343 lines
20 KiB
Markdown
343 lines
20 KiB
Markdown
# Just.PreciseMath
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Extended-precision floating-point arithmetic for .NET using double-double
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representations: a high/low pair of `double` values. The goal is to retain more
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precision than a single `double` while using a fixed-size representation,
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rather than arbitrary-precision arithmetic.
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> **Work in progress.** The public API is incomplete and may change. Numerical
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> contracts are covered by regression tests, not an exhaustive accuracy
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> certification. The library is not ready for production use.
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## DoubleDouble core
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`DoubleDouble` stores a normalized high/low pair. Use `new DoubleDouble(value)`
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for a single `double`, or `DoubleDouble.FromComponents(high, low)` for arbitrary
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components. The factory normalizes finite sums and canonicalizes NaN/infinity
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with a positive-zero low component. The two-component constructor is internal
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and performs no normalization or validation; it is reserved for trusted,
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already-normalized results. Mathematical constants use precomputed high/low pairs
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checked against independently computed high-precision values; accessing them does
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not perform double-double arithmetic or allocate on the heap.
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- Arithmetic: unary `+`/`-`, binary `+`, `-`, `*`, `/`, and both operand orders with
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a `double`. Addition retains residuals under cancellation; multiplication uses
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fused multiply-add; division uses residual corrections. Mixed `double` operators
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use specialized scalar paths rather than promoting the scalar to `DoubleDouble`.
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Their finite fast paths normalize once with a final sum transform; scalar
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division uses one compensated quotient correction within the error contract below.
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- Exponent boundaries: bounded `BigInteger` calculations avoid intermediate
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overflow and underflow on the exceptional finite path. Ordinary arithmetic uses
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floating-point transforms without allocations. The stored value remains two
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doubles; this is not an arbitrary-precision API.
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- Comparisons use both components. `Equals` treats NaNs as equal and signed zeros
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as equal for collections. `CompareTo` orders NaN before other values. Numerical
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equality and relational operators treat NaN as unordered, like `double`.
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- Signed zero is preserved by single-value construction and unary negation.
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`FromComponents` with a zero low input preserves the high zero's
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sign. Exact cancellation of nonzero values yields positive zero. Arithmetic
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special values follow binary64 rules.
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Arithmetic is approximate double-double arithmetic, **not a promise of correctly
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rounded 106-bit results**. The deterministic rational-oracle tests check a
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conservative error bound of `2^-100` relative plus one minimum binary64 subnormal,
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with exact component checks for selected representable cases. Near underflow,
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extended precision necessarily decreases; overflow produces infinity. Performance
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of the allocating exponent-boundary path is not covered by the basic benchmarks.
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## Predefined mathematical constants
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All constants below are static `DoubleDouble` properties. Each stores the nearest
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binary64 high component followed by the nearest binary64 residual, rather than
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calculating a ratio, root, or logarithm on access. Names use PascalCase, including
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`Pi`, `E`, and `Ln2`.
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| Group | Properties and values |
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|---|---|
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| Circle and common angles | `Pi` (π), `Tau` (2π), `PiOver2`, `PiOver3`, `PiOver4`, `PiOver6` |
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| Angular conversion | `DegToRad` (π/180), `RadToDeg` (180/π), `InvPi` (1/π), `InvTau` (1/(2π), radians to turns) |
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| Exponential and logarithmic | `E`, `InvE` (1/e), `Ln2` (ln 2), `Ln10` (ln 10) |
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| Log-base conversion | `Log2E` (1/ln 2), `Log10E` (1/ln 10), `Log2Of10` (ln 10/ln 2), `Log10Of2` (ln 2/ln 10) |
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| Roots and geometry | `Sqrt2`, `Sqrt3`, `Sqrt5`, `InvSqrt2`, `InvSqrt3`, `GoldenRatio` ((1+√5)/2) |
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| Gaussian and error-function factors | `SqrtPi`, `InvSqrtPi`, `TwoInvSqrtPi` (2/√π), `SqrtTau` (√(2π)), `InvSqrtTau` (1/√(2π)) |
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Multiply by conversion factors instead of recomputing them:
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```csharp
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using Just.PreciseMath;
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DoubleDouble degrees = new(180.0);
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DoubleDouble radians = degrees * DoubleDouble.DegToRad;
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DoubleDouble convertedDegrees = radians * DoubleDouble.RadToDeg;
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DoubleDouble quarterTurn = DoubleDouble.PiOver2;
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```
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The factors avoid deriving constants at runtime; the multiplication itself remains
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approximate DD arithmetic, so conversions are not guaranteed exact round trips.
