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- // Copyright ©2013 The Gonum Authors. All rights reserved.
- // Use of this code is governed by a BSD-style
- // license that can be found in the LICENSE file.
- package floats
- import (
- "errors"
- "math"
- "sort"
- "gonum.org/v1/gonum/floats/scalar"
- "gonum.org/v1/gonum/internal/asm/f64"
- )
- const (
- zeroLength = "floats: zero length slice"
- shortSpan = "floats: slice length less than 2"
- badLength = "floats: slice lengths do not match"
- badDstLength = "floats: destination slice length does not match input"
- )
- // Add adds, element-wise, the elements of s and dst, and stores the result in dst.
- // It panics if the argument lengths do not match.
- func Add(dst, s []float64) {
- if len(dst) != len(s) {
- panic(badDstLength)
- }
- f64.AxpyUnitaryTo(dst, 1, s, dst)
- }
- // AddTo adds, element-wise, the elements of s and t and
- // stores the result in dst.
- // It panics if the argument lengths do not match.
- func AddTo(dst, s, t []float64) []float64 {
- if len(s) != len(t) {
- panic(badLength)
- }
- if len(dst) != len(s) {
- panic(badDstLength)
- }
- f64.AxpyUnitaryTo(dst, 1, s, t)
- return dst
- }
- // AddConst adds the scalar c to all of the values in dst.
- func AddConst(c float64, dst []float64) {
- f64.AddConst(c, dst)
- }
- // AddScaled performs dst = dst + alpha * s.
- // It panics if the slice argument lengths do not match.
- func AddScaled(dst []float64, alpha float64, s []float64) {
- if len(dst) != len(s) {
- panic(badLength)
- }
- f64.AxpyUnitaryTo(dst, alpha, s, dst)
- }
- // AddScaledTo performs dst = y + alpha * s, where alpha is a scalar,
- // and dst, y and s are all slices.
- // It panics if the slice argument lengths do not match.
- //
- // At the return of the function, dst[i] = y[i] + alpha * s[i]
- func AddScaledTo(dst, y []float64, alpha float64, s []float64) []float64 {
- if len(s) != len(y) {
- panic(badLength)
- }
- if len(dst) != len(y) {
- panic(badDstLength)
- }
- f64.AxpyUnitaryTo(dst, alpha, s, y)
- return dst
- }
- // argsort is a helper that implements sort.Interface, as used by
- // Argsort and ArgsortStable.
- type argsort struct {
- s []float64
- inds []int
- }
- func (a argsort) Len() int {
- return len(a.s)
- }
- func (a argsort) Less(i, j int) bool {
- return a.s[i] < a.s[j]
- }
- func (a argsort) Swap(i, j int) {
- a.s[i], a.s[j] = a.s[j], a.s[i]
- a.inds[i], a.inds[j] = a.inds[j], a.inds[i]
- }
- // Argsort sorts the elements of dst while tracking their original order.
- // At the conclusion of Argsort, dst will contain the original elements of dst
- // but sorted in increasing order, and inds will contain the original position
- // of the elements in the slice such that dst[i] = origDst[inds[i]].
- // It panics if the argument lengths do not match.
- func Argsort(dst []float64, inds []int) {
- if len(dst) != len(inds) {
- panic(badDstLength)
- }
- for i := range dst {
- inds[i] = i
- }
- a := argsort{s: dst, inds: inds}
- sort.Sort(a)
- }
- // ArgsortStable sorts the elements of dst while tracking their original order and
- // keeping the original order of equal elements. At the conclusion of ArgsortStable,
- // dst will contain the original elements of dst but sorted in increasing order,
- // and inds will contain the original position of the elements in the slice such
- // that dst[i] = origDst[inds[i]].
- // It panics if the argument lengths do not match.
- func ArgsortStable(dst []float64, inds []int) {
- if len(dst) != len(inds) {
- panic(badDstLength)
- }
- for i := range dst {
- inds[i] = i
- }
- a := argsort{s: dst, inds: inds}
- sort.Stable(a)
- }
- // Count applies the function f to every element of s and returns the number
- // of times the function returned true.
- func Count(f func(float64) bool, s []float64) int {
- var n int
- for _, val := range s {
- if f(val) {
- n++
- }
- }
- return n
- }
- // CumProd finds the cumulative product of the first i elements in
- // s and puts them in place into the ith element of the
- // destination dst.
- // It panics if the argument lengths do not match.
