Armadillo.Analytics.Base.Precision.java Source code

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package Armadillo.Analytics.Base;

/*
 * 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
 *
 *      http://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.
 */

import java.math.BigDecimal;
import org.apache.commons.math3.exception.MathArithmeticException;
import org.apache.commons.math3.exception.MathIllegalArgumentException;
import org.apache.commons.math3.exception.util.LocalizedFormats;

/**
 * Utilities for comparing numbers.
 *
 * @since 3.0
 * @version $Id: Precision.java 1422313 2012-12-15 18:53:41Z psteitz $
 */
public class Precision {
    /**
     * <p>
     * Largest double-precision floating-point number such that
     * {@code 1 + EPSILON} is numerically equal to 1. This value is an upper
     * bound on the relative error due to rounding real numbers to double
     * precision floating-point numbers.
     * </p>
     * <p>
     * In IEEE 754 arithmetic, this is 2<sup>-53</sup>.
     * </p>
     *
     * @see <a href="http://en.wikipedia.org/wiki/Machine_epsilon">Machine epsilon</a>
     */
    public static final double EPSILON;

    /**
     * Safe minimum, such that {@code 1 / SAFE_MIN} does not overflow.
     * <br/>
     * In IEEE 754 arithmetic, this is also the smallest normalized
     * number 2<sup>-1022</sup>.
     */
    public static final double SAFE_MIN;

    /** Exponent offset in IEEE754 representation. */
    private static final long EXPONENT_OFFSET = 1023l;

    /** Offset to order signed double numbers lexicographically. */
    private static final long SGN_MASK = 0x8000000000000000L;
    /** Offset to order signed double numbers lexicographically. */
    private static final int SGN_MASK_FLOAT = 0x80000000;

    static {
        /*
         *  This was previously expressed as = 0x1.0p-53;
         *  However, OpenJDK (Sparc Solaris) cannot handle such small
         *  constants: MATH-721
         */
        EPSILON = Double.longBitsToDouble((EXPONENT_OFFSET - 53l) << 52);

        /*
         * This was previously expressed as = 0x1.0p-1022;
         * However, OpenJDK (Sparc Solaris) cannot handle such small
         * constants: MATH-721
         */
        SAFE_MIN = Double.longBitsToDouble((EXPONENT_OFFSET - 1022l) << 52);
    }

    /**
     * Private constructor.
     */
    private Precision() {
    }

    /**
     * Compares two numbers given some amount of allowed error.
     *
     * @param x the first number
     * @param y the second number
     * @param eps the amount of error to allow when checking for equality
     * @return <ul><li>0 if  {@link #equals(double, double, double) equals(x, y, eps)}</li>
     *       <li>&lt; 0 if !{@link #equals(double, double, double) equals(x, y, eps)} &amp;&amp; x &lt; y</li>
     *       <li>> 0 if !{@link #equals(double, double, double) equals(x, y, eps)} &amp;&amp; x > y</li></ul>
     */
    public static int compareTo(double x, double y, double eps) {
        if (equals(x, y, eps)) {
            return 0;
        } else if (x < y) {
            return -1;
        }
        return 1;
    }

    /**
     * Compares two numbers given some amount of allowed error.
     * Two float numbers are considered equal if there are {@code (maxUlps - 1)}
     * (or fewer) floating point numbers between them, i.e. two adjacent floating
     * point numbers are considered equal.
     * Adapted from <a
     * href="http://www.cygnus-software.com/papers/comparingfloats/comparingfloats.htm">
     * Bruce Dawson</a>
     *
     * @param x first value
     * @param y second value
     * @param maxUlps {@code (maxUlps - 1)} is the number of floating point
     * values between {@code x} and {@code y}.
     * @return <ul><li>0 if  {@link #equals(double, double, int) equals(x, y, maxUlps)}</li>
     *       <li>&lt; 0 if !{@link #equals(double, double, int) equals(x, y, maxUlps)} &amp;&amp; x &lt; y</li>
     *       <li>> 0 if !{@link #equals(double, double, int) equals(x, y, maxUlps)} &amp;&amp; x > y</li></ul>
     */
    public static int compareTo(final double x, final double y, final int maxUlps) {
        if (equals(x, y, maxUlps)) {
            return 0;
        } else if (x < y) {
            return -1;
        }
        return 1;
    }

