This commit is contained in:
@@ -0,0 +1,57 @@
|
||||
namespace Just.PreciseMath;
|
||||
|
||||
/// <summary>Provides mathematical functions for normalized double-double values.</summary>
|
||||
/// <remarks>Results use fixed-size double-double precision, not arbitrary precision.</remarks>
|
||||
public static class DDMath
|
||||
{
|
||||
/// <summary>Returns the absolute value without discarding the low component.</summary>
|
||||
/// <remarks>Both signs of zero become positive zero; NaN is canonicalized and either infinity becomes positive infinity.</remarks>
|
||||
[Pure]
|
||||
public static DoubleDouble Abs(DoubleDouble value)
|
||||
{
|
||||
return DoubleDouble.Abs(value);
|
||||
}
|
||||
|
||||
/// <summary>Returns the nonnegative square root with double-double precision.</summary>
|
||||
/// <remarks>
|
||||
/// Uses power-of-two scaling and an FMA-based Newton correction. Results are
|
||||
/// approximate, not guaranteed correctly rounded; finite positive inputs are
|
||||
/// tested against a relative error bound of 2^-100 across the binary64 range.
|
||||
/// Signed zero and positive infinity are preserved. Negative nonzero values
|
||||
/// (including negative infinity) and NaN return canonical NaN.
|
||||
/// </remarks>
|
||||
[Pure]
|
||||
public static DoubleDouble Sqrt(DoubleDouble value)
|
||||
{
|
||||
if (double.IsNaN(value.High) || value.High < 0.0)
|
||||
{
|
||||
return DoubleDouble.NaN;
|
||||
}
|
||||
if (value.High == 0.0 || double.IsPositiveInfinity(value.High))
|
||||
{
|
||||
return value;
|
||||
}
|
||||
|
||||
// Choose an even exponent, rounding negative odd exponents down too.
|
||||
// For positive finite normalized inputs, exponent is in [-1074, 1022]
|
||||
// and the scaled high is in [1, 4). Scaling the high is exact; any
|
||||
// underflow in a very sparse low is far below the relative error bound.
|
||||
int exponent = Math.ILogB(value.High) & ~1;
|
||||
double high = Math.ScaleB(value.High, -exponent);
|
||||
double low = Math.ScaleB(value.Low, -exponent);
|
||||
double estimate = Math.Sqrt(high);
|
||||
|
||||
// Estimate is in [1, 2]. FMA avoids rounding its square before
|
||||
// cancellation. One Newton correction reduces O(u) error to O(u^2),
|
||||
// where u=2^-53; both components of the input contribute to the residual.
|
||||
double residual = Math.FusedMultiplyAdd(-estimate, estimate, high) + low;
|
||||
double correction = residual / (2.0 * estimate);
|
||||
DoubleDouble root = DoubleDouble.FromComponents(estimate, correction);
|
||||
|
||||
// The root high stays normal, even if rounding reaches the next binade.
|
||||
// Normalize again to canonicalize a zero low, including any underflow
|
||||
// of an exceptionally sparse correction during rescaling.
|
||||
int rootExponent = exponent / 2;
|
||||
return DoubleDouble.FromComponents(Math.ScaleB(root.High, rootExponent), Math.ScaleB(root.Low, rootExponent));
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,161 @@
|
||||
using System.Numerics;
|
||||
using Shouldly;
|
||||
using Xunit;
|
||||
|
||||
namespace Just.PreciseMath.Tests;
|
||||
|
||||
public class PreciseMathSqrtTests
|
||||
{
|
||||
[Theory]
|
||||
[InlineData(1.0, 1.0)]
|
||||
[InlineData(4.0, 2.0)]
|
||||
[InlineData(9.0, 3.0)]
|
||||
[InlineData(0.25, 0.5)]
|
||||
[InlineData(2.25, 1.5)]
|
||||
public void ExactBinarySquaresHaveExactRoots(double square, double root)
|
||||
{
|
||||
DoubleDouble actual = DDMath.Sqrt(new DoubleDouble(square));
|
||||
actual.High.ShouldBe(root);
|
||||
BitConverter.DoubleToInt64Bits(actual.Low).ShouldBe(0L);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PowersOfFourHaveExactRootsAcrossTheFiniteRange()
|
||||
{
|
||||
// sqrt(2^(2k)) = 2^k exactly, including the minimum subnormal input.