- //
- // At the return of the function, dst[i] = s[i] * s[i-1] * s[i-2] * ...
- func CumProd(dst, s []float64) []float64 {
- if len(dst) != len(s) {
- panic(badDstLength)
- }
- if len(dst) == 0 {
- return dst
- }
- return f64.CumProd(dst, s)
- }
- // CumSum finds the cumulative sum of the first i elements in
- // s and puts them in place into the ith element of the
- // destination dst.
- // It panics if the argument lengths do not match.
- //
- // At the return of the function, dst[i] = s[i] + s[i-1] + s[i-2] + ...
- func CumSum(dst, s []float64) []float64 {
- if len(dst) != len(s) {
- panic(badDstLength)
- }
- if len(dst) == 0 {
- return dst
- }
- return f64.CumSum(dst, s)
- }
- // Distance computes the L-norm of s - t. See Norm for special cases.
- // It panics if the slice argument lengths do not match.
- func Distance(s, t []float64, L float64) float64 {
- if len(s) != len(t) {
- panic(badLength)
- }
- if len(s) == 0 {
- return 0
- }
- if L == 2 {
- return f64.L2DistanceUnitary(s, t)
- }
- var norm float64
- if L == 1 {
- for i, v := range s {
- norm += math.Abs(t[i] - v)
- }
- return norm
- }
- if math.IsInf(L, 1) {
- for i, v := range s {
- absDiff := math.Abs(t[i] - v)
- if absDiff > norm {
- norm = absDiff
- }
- }
- return norm
- }
- for i, v := range s {
- norm += math.Pow(math.Abs(t[i]-v), L)
- }
- return math.Pow(norm, 1/L)
- }
- // Div performs element-wise division dst / s
- // and stores the value in dst.
- // It panics if the argument lengths do not match.
- func Div(dst, s []float64) {
- if len(dst) != len(s) {
- panic(badLength)
- }
- f64.Div(dst, s)
- }
- // DivTo performs element-wise division s / t
- // and stores the value in dst.
- // It panics if the argument lengths do not match.
- func DivTo(dst, s, t []float64) []float64 {
- if len(s) != len(t) {
- panic(badLength)
- }
- if len(dst) != len(s) {
- panic(badDstLength)
- }
- return f64.DivTo(dst, s, t)
- }
- // Dot computes the dot product of s1 and s2, i.e.
- // sum_{i = 1}^N s1[i]*s2[i].
- // It panics if the argument lengths do not match.
- func Dot(s1, s2 []float64) float64 {
- if len(s1) != len(s2) {
- panic(badLength)
- }
- return f64.DotUnitary(s1, s2)
- }
- // Equal returns true when the slices have equal lengths and
- // all elements are numerically identical.
- func Equal(s1, s2 []float64) bool {
- if len(s1) != len(s2) {
- return false
- }
- for i, val := range s1 {
- if s2[i] != val {
- return false
- }
- }
- return true
- }
- // EqualApprox returns true when the slices have equal lengths and
- // all element pairs have an absolute tolerance less than tol or a
- // relative tolerance less than tol.
- func EqualApprox(s1, s2 []float64, tol float64) bool {
- if len(s1) != len(s2) {
- return false
- }
- for i, a := range s1 {
- if !scalar.EqualWithinAbsOrRel(a, s2[i], tol, tol) {
- return false
- }
- }
- return true
- }
- // EqualFunc returns true when the slices have the same lengths
- // and the function returns true for all element pairs.
- func EqualFunc(s1, s2 []float64, f func(float64, float64) bool) bool {
- if len(s1) != len(s2) {
- return false
- }
- for i, val := range s1 {
- if !f(val, s2[i]) {
- return false
- }
- }
- return true
- }
- // EqualLengths returns true when all of the slices have equal length,
- // and false otherwise. It also returns true when there are no input slices.
- func EqualLengths(slices ...[]float64) bool {
- // This length check is needed: http://play.golang.org/p/sdty6YiLhM
- if len(slices) == 0 {
- return true
- }
- l := len(slices[0])
- for i := 1; i < len(slices); i++ {
- if len(slices[i]) != l {
- return false
- }
- }
- return true
- }
- // Find applies f to every element of s and returns the indices of the first
- // k elements for which the f returns true, or all such elements
- // if k < 0.
- // Find will reslice inds to have 0 length, and will append
- // found indices to inds.
- // If k > 0 and there are fewer than k elements in s satisfying f,
- // all of the found elements will be returned along with an error.