    /**
     * Returns true iff they are equal as defined by
     * {@link #equals(float,float,int) equals(x, y, 1)}.
     *
     * @param x first value
     * @param y second value
     * @return {@code true} if the values are equal.
     */
    public static boolean equals(float x, float y) {
        return equals(x, y, 1);
    }

    /**
     * Returns true if both arguments are NaN or neither is NaN and they are
     * equal as defined by {@link #equals(float,float) equals(x, y, 1)}.
     *
     * @param x first value
     * @param y second value
     * @return {@code true} if the values are equal or both are NaN.
     * @since 2.2
     */
    public static boolean equalsIncludingNaN(float x, float y) {
        return (Float.isNaN(x) && Float.isNaN(y)) || equals(x, y, 1);
    }

    /**
     * Returns true if both arguments are equal or within the range of allowed
     * error (inclusive).
     *
     * @param x first value
     * @param y second value
     * @param eps the amount of absolute error to allow.
     * @return {@code true} if the values are equal or within range of each other.
     * @since 2.2
     */
    public static boolean equals(float x, float y, float eps) {
        return equals(x, y, 1) || FastMath.abs(y - x) <= eps;
    }

    /**
     * Returns true if both arguments are NaN or are equal or within the range
     * of allowed error (inclusive).
     *
     * @param x first value
     * @param y second value
     * @param eps the amount of absolute error to allow.
     * @return {@code true} if the values are equal or within range of each other,
     * or both are NaN.
     * @since 2.2
     */
    public static boolean equalsIncludingNaN(float x, float y, float eps) {
        return equalsIncludingNaN(x, y) || (FastMath.abs(y - x) <= eps);
    }

    /**
     * Returns true if both arguments are equal or within the range of allowed
     * error (inclusive).
     * Two float numbers are considered equal if there are {@code (maxUlps - 1)}
     * (or fewer) floating point numbers between them, i.e. two adjacent floating
     * point numbers are considered equal.
     * Adapted from <a
     * href="http://www.cygnus-software.com/papers/comparingfloats/comparingfloats.htm">
     * Bruce Dawson</a>
     *
     * @param x first value
     * @param y second value
     * @param maxUlps {@code (maxUlps - 1)} is the number of floating point
     * values between {@code x} and {@code y}.
     * @return {@code true} if there are fewer than {@code maxUlps} floating
     * point values between {@code x} and {@code y}.
     * @since 2.2
     */
    public static boolean equals(float x, float y, int maxUlps) {
        int xInt = Float.floatToIntBits(x);
        int yInt = Float.floatToIntBits(y);

        // Make lexicographically ordered as a two's-complement integer.
        if (xInt < 0) {
            xInt = SGN_MASK_FLOAT - xInt;
        }
        if (yInt < 0) {
            yInt = SGN_MASK_FLOAT - yInt;
        }

        final boolean isEqual = FastMath.abs(xInt - yInt) <= maxUlps;

        return isEqual && !Float.isNaN(x) && !Float.isNaN(y);
    }

    /**
     * Returns true if both arguments are NaN or if they are equal as defined
     * by {@link #equals(float,float,int) equals(x, y, maxUlps)}.
     *
     * @param x first value
     * @param y second value
     * @param maxUlps {@code (maxUlps - 1)} is the number of floating point
     * values between {@code x} and {@code y}.
     * @return {@code true} if both arguments are NaN or if there are less than
     * {@code maxUlps} floating point values between {@code x} and {@code y}.
     * @since 2.2
     */
    public static boolean equalsIncludingNaN(float x, float y, int maxUlps) {
        return (Float.isNaN(x) && Float.isNaN(y)) || equals(x, y, maxUlps);
    }

    /**
     * Returns true iff they are equal as defined by
     * {@link #equals(double,double,int) equals(x, y, 1)}.
     *
     * @param x first value
     * @param y second value
     * @return {@code true} if the values are equal.
     */
    public static boolean equals(double x, double y) {
        return equals(x, y, 1);
    }

