders array for partial derivatives.
- * @param derivativesOrders orders array for partial derivatives
- * @return sum of orders array for partial derivatives
- */
- private static int[] compileDerivativesOrdersSum(final int[][] derivativesOrders) {
- final int[] derivativesOrdersSum = new int[derivativesOrders.length];
- // locate the partial derivatives at order 1
- for (int i = 0; i < derivativesOrdersSum.length; ++i) {
- for (final int o : derivativesOrders[i]) {
- derivativesOrdersSum[i] += o;
- }
- }
- return derivativesOrdersSum;
- }
- /** Compile the lower derivatives indirection array.
- * <p>
- * This indirection array contains the indices of all elements
- * except derivatives for last derivation order.
- * </p>
- * @param parameters number of free parameters
- * @param order derivation order
- * @param valueCompiler compiler for the value part
- * @param derivativeCompiler compiler for the derivative part
- * @return lower derivatives indirection array
- */
- private static int[] compileLowerIndirection(final int parameters, final int order,
- final DSCompiler valueCompiler,
- final DSCompiler derivativeCompiler) {
- if (parameters == 0 || order <= 1) {
- return new int[] { 0 };
- }
- // this is an implementation of definition 6 in Dan Kalman's paper.
- final int vSize = valueCompiler.lowerIndirection.length;
- final int dSize = derivativeCompiler.lowerIndirection.length;
- final int[] lowerIndirection = new int[vSize + dSize];
- System.arraycopy(valueCompiler.lowerIndirection, 0, lowerIndirection, 0, vSize);
- for (int i = 0; i < dSize; ++i) {
- lowerIndirection[vSize + i] = valueCompiler.getSize() + derivativeCompiler.lowerIndirection[i];
- }
- return lowerIndirection;
- }
- /** Compile the multiplication indirection array.
- * <p>
- * This indirection array contains the indices of all pairs of elements
- * involved when computing a multiplication. This allows a straightforward
- * loop-based multiplication (see {@link #multiply(double[], int, double[], int, double[], int)}).
- * </p>
- * @param parameters number of free parameters
- * @param order derivation order
- * @param valueCompiler compiler for the value part
- * @param derivativeCompiler compiler for the derivative part
- * @param lowerIndirection lower derivatives indirection array
- * @return multiplication indirection array
- */
- private static MultiplicationMapper[][] compileMultiplicationIndirection(final int parameters, final int order,
- final DSCompiler valueCompiler,
- final DSCompiler derivativeCompiler,
- final int[] lowerIndirection) {
- if (parameters == 0 || order == 0) {
- return new MultiplicationMapper[][] { { new MultiplicationMapper(1, 0, 0) } };
- }
- // this is an implementation of definition 3 in Dan Kalman's paper.
- final int vSize = valueCompiler.multIndirection.length;
- final int dSize = derivativeCompiler.multIndirection.length;
- final MultiplicationMapper[][] multIndirection = new MultiplicationMapper[vSize + dSize][];
- System.arraycopy(valueCompiler.multIndirection, 0, multIndirection, 0, vSize);
- for (int i = 0; i < dSize; ++i) {
- final MultiplicationMapper[] dRow = derivativeCompiler.multIndirection[i];
- final List<MultiplicationMapper> row = new ArrayList<>(dRow.length * 2);
- for (MultiplicationMapper dj : dRow) {
- row.add(new MultiplicationMapper(dj.getCoeff(), lowerIndirection[dj.lhsIndex], vSize + dj.rhsIndex));
- row.add(new MultiplicationMapper(dj.getCoeff(), vSize + dj.lhsIndex, lowerIndirection[dj.rhsIndex]));
- }
- multIndirection[vSize + i] = combineSimilarTerms(row);
- }
- return multIndirection;
- }
- /** Compile the function composition indirection array.
- * <p>
- * This indirection array contains the indices of all sets of elements
- * involved when computing a composition. This allows a straightforward
- * loop-based composition (see {@link #compose(double[], int, double[], double[], int)}).
- * </p>
- * @param parameters number of free parameters
- * @param order derivation order
- * @param valueCompiler compiler for the value part
- * @param derivativeCompiler compiler for the derivative part
- * @param sizes sizes array
- * @param derivativesIndirection derivatives indirection array
- * @return multiplication indirection array
- * @throws MathIllegalArgumentException if order is too large
- */
- private static UnivariateCompositionMapper[][] compileCompositionIndirection(final int parameters, final int order,
- final DSCompiler valueCompiler,
- final DSCompiler derivativeCompiler,
- final int[][] sizes,
- final int[][] derivativesIndirection)
- throws MathIllegalArgumentException {
- if (parameters == 0 || order == 0) {
- return new UnivariateCompositionMapper[][] { { new UnivariateCompositionMapper(1, 0, new int[0]) } };
- }
- final int vSize = valueCompiler.compIndirection.length;
- final int dSize = derivativeCompiler.compIndirection.length;
- final UnivariateCompositionMapper[][] compIndirection = new UnivariateCompositionMapper[vSize + dSize][];
- // the composition rules from the value part can be reused as is
- System.arraycopy(valueCompiler.compIndirection, 0, compIndirection, 0, vSize);
- // the composition rules for the derivative part are deduced by
- // differentiating the rules from the underlying compiler once
- // with respect to the parameter this compiler handles and the
- // underlying one did not handle
- for (int i = 0; i < dSize; ++i) {
- List<UnivariateCompositionMapper> row = new ArrayList<>();
- for (UnivariateCompositionMapper term : derivativeCompiler.compIndirection[i]) {
- // handle term p * f_k(g(x)) * g_l1(x) * g_l2(x) * ... * g_lp(x)
- // derive the first factor in the term: f_k with respect to new parameter
- UnivariateCompositionMapper derivedTermF = new UnivariateCompositionMapper(term.getCoeff(), // p
- term.fIndex + 1, // f_(k+1)
- new int[term.dsIndices.length + 1]);
- int[] orders = new int[parameters];
- orders[parameters - 1] = 1;
- derivedTermF.dsIndices[term.dsIndices.length] = getPartialDerivativeIndex(parameters, order, sizes, orders); // g_1
- for (int j = 0; j < term.dsIndices.length; ++j) {
- // convert the indices as the mapping for the current order
- // is different from the mapping with one less order
- derivedTermF.dsIndices[j] = convertIndex(term.dsIndices[j], parameters,
- derivativeCompiler.derivativesOrders,
- parameters, order, sizes);
- }
- derivedTermF.sort();
- row.add(derivedTermF);
- // derive the various g_l
- for (int l = 0; l < term.dsIndices.length; ++l) {
- UnivariateCompositionMapper derivedTermG = new UnivariateCompositionMapper(term.getCoeff(),
- term.fIndex,
- new int[term.dsIndices.length]);
- for (int j = 0; j < term.dsIndices.length; ++j) {
- // convert the indices as the mapping for the current order
- // is different from the mapping with one less order
- derivedTermG.dsIndices[j] = convertIndex(term.dsIndices[j], parameters,
- derivativeCompiler.derivativesOrders,
- parameters, order, sizes);
- if (j == l) {
- // derive this term
- System.arraycopy(derivativesIndirection[derivedTermG.dsIndices[j]], 0, orders, 0, parameters);
- orders[parameters - 1]++;
- derivedTermG.dsIndices[j] = getPartialDerivativeIndex(parameters, order, sizes, orders);
- }
- }
- derivedTermG.sort();
- row.add(derivedTermG);
- }
- }
- // combine terms with similar derivation orders
- compIndirection[vSize + i] = combineSimilarTerms(row);
- }
- return compIndirection;
- }
- /** Get rebaser, creating it if needed.
- * @param baseCompiler compiler associated with the low level parameter functions
- * @return rebaser for the number of base variables specified
- * @since 2.2
- */
- private MultivariateCompositionMapper[][] getRebaser(final DSCompiler baseCompiler) {
- synchronized (rebaseIndirection) {
- final int m = baseCompiler.getFreeParameters();
- while (rebaseIndirection.size() <= m) {
- rebaseIndirection.add(null);
- }
- if (rebaseIndirection.get(m) == null) {
- // we need to create the rebaser from instance to m base variables
- if (order == 0) {
- // at order 0, the rebaser just copies the function value
- final MultivariateCompositionMapper[][] rebaser = {
- { new MultivariateCompositionMapper(1, 0, new int[0]) }
- };
- rebaseIndirection.set(m, rebaser);
- return rebaser;
- }
- // at order n > 0, the rebaser starts from the rebaser at order n-1
- // so the first rows of the rebaser (corresponding to orders 0 to n-1)
- // are just copies of the lower rebaser rows with indices adjusted,
- // the last row corresponding to order n is a term ∂ⁿf/∂qⱼ⋯∂qₖ∂qₗ
- // which can be written ∂(∂fⁿ⁻¹/∂qⱼ⋯∂qₖ)/∂qₗ, selecting any arbitrary
- // qₗ with non-zero derivation order as the base for recursion
- // the lower level rebaser provides ∂fⁿ⁻¹/∂qⱼ⋯∂qₖ as a
- // sum of products: Σᵢ ∂fⁿ⁻¹/∂pᵤ⋯∂pᵥ ∂pᵤ/∂qⱼ⋯∂qₖ ⋯ ∂pᵥ/∂qⱼ⋯∂qₖ
- // so we have to differentiate this sum of products
- // - the term ∂fⁿ⁻¹/∂pᵤ⋯∂pᵥ depends on the p intermediate variables,
- // not on the q base variables, so we use the composition formula
- // ∂g/∂qₗ = Σᵢ ∂g/∂pᵢ ∂pᵢ/∂qₗ
- // - the terms ∂pᵤ/∂qⱼ⋯∂qₖ are directly the intermediate variables p and we
- // know their derivatives with respect to the base variables q
- final int baseSize = baseCompiler.getSize();
- final MultivariateCompositionMapper[][] rebaser = initializeFromLowerRebaser(baseCompiler);
- // derivatives for last order
- for (int k = 1; k < baseSize; ++k) {
- // outer loop on rebased derivatives
- // at each iteration of the loop we are dealing with one derivative
- // like for example ∂³f/∂qⱼ∂qₖ∂qₗ, i.e. the components the rebaser produces
- if (rebaser[k] == null) {
- // the entry has not been set earlier
- // it is an entry of the form ∂ⁿf/∂qⱼ⋯∂qₖ∂qₗ where n is max order
- final List<MultivariateCompositionMapper> row = new ArrayList<>();
- // find a variable with respect to which we have a derivative
- final int[] orders = baseCompiler.derivativesOrders[k].clone();
- int qIndex = -1;
- for (int j = 0; j < orders.length; ++j) {
- if (orders[j] > 0) {
- qIndex = j;
- break;
- }
- }
- // find the entry corresponding to differentiating one order less with respect to this variable
- // ∂fⁿ⁻¹/∂qⱼ⋯∂qₖ
- orders[qIndex]--;
- final MultivariateCompositionMapper[] lowerRow =
- rebaser[baseCompiler.getPartialDerivativeIndex(orders)];
- // apply recursion formula
- for (final MultivariateCompositionMapper lowerTerm : lowerRow) {
- for (int i = 0; i < parameters; ++i) {
- // differentiate the term ∂fⁿ⁻¹/∂pᵤ⋯∂pᵥ part
- row.add(differentiateFPart(lowerTerm, i, qIndex, baseCompiler));
- }
- // differentiate the products ∂pᵤ/∂qⱼ⋯∂qₖ ⋯ ∂pᵥ/∂qⱼ⋯∂qₖ
- for (int j = 0; j < lowerTerm.productIndices.length; ++j) {
- row.add(differentiateProductPart(lowerTerm, j, qIndex, baseCompiler));
- }
- }
- // simplifies and store the completed entry
- rebaser[k] = combineSimilarTerms(row);
- }
- }
- rebaseIndirection.set(m, rebaser);
- }
- return rebaseIndirection.get(m);
- }
- }
- /** Initialize a rebaser by copying the rules from a lower rebaser.
- * @param baseCompiler compiler associated with the low level parameter functions
- * @return rebaser with rules up to order - 1 copied (with indices adjusted)
- * @since 2.2
- */
- private MultivariateCompositionMapper[][] initializeFromLowerRebaser(final DSCompiler baseCompiler) {
- // get the rebaser at order - 1
- final DSCompiler lowerCompiler = getCompiler(parameters, order - 1);
- final DSCompiler lowerBaseCompiler = getCompiler(baseCompiler.parameters, order - 1);
- final int lowerBaseSize = lowerBaseCompiler.getSize();
- final MultivariateCompositionMapper[][] lowerRebaser = lowerCompiler.getRebaser(lowerBaseCompiler);
- // allocate array for rebaser at current order
- final int baseSize = baseCompiler.getSize();
- final MultivariateCompositionMapper[][] rebaser = new MultivariateCompositionMapper[baseSize][];
- // copy the rebasing rules for orders 0 to order - 1, adjusting indices
- for (int i = 0; i < lowerRebaser.length; ++i) {
- final int index = convertIndex(i, lowerBaseCompiler.parameters, lowerBaseCompiler.derivativesOrders,
- baseCompiler.parameters, baseCompiler.order, baseCompiler.sizes);
- rebaser[index] = new MultivariateCompositionMapper[lowerRebaser[i].length];
- for (int j = 0; j < rebaser[index].length; ++j) {
- final int coeff = lowerRebaser[i][j].getCoeff();
- final int dsIndex = convertIndex(lowerRebaser[i][j].dsIndex,
- lowerCompiler.parameters, lowerCompiler.derivativesOrders,
- parameters, order, sizes);
- final int[] productIndices = new int[lowerRebaser[i][j].productIndices.length];
- for (int k = 0; k < productIndices.length; ++k) {
- final int pIndex = lowerRebaser[i][j].productIndices[k] / lowerBaseSize;
- final int baseDSIndex = lowerRebaser[i][j].productIndices[k] % lowerBaseSize;
- productIndices[k] = pIndex * baseSize +
- convertIndex(baseDSIndex,
- lowerBaseCompiler.parameters, lowerBaseCompiler.derivativesOrders,
- baseCompiler.parameters, baseCompiler.order, baseCompiler.sizes);
- }
- rebaser[index][j] = new MultivariateCompositionMapper(coeff, dsIndex, productIndices);
- }
- }
- return rebaser;
- }
- /** Differentiate the ∂fⁿ⁻¹/∂pᵤ⋯∂pᵥ part of a {@link MultivariateCompositionMapper}.