- // At the return of the function, the input inds will be in an undetermined state.
- func Find(inds []int, f func(float64) bool, s []float64, k int) ([]int, error) {
- // inds is also returned to allow for calling with nil.
- // Reslice inds to have zero length.
- inds = inds[:0]
- // If zero elements requested, can just return.
- if k == 0 {
- return inds, nil
- }
- // If k < 0, return all of the found indices.
- if k < 0 {
- for i, val := range s {
- if f(val) {
- inds = append(inds, i)
- }
- }
- return inds, nil
- }
- // Otherwise, find the first k elements.
- nFound := 0
- for i, val := range s {
- if f(val) {
- inds = append(inds, i)
- nFound++
- if nFound == k {
- return inds, nil
- }
- }
- }
- // Finished iterating over the loop, which means k elements were not found.
- return inds, errors.New("floats: insufficient elements found")
- }
- // HasNaN returns true when the slice s has any values that are NaN and false
- // otherwise.
- func HasNaN(s []float64) bool {
- for _, v := range s {
- if math.IsNaN(v) {
- return true
- }
- }
- return false
- }
- // LogSpan returns a set of n equally spaced points in log space between,
- // l and u where N is equal to len(dst). The first element of the
- // resulting dst will be l and the final element of dst will be u.
- // It panics if the length of dst is less than 2.
- // Note that this call will return NaNs if either l or u are negative, and
- // will return all zeros if l or u is zero.
- // Also returns the mutated slice dst, so that it can be used in range, like:
- //
- // for i, x := range LogSpan(dst, l, u) { ... }
- func LogSpan(dst []float64, l, u float64) []float64 {
- Span(dst, math.Log(l), math.Log(u))
- for i := range dst {
- dst[i] = math.Exp(dst[i])
- }
- return dst
- }
- // LogSumExp returns the log of the sum of the exponentials of the values in s.
- // Panics if s is an empty slice.
- func LogSumExp(s []float64) float64 {
- // Want to do this in a numerically stable way which avoids
- // overflow and underflow
- // First, find the maximum value in the slice.
- maxval := Max(s)
- if math.IsInf(maxval, 0) {
- // If it's infinity either way, the logsumexp will be infinity as well
- // returning now avoids NaNs
- return maxval
- }
- var lse float64
- // Compute the sumexp part
- for _, val := range s {
- lse += math.Exp(val - maxval)
- }
- // Take the log and add back on the constant taken out
- return math.Log(lse) + maxval
- }
- // Max returns the maximum value in the input slice. If the slice is empty, Max will panic.
- func Max(s []float64) float64 {
- return s[MaxIdx(s)]
- }
- // MaxIdx returns the index of the maximum value in the input slice. If several
- // entries have the maximum value, the first such index is returned.
- // It panics if s is zero length.
- func MaxIdx(s []float64) int {
- if len(s) == 0 {
- panic(zeroLength)
- }
- max := math.NaN()
- var ind int
- for i, v := range s {
- if math.IsNaN(v) {
- continue
- }
- if v > max || math.IsNaN(max) {
- max = v
- ind = i
- }
- }
- return ind
- }
- // Min returns the minimum value in the input slice.
- // It panics if s is zero length.
- func Min(s []float64) float64 {
- return s[MinIdx(s)]
- }
- // MinIdx returns the index of the minimum value in the input slice. If several
- // entries have the minimum value, the first such index is returned.
- // It panics if s is zero length.
- func MinIdx(s []float64) int {
- if len(s) == 0 {
- panic(zeroLength)
- }
- min := math.NaN()
- var ind int
- for i, v := range s {
- if math.IsNaN(v) {
- continue
- }
- if v < min || math.IsNaN(min) {
- min = v
- ind = i
- }
- }
- return ind
- }
- // Mul performs element-wise multiplication between dst
- // and s and stores the value in dst.
- // It panics if the argument lengths do not match.
- func Mul(dst, s []float64) {
- if len(dst) != len(s) {
- panic(badLength)
- }
- for i, val := range s {
- dst[i] *= val
- }
- }
- // MulTo performs element-wise multiplication between s
- // and t and stores the value in dst.
- // It panics if the argument lengths do not match.
- func MulTo(dst, s, t []float64) []float64 {
- if len(s) != len(t) {
- panic(badLength)
- }
- if len(dst) != len(s) {
- panic(badDstLength)
- }
- for i, val := range t {
- dst[i] = val * s[i]
- }
- return dst
- }
- // NearestIdx returns the index of the element in s
- // whose value is nearest to v. If several such
- // elements exist, the lowest index is returned.