|
||||
for (int exponent = -1074; exponent <= 1022; exponent += 2)
|
||||
{
|
||||
DoubleDouble actual = DDMath.Sqrt(new DoubleDouble(Math.ScaleB(1.0, exponent)));
|
||||
actual.High.ShouldBe(Math.ScaleB(1.0, exponent / 2));
|
||||
BitConverter.DoubleToInt64Bits(actual.Low).ShouldBe(0L);
|
||||
}
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[InlineData(2.0)]
|
||||
[InlineData(3.0)]
|
||||
[InlineData(5.0)]
|
||||
[InlineData(1e-308)]
|
||||
[InlineData(1e308)]
|
||||
public void IrrationalRootsRetainMoreThanBinary64Precision(double value)
|
||||
{
|
||||
DoubleDouble input = new(value);
|
||||
DoubleDouble actual = DDMath.Sqrt(input);
|
||||
actual.Low.ShouldNotBe(0.0);
|
||||
AssertSqrtBound(input, actual);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void LowComponentsOnEitherSideOfAnExactSquareAffectTheRoot()
|
||||
{
|
||||
foreach (double low in new[] { Math.ScaleB(1.0, -54), -Math.ScaleB(1.0, -54) })
|
||||
{
|
||||
DoubleDouble input = DoubleDouble.FromComponents(1.0, low);
|
||||
DoubleDouble actual = DDMath.Sqrt(input);
|
||||
actual.High.ShouldBe(1.0);
|
||||
(Math.Sign(actual.Low) == Math.Sign(low)).ShouldBeTrue();
|
||||
AssertSqrtBound(input, actual);
|
||||
}
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void SpecialValuesMatchBinary64AndRemainCanonical()
|
||||
{
|
||||
double[] values = [0.0, -0.0, double.PositiveInfinity, double.NegativeInfinity,
|
||||
double.NaN, -1.0, -double.Epsilon, double.MinValue];
|
||||
foreach (double value in values)
|
||||
{
|
||||
DoubleDouble actual = DDMath.Sqrt(new DoubleDouble(value));
|
||||
double expected = Math.Sqrt(value);
|
||||
// Construction canonicalizes all NaNs to double.NaN, including
|
||||
// domain errors; zeros must instead be compared by their sign bits.
|
||||
BitConverter.DoubleToInt64Bits(actual.High).ShouldBe(
|
||||
BitConverter.DoubleToInt64Bits(double.IsNaN(expected) ? double.NaN : expected));
|
||||
BitConverter.DoubleToInt64Bits(actual.Low).ShouldBe(0L);
|
||||
DoubleDouble.IsCanonical(actual).ShouldBeTrue();
|
||||
}
|
||||
|
||||
DoubleDouble negative = DoubleDouble.FromComponents(-1.0, Math.ScaleB(1.0, -54));
|
||||
DoubleDouble.IsNaN(DDMath.Sqrt(negative)).ShouldBeTrue();
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void PositiveFiniteInputsMeetExactRelativeErrorBound()
|
||||
{
|
||||
// Every binary64 exponent, including subnormal input exponents. Test zero,
|
||||
// dense, and sparse lows of either sign, without relying on DD arithmetic
|
||||
// to compute the expected square root or its square.
|
||||
Random random = new(314159);
|
||||
for (int exponent = -1074; exponent <= 1023; ++exponent)
|
||||
{
|
||||
double high = Math.ScaleB(1.0 + random.NextDouble(), exponent);
|
||||
double low = Math.ScaleB(random.NextDouble(), exponent - 54);
|
||||
double power = Math.ScaleB(1.0, exponent);
|
||||
foreach (double boundary in new[] { Math.BitDecrement(power), power, Math.BitIncrement(power) })
|
||||
{
|
||||
if (boundary > 0.0)
|
||||
{
|
||||
DoubleDouble input = new(boundary);
|
||||
AssertSqrtBound(input, DDMath.Sqrt(input));
|
||||
}
|
||||
}
|
||||
foreach (double residual in new[] { 0.0, low, -low, double.Epsilon, -double.Epsilon })
|
||||
{
|
||||
DoubleDouble input = DoubleDouble.FromComponents(high, residual);
|
||||
if (input.High > 0.0)
|
||||
{
|
||||
AssertSqrtBound(input, DDMath.Sqrt(input));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Pin the tiny-input precision loss described in the optional legacy review,
|
||||
// and guard against intermediate squaring overflow near the finite limit.