- * @param lowerTerm term to differentiate
- * @param i index of the intermediate variable pᵢ
- * @param qIndex index of the qₗ variable
- * @param baseCompiler compiler associated with the low level parameter functions
- * @return ∂fⁿ⁻¹/∂pᵤ⋯∂pᵥ
- */
- private MultivariateCompositionMapper differentiateFPart(final MultivariateCompositionMapper lowerTerm,
- final int i, final int qIndex,
- final DSCompiler baseCompiler) {
- // differentiate the term ∂fⁿ⁻¹/∂pᵤ⋯∂pᵥ with respect to pi
- final int[] termOrders = derivativesOrders[lowerTerm.dsIndex].clone();
- termOrders[i]++;
- // multiply by ∂pᵢ/∂qₗ
- final int fDSIndex = getPartialDerivativeIndex(termOrders);
- final int[] productIndicesF = new int[lowerTerm.productIndices.length + 1];
- System.arraycopy(lowerTerm.productIndices, 0, productIndicesF, 0, lowerTerm.productIndices.length);
- final int[] qOrders = new int[baseCompiler.parameters];
- qOrders[qIndex] = 1;
- productIndicesF[productIndicesF.length - 1] = i * baseCompiler.getSize() +
- baseCompiler.getPartialDerivativeIndex(qOrders);
- // generate the differentiated term
- final MultivariateCompositionMapper termF =
- new MultivariateCompositionMapper(lowerTerm.getCoeff(), fDSIndex, productIndicesF);
- termF.sort();
- return termF;
- }
- /** Differentiate a product part of a {@link MultivariateCompositionMapper}.
- * @param lowerTerm term to differentiate
- * @param j index of the product to differentiate
- * @param qIndex index of the qₗ variable
- * @param baseCompiler compiler associated with the low level parameter functions
- * @return ∂fⁿ⁻¹/∂pᵤ⋯∂pᵥ
- */
- private MultivariateCompositionMapper differentiateProductPart(final MultivariateCompositionMapper lowerTerm,
- final int j, final int qIndex,
- final DSCompiler baseCompiler) {
- // get derivation orders of ∂p/∂q
- final int baseSize = baseCompiler.getSize();
- final int[] productIndicesP = lowerTerm.productIndices.clone();
- final int pIndex = productIndicesP[j] / baseSize;
- final int pDSIndex = productIndicesP[j] % baseSize;
- final int[] pOrders = baseCompiler.getPartialDerivativeOrders(pDSIndex);
- // derive once more with respect to the selected q
- pOrders[qIndex]++;
- final int pDSIndexHigherOrder = baseCompiler.getPartialDerivativeIndex(pOrders);
- productIndicesP[j] = pIndex * baseSize + pDSIndexHigherOrder;
- // create new term
- final MultivariateCompositionMapper termP =
- new MultivariateCompositionMapper(lowerTerm.getCoeff(), lowerTerm.dsIndex, productIndicesP);
- termP.sort();
- return termP;
- }
- /** Get the index of a partial derivative in the array.
- * <p>
- * If all orders are set to 0, then the 0<sup>th</sup> order derivative
- * is returned, which is the value of the function.
- * </p>
- * <p>The indices of derivatives are between 0 and {@link #getSize() getSize()} - 1.
- * Their specific order is fixed for a given compiler, but otherwise not
- * publicly specified. There are however some simple cases which have guaranteed
- * indices:
- * </p>
- * <ul>
- * <li>the index of 0<sup>th</sup> order derivative is always 0</li>
- * <li>if there is only 1 {@link #getFreeParameters() free parameter}, then the
- * derivatives are sorted in increasing derivation order (i.e. f at index 0, df/dp
- * at index 1, d<sup>2</sup>f/dp<sup>2</sup> at index 2 ...
- * d<sup>k</sup>f/dp<sup>k</sup> at index k),</li>
- * <li>if the {@link #getOrder() derivation order} is 1, then the derivatives
- * are sorted in increasing free parameter order (i.e. f at index 0, df/dx<sub>1</sub>
- * at index 1, df/dx<sub>2</sub> at index 2 ... df/dx<sub>k</sub> at index k),</li>
- * <li>all other cases are not publicly specified</li>
- * </ul>
- * <p>
- * This method is the inverse of method {@link #getPartialDerivativeOrders(int)}
- * </p>
- * @param orders derivation orders with respect to each parameter
- * @return index of the partial derivative
- * @exception MathIllegalArgumentException if the numbers of parameters does not
- * match the instance
- * @exception MathIllegalArgumentException if sum of derivation orders is larger
- * than the instance limits
- * @see #getPartialDerivativeOrders(int)
- */
- public int getPartialDerivativeIndex(final int ... orders)
- throws MathIllegalArgumentException {
- // safety check
- MathUtils.checkDimension(orders.length, getFreeParameters());
- return getPartialDerivativeIndex(parameters, order, sizes, orders);
- }
- /** Get the index of a partial derivative in an array.
- * @param parameters number of free parameters
- * @param order derivation order
- * @param sizes sizes array
- * @param orders derivation orders with respect to each parameter
- * (the length of this array must match the number of parameters)
- * @return index of the partial derivative
- * @exception MathIllegalArgumentException if sum of derivation orders is larger
- * than the instance limits
- */
- private static int getPartialDerivativeIndex(final int parameters, final int order,
- final int[][] sizes, final int ... orders)
- throws MathIllegalArgumentException {
- // the value is obtained by diving into the recursive Dan Kalman's structure
- // this is theorem 2 of his paper, with recursion replaced by iteration
- int index = 0;
- int m = order;
- int ordersSum = 0;
- for (int i = parameters - 1; i >= 0; --i) {
- // derivative order for current free parameter
- int derivativeOrder = orders[i];
- // safety check
- ordersSum += derivativeOrder;
- if (ordersSum > order) {
- throw new MathIllegalArgumentException(LocalizedCoreFormats.NUMBER_TOO_LARGE,
- ordersSum, order);
- }
- while (derivativeOrder > 0) {
- --derivativeOrder;
- // as long as we differentiate according to current free parameter,
- // we have to skip the value part and dive into the derivative part
- // so we add the size of the value part to the base index
- index += sizes[i][m--];
- }
- }
- return index;
- }
- /** Convert an index from one (parameters, order) structure to another.
- * @param index index of a partial derivative in source derivative structure
- * @param srcP number of free parameters in source derivative structure
- * @param srcDerivativesOrders derivatives orders array for the source
- * derivative structure
- * @param destP number of free parameters in destination derivative structure
- * @param destO derivation order in destination derivative structure
- * @param destSizes sizes array for the destination derivative structure
- * @return index of the partial derivative with the <em>same</em> characteristics
- * in destination derivative structure
- * @throws MathIllegalArgumentException if order is too large
- */
- private static int convertIndex(final int index,
- final int srcP, final int[][] srcDerivativesOrders,
- final int destP, final int destO, final int[][] destSizes)
- throws MathIllegalArgumentException {
- int[] orders = new int[destP];
- System.arraycopy(srcDerivativesOrders[index], 0, orders, 0, FastMath.min(srcP, destP));
- return getPartialDerivativeIndex(destP, destO, destSizes, orders);
- }
- /** Get the derivation orders for a specific index in the array.
- * <p>
- * This method is the inverse of {@link #getPartialDerivativeIndex(int...)}.
- * </p>
- * @param index of the partial derivative
- * @return derivation orders with respect to each parameter
- * @see #getPartialDerivativeIndex(int...)
- */
- public int[] getPartialDerivativeOrders(final int index) {
- return derivativesOrders[index].clone();
- }
- /** Get the sum of derivation orders for a specific index in the array.
- * <p>
- * This method return the sum of the elements returned by
- * {@link #getPartialDerivativeIndex(int...)}, using precomputed
- * values
- * </p>
- * @param index of the partial derivative
- * @return sum of derivation orders with respect to each parameter
- * @see #getPartialDerivativeIndex(int...)
- * @since 2.2
- */
- public int getPartialDerivativeOrdersSum(final int index) {
- return derivativesOrdersSum[index];
- }
- /** Get the number of free parameters.
- * @return number of free parameters
- */
- public int getFreeParameters() {
- return parameters;
- }
- /** Get the derivation order.
- * @return derivation order
- */
- public int getOrder() {
- return order;
- }
- /** Get the array size required for holding partial derivatives data.
- * <p>
- * This number includes the single 0 order derivative element, which is
- * guaranteed to be stored in the first element of the array.
- * </p>
- * @return array size required for holding partial derivatives data
- */
- public int getSize() {
- return sizes[parameters][order];
- }
- /** Compute linear combination.
- * The derivative structure built will be a1 * ds1 + a2 * ds2
- * @param a1 first scale factor
- * @param c1 first base (unscaled) component
- * @param offset1 offset of first operand in its array
- * @param a2 second scale factor
- * @param c2 second base (unscaled) component
- * @param offset2 offset of second operand in its array
- * @param result array where result must be stored (it may be
- * one of the input arrays)
- * @param resultOffset offset of the result in its array
- */
- public void linearCombination(final double a1, final double[] c1, final int offset1,
- final double a2, final double[] c2, final int offset2,
- final double[] result, final int resultOffset) {
- for (int i = 0; i < getSize(); ++i) {
- result[resultOffset + i] =
- MathArrays.linearCombination(a1, c1[offset1 + i], a2, c2[offset2 + i]);
- }
- }
- /** Compute linear combination.
- * The derivative structure built will be a1 * ds1 + a2 * ds2
- * @param a1 first scale factor
- * @param c1 first base (unscaled) component
- * @param offset1 offset of first operand in its array
- * @param a2 second scale factor
- * @param c2 second base (unscaled) component
- * @param offset2 offset of second operand in its array
- * @param result array where result must be stored (it may be
- * one of the input arrays)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void linearCombination(final T a1, final T[] c1, final int offset1,
- final T a2, final T[] c2, final int offset2,
- final T[] result, final int resultOffset) {
- for (int i = 0; i < getSize(); ++i) {
- result[resultOffset + i] =
- a1.linearCombination(a1, c1[offset1 + i], a2, c2[offset2 + i]);
- }
- }
- /** Compute linear combination.
- * The derivative structure built will be a1 * ds1 + a2 * ds2
- * @param a1 first scale factor
- * @param c1 first base (unscaled) component
- * @param offset1 offset of first operand in its array
- * @param a2 second scale factor
- * @param c2 second base (unscaled) component
- * @param offset2 offset of second operand in its array
- * @param result array where result must be stored (it may be
- * one of the input arrays)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void linearCombination(final double a1, final T[] c1, final int offset1,
- final double a2, final T[] c2, final int offset2,
- final T[] result, final int resultOffset) {
- for (int i = 0; i < getSize(); ++i) {
- result[resultOffset + i] =
- c1[offset1].linearCombination(a1, c1[offset1 + i], a2, c2[offset2 + i]);
- }
- }
- /** Compute linear combination.
- * The derivative structure built will be a1 * ds1 + a2 * ds2 + a3 * ds3 + a4 * ds4
- * @param a1 first scale factor
- * @param c1 first base (unscaled) component
- * @param offset1 offset of first operand in its array
- * @param a2 second scale factor
- * @param c2 second base (unscaled) component
- * @param offset2 offset of second operand in its array
- * @param a3 third scale factor
- * @param c3 third base (unscaled) component
- * @param offset3 offset of third operand in its array
- * @param result array where result must be stored (it may be
- * one of the input arrays)
- * @param resultOffset offset of the result in its array
- */
- public void linearCombination(final double a1, final double[] c1, final int offset1,
- final double a2, final double[] c2, final int offset2,
- final double a3, final double[] c3, final int offset3,
- final double[] result, final int resultOffset) {
- for (int i = 0; i < getSize(); ++i) {
- result[resultOffset + i] =
- MathArrays.linearCombination(a1, c1[offset1 + i],
- a2, c2[offset2 + i],
- a3, c3[offset3 + i]);
- }
- }
- /** Compute linear combination.
- * The derivative structure built will be a1 * ds1 + a2 * ds2 + a3 * ds3 + a4 * ds4
- * @param a1 first scale factor
- * @param c1 first base (unscaled) component
- * @param offset1 offset of first operand in its array
- * @param a2 second scale factor
- * @param c2 second base (unscaled) component
- * @param offset2 offset of second operand in its array
- * @param a3 third scale factor
- * @param c3 third base (unscaled) component
- * @param offset3 offset of third operand in its array
- * @param result array where result must be stored (it may be
- * one of the input arrays)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void linearCombination(final T a1, final T[] c1, final int offset1,
- final T a2, final T[] c2, final int offset2,
- final T a3, final T[] c3, final int offset3,
- final T[] result, final int resultOffset) {
- for (int i = 0; i < getSize(); ++i) {
- result[resultOffset + i] =
- a1.linearCombination(a1, c1[offset1 + i],
- a2, c2[offset2 + i],
- a3, c3[offset3 + i]);
- }
- }
- /** Compute linear combination.
- * The derivative structure built will be a1 * ds1 + a2 * ds2 + a3 * ds3 + a4 * ds4
- * @param a1 first scale factor
- * @param c1 first base (unscaled) component
- * @param offset1 offset of first operand in its array
- * @param a2 second scale factor
- * @param c2 second base (unscaled) component
- * @param offset2 offset of second operand in its array
- * @param a3 third scale factor
- * @param c3 third base (unscaled) component
- * @param offset3 offset of third operand in its array
- * @param result array where result must be stored (it may be
- * one of the input arrays)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void linearCombination(final double a1, final T[] c1, final int offset1,
- final double a2, final T[] c2, final int offset2,
- final double a3, final T[] c3, final int offset3,
- final T[] result, final int resultOffset) {
- for (int i = 0; i < getSize(); ++i) {
- result[resultOffset + i] =
- c1[offset1].linearCombination(a1, c1[offset1 + i],
- a2, c2[offset2 + i],
- a3, c3[offset3 + i]);
- }
- }
- /** Compute linear combination.