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The list is mathematical and dimensionless, not a table of unit-dependent physical
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constants. The natural logarithm function is provided separately by `DDMath.Log`.
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## Mathematical functions
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The `DDMath` static class provides:
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- `Abs(DoubleDouble)`: preserves both components, maps either signed zero to
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positive zero and either infinity to positive infinity, and returns canonical NaN.
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It shares the existing `DoubleDouble.Abs` implementation.
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- `Reciprocal(DoubleDouble)`: returns exactly the same high and low component bits
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as `1.0 / value`. It specializes scalar/DD division for a numerator of one,
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omitting only redundant numerator checks while preserving both divisions,
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the FMA sequence, and normalization. Signed zeros map to signed infinities,
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signed infinities to signed zeros, and NaN to canonical NaN. The allocating exact boundary
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path handles extreme exponents; finite overflow produces signed infinity.
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No speedup over scalar/DD division has been measured.
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- `Sqrt(DoubleDouble)`: uses power-of-two scaling and an FMA-based Newton correction
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to retain extended precision, including for subnormal inputs, without squaring
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an unscaled estimate near the exponent limits. Signed zero and positive infinity
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are preserved; negative nonzero inputs and NaN return canonical NaN.
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- `InvSqrt(DoubleDouble)`: computes the reciprocal square root with power-of-two
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scaling and a compensated Newton step, avoiding double-double division and its
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allocating boundary paths. The estimate's squared-product residual is retained
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with FMA. Signed zeros map to correspondingly signed infinities; positive infinity
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maps to positive zero; negative nonzero inputs and NaN return canonical NaN.
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This is a dedicated algorithm, not a claim of measured speedup over `1.0 / Sqrt(x)`.
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- `Pow(DoubleDouble, int)`: exponentiation by squaring with a separately tracked
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binary exponent. Supports the full `int` domain, including `int.MinValue`, and
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reciprocates a bounded significand before final scaling for negative exponents.
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Any value to power zero is one (including NaN and signed zero). Other NaNs
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propagate; zero/infinity signs follow integer-power parity and exponent sign.
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- `Pow(DoubleDouble, double)` and `Pow(DoubleDouble, DoubleDouble)`: arbitrary
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real powers, retaining the base's low component and, for the DD overload, the
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exponent's low component. For finite exponents, negative finite bases require integers;
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integrality and odd/even parity use the complete exponent, even above `2^53`.
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Integer-valued exponents within `int` range reuse the integer implementation.
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Other finite cases share `Log`'s range-scaled finite kernel, followed by `Exp`.
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Near-one bases retain tiny low components before multiplication by large powers.
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- `Exp(DoubleDouble)`: binary range reduction with three components of `ln(2)`,
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followed by a [12/12] Padé approximation and power-of-two scaling. Both input
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components affect range boundaries; representable subnormals are retained.
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Either zero maps to one, negative infinity to positive zero, positive infinity
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to positive infinity, and NaN to canonical NaN.
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- `Log(DoubleDouble)`: natural logarithm using binary range reduction and a
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centered atanh series. The bounded mantissa avoids denominator overflow for
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large inputs; a separate near-one path retains even minimum-subnormal low
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components. Either zero maps to negative infinity, one to positive zero,
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positive infinity to itself, and negative nonzero inputs or NaN to canonical NaN.