    /**
     * Returns true if both arguments are NaN or neither is NaN and they are
     * equal as defined by {@link #equals(double,double) equals(x, y, 1)}.
     *
     * @param x first value
     * @param y second value
     * @return {@code true} if the values are equal or both are NaN.
     * @since 2.2
     */
    public static boolean equalsIncludingNaN(double x, double y) {
        return (Double.isNaN(x) && Double.isNaN(y)) || equals(x, y, 1);
    }

    /**
     * Returns {@code true} if there is no double value strictly between the
     * arguments or the difference between them is within the range of allowed
     * error (inclusive).
     *
     * @param x First value.
     * @param y Second value.
     * @param eps Amount of allowed absolute error.
     * @return {@code true} if the values are two adjacent floating point
     * numbers or they are within range of each other.
     */
    public static boolean equals(double x, double y, double eps) {
        return equals(x, y, 1) || FastMath.abs(y - x) <= eps;
    }

    /**
     * Returns {@code true} if there is no double value strictly between the
     * arguments or the reltaive difference between them is smaller or equal
     * to the given tolerance.
     *
     * @param x First value.
     * @param y Second value.
     * @param eps Amount of allowed relative error.
     * @return {@code true} if the values are two adjacent floating point
     * numbers or they are within range of each other.
     * @since 3.1
     */
    public static boolean equalsWithRelativeTolerance(double x, double y, double eps) {
        if (equals(x, y, 1)) {
            return true;
        }

        final double absoluteMax = FastMath.max(FastMath.abs(x), FastMath.abs(y));
        final double relativeDifference = FastMath.abs((x - y) / absoluteMax);

        return relativeDifference <= eps;
    }

    /**
     * Returns true if both arguments are NaN or are equal or within the range
     * of allowed error (inclusive).
     *
     * @param x first value
     * @param y second value
     * @param eps the amount of absolute error to allow.
     * @return {@code true} if the values are equal or within range of each other,
     * or both are NaN.
     * @since 2.2
     */
    public static boolean equalsIncludingNaN(double x, double y, double eps) {
        return equalsIncludingNaN(x, y) || (FastMath.abs(y - x) <= eps);
    }

    /**
     * Returns true if both arguments are equal or within the range of allowed
     * error (inclusive).
     * Two float numbers are considered equal if there are {@code (maxUlps - 1)}
     * (or fewer) floating point numbers between them, i.e. two adjacent floating
     * point numbers are considered equal.
     * Adapted from <a
     * href="http://www.cygnus-software.com/papers/comparingfloats/comparingfloats.htm">
     * Bruce Dawson</a>
     *
     * @param x first value
     * @param y second value
     * @param maxUlps {@code (maxUlps - 1)} is the number of floating point
     * values between {@code x} and {@code y}.
     * @return {@code true} if there are fewer than {@code maxUlps} floating
     * point values between {@code x} and {@code y}.
     */
    public static boolean equals(double x, double y, int maxUlps) {
        long xInt = Double.doubleToLongBits(x);
        long yInt = Double.doubleToLongBits(y);

        // Make lexicographically ordered as a two's-complement integer.
        if (xInt < 0) {
            xInt = SGN_MASK - xInt;
        }
        if (yInt < 0) {
            yInt = SGN_MASK - yInt;
        }

        final boolean isEqual = FastMath.abs(xInt - yInt) <= maxUlps;

        return isEqual && !Double.isNaN(x) && !Double.isNaN(y);
    }

    /**
     * Returns true if both arguments are NaN or if they are equal as defined
     * by {@link #equals(double,double,int) equals(x, y, maxUlps)}.
     *
     * @param x first value
     * @param y second value
     * @param maxUlps {@code (maxUlps - 1)} is the number of floating point
     * values between {@code x} and {@code y}.
     * @return {@code true} if both arguments are NaN or if there are less than
     * {@code maxUlps} floating point values between {@code x} and {@code y}.
     * @since 2.2
     */
    public static boolean equalsIncludingNaN(double x, double y, int maxUlps) {
        return (Double.isNaN(x) && Double.isNaN(y)) || equals(x, y, maxUlps);
    }