- * The derivative structure built will be a1 * ds1 + a2 * ds2 + a3 * ds3 + a4 * ds4
- * @param a1 first scale factor
- * @param c1 first base (unscaled) component
- * @param offset1 offset of first operand in its array
- * @param a2 second scale factor
- * @param c2 second base (unscaled) component
- * @param offset2 offset of second operand in its array
- * @param a3 third scale factor
- * @param c3 third base (unscaled) component
- * @param offset3 offset of third operand in its array
- * @param a4 fourth scale factor
- * @param c4 fourth base (unscaled) component
- * @param offset4 offset of fourth operand in its array
- * @param result array where result must be stored (it may be
- * one of the input arrays)
- * @param resultOffset offset of the result in its array
- */
- public void linearCombination(final double a1, final double[] c1, final int offset1,
- final double a2, final double[] c2, final int offset2,
- final double a3, final double[] c3, final int offset3,
- final double a4, final double[] c4, final int offset4,
- final double[] result, final int resultOffset) {
- for (int i = 0; i < getSize(); ++i) {
- result[resultOffset + i] =
- MathArrays.linearCombination(a1, c1[offset1 + i],
- a2, c2[offset2 + i],
- a3, c3[offset3 + i],
- a4, c4[offset4 + i]);
- }
- }
- /** Compute linear combination.
- * The derivative structure built will be a1 * ds1 + a2 * ds2 + a3 * ds3 + a4 * ds4
- * @param a1 first scale factor
- * @param c1 first base (unscaled) component
- * @param offset1 offset of first operand in its array
- * @param a2 second scale factor
- * @param c2 second base (unscaled) component
- * @param offset2 offset of second operand in its array
- * @param a3 third scale factor
- * @param c3 third base (unscaled) component
- * @param offset3 offset of third operand in its array
- * @param a4 fourth scale factor
- * @param c4 fourth base (unscaled) component
- * @param offset4 offset of fourth operand in its array
- * @param result array where result must be stored (it may be
- * one of the input arrays)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void linearCombination(final T a1, final T[] c1, final int offset1,
- final T a2, final T[] c2, final int offset2,
- final T a3, final T[] c3, final int offset3,
- final T a4, final T[] c4, final int offset4,
- final T[] result, final int resultOffset) {
- for (int i = 0; i < getSize(); ++i) {
- result[resultOffset + i] =
- a1.linearCombination(a1, c1[offset1 + i],
- a2, c2[offset2 + i],
- a3, c3[offset3 + i],
- a4, c4[offset4 + i]);
- }
- }
- /** Compute linear combination.
- * The derivative structure built will be a1 * ds1 + a2 * ds2 + a3 * ds3 + a4 * ds4
- * @param a1 first scale factor
- * @param c1 first base (unscaled) component
- * @param offset1 offset of first operand in its array
- * @param a2 second scale factor
- * @param c2 second base (unscaled) component
- * @param offset2 offset of second operand in its array
- * @param a3 third scale factor
- * @param c3 third base (unscaled) component
- * @param offset3 offset of third operand in its array
- * @param a4 fourth scale factor
- * @param c4 fourth base (unscaled) component
- * @param offset4 offset of fourth operand in its array
- * @param result array where result must be stored (it may be
- * one of the input arrays)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void linearCombination(final double a1, final T[] c1, final int offset1,
- final double a2, final T[] c2, final int offset2,
- final double a3, final T[] c3, final int offset3,
- final double a4, final T[] c4, final int offset4,
- final T[] result, final int resultOffset) {
- for (int i = 0; i < getSize(); ++i) {
- result[resultOffset + i] =
- c1[offset1].linearCombination(a1, c1[offset1 + i],
- a2, c2[offset2 + i],
- a3, c3[offset3 + i],
- a4, c4[offset4 + i]);
- }
- }
- /** Perform addition of two derivative structures.
- * @param lhs array holding left hand side of addition
- * @param lhsOffset offset of the left hand side in its array
- * @param rhs array right hand side of addition
- * @param rhsOffset offset of the right hand side in its array
- * @param result array where result must be stored (it may be
- * one of the input arrays)
- * @param resultOffset offset of the result in its array
- */
- public void add(final double[] lhs, final int lhsOffset,
- final double[] rhs, final int rhsOffset,
- final double[] result, final int resultOffset) {
- for (int i = 0; i < getSize(); ++i) {
- result[resultOffset + i] = lhs[lhsOffset + i] + rhs[rhsOffset + i];
- }
- }
- /** Perform addition of two derivative structures.
- * @param lhs array holding left hand side of addition
- * @param lhsOffset offset of the left hand side in its array
- * @param rhs array right hand side of addition
- * @param rhsOffset offset of the right hand side in its array
- * @param result array where result must be stored (it may be
- * one of the input arrays)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void add(final T[] lhs, final int lhsOffset,
- final T[] rhs, final int rhsOffset,
- final T[] result, final int resultOffset) {
- for (int i = 0; i < getSize(); ++i) {
- result[resultOffset + i] = lhs[lhsOffset + i].add(rhs[rhsOffset + i]);
- }
- }
- /** Perform subtraction of two derivative structures.
- * @param lhs array holding left hand side of subtraction
- * @param lhsOffset offset of the left hand side in its array
- * @param rhs array right hand side of subtraction
- * @param rhsOffset offset of the right hand side in its array
- * @param result array where result must be stored (it may be
- * one of the input arrays)
- * @param resultOffset offset of the result in its array
- */
- public void subtract(final double[] lhs, final int lhsOffset,
- final double[] rhs, final int rhsOffset,
- final double[] result, final int resultOffset) {
- for (int i = 0; i < getSize(); ++i) {
- result[resultOffset + i] = lhs[lhsOffset + i] - rhs[rhsOffset + i];
- }
- }
- /** Perform subtraction of two derivative structures.
- * @param lhs array holding left hand side of subtraction
- * @param lhsOffset offset of the left hand side in its array
- * @param rhs array right hand side of subtraction
- * @param rhsOffset offset of the right hand side in its array
- * @param result array where result must be stored (it may be
- * one of the input arrays)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void subtract(final T[] lhs, final int lhsOffset,
- final T[] rhs, final int rhsOffset,
- final T[] result, final int resultOffset) {
- for (int i = 0; i < getSize(); ++i) {
- result[resultOffset + i] = lhs[lhsOffset + i].subtract(rhs[rhsOffset + i]);
- }
- }
- /** Perform multiplication of two derivative structures.
- * @param lhs array holding left hand side of multiplication
- * @param lhsOffset offset of the left hand side in its array
- * @param rhs array right hand side of multiplication
- * @param rhsOffset offset of the right hand side in its array
- * @param result array where result must be stored (for
- * multiplication the result array <em>cannot</em> be one of
- * the input arrays)
- * @param resultOffset offset of the result in its array
- */
- public void multiply(final double[] lhs, final int lhsOffset,
- final double[] rhs, final int rhsOffset,
- final double[] result, final int resultOffset) {
- for (int i = 0; i < multIndirection.length; ++i) {
- double r = 0;
- for (final MultiplicationMapper mapping : multIndirection[i]) {
- r += mapping.getCoeff() *
- lhs[lhsOffset + mapping.lhsIndex] *
- rhs[rhsOffset + mapping.rhsIndex];
- }
- result[resultOffset + i] = r;
- }
- }
- /** Perform multiplication of two derivative structures.
- * @param lhs array holding left hand side of multiplication
- * @param lhsOffset offset of the left hand side in its array
- * @param rhs array right hand side of multiplication
- * @param rhsOffset offset of the right hand side in its array
- * @param result array where result must be stored (for
- * multiplication the result array <em>cannot</em> be one of
- * the input arrays)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void multiply(final T[] lhs, final int lhsOffset,
- final T[] rhs, final int rhsOffset,
- final T[] result, final int resultOffset) {
- T zero = lhs[lhsOffset].getField().getZero();
- for (int i = 0; i < multIndirection.length; ++i) {
- T r = zero;
- for (final MultiplicationMapper mapping : multIndirection[i]) {
- r = r.add(lhs[lhsOffset + mapping.lhsIndex].
- multiply(rhs[rhsOffset + mapping.rhsIndex]).
- multiply(mapping.getCoeff()));
- }
- result[resultOffset + i] = r;
- }
- }
- /** Perform division of two derivative structures. Based on the multiplication operator.
- * @param lhs array holding left hand side of division
- * @param lhsOffset offset of the left hand side in its array
- * @param rhs array right hand side of division
- * @param rhsOffset offset of the right hand side in its array
- * @param result array where result must be stored (for
- * division the result array <em>cannot</em> be one of
- * the input arrays)
- * @param resultOffset offset of the result in its array
- */
- public void divide(final double[] lhs, final int lhsOffset,
- final double[] rhs, final int rhsOffset,
- final double[] result, final int resultOffset) {
- result[resultOffset] = lhs[lhsOffset] / rhs[rhsOffset];
- for (int i = 1; i < multIndirection.length; ++i) {
- result[resultOffset + i] = lhs[lhsOffset + i];
- for (int j = 0; j < multIndirection[i].length - 1; j++) {
- final MultiplicationMapper mapping = multIndirection[i][j];
- result[resultOffset + i] -= mapping.getCoeff() *
- (result[resultOffset + mapping.lhsIndex] * rhs[rhsOffset + mapping.rhsIndex]);
- }
- result[resultOffset + i] /= rhs[lhsOffset] * multIndirection[i][0].getCoeff();
- }
- }
- /** Perform division of two derivative structures. Based on the multiplication operator.
- * @param lhs array holding left hand side of division
- * @param lhsOffset offset of the left hand side in its array
- * @param rhs array right hand side of division
- * @param rhsOffset offset of the right hand side in its array
- * @param result array where result must be stored (for
- * division the result array <em>cannot</em> be one of
- * the input arrays)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void divide(final T[] lhs, final int lhsOffset,
- final T[] rhs, final int rhsOffset,
- final T[] result, final int resultOffset) {
- final T zero = lhs[lhsOffset].getField().getZero();
- result[resultOffset] = lhs[lhsOffset].divide(rhs[rhsOffset]);
- for (int i = 1; i < multIndirection.length; ++i) {
- result[resultOffset + i] = lhs[lhsOffset + i].add(zero);
- for (int j = 0; j < multIndirection[i].length - 1; j++) {
- final MultiplicationMapper mapping = multIndirection[i][j];
- result[resultOffset + i] = result[resultOffset + i].subtract(
- result[resultOffset + mapping.lhsIndex].multiply(rhs[rhsOffset + mapping.rhsIndex]).
- multiply(mapping.getCoeff()));
- }
- result[resultOffset + i] = result[resultOffset + i].divide(rhs[lhsOffset].
- multiply(multIndirection[i][0].getCoeff()));
- }
- }
- /** Compute reciprocal of derivative structure. Based on the multiplication operator.
- * @param operand array holding the operand
- * @param operandOffset offset of the operand in its array
- * @param result array where result must be stored
- * @param resultOffset offset of the result in its array
- */
- public void reciprocal(final double[] operand, final int operandOffset,
- final double[] result, final int resultOffset) {
- result[resultOffset] = 1. / operand[operandOffset];
- for (int i = 1; i < multIndirection.length; ++i) {
- result[resultOffset + i] = 0.;
- for (int j = 0; j < multIndirection[i].length - 1; j++) {
- final MultiplicationMapper mapping = multIndirection[i][j];
- result[resultOffset + i] -= mapping.getCoeff() *
- (result[resultOffset + mapping.lhsIndex] * operand[operandOffset + mapping.rhsIndex]);
- }
- result[resultOffset + i] /= operand[operandOffset] * multIndirection[i][0].getCoeff();
- }
- }
- /** Compute reciprocal of derivative structure. Based on the multiplication operator.
- * @param operand array holding the operand
- * @param operandOffset offset of the operand in its array
- * @param result array where result must be stored
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void reciprocal(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final T zero = operand[operandOffset].getField().getZero();
- result[resultOffset] = operand[operandOffset].reciprocal();
- for (int i = 1; i < multIndirection.length; ++i) {
- result[resultOffset + i] = zero;
- for (int j = 0; j < multIndirection[i].length - 1; j++) {
- final MultiplicationMapper mapping = multIndirection[i][j];
- result[resultOffset + i] = result[resultOffset + i].subtract(
- (result[resultOffset + mapping.lhsIndex].multiply(operand[operandOffset + mapping.rhsIndex])).
- multiply(mapping.getCoeff()));
- }
- result[resultOffset + i] = result[resultOffset + i].divide(operand[operandOffset].
- multiply(multIndirection[i][0].getCoeff()));
- }
- }
- /** Perform remainder of two derivative structures.
- * @param lhs array holding left hand side of remainder
- * @param lhsOffset offset of the left hand side in its array
- * @param rhs array right hand side of remainder
- * @param rhsOffset offset of the right hand side in its array
- * @param result array where result must be stored (it may be
- * one of the input arrays)
- * @param resultOffset offset of the result in its array
- */
- public void remainder(final double[] lhs, final int lhsOffset,
- final double[] rhs, final int rhsOffset,
- final double[] result, final int resultOffset) {
- // compute k such that lhs % rhs = lhs - k rhs
- final double rem = FastMath.IEEEremainder(lhs[lhsOffset], rhs[rhsOffset]);
- final double k = FastMath.rint((lhs[lhsOffset] - rem) / rhs[rhsOffset]);
- // set up value
- result[resultOffset] = rem;
- // set up partial derivatives
- for (int i = 1; i < getSize(); ++i) {
- result[resultOffset + i] = lhs[lhsOffset + i] - k * rhs[rhsOffset + i];
- }
- }
- /** Perform remainder of two derivative structures.