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```csharp
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using Just.PreciseMath;
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DoubleDouble root = DDMath.Sqrt(new DoubleDouble(2.0));
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DoubleDouble inverseRoot = DDMath.InvSqrt(new DoubleDouble(2.0));
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DoubleDouble reciprocal = DDMath.Reciprocal(new DoubleDouble(3.0));
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DoubleDouble magnitude = DDMath.Abs(-root);
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DoubleDouble smallPower = DDMath.Pow(new DoubleDouble(2.0), -1024);
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DoubleDouble exponential = DDMath.Exp(new DoubleDouble(1.0));
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DoubleDouble logarithm = DDMath.Log(new DoubleDouble(10.0));
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DoubleDouble fractionalPower = DDMath.Pow(new DoubleDouble(2.0), 0.5);
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DoubleDouble preciseExponent = DoubleDouble.FromComponents(0.5, 1e-30);
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DoubleDouble precisePower = DDMath.Pow(new DoubleDouble(2.0), preciseExponent);
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```
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Reciprocal tests check bitwise equivalence with `1.0 / value` and independently
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check exact rational error against `2^-100` relative plus one minimum binary64
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subnormal. They sample every binary64 exponent, both signs, dense and sparse lows,
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binade neighbors, and special values; selected powers of two and sparse corrections
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also have exact component checks. This preserves division's approximate-accuracy
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contract, not a guarantee of correctly rounded results.
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Square-root and inverse-square-root tests compare the exact component sum against
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a `2^-100` relative error bound using integer inequalities. They include samples at every binary64
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exponent, boundary neighbors, both signs of the low component, and exact binary
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squares/powers of four. Square-root tests also bracket exact root-rounding midpoints;
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both suites exercise half-ulp low-component normalization boundaries.
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This is a tested approximate-accuracy contract, not exhaustive coverage
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of all component pairs or a guarantee of correctly rounded results.
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Logarithm tests compare exact component sums with independently generated
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120-digit decimal references, requiring agreement at 450 and 650 digits. They
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check `2^-100` relative error plus one minimum binary64 subnormal, with an explicit
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reference-rounding allowance. Powers of two cover every finite binary64 exponent;
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additional tests cover extreme magnitudes, near-one cancellation, sparse lows of
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either sign, and range-reduction transitions. This is sampled approximate accuracy,
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not a universal error proof or a correct-rounding guarantee.
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Exponential tests use independent high-precision decimal references evaluated at
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two precisions, with exact integer comparisons of the stored component sum. They
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check `2^-100` relative error plus one minimum binary64 subnormal, with a separately
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bounded reference-rounding allowance. Integer-power tests use exact rational
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references and high-precision fixtures for large exponents; their tested absolute
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error bound is `|exact result| * (|exponent| + 1) * 2^-100 + 2^-1074`, not uniform
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relative accuracy independent of the exponent. Both functions are approximate;
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precision decreases near underflow and approximation can affect results extremely
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close to a rounding boundary. Final scaling uses the existing allocating exact
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boundary machinery where necessary. No performance measurements are claimed.
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For real powers, `x^±0 = 1` and `1^y = 1`, including NaN in the other operand;
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other NaNs propagate. Infinite exponents compare the complete `|x|` with one,
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with `(-1)^±∞ = 1`. Zero and infinite bases yield a negative sign only for odd
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integer exponents; negative powers exchange zero and infinity. Finite negative
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bases with non-integer finite exponents return canonical NaN.
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Real-power reference tests check `2^-90` relative error plus one minimum binary64
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subnormal for the logarithm/Exp path, with an explicit reference-rounding allowance.
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Integer dispatch retains the exponent-dependent bound above. These are tested
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approximate-accuracy contracts, not universal error proofs or correct-rounding
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guarantees. Reference inputs are exact component sums; logarithms/exponentials
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are independently evaluated at 450 and 650 decimal digits.