- // It panics if s is zero length.
- func NearestIdx(s []float64, v float64) int {
- if len(s) == 0 {
- panic(zeroLength)
- }
- switch {
- case math.IsNaN(v):
- return 0
- case math.IsInf(v, 1):
- return MaxIdx(s)
- case math.IsInf(v, -1):
- return MinIdx(s)
- }
- var ind int
- dist := math.NaN()
- for i, val := range s {
- newDist := math.Abs(v - val)
- // A NaN distance will not be closer.
- if math.IsNaN(newDist) {
- continue
- }
- if newDist < dist || math.IsNaN(dist) {
- dist = newDist
- ind = i
- }
- }
- return ind
- }
- // NearestIdxForSpan return the index of a hypothetical vector created
- // by Span with length n and bounds l and u whose value is closest
- // to v. That is, NearestIdxForSpan(n, l, u, v) is equivalent to
- // Nearest(Span(make([]float64, n),l,u),v) without an allocation.
- // It panics if n is less than two.
- func NearestIdxForSpan(n int, l, u float64, v float64) int {
- if n < 2 {
- panic(shortSpan)
- }
- if math.IsNaN(v) {
- return 0
- }
- // Special cases for Inf and NaN.
- switch {
- case math.IsNaN(l) && !math.IsNaN(u):
- return n - 1
- case math.IsNaN(u):
- return 0
- case math.IsInf(l, 0) && math.IsInf(u, 0):
- if l == u {
- return 0
- }
- if n%2 == 1 {
- if !math.IsInf(v, 0) {
- return n / 2
- }
- if math.Copysign(1, v) == math.Copysign(1, l) {
- return 0
- }
- return n/2 + 1
- }
- if math.Copysign(1, v) == math.Copysign(1, l) {
- return 0
- }
- return n / 2
- case math.IsInf(l, 0):
- if v == l {
- return 0
- }
- return n - 1
- case math.IsInf(u, 0):
- if v == u {
- return n - 1
- }
- return 0
- case math.IsInf(v, -1):
- if l <= u {
- return 0
- }
- return n - 1
- case math.IsInf(v, 1):
- if u <= l {
- return 0
- }
- return n - 1
- }
- // Special cases for v outside (l, u) and (u, l).
- switch {
- case l < u:
- if v <= l {
- return 0
- }
- if v >= u {
- return n - 1
- }
- case l > u:
- if v >= l {
- return 0
- }
- if v <= u {
- return n - 1
- }
- default:
- return 0
- }
- // Can't guarantee anything about exactly halfway between
- // because of floating point weirdness.
- return int((float64(n)-1)/(u-l)*(v-l) + 0.5)
- }
- // Norm returns the L norm of the slice S, defined as
- // (sum_{i=1}^N s[i]^L)^{1/L}
- // Special cases:
- // L = math.Inf(1) gives the maximum absolute value.
- // Does not correctly compute the zero norm (use Count).
- func Norm(s []float64, L float64) float64 {
- // Should this complain if L is not positive?
- // Should this be done in log space for better numerical stability?
- // would be more cost
- // maybe only if L is high?
- if len(s) == 0 {
- return 0
- }
- if L == 2 {
- return f64.L2NormUnitary(s)
- }
- var norm float64
- if L == 1 {
- for _, val := range s {
- norm += math.Abs(val)
- }
- return norm
- }
- if math.IsInf(L, 1) {
- for _, val := range s {
- norm = math.Max(norm, math.Abs(val))
- }
- return norm
- }
- for _, val := range s {
- norm += math.Pow(math.Abs(val), L)
- }
- return math.Pow(norm, 1/L)
- }
- // Prod returns the product of the elements of the slice.
- // Returns 1 if len(s) = 0.
- func Prod(s []float64) float64 {
- prod := 1.0
- for _, val := range s {
- prod *= val
- }
- return prod
- }
- // Reverse reverses the order of elements in the slice.
- func Reverse(s []float64) {
- for i, j := 0, len(s)-1; i < j; i, j = i+1, j-1 {
- s[i], s[j] = s[j], s[i]
- }
- }
- // Same returns true when the input slices have the same length and all
- // elements have the same value with NaN treated as the same.
- func Same(s, t []float64) bool {
- if len(s) != len(t) {
- return false
- }
- for i, v := range s {
- w := t[i]
- if v != w && !(math.IsNaN(v) && math.IsNaN(w)) {
- return false
- }
- }
- return true
- }
- // Scale multiplies every element in dst by the scalar c.