    /**
     * Rounds the given value to the specified number of decimal places.
     * The value is rounded using the {@link BigDecimal#ROUND_HALF_UP} method.
     *
     * @param x Value to round.
     * @param scale Number of digits to the right of the decimal point.
     * @return the rounded value.
     * @since 1.1 (previously in {@code MathUtils}, moved as of version 3.0)
     */
    public static double round(double x, int scale) {
        return round(x, scale, BigDecimal.ROUND_HALF_UP);
    }

    /**
     * Rounds the given value to the specified number of decimal places.
     * The value is rounded using the given method which is any method defined
     * in {@link BigDecimal}.
     * If {@code x} is infinite or {@code NaN}, then the value of {@code x} is
     * returned unchanged, regardless of the other parameters.
     *
     * @param x Value to round.
     * @param scale Number of digits to the right of the decimal point.
     * @param roundingMethod Rounding method as defined in {@link BigDecimal}.
     * @return the rounded value.
     * @throws ArithmeticException if {@code roundingMethod == ROUND_UNNECESSARY}
     * and the specified scaling operation would require rounding.
     * @throws IllegalArgumentException if {@code roundingMethod} does not
     * represent a valid rounding mode.
     * @since 1.1 (previously in {@code MathUtils}, moved as of version 3.0)
     */
    public static double round(double x, int scale, int roundingMethod) {
        try {
            return (new BigDecimal(Double.toString(x)).setScale(scale, roundingMethod)).doubleValue();
        } catch (NumberFormatException ex) {
            if (Double.isInfinite(x)) {
                return x;
            } else {
                return Double.NaN;
            }
        }
    }

    /**
     * Rounds the given value to the specified number of decimal places.
     * The value is rounded using the {@link BigDecimal#ROUND_HALF_UP} method.
     *
     * @param x Value to round.
     * @param scale Number of digits to the right of the decimal point.
     * @return the rounded value.
     * @since 1.1 (previously in {@code MathUtils}, moved as of version 3.0)
     */
    public static float round(float x, int scale) {
        return round(x, scale, BigDecimal.ROUND_HALF_UP);
    }

    /**
     * Rounds the given value to the specified number of decimal places.
     * The value is rounded using the given method which is any method defined
     * in {@link BigDecimal}.
     *
     * @param x Value to round.
     * @param scale Number of digits to the right of the decimal point.
     * @param roundingMethod Rounding method as defined in {@link BigDecimal}.
     * @return the rounded value.
     * @since 1.1 (previously in {@code MathUtils}, moved as of version 3.0)
     * @throws MathArithmeticException if an exact operation is required but result is not exact
     * @throws MathIllegalArgumentException if {@code roundingMethod} is not a valid rounding method.
     */
    public static float round(float x, int scale, int roundingMethod)
            throws MathArithmeticException, MathIllegalArgumentException {
        final float sign = FastMath.copySign(1f, x);
        final float factor = (float) FastMath.pow(10.0f, scale) * sign;
        return (float) roundUnscaled(x * factor, sign, roundingMethod) / factor;
    }