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**Known real-power limitations:** extremely close to the range boundaries, the
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logarithm/Exp path can return infinity for a mathematically finite result, or a
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minimum subnormal where zero is expected. The latter can also break monotonicity
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across integer-exponent dispatch. These issues remain unresolved; passing the
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sampled error bounds does not guarantee correct range decisions for every input.
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## Conversions and formatting
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- Explicit conversions support `double`, `float`, `int`, `long`, and `decimal`
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in both directions. Integer inputs are exact. Decimal inputs use their exact
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coefficient and scale to compute the high component and its residual.
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- Integer casts truncate the complete expansion toward zero and throw
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`OverflowException` for nonfinite or out-of-range results. `IConvertible`
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integer conversions instead round to nearest, ties to even, with range checks.
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- Binary32 output rounds the complete expansion directly, including low-component
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decisions at midpoints. Decimal output rounds to the greatest fitting scale up
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to 28; nonfinite values and magnitudes above `decimal.MaxValue` throw.
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- `IConvertible` reports `TypeCode.Object`, supports conversion to itself, and
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treats only numerical zero as false. Char, DateTime, and enum conversions are
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unsupported and throw `InvalidCastException`.
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- `ToString` formats the exact component sum, supports culture-sensitive
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`G`/`g`, `E`/`e`, and `F`/`f`, and rounds ties to even. Precision is bounded to
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0–999; other standard and custom formats throw `FormatException`. Default
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`G32` is **not** shortest-round-trip formatting. NaN, infinities, and signed
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zero are supported without converting through decimal.
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- `TryFormat(Span<char>, ...)` implements `ISpanFormattable` with the same formats.
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It currently allocates via `ToString`; insufficient space returns `false`, writes
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zero characters, and leaves the destination unchanged.
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`DoubleDouble` implements `ISignedNumber<DoubleDouble>`, including the inherited
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`INumberBase` contracts: binary radix, classification, absolute value, magnitude
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selection, increment/decrement, and generic numeric conversions. Integer/parity
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tests and magnitude comparisons retain both components. Magnitude ties prefer
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positive values for maximum and negative values for minimum, including signed zero;
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the `Number` variants prefer a number over NaN.
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`CreateChecked`, `CreateSaturating`, and `CreateTruncating` support built-in numeric
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types and `BigInteger`. Floating overflow produces signed infinity in all modes.
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Finite integer output truncates the exact sum, then throws on overflow, clamps,
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or retains the low destination-width bits, respectively. Decimal nonchecked output
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clamps out-of-range values and maps NaN to zero. These policies are distinct from
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the existing casts and `IConvertible` conversions above.
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Conversions, parsing, and formatting use allocating `BigInteger` intermediates
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where needed to preserve precision; no additional dependency is required.
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## Parsing
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`Parse` and `TryParse` accept strings and `ReadOnlySpan<char>` and implement
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`IParsable<DoubleDouble>` / `ISpanParsable<DoubleDouble>`. This initial parser
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preserves high/low precision rather than parsing through `double` or `decimal`.
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It converts an exact decimal coefficient/exponent into rounded high and residual
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components, then normalizes the pair. It does not promise universally correctly
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rounded 106-bit results or a general `ToString` round trip.
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```csharp
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using System.Globalization;
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using Just.PreciseMath;
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DoubleDouble value = DoubleDouble.Parse("9007199254740993", CultureInfo.InvariantCulture);
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// value.High == 9007199254740992.0; value.Low == 1.0
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bool success = DoubleDouble.TryParse("1.25e-2".AsSpan(), CultureInfo.InvariantCulture,
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out DoubleDouble parsed);
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```
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- Provider-only finite grammar: optional sign, ASCII decimal digits with an optional decimal
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separator, and optional `e`/`E` exponent with sign and digits. At least one
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mantissa digit is required; `.5` and `1.` are accepted with invariant culture.
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Surrounding whitespace is allowed; internal whitespace is not.
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- Signs and the decimal separator come from the supplied culture; a null or
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omitted provider uses the current culture. Culture-specific NaN and infinity
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symbols are recognized case-insensitively. The additional alias `inf` accepts an
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optional culture-specific sign (`inf`, `+inf`, `-inf` with invariant culture).
