hivemall.utils.math.MathUtils.java Source code

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/*
 * Hivemall: Hive scalable Machine Learning Library
 *
 * Copyright (C) 2015 Makoto YUI
 * Copyright (C) 2013-2015 National Institute of Advanced Industrial Science and Technology (AIST)
 *
 * Licensed 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.
 */
//
// 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.
//
package hivemall.utils.math;

import java.util.Random;

import javax.annotation.Nonnull;

public final class MathUtils {

    private MathUtils() {
    }

    /**
     * Returns a bit mask for the specified number of bits.
     */
    public static int bitMask(final int numberOfBits) {
        if (numberOfBits >= 32) {
            return -1;
        }
        return (numberOfBits == 0 ? 0 : powerOf(2, numberOfBits) - 1);
    }

    /**
     * Power of method for integer math.
     */
    public static int powerOf(final int value, final int powerOf) {
        if (powerOf == 0) {
            return 0;
        }
        int r = value;
        for (int x = 1; x < powerOf; x++) {
            r = r * value;
        }
        return r;
    }

    /**
     * Returns the number of bits required to store a number.
     */
    public static int bitsRequired(int value) {
        int bits = 0;
        while (value != 0) {
            bits++;
            value >>= 1;
        }
        return bits;
    }

    public static double sigmoid(final double x) {
        double x2 = Math.max(Math.min(x, 23.d), -23.d);
        return 1.d / (1.d + Math.exp(-x2));
    }

    public static double lnSigmoid(final double x) {
        double ex = Math.exp(-x);
        return ex / (1.d + ex);
    }

    /**
     * <a href="https://en.wikipedia.org/wiki/Logit">Logit</a> is the inverse of
     * {@link #sigmoid(double)} function.
     */
    public static double logit(final double p) {
        return Math.log(p / (1.d - p));
    }

    public static double logit(final double p, final double hi, final double lo) {
        return Math.log((p - lo) / (hi - p));
    }

    /**
     * Returns the inverse erf. This code is based on erfInv() in
     * org.apache.commons.math3.special.Erf.
     * <p>
     * This implementation is described in the paper: <a
     * href="http://people.maths.ox.ac.uk/gilesm/files/gems_erfinv.pdf">Approximating the erfinv
     * function</a> by Mike Giles, Oxford-Man Institute of Quantitative Finance, which was published
     * in GPU Computing Gems, volume 2, 2010. The source code is available <a
     * href="http://gpucomputing.net/?q=node/1828">here</a>.
     * </p>
     * 
     * @param x the value
     * @return t such that x = erf(t)
     */
    public static double inverseErf(final double x) {

        // beware that the logarithm argument must be
        // commputed as (1.0 - x) * (1.0 + x),
        // it must NOT be simplified as 1.0 - x * x as this
        // would induce rounding errors near the boundaries +/-1
        double w = -Math.log((1.0 - x) * (1.0 + x));
        double p;