|
||||
DoubleDouble[] boundaries = [new(1e-308), new(double.Epsilon),
|
||||
new(Math.BitDecrement(Math.ScaleB(1.0, -1022))), new(Math.ScaleB(1.0, -1022)),
|
||||
new(Math.BitIncrement(Math.ScaleB(1.0, -1022))), new(double.MaxValue),
|
||||
DoubleDouble.FromComponents(double.MaxValue, Math.ScaleB(1.0, 969)),
|
||||
DoubleDouble.FromComponents(double.MaxValue, -Math.ScaleB(1.0, 969)),
|
||||
DoubleDouble.FromComponents(1.0, Math.ScaleB(1.0, -53)),
|
||||
DoubleDouble.FromComponents(1.0, -Math.ScaleB(1.0, -54)),
|
||||
DoubleDouble.FromComponents(4.0, Math.ScaleB(1.0, -51)),
|
||||
DoubleDouble.FromComponents(4.0, -Math.ScaleB(1.0, -52))];
|
||||
foreach (DoubleDouble input in boundaries)
|
||||
{
|
||||
AssertSqrtBound(input, DDMath.Sqrt(input));
|
||||
}
|
||||
}
|
||||
|
||||
private static void AssertSqrtBound(DoubleDouble input, DoubleDouble actual)
|
||||
{
|
||||
DoubleDouble.IsFinite(actual).ShouldBeTrue();
|
||||
DoubleDouble.IsCanonical(actual).ShouldBeTrue();
|
||||
(actual.High > 0.0).ShouldBeTrue();
|
||||
|
||||
// Independent exact rational oracle: x = X*2^-1074, y = Y*2^-1074.
|
||||
// For positive x and y, |y/sqrt(x) - 1| <= t iff
|
||||
// x*(1-t)^2 <= y^2 <= x*(1+t)^2. With t=2^-100 we
|
||||
// cross-multiply to integers: no rounded sqrt, product, or DD conversion.
|
||||
BigInteger x = (Units(input.High) + Units(input.Low)) << 1074;
|
||||
BigInteger y = Units(actual.High) + Units(actual.Low);
|
||||
BigInteger scale = BigInteger.One << 100;
|
||||
BigInteger squared = (y * y) << 200;
|
||||
BigInteger lower = x * (scale - 1) * (scale - 1);
|
||||
BigInteger upper = x * (scale + 1) * (scale + 1);
|
||||
(squared >= lower && squared <= upper).ShouldBeTrue(
|
||||
$"Sqrt bound failed for ({input.High:R}, {input.Low:R}): ({actual.High:R}, {actual.Low:R})");
|
||||
}
|
||||
|
||||
private static BigInteger Units(double value)
|
||||
{
|
||||
long bits = BitConverter.DoubleToInt64Bits(value);
|
||||
int exponent = (int)((bits >> 52) & 0x7ff);
|
||||
BigInteger significand = bits & 0xfffffffffffffL;
|
||||
if (exponent != 0)
|
||||
{
|
||||
significand += BigInteger.One << 52;
|
||||
significand <<= exponent - 1;
|
||||
}
|
||||
return bits < 0 ? -significand : significand;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,35 @@
|
||||
using Shouldly;
|
||||
using Xunit;
|
||||
|
||||
namespace Just.PreciseMath.Tests;
|
||||
|
||||
public class PreciseMathTests
|
||||
{
|
||||
[Fact]
|
||||
public void AbsPreservesBothComponentsAndCanonicalSpecialValues()
|
||||
{
|
||||
double[] scalars = [0.0, -0.0, 1.0, -1.0, double.Epsilon, -double.Epsilon,
|
||||
double.MaxValue, double.MinValue, double.PositiveInfinity, double.NegativeInfinity, double.NaN];
|
||||
foreach (double scalar in scalars)
|
||||
{
|
||||
// Binary64 is an independent reference when the input has no residual.