- * @param lhs array holding left hand side of remainder
- * @param lhsOffset offset of the left hand side in its array
- * @param rhs array right hand side of remainder
- * @param rhsOffset offset of the right hand side in its array
- * @param result array where result must be stored (it may be
- * one of the input arrays)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void remainder(final T[] lhs, final int lhsOffset,
- final T[] rhs, final int rhsOffset,
- final T[] result, final int resultOffset) {
- // compute k such that lhs % rhs = lhs - k rhs
- final T rem = lhs[lhsOffset].remainder(rhs[rhsOffset]);
- final double k = FastMath.rint((lhs[lhsOffset].getReal() - rem.getReal()) / rhs[rhsOffset].getReal());
- // set up value
- result[resultOffset] = rem;
- // set up partial derivatives
- for (int i = 1; i < getSize(); ++i) {
- result[resultOffset + i] = lhs[lhsOffset + i].subtract(rhs[rhsOffset + i].multiply(k));
- }
- }
- /** Compute power of a double to a derivative structure.
- * @param a number to exponentiate
- * @param operand array holding the power
- * @param operandOffset offset of the power in its array
- * @param result array where result must be stored (for
- * power the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void pow(final double a,
- final double[] operand, final int operandOffset,
- final double[] result, final int resultOffset) {
- // create the function value and derivatives
- // [a^x, ln(a) a^x, ln(a)^2 a^x,, ln(a)^3 a^x, ... ]
- final double[] function = new double[1 + order];
- if (a == 0) {
- if (operand[operandOffset] == 0) {
- function[0] = 1;
- double infinity = Double.POSITIVE_INFINITY;
- for (int i = 1; i < function.length; ++i) {
- infinity = -infinity;
- function[i] = infinity;
- }
- } else if (operand[operandOffset] < 0) {
- Arrays.fill(function, Double.NaN);
- }
- } else {
- function[0] = FastMath.pow(a, operand[operandOffset]);
- final double lnA = FastMath.log(a);
- for (int i = 1; i < function.length; ++i) {
- function[i] = lnA * function[i - 1];
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute power of a double to a derivative structure.
- * @param a number to exponentiate
- * @param operand array holding the power
- * @param operandOffset offset of the power in its array
- * @param result array where result must be stored (for
- * power the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void pow(final double a,
- final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final T zero = operand[operandOffset].getField().getZero();
- // create the function value and derivatives
- // [a^x, ln(a) a^x, ln(a)^2 a^x,, ln(a)^3 a^x, ... ]
- final T[] function = MathArrays.buildArray(operand[operandOffset].getField(), 1 + order);
- if (a == 0) {
- if (operand[operandOffset].getReal() == 0) {
- function[0] = zero.add(1);
- T infinity = zero.add(Double.POSITIVE_INFINITY);
- for (int i = 1; i < function.length; ++i) {
- infinity = infinity.negate();
- function[i] = infinity;
- }
- } else if (operand[operandOffset].getReal() < 0) {
- Arrays.fill(function, zero.add(Double.NaN));
- }
- } else {
- function[0] = zero.add(a).pow(operand[operandOffset]);
- final double lnA = FastMath.log(a);
- for (int i = 1; i < function.length; ++i) {
- function[i] = function[i - 1].multiply(lnA);
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute power of a derivative structure.
- * @param operand array holding the operand
- * @param operandOffset offset of the operand in its array
- * @param p power to apply
- * @param result array where result must be stored (for
- * power the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void pow(final double[] operand, final int operandOffset, final double p,
- final double[] result, final int resultOffset) {
- if (p == 0) {
- // special case, x^0 = 1 for all x
- result[resultOffset] = 1.0;
- Arrays.fill(result, resultOffset + 1, resultOffset + getSize(), 0);
- return;
- }
- if (operand[operandOffset] == 0) {
- // special case, 0^p = 0 for all p
- Arrays.fill(result, resultOffset, resultOffset + getSize(), 0);
- return;
- }
- // create the function value and derivatives
- // [x^p, px^(p-1), p(p-1)x^(p-2), ... ]
- double[] function = new double[1 + order];
- double xk = FastMath.pow(operand[operandOffset], p - order);
- for (int i = order; i > 0; --i) {
- function[i] = xk;
- xk *= operand[operandOffset];
- }
- function[0] = xk;
- double coefficient = p;
- for (int i = 1; i <= order; ++i) {
- function[i] *= coefficient;
- coefficient *= p - i;
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute power of a derivative structure.
- * @param operand array holding the operand
- * @param operandOffset offset of the operand in its array
- * @param p power to apply
- * @param result array where result must be stored (for
- * power the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void pow(final T[] operand, final int operandOffset, final double p,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- if (p == 0) {
- // special case, x^0 = 1 for all x
- result[resultOffset] = field.getOne();
- Arrays.fill(result, resultOffset + 1, resultOffset + getSize(), field.getZero());
- return;
- }
- if (operand[operandOffset].getReal() == 0) {
- // special case, 0^p = 0 for all p
- Arrays.fill(result, resultOffset, resultOffset + getSize(), field.getZero());
- return;
- }
- // create the function value and derivatives
- // [x^p, px^(p-1), p(p-1)x^(p-2), ... ]
- T[] function = MathArrays.buildArray(field, 1 + order);
- T xk = operand[operandOffset].pow(p - order);
- for (int i = order; i > 0; --i) {
- function[i] = xk;
- xk = xk.multiply(operand[operandOffset]);
- }
- function[0] = xk;
- double coefficient = p;
- for (int i = 1; i <= order; ++i) {
- function[i] = function[i].multiply(coefficient);
- coefficient *= p - i;
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute integer power of a derivative structure.
- * @param operand array holding the operand
- * @param operandOffset offset of the operand in its array
- * @param n power to apply
- * @param result array where result must be stored (for
- * power the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void pow(final double[] operand, final int operandOffset, final int n,
- final double[] result, final int resultOffset) {
- if (n == 0) {
- // special case, x^0 = 1 for all x
- result[resultOffset] = 1.0;
- Arrays.fill(result, resultOffset + 1, resultOffset + getSize(), 0);
- return;
- }
- // create the power function value and derivatives
- // [x^n, nx^(n-1), n(n-1)x^(n-2), ... ]
- double[] function = new double[1 + order];
- if (n > 0) {
- // strictly positive power
- final int maxOrder = FastMath.min(order, n);
- double xk = FastMath.pow(operand[operandOffset], n - maxOrder);
- for (int i = maxOrder; i > 0; --i) {
- function[i] = xk;
- xk *= operand[operandOffset];
- }
- function[0] = xk;
- } else {
- // strictly negative power
- final double inv = 1.0 / operand[operandOffset];
- double xk = FastMath.pow(inv, -n);
- for (int i = 0; i <= order; ++i) {
- function[i] = xk;
- xk *= inv;
- }
- }
- double coefficient = n;
- for (int i = 1; i <= order; ++i) {
- function[i] *= coefficient;
- coefficient *= n - i;
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute integer power of a derivative structure.
- * @param operand array holding the operand
- * @param operandOffset offset of the operand in its array
- * @param n power to apply
- * @param result array where result must be stored (for
- * power the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void pow(final T[] operand, final int operandOffset, final int n,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- if (n == 0) {
- // special case, x^0 = 1 for all x
- result[resultOffset] = field.getOne();
- Arrays.fill(result, resultOffset + 1, resultOffset + getSize(), field.getZero());
- return;
- }
- // create the power function value and derivatives
- // [x^n, nx^(n-1), n(n-1)x^(n-2), ... ]
- T[] function = MathArrays.buildArray(field, 1 + order);
- if (n > 0) {
- // strictly positive power
- final int maxOrder = FastMath.min(order, n);
- T xk = operand[operandOffset].pow(n - maxOrder);
- for (int i = maxOrder; i > 0; --i) {
- function[i] = xk;
- xk = xk.multiply(operand[operandOffset]);
- }
- function[0] = xk;
- } else {
- // strictly negative power
- final T inv = operand[operandOffset].reciprocal();
- T xk = inv.pow(-n);
- for (int i = 0; i <= order; ++i) {
- function[i] = xk;
- xk = xk.multiply(inv);
- }
- }
- double coefficient = n;
- for (int i = 1; i <= order; ++i) {
- function[i] = function[i].multiply(coefficient);
- coefficient *= n - i;
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute power of a derivative structure.
- * @param x array holding the base
- * @param xOffset offset of the base in its array
- * @param y array holding the exponent
- * @param yOffset offset of the exponent in its array
- * @param result array where result must be stored (for
- * power the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void pow(final double[] x, final int xOffset,
- final double[] y, final int yOffset,
- final double[] result, final int resultOffset) {
- final double[] logX = new double[getSize()];
- log(x, xOffset, logX, 0);
- final double[] yLogX = new double[getSize()];
- multiply(logX, 0, y, yOffset, yLogX, 0);
- exp(yLogX, 0, result, resultOffset);
- }
- /** Compute power of a derivative structure.
- * @param x array holding the base
- * @param xOffset offset of the base in its array
- * @param y array holding the exponent
- * @param yOffset offset of the exponent in its array
- * @param result array where result must be stored (for
- * power the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void pow(final T[] x, final int xOffset,
- final T[] y, final int yOffset,
- final T[] result, final int resultOffset) {
- final T[] logX = MathArrays.buildArray(x[xOffset].getField(), getSize());
- log(x, xOffset, logX, 0);
- final T[] yLogX = MathArrays.buildArray(x[xOffset].getField(), getSize());
- multiply(logX, 0, y, yOffset, yLogX, 0);
- exp(yLogX, 0, result, resultOffset);
- }
- /** Compute square root of a derivative structure. Based on the multiplication operator.
- * @param operand array holding the operand
- * @param operandOffset offset of the operand in its array
- * @param result array where result must be stored (for
- * square root the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void sqrt(final double[] operand, final int operandOffset,
- final double[] result, final int resultOffset) {
- final double sqrtConstant = FastMath.sqrt(operand[operandOffset]);
- result[resultOffset] = sqrtConstant;
- for (int i = 1; i < multIndirection.length; ++i) {
- result[resultOffset + i] = operand[operandOffset + i];
- for (int j = 1; j < multIndirection[i].length - 1; j++) {
- final MultiplicationMapper mapping = multIndirection[i][j];
- result[resultOffset + i] -= mapping.getCoeff() *
- (result[resultOffset + mapping.lhsIndex] * result[operandOffset + mapping.rhsIndex]);
- }
- result[resultOffset + i] /= sqrtConstant * (multIndirection[i][multIndirection[i].length - 1].getCoeff() +
- multIndirection[i][0].getCoeff());
- }
- }
- /** Compute square root of a derivative structure. Based on the multiplication operator.
- * @param operand array holding the operand
- * @param operandOffset offset of the operand in its array
- * @param result array where result must be stored (for
- * square root the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void sqrt(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final T zero = operand[operandOffset].getField().getZero();
- final T sqrtConstant = operand[operandOffset].sqrt();
- result[resultOffset] = sqrtConstant.add(zero);
- for (int i = 1; i < multIndirection.length; ++i) {
- result[resultOffset + i] = operand[operandOffset + i].add(zero);
- for (int j = 1; j < multIndirection[i].length - 1; j++) {
- final MultiplicationMapper mapping = multIndirection[i][j];
- result[resultOffset + i] = result[resultOffset + i].subtract(
- (result[resultOffset + mapping.lhsIndex].multiply(result[operandOffset + mapping.rhsIndex])).
- multiply(mapping.getCoeff()));
- }
- result[resultOffset + i] = result[resultOffset + i].divide(sqrtConstant.multiply(
- multIndirection[i][0].getCoeff() + multIndirection[i][multIndirection[i].length - 1].getCoeff()));
- }
- }
- /** Compute n<sup>th</sup> root of a derivative structure.
- * @param operand array holding the operand
- * @param operandOffset offset of the operand in its array
- * @param n order of the root
- * @param result array where result must be stored (for
- * n<sup>th</sup> root the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void rootN(final double[] operand, final int operandOffset, final int n,
- final double[] result, final int resultOffset) {
- // create the function value and derivatives
- // [x^(1/n), (1/n)x^((1/n)-1), (1-n)/n^2x^((1/n)-2), ... ]
- double[] function = new double[1 + order];
- double xk;
- if (n == 2) {
- function[0] = FastMath.sqrt(operand[operandOffset]);
- xk = 0.5 / function[0];
- } else if (n == 3) {
- function[0] = FastMath.cbrt(operand[operandOffset]);
- xk = 1.0 / (3.0 * function[0] * function[0]);
- } else {
- function[0] = FastMath.pow(operand[operandOffset], 1.0 / n);
- xk = 1.0 / (n * FastMath.pow(function[0], n - 1));
- }
- final double nReciprocal = 1.0 / n;
- final double xReciprocal = 1.0 / operand[operandOffset];
- for (int i = 1; i <= order; ++i) {
- function[i] = xk;
- xk *= xReciprocal * (nReciprocal - i);
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute n<sup>th</sup> root of a derivative structure.