- func Scale(c float64, dst []float64) {
- if len(dst) > 0 {
- f64.ScalUnitary(c, dst)
- }
- }
- // ScaleTo multiplies the elements in s by c and stores the result in dst.
- // It panics if the slice argument lengths do not match.
- func ScaleTo(dst []float64, c float64, s []float64) []float64 {
- if len(dst) != len(s) {
- panic(badDstLength)
- }
- if len(dst) > 0 {
- f64.ScalUnitaryTo(dst, c, s)
- }
- return dst
- }
- // Span returns a set of N equally spaced points between l and u, where N
- // is equal to the length of the destination. The first element of the destination
- // is l, the final element of the destination is u.
- // It panics if the length of dst is less than 2.
- //
- // Span also returns the mutated slice dst, so that it can be used in range expressions,
- // like:
- //
- // for i, x := range Span(dst, l, u) { ... }
- func Span(dst []float64, l, u float64) []float64 {
- n := len(dst)
- if n < 2 {
- panic(shortSpan)
- }
- // Special cases for Inf and NaN.
- switch {
- case math.IsNaN(l):
- for i := range dst[:len(dst)-1] {
- dst[i] = math.NaN()
- }
- dst[len(dst)-1] = u
- return dst
- case math.IsNaN(u):
- for i := range dst[1:] {
- dst[i+1] = math.NaN()
- }
- dst[0] = l
- return dst
- case math.IsInf(l, 0) && math.IsInf(u, 0):
- for i := range dst[:len(dst)/2] {
- dst[i] = l
- dst[len(dst)-i-1] = u
- }
- if len(dst)%2 == 1 {
- if l != u {
- dst[len(dst)/2] = 0
- } else {
- dst[len(dst)/2] = l
- }
- }
- return dst
- case math.IsInf(l, 0):
- for i := range dst[:len(dst)-1] {
- dst[i] = l
- }
- dst[len(dst)-1] = u
- return dst
- case math.IsInf(u, 0):
- for i := range dst[1:] {
- dst[i+1] = u
- }
- dst[0] = l
- return dst
- }
- step := (u - l) / float64(n-1)
- for i := range dst {
- dst[i] = l + step*float64(i)
- }
- return dst
- }
- // Sub subtracts, element-wise, the elements of s from dst.
- // It panics if the argument lengths do not match.
- func Sub(dst, s []float64) {
- if len(dst) != len(s) {
- panic(badLength)
- }
- f64.AxpyUnitaryTo(dst, -1, s, dst)
- }
- // SubTo subtracts, element-wise, the elements of t from s and
- // stores the result in dst.
- // It panics if the argument lengths do not match.
- func SubTo(dst, s, t []float64) []float64 {
- if len(s) != len(t) {
- panic(badLength)
- }
- if len(dst) != len(s) {
- panic(badDstLength)
- }
- f64.AxpyUnitaryTo(dst, -1, t, s)
- return dst
- }
- // Sum returns the sum of the elements of the slice.
- func Sum(s []float64) float64 {
- return f64.Sum(s)
- }
- // Within returns the first index i where s[i] <= v < s[i+1]. Within panics if:
- // - len(s) < 2
- // - s is not sorted
- func Within(s []float64, v float64) int {
- if len(s) < 2 {
- panic(shortSpan)
- }
- if !sort.Float64sAreSorted(s) {
- panic("floats: input slice not sorted")
- }
- if v < s[0] || v >= s[len(s)-1] || math.IsNaN(v) {
- return -1
- }
- for i, f := range s[1:] {
- if v < f {
- return i
- }
- }
- return -1
- }
- // SumCompensated returns the sum of the elements of the slice calculated with greater
- // accuracy than Sum at the expense of additional computation.
- func SumCompensated(s []float64) float64 {
- // SumCompensated uses an improved version of Kahan's compensated
- // summation algorithm proposed by Neumaier.
- // See https://en.wikipedia.org/wiki/Kahan_summation_algorithm for details.
- var sum, c float64
- for _, x := range s {
- // This type conversion is here to prevent a sufficiently smart compiler
- // from optimising away these operations.
- t := float64(sum + x)
- if math.Abs(sum) >= math.Abs(x) {
- c += (sum - t) + x
- } else {
- c += (x - t) + sum
- }
- sum = t
- }
- return sum + c
- }
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