|
||||
DoubleDouble actual = DDMath.Abs(new DoubleDouble(scalar));
|
||||
AssertBits(actual, double.IsNaN(scalar) ? double.NaN : Math.Abs(scalar), 0.0);
|
||||
DoubleDouble.IsCanonical(actual).ShouldBeTrue();
|
||||
}
|
||||
|
||||
foreach (double low in new[] { Math.ScaleB(1.0, -54), -Math.ScaleB(1.0, -54), double.Epsilon, -double.Epsilon })
|
||||
{
|
||||
DoubleDouble positive = DoubleDouble.FromComponents(1.0, low);
|
||||
DoubleDouble negative = DoubleDouble.FromComponents(-1.0, -low);
|
||||
AssertBits(DDMath.Abs(positive), 1.0, low);
|
||||
AssertBits(DDMath.Abs(negative), 1.0, low);
|
||||
}
|
||||
}
|
||||
|
||||
private static void AssertBits(DoubleDouble actual, double high, double low)
|
||||
{
|
||||
BitConverter.DoubleToInt64Bits(actual.High).ShouldBe(BitConverter.DoubleToInt64Bits(high));
|
||||
BitConverter.DoubleToInt64Bits(actual.Low).ShouldBe(BitConverter.DoubleToInt64Bits(low));
|
||||
}
|
||||
}
|
||||
@@ -75,8 +75,32 @@ DoubleDouble quarterTurn = DoubleDouble.PiOver2;
|
||||
The factors avoid deriving constants at runtime; the multiplication itself remains
|
||||
approximate DD arithmetic, so conversions are not guaranteed exact round trips.
|
||||
The list is mathematical and dimensionless, not a table of unit-dependent physical
|
||||
constants. Precomputed roots/logarithms do not imply general `Sqrt`/`Log` functions
|
||||
are implemented.
|
||||
constants. Precomputed logarithms do not imply a general `Log` function is implemented.
|
||||
|
||||
## Mathematical functions
|
||||
|
||||
The initial `DDMath` static class provides:
|
||||
|
||||
- `Abs(DoubleDouble)`: preserves both components, maps either signed zero to
|
||||
positive zero and either infinity to positive infinity, and returns canonical NaN.
|
||||
It shares the existing `DoubleDouble.Abs` implementation.
|
||||
- `Sqrt(DoubleDouble)`: uses power-of-two scaling and an FMA-based Newton correction
|
||||
to retain extended precision, including for subnormal inputs, without squaring
|
||||
an unscaled estimate near the exponent limits. Signed zero and positive infinity
|
||||
are preserved; negative nonzero inputs and NaN return canonical NaN.
|
||||
|
||||
```csharp
|
||||
using Just.PreciseMath;
|
||||
|
||||
DoubleDouble root = DDMath.Sqrt(new DoubleDouble(2.0));
|
||||
DoubleDouble magnitude = DDMath.Abs(-root);
|
||||
```
|
||||
|
||||
Square-root tests compare the exact component sum against a `2^-100` relative
|
||||
error bound using integer inequalities. They include samples at every binary64
|
||||
exponent, boundary neighbors, both signs of the low component, and exact binary
|
||||
squares. This is a tested approximate-accuracy contract, not exhaustive coverage
|
||||
of all component pairs or a guarantee of correctly rounded results.
|
||||
|
||||
## Conversions and formatting
|
||||
|
||||
@@ -165,8 +189,8 @@ bool success = DoubleDouble.TryParse("1.25e-2".AsSpan(), CultureInfo.InvariantCu
|
||||
|
||||
## Deferred scope
|
||||
|
||||
The planned `PreciseMath` static class and its `Abs`, `Sqrt`, `Pow`, `Exp`, and
|
||||
`Log` functions are not implemented. Generic-math interfaces beyond `ISignedNumber`,
|
||||
The `DDMath.Pow`, `DDMath.Exp`, and `DDMath.Log` functions remain unimplemented.
|
||||
Generic-math interfaces beyond `ISignedNumber`,
|
||||
additional text formats/general round-trip formatting, and non-arithmetic performance
|
||||
benchmarks remain deferred.
|
||||
Replacing allocating arithmetic boundary fallbacks is also deferred; the current
|
||||
|
||||
Reference in New Issue
Block a user