        if (w < 6.25) {
            w = w - 3.125;
            p = -3.6444120640178196996e-21;
            p = -1.685059138182016589e-19 + p * w;
            p = 1.2858480715256400167e-18 + p * w;
            p = 1.115787767802518096e-17 + p * w;
            p = -1.333171662854620906e-16 + p * w;
            p = 2.0972767875968561637e-17 + p * w;
            p = 6.6376381343583238325e-15 + p * w;
            p = -4.0545662729752068639e-14 + p * w;
            p = -8.1519341976054721522e-14 + p * w;
            p = 2.6335093153082322977e-12 + p * w;
            p = -1.2975133253453532498e-11 + p * w;
            p = -5.4154120542946279317e-11 + p * w;
            p = 1.051212273321532285e-09 + p * w;
            p = -4.1126339803469836976e-09 + p * w;
            p = -2.9070369957882005086e-08 + p * w;
            p = 4.2347877827932403518e-07 + p * w;
            p = -1.3654692000834678645e-06 + p * w;
            p = -1.3882523362786468719e-05 + p * w;
            p = 0.0001867342080340571352 + p * w;
            p = -0.00074070253416626697512 + p * w;
            p = -0.0060336708714301490533 + p * w;
            p = 0.24015818242558961693 + p * w;
            p = 1.6536545626831027356 + p * w;
        } else if (w < 16.0) {
            w = Math.sqrt(w) - 3.25;
            p = 2.2137376921775787049e-09;
            p = 9.0756561938885390979e-08 + p * w;
            p = -2.7517406297064545428e-07 + p * w;
            p = 1.8239629214389227755e-08 + p * w;
            p = 1.5027403968909827627e-06 + p * w;
            p = -4.013867526981545969e-06 + p * w;
            p = 2.9234449089955446044e-06 + p * w;
            p = 1.2475304481671778723e-05 + p * w;
            p = -4.7318229009055733981e-05 + p * w;
            p = 6.8284851459573175448e-05 + p * w;
            p = 2.4031110387097893999e-05 + p * w;
            p = -0.0003550375203628474796 + p * w;
            p = 0.00095328937973738049703 + p * w;
            p = -0.0016882755560235047313 + p * w;
            p = 0.0024914420961078508066 + p * w;
            p = -0.0037512085075692412107 + p * w;
            p = 0.005370914553590063617 + p * w;
            p = 1.0052589676941592334 + p * w;
            p = 3.0838856104922207635 + p * w;
        } else if (!Double.isInfinite(w)) {
            w = Math.sqrt(w) - 5.0;
            p = -2.7109920616438573243e-11;
            p = -2.5556418169965252055e-10 + p * w;
            p = 1.5076572693500548083e-09 + p * w;
            p = -3.7894654401267369937e-09 + p * w;
            p = 7.6157012080783393804e-09 + p * w;
            p = -1.4960026627149240478e-08 + p * w;
            p = 2.9147953450901080826e-08 + p * w;
            p = -6.7711997758452339498e-08 + p * w;
            p = 2.2900482228026654717e-07 + p * w;
            p = -9.9298272942317002539e-07 + p * w;
            p = 4.5260625972231537039e-06 + p * w;
            p = -1.9681778105531670567e-05 + p * w;
            p = 7.5995277030017761139e-05 + p * w;
            p = -0.00021503011930044477347 + p * w;
            p = -0.00013871931833623122026 + p * w;
            p = 1.0103004648645343977 + p * w;
            p = 4.8499064014085844221 + p * w;
        } else {
            // this branch does not appears in the original code, it
            // was added because the previous branch does not handle
            // x = +/-1 correctly. In this case, w is positive infinity
            // and as the first coefficient (-2.71e-11) is negative.
            // Once the first multiplication is done, p becomes negative
            // infinity and remains so throughout the polynomial evaluation.
            // So the branch above incorrectly returns negative infinity
            // instead of the correct positive infinity.
            p = Double.POSITIVE_INFINITY;
        }

        return p * x;
    }

    public static int moduloPowerOfTwo(final int x, final int powerOfTwoY) {
        return x & (powerOfTwoY - 1);
    }

    public static float l2norm(final float[] elements) {
        double sqsum = 0.d;
        for (float e : elements) {
            sqsum += (e * e);
        }
        return (float) Math.sqrt(sqsum);
    }

    public static double gaussian(final double mean, final double stddev, @Nonnull final Random rnd) {
        return mean + (stddev * rnd.nextGaussian());
    }

    public static double lognormal(final double mean, final double stddev, @Nonnull final Random rnd) {
        return Math.exp(gaussian(mean, stddev, rnd));
    }

    public static int sign(final short v) {
        return v < 0 ? -1 : 1;
    }

    public static float sign(final float v) {
        return v < 0.f ? -1.f : 1.f;
    }

    public static double log(final double n, final int base) {
        return Math.log(n) / Math.log(base);
    }

    public static int floorDiv(final int x, final int y) {
        int r = x / y;
        // if the signs are different and modulo not zero, round down
        if ((x ^ y) < 0 && (r * y != x)) {
            r--;
        }
        return r;
    }

    public static long floorDiv(final long x, final long y) {
        long r = x / y;
        // if the signs are different and modulo not zero, round down
        if ((x ^ y) < 0 && (r * y != x)) {
            r--;
        }
        return r;
    }

    public static boolean equals(@Nonnull final float value, final float expected, final float delta) {
        if (Math.abs(expected - value) > delta) {
            return false;
        }
        return true;
    }

    public static boolean equals(@Nonnull final double value, final double expected, final double delta) {
        if (Math.abs(expected - value) > delta) {
            return false;
        }
        return true;
    }

    public static boolean almostEquals(@Nonnull final float value, final float expected, final float delta) {
        return equals(value, expected, 1E-15f);
    }

    public static boolean almostEquals(@Nonnull final double value, final double expected, final double delta) {
        return equals(value, expected, 1E-15d);
    }

    public static boolean closeToZero(@Nonnull final float value) {
        if (Math.abs(value) > 1E-15f) {
            return false;
        }
        return true;
    }

    public static boolean closeToZero(@Nonnull final double value) {
        if (Math.abs(value) > 1E-15d) {
            return false;
        }
        return true;
    }

}