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Exact custom special symbols take precedence over the alias. Special values accept
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surrounding whitespace and signs even with `NumberStyles.None`; ordinary finite
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numbers still obey the supplied style flags. Signed zero is preserved.
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- Provider-only overloads reject grouping, currency, and parentheses. Explicit
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`NumberStyles` overloads support decimal flags through `NumberStyles.Any`, including
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grouping, currency, parentheses, and trailing signs; group sizes are not validated.
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Hexadecimal, binary, and undefined style flags throw `ArgumentException`, including
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in `TryParse`. Hexadecimal notation and programming-language digit separators
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remain unsupported.
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- Input is limited to **2048 characters**, including surrounding whitespace.
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Huge exponents are bounded before constructing powers of ten. Well-formed
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overflow succeeds with signed infinity; underflow rounds to a subnormal or
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signed zero. A second rounding just below the overflow midpoint stays finite.
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- `Parse` throws `ArgumentNullException` for a null string and `FormatException`
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for invalid, unsupported, or oversized input. `TryParse` returns `false` and
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positive `Zero` for those inputs.
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## Deferred scope
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Natural `DDMath.Log`, `Exp`, and all three `Pow` overloads are implemented.
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Logarithms in other bases, generic-math interfaces beyond `ISignedNumber`,
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additional text formats/general round-trip formatting, and non-arithmetic performance
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benchmarks remain deferred.
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Replacing allocating arithmetic boundary fallbacks is also deferred; the current
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`BigInteger` paths remain in place. That optimization does not require removing
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`BigInteger` from conversions, parsing, formatting, or independent test oracles.
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## Build and test
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Requires the .NET 10 SDK in the `10.0.1xx` feature band, as selected by `global.json`.
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Run from the repository root:
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```sh
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dotnet restore Just.PreciseMath.slnx --locked-mode
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dotnet build Just.PreciseMath.slnx -c Release --no-restore
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dotnet test --solution Just.PreciseMath.slnx -c Release --no-build --minimum-expected-tests 1
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dotnet format Just.PreciseMath.slnx --verify-no-changes --no-restore
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```
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Test results and coverage reports are available in the `test-results` artifact
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on CI workflow runs.
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## Benchmarks
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BenchmarkDotNet measures arithmetic throughput, dependent-chain latency, and allocations,
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including comparisons of `DoubleDouble`, `decimal`, and `double`, mixed scalar operations,
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and exponent-boundary paths. These are performance measurements, not accuracy tests.
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After the Release build above, run from the repository root:
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```sh
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# Discover benchmark methods without running them.
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dotnet run --project 2-benchmarks/Just.PreciseMath.Benchmarks -c Release --no-build -- --list flat
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# Smoke test; Dry timings are not performance measurements.
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dotnet run --project 2-benchmarks/Just.PreciseMath.Benchmarks -c Release --no-build -- --job Dry --filter '*'
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# Full measurement run.
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dotnet run --project 2-benchmarks/Just.PreciseMath.Benchmarks -c Release --no-build -- --filter '*'
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```
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Reports are written under the ignored `BenchmarkDotNet.Artifacts/` directory.
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Replace `'*'` with a benchmark-name pattern to select a subset; use `--artifacts <path>`
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to keep runs separate. Run measurements on an idle machine and inspect BenchmarkDotNet warnings.
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## Project structure
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- `0-source/Just.PreciseMath/`: library implementation.
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- `1-tests/Just.PreciseMath.Tests/`: unit tests.
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- `2-benchmarks/Just.PreciseMath.Benchmarks/`: arithmetic benchmarks against `decimal` and `double`.
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## Contributing
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Follow `.editorconfig` and include regression tests with numerical changes.
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Explain the algorithm's assumptions, the source of reference values, and any
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error tolerances. Include updated `packages.lock.json` files with dependency changes.
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## License
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Licensed under the [MIT License](LICENSE).
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