- * @param operand array holding the operand
- * @param operandOffset offset of the operand in its array
- * @param n order of the root
- * @param result array where result must be stored (for
- * n<sup>th</sup> root the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void rootN(final T[] operand, final int operandOffset, final int n,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- // [x^(1/n), (1/n)x^((1/n)-1), (1-n)/n^2x^((1/n)-2), ... ]
- T[] function = MathArrays.buildArray(field, 1 + order);
- T xk;
- if (n == 2) {
- function[0] = operand[operandOffset].sqrt();
- xk = function[0].add(function[0]).reciprocal();
- } else if (n == 3) {
- function[0] = operand[operandOffset].cbrt();
- xk = function[0].multiply(function[0]).multiply(3).reciprocal();
- } else {
- function[0] = operand[operandOffset].pow(1.0 / n);
- xk = function[0].pow(n - 1).multiply(n).reciprocal();
- }
- final double nReciprocal = 1.0 / n;
- final T xReciprocal = operand[operandOffset].reciprocal();
- for (int i = 1; i <= order; ++i) {
- function[i] = xk;
- xk = xk.multiply(xReciprocal.multiply(nReciprocal - i));
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute exponential 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 exp(final double[] operand, final int operandOffset,
- final double[] result, final int resultOffset) {
- // create the function value and derivatives
- double[] function = new double[1 + order];
- Arrays.fill(function, FastMath.exp(operand[operandOffset]));
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute exponential 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
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void exp(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] function = MathArrays.buildArray(field, 1 + order);
- Arrays.fill(function, operand[operandOffset].exp());
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** 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 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
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void expm1(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] function = MathArrays.buildArray(field, 1 + order);
- function[0] = operand[operandOffset].expm1();
- Arrays.fill(function, 1, 1 + order, operand[operandOffset].exp());
- // 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
- * @param result array where result must be stored (for
- * logarithm the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void log(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.log(operand[operandOffset]);
- if (order > 0) {
- double inv = 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 natural logarithm 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)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void log(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] function = MathArrays.buildArray(field, 1 + order);
- function[0] = operand[operandOffset].log();
- if (order > 0) {
- T inv = operand[operandOffset].reciprocal();
- T xk = inv;
- for (int i = 1; i <= order; ++i) {
- function[i] = xk;
- xk = xk.multiply(inv.multiply(-i));
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Computes shifted logarithm 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
- * shifted logarithm the result array <em>cannot</em> be the input array)
- * @param resultOffset offset of the result in its 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);
- }
- /** Computes shifted logarithm 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
- * shifted logarithm the result array <em>cannot</em> be the input array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void log1p(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] function = MathArrays.buildArray(field, 1 + order);
- function[0] = operand[operandOffset].log1p();
- if (order > 0) {
- T inv = operand[operandOffset].add(1).reciprocal();
- T xk = inv;
- for (int i = 1; i <= order; ++i) {
- function[i] = xk;
- xk = xk.multiply(inv.multiply(-i));
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Computes base 10 logarithm 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
- * base 10 logarithm the result array <em>cannot</em> be the input array)
- * @param resultOffset offset of the result in its array
- */
- public void log10(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.log10(operand[operandOffset]);
- if (order > 0) {
- double inv = 1.0 / operand[operandOffset];
- double xk = inv / FastMath.log(10.0);
- for (int i = 1; i <= order; ++i) {
- function[i] = xk;
- xk *= -i * inv;
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Computes base 10 logarithm 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
- * base 10 logarithm the result array <em>cannot</em> be the input array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void log10(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] function = MathArrays.buildArray(field, 1 + order);
- function[0] = operand[operandOffset].log10();
- if (order > 0) {
- T inv = operand[operandOffset].reciprocal();
- T xk = inv.multiply(1.0 / FastMath.log(10.0));
- for (int i = 1; i <= order; ++i) {
- function[i] = xk;
- xk = xk.multiply(inv.multiply(-i));
- }
- }
- // 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
- * @param result array where result must be stored (for
- * cosine the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void cos(final double[] operand, final int operandOffset,
- final double[] result, final int resultOffset) {
- // create the function value and derivatives
- double[] function = new double[1 + order];
- final SinCos sinCos = FastMath.sinCos(operand[operandOffset]);
- function[0] = sinCos.cos();
- if (order > 0) {
- function[1] = -sinCos.sin();
- for (int i = 2; i <= order; ++i) {
- function[i] = -function[i - 2];
- }
- }
- // 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
- * @param result array where result must be stored (for
- * cosine the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void cos(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] function = MathArrays.buildArray(field, 1 + order);
- final FieldSinCos<T> sinCos = FastMath.sinCos(operand[operandOffset]);
- function[0] = sinCos.cos();
- if (order > 0) {
- function[1] = sinCos.sin().negate();
- if (order > 1) {
- function[2] = sinCos.cos().negate();
- if (order > 2) {
- function[3] = sinCos.sin();
- for (int i = 4; i <= order; ++i) {
- function[i] = function[i - 4];
- }
- }
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute sine 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
- * sine the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void sin(final double[] operand, final int operandOffset,
- final double[] result, final int resultOffset) {
- // create the function value and derivatives
- double[] function = new double[1 + order];
- final SinCos sinCos = FastMath.sinCos(operand[operandOffset]);
- function[0] = sinCos.sin();
- if (order > 0) {
- function[1] = sinCos.cos();
- for (int i = 2; i <= order; ++i) {
- function[i] = -function[i - 2];
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute sine 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
- * sine the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void sin(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] function = MathArrays.buildArray(field, 1 + order);
- final FieldSinCos<T> sinCos = FastMath.sinCos(operand[operandOffset]);
- function[0] = sinCos.sin();
- if (order > 0) {
- function[1] = sinCos.cos();
- if (order > 1) {
- function[2] = sinCos.sin().negate();
- if (order > 2) {
- function[3] = sinCos.cos().negate();
- for (int i = 4; i <= order; ++i) {
- function[i] = function[i - 4];
- }
- }
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute combined sine and cosine of a derivative structure.
- * @param operand array holding the operand
- * @param operandOffset offset of the operand in its array
- * @param sin array where sine must be stored (for
- * sine the result array <em>cannot</em> be the input
- * array)
- * @param sinOffset offset of the result in its array
- * @param cos array where cosine must be stored (for
- * cosine the result array <em>cannot</em> be the input
- * array)
- * @param cosOffset offset of the result in its array
- * @since 1.4
- */
- public void sinCos(final double[] operand, final int operandOffset,
- final double[] sin, final int sinOffset,
- final double[] cos, final int cosOffset) {
- // create the function value and derivatives
- double[] functionSin = new double[1 + order];
- double[] functionCos = new double[1 + order];
- final SinCos sinCos = FastMath.sinCos(operand[operandOffset]);
- functionSin[0] = sinCos.sin();
- functionCos[0] = sinCos.cos();
- if (order > 0) {
- functionSin[1] = sinCos.cos();
- functionCos[1] = -sinCos.sin();
- for (int i = 2; i <= order; ++i) {
- functionSin[i] = -functionSin[i - 2];
- functionCos[i] = -functionCos[i - 2];
- }
- }
- // apply function composition
- compose(operand, operandOffset, functionSin, sin, sinOffset);
- compose(operand, operandOffset, functionCos, cos, cosOffset);
- }
- /** Compute combined sine and cosine of a derivative structure.
- * @param operand array holding the operand
- * @param operandOffset offset of the operand in its array
- * @param sin array where sine must be stored (for
- * sine the result array <em>cannot</em> be the input
- * array)
- * @param sinOffset offset of the result in its array
- * @param cos array where cosine must be stored (for
- * cosine the result array <em>cannot</em> be the input
- * array)
- * @param cosOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- * @since 1.4
- */
- public <T extends CalculusFieldElement<T>> void sinCos(final T[] operand, final int operandOffset,
- final T[] sin, final int sinOffset,
- final T[] cos, final int cosOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] functionSin = MathArrays.buildArray(field, 1 + order);
- T[] functionCos = MathArrays.buildArray(field, 1 + order);
- final FieldSinCos<T> sinCos = FastMath.sinCos(operand[operandOffset]);
- functionCos[0] = sinCos.cos();
- if (order > 0) {
- functionCos[1] = sinCos.sin().negate();
- if (order > 1) {
- functionCos[2] = sinCos.cos().negate();
- if (order > 2) {
- functionCos[3] = sinCos.sin();
- for (int i = 4; i <= order; ++i) {
- functionCos[i] = functionCos[i - 4];
- }
- }
- }
- }
- functionSin[0] = sinCos.sin();
- System.arraycopy(functionCos, 0, functionSin, 1, order);
- // apply function composition
- compose(operand, operandOffset, functionSin, sin, sinOffset);
- compose(operand, operandOffset, functionCos, cos, cosOffset);
- }
- /** Compute tangent 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
- * tangent the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void tan(final double[] operand, final int operandOffset,
- final double[] result, final int resultOffset) {
- // create the function value and derivatives
- final double[] function = new double[1 + order];
- final double t = FastMath.tan(operand[operandOffset]);
- function[0] = t;
- if (order > 0) {
- // the nth order derivative of tan has the form:
- // dn(tan(x)/dxn = P_n(tan(x))
- // where P_n(t) is a degree n+1 polynomial with same parity as n+1
- // P_0(t) = t, P_1(t) = 1 + t^2, P_2(t) = 2 t (1 + t^2) ...
- // the general recurrence relation for P_n is:
- // P_n(x) = (1+t^2) P_(n-1)'(t)
- // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
- final double[] p = new double[order + 2];
- p[1] = 1;
- final double t2 = t * t;
- for (int n = 1; n <= order; ++n) {
- // update and evaluate polynomial P_n(t)
- double v = 0;
- p[n + 1] = n * p[n];
- for (int k = n + 1; k >= 0; k -= 2) {
- v = v * t2 + p[k];
- if (k > 2) {
- p[k - 2] = (k - 1) * p[k - 1] + (k - 3) * p[k - 3];
- } else if (k == 2) {
- p[0] = p[1];
- }
- }
- if ((n & 0x1) == 0) {
- v *= t;
- }
- function[n] = v;
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute tangent 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
- * tangent the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void tan(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] function = MathArrays.buildArray(field, 1 + order);
- final T t = operand[operandOffset].tan();
- function[0] = t;
- if (order > 0) {
- // the nth order derivative of tan has the form:
- // dn(tan(x)/dxn = P_n(tan(x))
- // where P_n(t) is a degree n+1 polynomial with same parity as n+1
- // P_0(t) = t, P_1(t) = 1 + t^2, P_2(t) = 2 t (1 + t^2) ...
- // the general recurrence relation for P_n is:
- // P_n(x) = (1+t^2) P_(n-1)'(t)
- // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
- final T[] p = MathArrays.buildArray(field, order + 2);
- p[1] = field.getOne();
- final T t2 = t.multiply(t);
- for (int n = 1; n <= order; ++n) {
- // update and evaluate polynomial P_n(t)
- T v = field.getZero();
- p[n + 1] = p[n].multiply(n);
- for (int k = n + 1; k >= 0; k -= 2) {
- v = v.multiply(t2).add(p[k]);
- if (k > 2) {
- p[k - 2] = p[k - 1].multiply(k - 1).add(p[k - 3].multiply(k - 3));
- } else if (k == 2) {
- p[0] = p[1];
- }
- }
- if ((n & 0x1) == 0) {
- v = v.multiply(t);
- }
- function[n] = v;
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute arc cosine 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
- * arc cosine the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void acos(final double[] operand, final int operandOffset,
- final double[] result, final int resultOffset) {
- // create the function value and derivatives
- double[] function = new double[1 + order];
- final double x = operand[operandOffset];
- function[0] = FastMath.acos(x);
- if (order > 0) {
- // the nth order derivative of acos has the form:
- // dn(acos(x)/dxn = P_n(x) / [1 - x^2]^((2n-1)/2)
- // where P_n(x) is a degree n-1 polynomial with same parity as n-1
- // P_1(x) = -1, P_2(x) = -x, P_3(x) = -2x^2 - 1 ...
- // the general recurrence relation for P_n is:
- // P_n(x) = (1-x^2) P_(n-1)'(x) + (2n-3) x P_(n-1)(x)
- // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
- final double[] p = new double[order];
- p[0] = -1;
- final double x2 = x * x;
- final double f = 1.0 / (1 - x2);
- double coeff = FastMath.sqrt(f);
- function[1] = coeff * p[0];
- for (int n = 2; n <= order; ++n) {
- // update and evaluate polynomial P_n(x)
- double v = 0;
- p[n - 1] = (n - 1) * p[n - 2];
- for (int k = n - 1; k >= 0; k -= 2) {
- v = v * x2 + p[k];
- if (k > 2) {
- p[k - 2] = (k - 1) * p[k - 1] + (2 * n - k) * p[k - 3];
- } else if (k == 2) {
- p[0] = p[1];
- }
- }
- if ((n & 0x1) == 0) {
- v *= x;
- }
- coeff *= f;
- function[n] = coeff * v;
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute arc cosine 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
- * arc cosine the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void acos(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] function = MathArrays.buildArray(field, 1 + order);
- final T x = operand[operandOffset];
- function[0] = x.acos();
- if (order > 0) {
- // the nth order derivative of acos has the form:
- // dn(acos(x)/dxn = P_n(x) / [1 - x^2]^((2n-1)/2)
- // where P_n(x) is a degree n-1 polynomial with same parity as n-1
- // P_1(x) = -1, P_2(x) = -x, P_3(x) = -2x^2 - 1 ...
- // the general recurrence relation for P_n is:
- // P_n(x) = (1-x^2) P_(n-1)'(x) + (2n-3) x P_(n-1)(x)
- // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
- final T[] p = MathArrays.buildArray(field, order);
- p[0] = field.getOne().negate();
- final T x2 = x.square();
- final T f = x2.subtract(1).negate().reciprocal();
- T coeff = f.sqrt();
- function[1] = coeff.multiply(p[0]);
- for (int n = 2; n <= order; ++n) {
- // update and evaluate polynomial P_n(x)
- T v = field.getZero();
- p[n - 1] = p[n - 2].multiply(n - 1);
- for (int k = n - 1; k >= 0; k -= 2) {
- v = v.multiply(x2).add(p[k]);
- if (k > 2) {
- p[k - 2] = p[k - 1].multiply(k - 1).add(p[k - 3].multiply(2 * n - k));
- } else if (k == 2) {
- p[0] = p[1];
- }
- }
- if ((n & 0x1) == 0) {
- v = v.multiply(x);
- }
- coeff = coeff.multiply(f);
- function[n] = coeff.multiply(v);
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute arc sine 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
- * arc sine the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void asin(final double[] operand, final int operandOffset,
- final double[] result, final int resultOffset) {
- // create the function value and derivatives
- double[] function = new double[1 + order];
- final double x = operand[operandOffset];
- function[0] = FastMath.asin(x);
- if (order > 0) {
- // the nth order derivative of asin has the form:
- // dn(asin(x)/dxn = P_n(x) / [1 - x^2]^((2n-1)/2)
- // where P_n(x) is a degree n-1 polynomial with same parity as n-1
- // P_1(x) = 1, P_2(x) = x, P_3(x) = 2x^2 + 1 ...