    /**
     * Rounds the given non-negative value to the "nearest" integer. Nearest is
     * determined by the rounding method specified. Rounding methods are defined
     * in {@link BigDecimal}.
     *
     * @param unscaled Value to round.
     * @param sign Sign of the original, scaled value.
     * @param roundingMethod Rounding method, as defined in {@link BigDecimal}.
     * @return the rounded value.
     * @throws MathArithmeticException if an exact operation is required but result is not exact
     * @throws MathIllegalArgumentException if {@code roundingMethod} is not a valid rounding method.
     * @since 1.1 (previously in {@code MathUtils}, moved as of version 3.0)
     */
    private static double roundUnscaled(double unscaled, double sign, int roundingMethod)
            throws MathArithmeticException, MathIllegalArgumentException {
        switch (roundingMethod) {
        case BigDecimal.ROUND_CEILING:
            if (sign == -1) {
                unscaled = FastMath.floor(FastMath.nextAfter(unscaled, Double.NEGATIVE_INFINITY));
            } else {
                unscaled = FastMath.ceil(FastMath.nextAfter(unscaled, Double.POSITIVE_INFINITY));
            }
            break;
        case BigDecimal.ROUND_DOWN:
            unscaled = FastMath.floor(FastMath.nextAfter(unscaled, Double.NEGATIVE_INFINITY));
            break;
        case BigDecimal.ROUND_FLOOR:
            if (sign == -1) {
                unscaled = FastMath.ceil(FastMath.nextAfter(unscaled, Double.POSITIVE_INFINITY));
            } else {
                unscaled = FastMath.floor(FastMath.nextAfter(unscaled, Double.NEGATIVE_INFINITY));
            }
            break;
        case BigDecimal.ROUND_HALF_DOWN: {
            unscaled = FastMath.nextAfter(unscaled, Double.NEGATIVE_INFINITY);
            double fraction = unscaled - FastMath.floor(unscaled);
            if (fraction > 0.5) {
                unscaled = FastMath.ceil(unscaled);
            } else {
                unscaled = FastMath.floor(unscaled);
            }
            break;
        }
        case BigDecimal.ROUND_HALF_EVEN: {
            double fraction = unscaled - FastMath.floor(unscaled);
            if (fraction > 0.5) {
                unscaled = FastMath.ceil(unscaled);
            } else if (fraction < 0.5) {
                unscaled = FastMath.floor(unscaled);
            } else {
                // The following equality test is intentional and needed for rounding purposes
                if (FastMath.floor(unscaled) / 2.0 == FastMath.floor(Math.floor(unscaled) / 2.0)) { // even
                    unscaled = FastMath.floor(unscaled);
                } else { // odd
                    unscaled = FastMath.ceil(unscaled);
                }
            }
            break;
        }
        case BigDecimal.ROUND_HALF_UP: {
            unscaled = FastMath.nextAfter(unscaled, Double.POSITIVE_INFINITY);
            double fraction = unscaled - FastMath.floor(unscaled);
            if (fraction >= 0.5) {
                unscaled = FastMath.ceil(unscaled);
            } else {
                unscaled = FastMath.floor(unscaled);
            }
            break;
        }
        case BigDecimal.ROUND_UNNECESSARY:
            if (unscaled != FastMath.floor(unscaled)) {
                throw new MathArithmeticException();
            }
            break;
        case BigDecimal.ROUND_UP:
            unscaled = FastMath.ceil(FastMath.nextAfter(unscaled, Double.POSITIVE_INFINITY));
            break;
        default:
            throw new MathIllegalArgumentException(LocalizedFormats.INVALID_ROUNDING_METHOD, roundingMethod,
                    "ROUND_CEILING", BigDecimal.ROUND_CEILING, "ROUND_DOWN", BigDecimal.ROUND_DOWN, "ROUND_FLOOR",
                    BigDecimal.ROUND_FLOOR, "ROUND_HALF_DOWN", BigDecimal.ROUND_HALF_DOWN, "ROUND_HALF_EVEN",
                    BigDecimal.ROUND_HALF_EVEN, "ROUND_HALF_UP", BigDecimal.ROUND_HALF_UP, "ROUND_UNNECESSARY",
                    BigDecimal.ROUND_UNNECESSARY, "ROUND_UP", BigDecimal.ROUND_UP);
        }
        return unscaled;
    }

    /**
     * Computes a number {@code delta} close to {@code originalDelta} with
     * the property that <pre><code>
     *   x + delta - x
     * </code></pre>
     * is exactly machine-representable.
     * This is useful when computing numerical derivatives, in order to reduce
     * roundoff errors.
     *
     * @param x Value.
     * @param originalDelta Offset value.
     * @return a number {@code delta} so that {@code x + delta} and {@code x}
     * differ by a representable floating number.
     */
    public static double representableDelta(double x, double originalDelta) {
        return x + originalDelta - x;
    }
}