- // the general recurrence relation for P_n is:
- // P_n(x) = (1-x^2) P_(n-1)'(x) + (2n-3) x P_(n-1)(x)
- // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
- final double[] p = new double[order];
- p[0] = 1;
- final double x2 = x * x;
- final double f = 1.0 / (1 - x2);
- double coeff = FastMath.sqrt(f);
- function[1] = coeff * p[0];
- for (int n = 2; n <= order; ++n) {
- // update and evaluate polynomial P_n(x)
- double v = 0;
- p[n - 1] = (n - 1) * p[n - 2];
- for (int k = n - 1; k >= 0; k -= 2) {
- v = v * x2 + p[k];
- if (k > 2) {
- p[k - 2] = (k - 1) * p[k - 1] + (2 * n - k) * p[k - 3];
- } else if (k == 2) {
- p[0] = p[1];
- }
- }
- if ((n & 0x1) == 0) {
- v *= x;
- }
- coeff *= f;
- function[n] = coeff * v;
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute arc sine 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
- * arc sine the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void asin(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] function = MathArrays.buildArray(field, 1 + order);
- final T x = operand[operandOffset];
- function[0] = x.asin();
- if (order > 0) {
- // the nth order derivative of asin has the form:
- // dn(asin(x)/dxn = P_n(x) / [1 - x^2]^((2n-1)/2)
- // where P_n(x) is a degree n-1 polynomial with same parity as n-1
- // P_1(x) = 1, P_2(x) = x, P_3(x) = 2x^2 + 1 ...
- // the general recurrence relation for P_n is:
- // P_n(x) = (1-x^2) P_(n-1)'(x) + (2n-3) x P_(n-1)(x)
- // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
- final T[] p = MathArrays.buildArray(field, order);
- p[0] = field.getOne();
- final T x2 = x.square();
- final T f = x2.subtract(1).negate().reciprocal();
- T coeff = f.sqrt();
- function[1] = coeff.multiply(p[0]);
- for (int n = 2; n <= order; ++n) {
- // update and evaluate polynomial P_n(x)
- T v = field.getZero();
- p[n - 1] = p[n - 2].multiply(n - 1);
- for (int k = n - 1; k >= 0; k -= 2) {
- v = v.multiply(x2).add(p[k]);
- if (k > 2) {
- p[k - 2] = p[k - 1].multiply(k - 1).add(p[k - 3].multiply(2 * n - k));
- } else if (k == 2) {
- p[0] = p[1];
- }
- }
- if ((n & 0x1) == 0) {
- v = v.multiply(x);
- }
- coeff = coeff.multiply(f);
- function[n] = coeff.multiply(v);
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute arc tangent 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
- * arc tangent the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void atan(final double[] operand, final int operandOffset,
- final double[] result, final int resultOffset) {
- // create the function value and derivatives
- double[] function = new double[1 + order];
- final double x = operand[operandOffset];
- function[0] = FastMath.atan(x);
- if (order > 0) {
- // the nth order derivative of atan has the form:
- // dn(atan(x)/dxn = Q_n(x) / (1 + x^2)^n
- // where Q_n(x) is a degree n-1 polynomial with same parity as n-1
- // Q_1(x) = 1, Q_2(x) = -2x, Q_3(x) = 6x^2 - 2 ...
- // the general recurrence relation for Q_n is:
- // Q_n(x) = (1+x^2) Q_(n-1)'(x) - 2(n-1) x Q_(n-1)(x)
- // as per polynomial parity, we can store coefficients of both Q_(n-1) and Q_n in the same array
- final double[] q = new double[order];
- q[0] = 1;
- final double x2 = x * x;
- final double f = 1.0 / (1 + x2);
- double coeff = f;
- function[1] = coeff * q[0];
- for (int n = 2; n <= order; ++n) {
- // update and evaluate polynomial Q_n(x)
- double v = 0;
- q[n - 1] = -n * q[n - 2];
- for (int k = n - 1; k >= 0; k -= 2) {
- v = v * x2 + q[k];
- if (k > 2) {
- q[k - 2] = (k - 1) * q[k - 1] + (k - 1 - 2 * n) * q[k - 3];
- } else if (k == 2) {
- q[0] = q[1];
- }
- }
- if ((n & 0x1) == 0) {
- v *= x;
- }
- coeff *= f;
- function[n] = coeff * v;
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute arc tangent 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
- * arc tangent the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void atan(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] function = MathArrays.buildArray(field, 1 + order);
- final T x = operand[operandOffset];
- function[0] = x.atan();
- if (order > 0) {
- // the nth order derivative of atan has the form:
- // dn(atan(x)/dxn = Q_n(x) / (1 + x^2)^n
- // where Q_n(x) is a degree n-1 polynomial with same parity as n-1
- // Q_1(x) = 1, Q_2(x) = -2x, Q_3(x) = 6x^2 - 2 ...
- // the general recurrence relation for Q_n is:
- // Q_n(x) = (1+x^2) Q_(n-1)'(x) - 2(n-1) x Q_(n-1)(x)
- // as per polynomial parity, we can store coefficients of both Q_(n-1) and Q_n in the same array
- final T[] q = MathArrays.buildArray(field, order);
- q[0] = field.getOne();
- final T x2 = x.square();
- final T f = x2.add(1).reciprocal();
- T coeff = f;
- function[1] = coeff.multiply(q[0]);
- for (int n = 2; n <= order; ++n) {
- // update and evaluate polynomial Q_n(x)
- T v = field.getZero();
- q[n - 1] = q[n - 2].multiply(-n);
- for (int k = n - 1; k >= 0; k -= 2) {
- v = v.multiply(x2).add(q[k]);
- if (k > 2) {
- q[k - 2] = q[k - 1].multiply(k - 1).add(q[k - 3].multiply(k - 1 - 2 * n));
- } else if (k == 2) {
- q[0] = q[1];
- }
- }
- if ((n & 0x1) == 0) {
- v = v.multiply(x);
- }
- coeff = coeff.multiply(f);
- function[n] = coeff.multiply(v);
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute two arguments arc tangent of a derivative structure.
- * @param y array holding the first operand
- * @param yOffset offset of the first operand in its array
- * @param x array holding the second operand
- * @param xOffset offset of the second operand in its array
- * @param result array where result must be stored (for
- * two arguments arc tangent the result array <em>cannot</em>
- * be the input array)
- * @param resultOffset offset of the result in its array
- */
- public void atan2(final double[] y, final int yOffset,
- final double[] x, final int xOffset,
- final double[] result, final int resultOffset) {
- // compute r = sqrt(x^2+y^2)
- double[] tmp1 = new double[getSize()];
- multiply(x, xOffset, x, xOffset, tmp1, 0); // x^2
- double[] tmp2 = new double[getSize()];
- multiply(y, yOffset, y, yOffset, tmp2, 0); // y^2
- add(tmp1, 0, tmp2, 0, tmp2, 0); // x^2 + y^2
- rootN(tmp2, 0, 2, tmp1, 0); // r = sqrt(x^2 + y^2)
- if (x[xOffset] >= 0) {
- // compute atan2(y, x) = 2 atan(y / (r + x))
- add(tmp1, 0, x, xOffset, tmp2, 0); // r + x
- divide(y, yOffset, tmp2, 0, tmp1, 0); // y /(r + x)
- atan(tmp1, 0, tmp2, 0); // atan(y / (r + x))
- for (int i = 0; i < tmp2.length; ++i) {
- result[resultOffset + i] = 2 * tmp2[i]; // 2 * atan(y / (r + x))
- }
- } else {
- // compute atan2(y, x) = +/- pi - 2 atan(y / (r - x))
- subtract(tmp1, 0, x, xOffset, tmp2, 0); // r - x
- divide(y, yOffset, tmp2, 0, tmp1, 0); // y /(r - x)
- atan(tmp1, 0, tmp2, 0); // atan(y / (r - x))
- result[resultOffset] =
- ((tmp2[0] <= 0) ? -FastMath.PI : FastMath.PI) - 2 * tmp2[0]; // +/-pi - 2 * atan(y / (r - x))
- for (int i = 1; i < tmp2.length; ++i) {
- result[resultOffset + i] = -2 * tmp2[i]; // +/-pi - 2 * atan(y / (r - x))
- }
- }
- // fix value to take special cases (+0/+0, +0/-0, -0/+0, -0/-0, +/-infinity) correctly
- result[resultOffset] = FastMath.atan2(y[yOffset], x[xOffset]);
- }
- /** Compute two arguments arc tangent of a derivative structure.
- * @param y array holding the first operand
- * @param yOffset offset of the first operand in its array
- * @param x array holding the second operand
- * @param xOffset offset of the second operand in its array
- * @param result array where result must be stored (for
- * two arguments arc tangent the result array <em>cannot</em>
- * be the input array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void atan2(final T[] y, final int yOffset,
- final T[] x, final int xOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = y[yOffset].getField();
- // compute r = sqrt(x^2+y^2)
- T[] tmp1 = MathArrays.buildArray(field, getSize());
- multiply(x, xOffset, x, xOffset, tmp1, 0); // x^2
- T[] tmp2 = MathArrays.buildArray(field, getSize());
- multiply(y, yOffset, y, yOffset, tmp2, 0); // y^2
- add(tmp1, 0, tmp2, 0, tmp2, 0); // x^2 + y^2
- rootN(tmp2, 0, 2, tmp1, 0); // r = sqrt(x^2 + y^2)
- if (x[xOffset].getReal() >= 0) {
- // compute atan2(y, x) = 2 atan(y / (r + x))
- add(tmp1, 0, x, xOffset, tmp2, 0); // r + x
- divide(y, yOffset, tmp2, 0, tmp1, 0); // y /(r + x)
- atan(tmp1, 0, tmp2, 0); // atan(y / (r + x))
- for (int i = 0; i < tmp2.length; ++i) {
- result[resultOffset + i] = tmp2[i].add(tmp2[i]); // 2 * atan(y / (r + x))
- }
- } else {
- // compute atan2(y, x) = +/- pi - 2 atan(y / (r - x))
- subtract(tmp1, 0, x, xOffset, tmp2, 0); // r - x
- divide(y, yOffset, tmp2, 0, tmp1, 0); // y /(r - x)
- atan(tmp1, 0, tmp2, 0); // atan(y / (r - x))
- result[resultOffset] = tmp2[0].add(tmp2[0]).negate().
- add((tmp2[0].getReal() <= 0) ? -FastMath.PI : FastMath.PI); // +/-pi - 2 * atan(y / (r - x))
- for (int i = 1; i < tmp2.length; ++i) {
- result[resultOffset + i] = tmp2[i].add(tmp2[i]).negate(); // +/-pi - 2 * atan(y / (r - x))
- }
- }
- // fix value to take special cases (+0/+0, +0/-0, -0/+0, -0/-0, +/-infinity) correctly
- result[resultOffset] = y[yOffset].atan2(x[xOffset]);
- }
- /** Compute hyperbolic cosine 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
- * hyperbolic cosine the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void cosh(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.cosh(operand[operandOffset]);
- if (order > 0) {
- function[1] = FastMath.sinh(operand[operandOffset]);
- for (int i = 2; i <= order; ++i) {
- function[i] = function[i - 2];
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute hyperbolic cosine 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
- * hyperbolic cosine the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void cosh(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] function = MathArrays.buildArray(field, 1 + order);
- function[0] = operand[operandOffset].cosh();
- if (order > 0) {
- function[1] = operand[operandOffset].sinh();
- for (int i = 2; i <= order; ++i) {
- function[i] = function[i - 2];
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute hyperbolic sine 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
- * hyperbolic sine the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void sinh(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.sinh(operand[operandOffset]);
- if (order > 0) {
- function[1] = FastMath.cosh(operand[operandOffset]);
- for (int i = 2; i <= order; ++i) {
- function[i] = function[i - 2];
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute hyperbolic sine 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
- * hyperbolic sine the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void sinh(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] function = MathArrays.buildArray(field, 1 + order);
- function[0] = operand[operandOffset].sinh();
- if (order > 0) {
- function[1] = operand[operandOffset].cosh();
- for (int i = 2; i <= order; ++i) {
- function[i] = function[i - 2];
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute combined hyperbolic sine and cosine of a derivative structure.
- * @param operand array holding the operand
- * @param operandOffset offset of the operand in its array
- * @param sinh array where hyperbolic sine must be stored (for
- * sine the result array <em>cannot</em> be the input
- * array)
- * @param sinhOffset offset of the result in its array
- * @param cosh array where hyperbolic <em>cannot</em> be the input
- * array)
- * @param coshOffset offset of the result in its array
- * @since 2.0
- */
- public void sinhCosh(final double[] operand, final int operandOffset,
- final double[] sinh, final int sinhOffset,
- final double[] cosh, final int coshOffset) {
- // create the function value and derivatives
- double[] functionSinh = new double[1 + order];
- double[] functionCosh = new double[1 + order];
- final SinhCosh sinhCosh = FastMath.sinhCosh(operand[operandOffset]);
- functionSinh[0] = sinhCosh.sinh();
- functionCosh[0] = sinhCosh.cosh();
- if (order > 0) {
- functionSinh[1] = sinhCosh.cosh();
- functionCosh[1] = sinhCosh.sinh();
- for (int i = 2; i <= order; ++i) {
- functionSinh[i] = functionSinh[i - 2];
- functionCosh[i] = functionCosh[i - 2];
- }
- }
- // apply function composition
- compose(operand, operandOffset, functionSinh, sinh, sinhOffset);
- compose(operand, operandOffset, functionCosh, cosh, coshOffset);
- }
- /** Compute combined hyperbolic sine and cosine of a derivative structure.
- * @param operand array holding the operand
- * @param operandOffset offset of the operand in its array
- * @param sinh array where hyperbolic sine must be stored (for
- * sine the result array <em>cannot</em> be the input
- * array)
- * @param sinhOffset offset of the result in its array
- * @param cosh array where hyperbolic cosine must be stored (for
- * cosine the result array <em>cannot</em> be the input
- * array)
- * @param coshOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- * @since 1.4
- */
- public <T extends CalculusFieldElement<T>> void sinhCosh(final T[] operand, final int operandOffset,
- final T[] sinh, final int sinhOffset,
- final T[] cosh, final int coshOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] functionSinh = MathArrays.buildArray(field, 1 + order);
- T[] functionCosh = MathArrays.buildArray(field, 1 + order);
- final FieldSinhCosh<T> sinhCosh = FastMath.sinhCosh(operand[operandOffset]);
- functionSinh[0] = sinhCosh.sinh();
- functionCosh[0] = sinhCosh.cosh();
- for (int i = 1; i <= order; ++i) {
- functionSinh[i] = functionCosh[i - 1];
- functionCosh[i] = functionSinh[i - 1];
- }
- // apply function composition
- compose(operand, operandOffset, functionSinh, sinh, sinhOffset);
- compose(operand, operandOffset, functionCosh, cosh, coshOffset);
- }
- /** Compute hyperbolic tangent 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
- * hyperbolic tangent the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void tanh(final double[] operand, final int operandOffset,
- final double[] result, final int resultOffset) {
- // create the function value and derivatives
- final double[] function = new double[1 + order];
- final double t = FastMath.tanh(operand[operandOffset]);
- function[0] = t;
- if (order > 0) {
- // the nth order derivative of tanh has the form:
- // dn(tanh(x)/dxn = P_n(tanh(x))
- // where P_n(t) is a degree n+1 polynomial with same parity as n+1
- // P_0(t) = t, P_1(t) = 1 - t^2, P_2(t) = -2 t (1 - t^2) ...
- // the general recurrence relation for P_n is:
- // P_n(x) = (1-t^2) P_(n-1)'(t)
- // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
- final double[] p = new double[order + 2];
- p[1] = 1;
- final double t2 = t * t;
- for (int n = 1; n <= order; ++n) {
- // update and evaluate polynomial P_n(t)
- double v = 0;
- p[n + 1] = -n * p[n];
- for (int k = n + 1; k >= 0; k -= 2) {
- v = v * t2 + p[k];
- if (k > 2) {
- p[k - 2] = (k - 1) * p[k - 1] - (k - 3) * p[k - 3];
- } else if (k == 2) {
- p[0] = p[1];
- }
- }
- if ((n & 0x1) == 0) {
- v *= t;
- }
- function[n] = v;
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute hyperbolic tangent 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
- * hyperbolic tangent the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void tanh(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] function = MathArrays.buildArray(field, 1 + order);
- final T t = operand[operandOffset].tanh();
- function[0] = t;
- if (order > 0) {
- // the nth order derivative of tanh has the form:
- // dn(tanh(x)/dxn = P_n(tanh(x))
- // where P_n(t) is a degree n+1 polynomial with same parity as n+1
- // P_0(t) = t, P_1(t) = 1 - t^2, P_2(t) = -2 t (1 - t^2) ...
- // the general recurrence relation for P_n is:
- // P_n(x) = (1-t^2) P_(n-1)'(t)
- // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
- final T[] p = MathArrays.buildArray(field, order + 2);
- p[1] = field.getOne();
- final T t2 = t.multiply(t);
- for (int n = 1; n <= order; ++n) {
- // update and evaluate polynomial P_n(t)
- T v = field.getZero();
- p[n + 1] = p[n].multiply(-n);
- for (int k = n + 1; k >= 0; k -= 2) {
- v = v.multiply(t2).add(p[k]);
- if (k > 2) {
- p[k - 2] = p[k - 1].multiply(k - 1).subtract(p[k - 3].multiply(k - 3));
- } else if (k == 2) {
- p[0] = p[1];
- }
- }
- if ((n & 0x1) == 0) {
- v = v.multiply(t);
- }
- function[n] = v;
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute inverse hyperbolic cosine 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
- * inverse hyperbolic cosine the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void acosh(final double[] operand, final int operandOffset,
- final double[] result, final int resultOffset) {
- // create the function value and derivatives
- double[] function = new double[1 + order];
- final double x = operand[operandOffset];
- function[0] = FastMath.acosh(x);
- if (order > 0) {
- // the nth order derivative of acosh has the form:
- // dn(acosh(x)/dxn = P_n(x) / [x^2 - 1]^((2n-1)/2)
- // where P_n(x) is a degree n-1 polynomial with same parity as n-1
- // P_1(x) = 1, P_2(x) = -x, P_3(x) = 2x^2 + 1 ...
- // the general recurrence relation for P_n is:
- // P_n(x) = (x^2-1) P_(n-1)'(x) - (2n-3) x P_(n-1)(x)
- // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
- final double[] p = new double[order];
- p[0] = 1;
- final double x2 = x * x;
- final double f = 1.0 / (x2 - 1);
- double coeff = FastMath.sqrt(f);
- function[1] = coeff * p[0];
- for (int n = 2; n <= order; ++n) {
- // update and evaluate polynomial P_n(x)
- double v = 0;
- p[n - 1] = (1 - n) * p[n - 2];
- for (int k = n - 1; k >= 0; k -= 2) {
- v = v * x2 + p[k];
- if (k > 2) {
- p[k - 2] = (1 - k) * p[k - 1] + (k - 2 * n) * p[k - 3];
- } else if (k == 2) {
- p[0] = -p[1];
- }
- }
- if ((n & 0x1) == 0) {
- v *= x;
- }
- coeff *= f;
- function[n] = coeff * v;
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute inverse hyperbolic cosine 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
- * inverse hyperbolic cosine the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void acosh(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] function = MathArrays.buildArray(field, 1 + order);
- final T x = operand[operandOffset];
- function[0] = x.acosh();
- if (order > 0) {
- // the nth order derivative of acosh has the form:
- // dn(acosh(x)/dxn = P_n(x) / [x^2 - 1]^((2n-1)/2)
- // where P_n(x) is a degree n-1 polynomial with same parity as n-1
- // P_1(x) = 1, P_2(x) = -x, P_3(x) = 2x^2 + 1 ...
- // the general recurrence relation for P_n is:
- // P_n(x) = (x^2-1) P_(n-1)'(x) - (2n-3) x P_(n-1)(x)
- // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
- final T[] p = MathArrays.buildArray(field, order);
- p[0] = field.getOne();
- final T x2 = x.square();
- final T f = x2.subtract(1).reciprocal();
- T coeff = f.sqrt();
- function[1] = coeff.multiply(p[0]);
- for (int n = 2; n <= order; ++n) {
- // update and evaluate polynomial P_n(x)
- T v = field.getZero();
- p[n - 1] = p[n - 2].multiply(1 - n);
- for (int k = n - 1; k >= 0; k -= 2) {
- v = v.multiply(x2).add(p[k]);
- if (k > 2) {
- p[k - 2] = p[k - 1].multiply(1 - k).add(p[k - 3].multiply(k - 2 * n));
- } else if (k == 2) {
- p[0] = p[1].negate();
- }
- }
- if ((n & 0x1) == 0) {
- v = v.multiply(x);
- }
- coeff = coeff.multiply(f);
- function[n] = coeff.multiply(v);
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute inverse hyperbolic sine 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
- * inverse hyperbolic sine the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void asinh(final double[] operand, final int operandOffset,
- final double[] result, final int resultOffset) {
- // create the function value and derivatives
- double[] function = new double[1 + order];
- final double x = operand[operandOffset];
- function[0] = FastMath.asinh(x);
- if (order > 0) {
- // the nth order derivative of asinh has the form:
- // dn(asinh(x)/dxn = P_n(x) / [x^2 + 1]^((2n-1)/2)
- // where P_n(x) is a degree n-1 polynomial with same parity as n-1
- // P_1(x) = 1, P_2(x) = -x, P_3(x) = 2x^2 - 1 ...
- // the general recurrence relation for P_n is:
- // P_n(x) = (x^2+1) P_(n-1)'(x) - (2n-3) x P_(n-1)(x)
- // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
- final double[] p = new double[order];
- p[0] = 1;
- final double x2 = x * x;
- final double f = 1.0 / (1 + x2);
- double coeff = FastMath.sqrt(f);
- function[1] = coeff * p[0];
- for (int n = 2; n <= order; ++n) {
- // update and evaluate polynomial P_n(x)
- double v = 0;
- p[n - 1] = (1 - n) * p[n - 2];
- for (int k = n - 1; k >= 0; k -= 2) {
- v = v * x2 + p[k];
- if (k > 2) {
- p[k - 2] = (k - 1) * p[k - 1] + (k - 2 * n) * p[k - 3];
- } else if (k == 2) {
- p[0] = p[1];
- }
- }
- if ((n & 0x1) == 0) {
- v *= x;
- }
- coeff *= f;
- function[n] = coeff * v;
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute inverse hyperbolic sine 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
- * inverse hyperbolic sine the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void asinh(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] function = MathArrays.buildArray(field, 1 + order);
- final T x = operand[operandOffset];
- function[0] = x.asinh();
- if (order > 0) {
- // the nth order derivative of asinh has the form:
- // dn(asinh(x)/dxn = P_n(x) / [x^2 + 1]^((2n-1)/2)
- // where P_n(x) is a degree n-1 polynomial with same parity as n-1
- // P_1(x) = 1, P_2(x) = -x, P_3(x) = 2x^2 - 1 ...
- // the general recurrence relation for P_n is:
- // P_n(x) = (x^2+1) P_(n-1)'(x) - (2n-3) x P_(n-1)(x)
- // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
- final T[] p = MathArrays.buildArray(field, order);
- p[0] = field.getOne();
- final T x2 = x.square();
- final T f = x2.add(1).reciprocal();
- T coeff = f.sqrt();
- function[1] = coeff.multiply(p[0]);
- for (int n = 2; n <= order; ++n) {
- // update and evaluate polynomial P_n(x)
- T v = field.getZero();
- p[n - 1] = p[n - 2].multiply(1 - n);
- for (int k = n - 1; k >= 0; k -= 2) {
- v = v.multiply(x2).add(p[k]);
- if (k > 2) {
- p[k - 2] = p[k - 1].multiply(k - 1).add(p[k - 3].multiply(k - 2 * n));
- } else if (k == 2) {
- p[0] = p[1];
- }
- }
- if ((n & 0x1) == 0) {
- v = v.multiply(x);
- }
- coeff = coeff.multiply(f);
- function[n] = coeff.multiply(v);
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute inverse hyperbolic tangent 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
- * inverse hyperbolic tangent the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void atanh(final double[] operand, final int operandOffset,
- final double[] result, final int resultOffset) {
- // create the function value and derivatives
- double[] function = new double[1 + order];
- final double x = operand[operandOffset];
- function[0] = FastMath.atanh(x);
- if (order > 0) {
- // the nth order derivative of atanh has the form:
- // dn(atanh(x)/dxn = Q_n(x) / (1 - x^2)^n
- // where Q_n(x) is a degree n-1 polynomial with same parity as n-1
- // Q_1(x) = 1, Q_2(x) = 2x, Q_3(x) = 6x^2 + 2 ...
- // the general recurrence relation for Q_n is:
- // Q_n(x) = (1-x^2) Q_(n-1)'(x) + 2(n-1) x Q_(n-1)(x)
- // as per polynomial parity, we can store coefficients of both Q_(n-1) and Q_n in the same array
- final double[] q = new double[order];
- q[0] = 1;
- final double x2 = x * x;
- final double f = 1.0 / (1 - x2);
- double coeff = f;
- function[1] = coeff * q[0];
- for (int n = 2; n <= order; ++n) {
- // update and evaluate polynomial Q_n(x)
- double v = 0;
- q[n - 1] = n * q[n - 2];
- for (int k = n - 1; k >= 0; k -= 2) {
- v = v * x2 + q[k];
- if (k > 2) {
- q[k - 2] = (k - 1) * q[k - 1] + (2 * n - k + 1) * q[k - 3];
- } else if (k == 2) {
- q[0] = q[1];
- }
- }
- if ((n & 0x1) == 0) {
- v *= x;
- }
- coeff *= f;
- function[n] = coeff * v;
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute inverse hyperbolic tangent 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
- * inverse hyperbolic tangent the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void atanh(final T[] operand, final int operandOffset,
- final T[] result, final int resultOffset) {
- final Field<T> field = operand[operandOffset].getField();
- // create the function value and derivatives
- T[] function = MathArrays.buildArray(field, 1 + order);
- final T x = operand[operandOffset];
- function[0] = x.atanh();
- if (order > 0) {
- // the nth order derivative of atanh has the form:
- // dn(atanh(x)/dxn = Q_n(x) / (1 - x^2)^n
- // where Q_n(x) is a degree n-1 polynomial with same parity as n-1
- // Q_1(x) = 1, Q_2(x) = 2x, Q_3(x) = 6x^2 + 2 ...
- // the general recurrence relation for Q_n is:
- // Q_n(x) = (1-x^2) Q_(n-1)'(x) + 2(n-1) x Q_(n-1)(x)
- // as per polynomial parity, we can store coefficients of both Q_(n-1) and Q_n in the same array
- final T[] q = MathArrays.buildArray(field, order);
- q[0] = field.getOne();
- final T x2 = x.square();
- final T f =x2.subtract(1).negate().reciprocal();
- T coeff = f;
- function[1] = coeff.multiply(q[0]);
- for (int n = 2; n <= order; ++n) {
- // update and evaluate polynomial Q_n(x)
- T v = field.getZero();
- q[n - 1] = q[n - 2].multiply(n);
- for (int k = n - 1; k >= 0; k -= 2) {
- v = v.multiply(x2).add(q[k]);
- if (k > 2) {
- q[k - 2] = q[k - 1].multiply(k - 1).add(q[k - 3].multiply(2 * n - k + 1));
- } else if (k == 2) {
- q[0] = q[1];
- }
- }
- if ((n & 0x1) == 0) {
- v = v.multiply(x);
- }
- coeff = coeff.multiply(f);
- function[n] = coeff.multiply(v);
- }
- }
- // apply function composition
- compose(operand, operandOffset, function, result, resultOffset);
- }
- /** Compute composition of a derivative structure by a function.
- * @param operand array holding the operand
- * @param operandOffset offset of the operand in its array
- * @param f array of value and derivatives of the function at
- * the current point (i.e. at {@code operand[operandOffset]}).
- * @param result array where result must be stored (for
- * composition the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- */
- public void compose(final double[] operand, final int operandOffset, final double[] f,
- final double[] result, final int resultOffset) {
- for (int i = 0; i < compIndirection.length; ++i) {
- final UnivariateCompositionMapper[] mappingI = compIndirection[i];
- double r = 0;
- for (UnivariateCompositionMapper mapping : mappingI) {
- double product = mapping.getCoeff() * f[mapping.fIndex];
- for (int k = 0; k < mapping.dsIndices.length; ++k) {
- product *= operand[operandOffset + mapping.dsIndices[k]];
- }
- r += product;
- }
- result[resultOffset + i] = r;
- }
- }
- /** Compute composition of a derivative structure by a function.
- * @param operand array holding the operand
- * @param operandOffset offset of the operand in its array
- * @param f array of value and derivatives of the function at
- * the current point (i.e. at {@code operand[operandOffset]}).
- * @param result array where result must be stored (for
- * composition the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void compose(final T[] operand, final int operandOffset, final T[] f,
- final T[] result, final int resultOffset) {
- final T zero = f[0].getField().getZero();
- for (int i = 0; i < compIndirection.length; ++i) {
- final UnivariateCompositionMapper[] mappingI = compIndirection[i];
- T r = zero;
- for (UnivariateCompositionMapper mapping : mappingI) {
- T product = f[mapping.fIndex].multiply(mapping.getCoeff());
- for (int k = 0; k < mapping.dsIndices.length; ++k) {
- product = product.multiply(operand[operandOffset + mapping.dsIndices[k]]);
- }
- r = r.add(product);
- }
- result[resultOffset + i] = r;
- }
- }
- /** Compute composition of a derivative structure by a function.
- * @param operand array holding the operand
- * @param operandOffset offset of the operand in its array
- * @param f array of value and derivatives of the function at
- * the current point (i.e. at {@code operand[operandOffset]}).
- * @param result array where result must be stored (for
- * composition the result array <em>cannot</em> be the input
- * array)
- * @param resultOffset offset of the result in its array
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> void compose(final T[] operand, final int operandOffset, final double[] f,
- final T[] result, final int resultOffset) {
- final T zero = operand[operandOffset].getField().getZero();
- for (int i = 0; i < compIndirection.length; ++i) {
- final UnivariateCompositionMapper[] mappingI = compIndirection[i];
- T r = zero;
- for (UnivariateCompositionMapper mapping : mappingI) {
- T product = zero.add(f[mapping.fIndex] * mapping.getCoeff());
- for (int k = 0; k < mapping.dsIndices.length; ++k) {
- product = product.multiply(operand[operandOffset + mapping.dsIndices[k]]);
- }
- r = r.add(product);
- }
- result[resultOffset + i] = r;
- }
- }
- /** Evaluate Taylor expansion of a derivative structure.
- * @param ds array holding the derivative structure
- * @param dsOffset offset of the derivative structure in its array
- * @param delta parameters offsets (Δx, Δy, ...)
- * @return value of the Taylor expansion at x + Δx, y + Δy, ...
- * @throws MathRuntimeException if factorials becomes too large
- */
- public double taylor(final double[] ds, final int dsOffset, final double ... delta)
- throws MathRuntimeException {
- double value = 0;
- for (int i = getSize() - 1; i >= 0; --i) {
- final int[] orders = derivativesOrders[i];
- double term = ds[dsOffset + i];
- for (int k = 0; k < orders.length; ++k) {
- if (orders[k] > 0) {
- term *= FastMath.pow(delta[k], orders[k]) /
- CombinatoricsUtils.factorial(orders[k]);
- }
- }
- value += term;
- }
- return value;
- }
- /** Evaluate Taylor expansion of a derivative structure.
- * @param ds array holding the derivative structure
- * @param dsOffset offset of the derivative structure in its array
- * @param delta parameters offsets (Δx, Δy, ...)
- * @return value of the Taylor expansion at x + Δx, y + Δy, ...
- * @throws MathRuntimeException if factorials becomes too large
- * @param <T> the type of the function parameters and value
- */
- @SafeVarargs
- public final <T extends CalculusFieldElement<T>> T taylor(final T[] ds, final int dsOffset,
- final T ... delta)
- throws MathRuntimeException {
- final Field<T> field = ds[dsOffset].getField();
- T value = field.getZero();
- for (int i = getSize() - 1; i >= 0; --i) {
- final int[] orders = derivativesOrders[i];
- T term = ds[dsOffset + i];
- for (int k = 0; k < orders.length; ++k) {
- if (orders[k] > 0) {
- term = term.multiply(delta[k].pow(orders[k]).
- divide(CombinatoricsUtils.factorial(orders[k])));
- }
- }
- value = value.add(term);
- }
- return value;
- }
- /** Evaluate Taylor expansion of a derivative structure.
- * @param ds array holding the derivative structure
- * @param dsOffset offset of the derivative structure in its array
- * @param delta parameters offsets (Δx, Δy, ...)
- * @return value of the Taylor expansion at x + Δx, y + Δy, ...
- * @throws MathRuntimeException if factorials becomes too large
- * @param <T> the type of the function parameters and value
- */
- public <T extends CalculusFieldElement<T>> T taylor(final T[] ds, final int dsOffset,
- final double ... delta)
- throws MathRuntimeException {
- final Field<T> field = ds[dsOffset].getField();
- T value = field.getZero();
- for (int i = getSize() - 1; i >= 0; --i) {
- final int[] orders = derivativesOrders[i];
- T term = ds[dsOffset + i];
- for (int k = 0; k < orders.length; ++k) {
- if (orders[k] > 0) {
- term = term.multiply(field.getZero().newInstance(delta[k]).pow(orders[k]).
- divide(CombinatoricsUtils.factorial(orders[k])));
- }
- }
- value = value.add(term);
- }
- return value;
- }
- /** Rebase derivative structure with respect to low level parameter functions.
- * @param ds array holding the derivative structure
- * @param dsOffset offset of the derivative structure in its array
- * @param baseCompiler compiler associated with the low level parameter functions
- * @param p array holding the low level parameter functions (one flat array)
- * @param result array where result must be stored (for
- * composition the result array <em>cannot</em> be the input
- * @param resultOffset offset of the result in its array
- * @since 2.2
- */
- public void rebase(final double[] ds, final int dsOffset,
- final DSCompiler baseCompiler, double[] p,
- final double[] result, final int resultOffset) {
- final MultivariateCompositionMapper[][] rebaser = getRebaser(baseCompiler);
- for (int i = 0; i < rebaser.length; ++i) {
- final MultivariateCompositionMapper[] mappingI = rebaser[i];
- double r = 0;
- for (MultivariateCompositionMapper mapping : mappingI) {
- double product = mapping.getCoeff() * ds[dsOffset + mapping.dsIndex];
- for (int k = 0; k < mapping.productIndices.length; ++k) {
- product *= p[mapping.productIndices[k]];
- }
- r += product;
- }
- result[resultOffset + i] = r;
- }
- }
- /** Rebase derivative structure with respect to low level parameter functions.
- * @param <T> type of the field elements
- * @param ds array holding the derivative structure
- * @param dsOffset offset of the derivative structure in its array
- * @param baseCompiler compiler associated with the low level parameter functions
- * @param p array holding the low level parameter functions (one flat array)
- * @param result array where result must be stored (for
- * composition the result array <em>cannot</em> be the input
- * @param resultOffset offset of the result in its array
- * @since 2.2
- */
- public <T extends CalculusFieldElement<T>> void rebase(final T[] ds, final int dsOffset,
- final DSCompiler baseCompiler, T[] p,
- final T[] result, final int resultOffset) {
- final MultivariateCompositionMapper[][] rebaser = getRebaser(baseCompiler);
- for (int i = 0; i < rebaser.length; ++i) {
- final MultivariateCompositionMapper[] mappingI = rebaser[i];
- T r = ds[0].getField().getZero();
- for (MultivariateCompositionMapper mapping : mappingI) {
- T product = ds[dsOffset + mapping.dsIndex].multiply(mapping.getCoeff());
- for (int k = 0; k < mapping.productIndices.length; ++k) {
- product = product.multiply(p[mapping.productIndices[k]]);
- }
- r = r.add(product);
- }
- result[resultOffset + i] = r;
- }
- }
- /** Check rules set compatibility.
- * @param compiler other compiler to check against instance
- * @exception MathIllegalArgumentException if number of free parameters or orders are inconsistent
- */
- public void checkCompatibility(final DSCompiler compiler)
- throws MathIllegalArgumentException {
- MathUtils.checkDimension(parameters, compiler.parameters);
- MathUtils.checkDimension(order, compiler.order);
- }
- /** Combine terms with similar derivation orders.
- * @param <T> type of the field elements
- * @param terms list of terms
- * @return combined array
- */
- @SuppressWarnings("unchecked")
- private static <T extends AbstractMapper<T>> T[] combineSimilarTerms(final List<T> terms) {
- final List<T> combined = new ArrayList<>(terms.size());
- for (int j = 0; j < terms.size(); ++j) {
- final T termJ = terms.get(j);
- if (termJ.getCoeff() > 0) {
- for (int k = j + 1; k < terms.size(); ++k) {
- final T termK = terms.get(k);
- if (termJ.isSimilar(termK)) {
- // combine terms
- termJ.setCoeff(termJ.getCoeff() + termK.getCoeff());
- // make sure we will skip other term later on in the outer loop
- termK.setCoeff(0);
- }
- }
- combined.add(termJ);
- }
- }
- return combined.toArray((T[]) Array.newInstance(terms.get(0).getClass(), combined.size()));
- }
- /** Base mapper.
- * @param <T> type of the field elements
- * @since 2.2
- */
- private abstract static class AbstractMapper<T extends AbstractMapper<T>> {
- /** Multiplication coefficient. */
- private int coeff;
- /** Simple constructor.
- * @param coeff multiplication coefficient
- */
- AbstractMapper(final int coeff) {
- this.coeff = coeff;
- }
- /** Set the multiplication coefficient.
- * @param coeff new coefficient
- */
- public void setCoeff(final int coeff) {
- this.coeff = coeff;
- }
- /** Get the multiplication coefficient.
- * @return multiplication coefficient
- */
- public int getCoeff() {
- return coeff;
- }
- /** Check if another instance if correspond to term with similar derivation orders.
- * @param other other instance to check
- * @return true if instances are similar
- */
- protected abstract boolean isSimilar(T other);
- }
- /** Multiplication mapper.
- * @since 2.2
- */
- private static class MultiplicationMapper extends AbstractMapper<MultiplicationMapper> {
- /** Left hand side index. */
- private final int lhsIndex;
- /** Right hand side index. */
- private final int rhsIndex;
- /** Simple constructor.
- * @param coeff multiplication coefficient
- * @param lhsIndex left hand side index
- * @param rhsIndex right hand side index
- */
- MultiplicationMapper(final int coeff, final int lhsIndex, final int rhsIndex) {
- super(coeff);
- this.lhsIndex = lhsIndex;
- this.rhsIndex = rhsIndex;
- }
- /** {@inheritDoc} */
- @Override
- public boolean isSimilar(final MultiplicationMapper other) {
- return lhsIndex == other.lhsIndex && rhsIndex == other.rhsIndex;
- }
- }
- /** Univariate composition mapper.
- * @since 2.2
- */
- private static class UnivariateCompositionMapper extends AbstractMapper<UnivariateCompositionMapper> {
- /** Univariate derivative index. */
- private final int fIndex;
- /** Derivative structure indices. */
- private final int[] dsIndices;
- /** Simple constructor.
- * @param coeff multiplication coefficient
- * @param fIndex univariate derivative index
- * @param dsIndices derivative structure indices
- */
- UnivariateCompositionMapper(final int coeff, final int fIndex, final int[] dsIndices) {
- super(coeff);
- this.fIndex = fIndex;
- this.dsIndices = dsIndices.clone();
- }
- /** Sort the derivatives structures indices.
- */
- public void sort() {
- Arrays.sort(dsIndices);
- }
- /** {@inheritDoc} */
- @Override
- public boolean isSimilar(final UnivariateCompositionMapper other) {
- if (fIndex == other.fIndex && dsIndices.length == other.dsIndices.length) {
- for (int j = 0; j < dsIndices.length; ++j) {
- if (dsIndices[j] != other.dsIndices[j]) {
- return false;
- }
- }
- return true;
- }
- return false;
- }
- }
- /** Multivariate composition mapper.
- * @since 2.2
- */
- private static class MultivariateCompositionMapper extends AbstractMapper<MultivariateCompositionMapper> {
- /** Multivariate derivative index. */
- private final int dsIndex;
- /** Indices of the intermediate variables derivatives products. */
- private final int[] productIndices;
- /** Simple constructor.
- * @param coeff multiplication coefficient
- * @param dsIndex multivariate derivative index of ∂ₘf/∂pᵢ⋯∂pⱼ
- * @param productIndices indices of intermediate partial derivatives ∂pᵢ/∂qₘ⋯∂qₙ
- */
- MultivariateCompositionMapper(final int coeff, final int dsIndex, final int[] productIndices) {
- super(coeff);
- this.dsIndex = dsIndex;
- this.productIndices = productIndices.clone();
- }
- /** Sort the indices of the intermediate variables derivatives products.
- */
- public void sort() {
- Arrays.sort(productIndices);
- }
- /** {@inheritDoc} */
- @Override
- public boolean isSimilar(final MultivariateCompositionMapper other) {
- if (dsIndex == other.dsIndex && productIndices.length == other.productIndices.length) {
- for (int j = 0; j < productIndices.length; ++j) {
- if (productIndices[j] != other.productIndices[j]) {
- return false;
- }
- }
- return true;
- }
- return false;
- }
- }
- }