diff --git a/CHANGELOG.md b/CHANGELOG.md index 4bcc57810..ef675b692 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -2,7 +2,7 @@ ## [Unreleased] ### Added - +- Better trigonometric and hyperbolic functions for `AutoDiffField` (https://github.com/mipt-npm/kmath/pull/140). ### Changed ### Deprecated @@ -10,7 +10,7 @@ ### Removed ### Fixed - +- `symbol` method in `MstExtendedField` (https://github.com/mipt-npm/kmath/pull/140) ### Security ## [0.1.4] diff --git a/kmath-ast/src/commonMain/kotlin/scientifik/kmath/ast/MstAlgebra.kt b/kmath-ast/src/commonMain/kotlin/scientifik/kmath/ast/MstAlgebra.kt index ac8765198..861630e22 100644 --- a/kmath-ast/src/commonMain/kotlin/scientifik/kmath/ast/MstAlgebra.kt +++ b/kmath-ast/src/commonMain/kotlin/scientifik/kmath/ast/MstAlgebra.kt @@ -44,7 +44,9 @@ object MstSpace : Space, NumericAlgebra { * @author Alexander Nozik */ object MstRing : Ring, NumericAlgebra { - override val zero: MST = number(0.0) + override val zero: MST + get() = MstSpace.zero + override val one: MST = number(1.0) override fun number(value: Number): MST = MstSpace.number(value) @@ -67,8 +69,11 @@ object MstRing : Ring, NumericAlgebra { * @author Alexander Nozik */ object MstField : Field { - override val zero: MST = number(0.0) - override val one: MST = number(1.0) + override val zero: MST + get() = MstRing.zero + + override val one: MST + get() = MstRing.one override fun symbol(value: String): MST = MstRing.symbol(value) override fun number(value: Number): MST = MstRing.number(value) @@ -89,14 +94,25 @@ object MstField : Field { * @author Iaroslav Postovalov */ object MstExtendedField : ExtendedField { - override val zero: MST = number(0.0) - override val one: MST = number(1.0) + override val zero: MST + get() = MstField.zero + override val one: MST + get() = MstField.one + + override fun symbol(value: String): MST = MstField.symbol(value) override fun sin(arg: MST): MST = unaryOperation(TrigonometricOperations.SIN_OPERATION, arg) override fun cos(arg: MST): MST = unaryOperation(TrigonometricOperations.COS_OPERATION, arg) + override fun tan(arg: MST): MST = unaryOperation(TrigonometricOperations.TAN_OPERATION, arg) override fun asin(arg: MST): MST = unaryOperation(TrigonometricOperations.ASIN_OPERATION, arg) override fun acos(arg: MST): MST = unaryOperation(TrigonometricOperations.ACOS_OPERATION, arg) override fun atan(arg: MST): MST = unaryOperation(TrigonometricOperations.ATAN_OPERATION, arg) + override fun sinh(arg: MST): MST = unaryOperation(HyperbolicOperations.SINH_OPERATION, arg) + override fun cosh(arg: MST): MST = unaryOperation(HyperbolicOperations.COSH_OPERATION, arg) + override fun tanh(arg: MST): MST = unaryOperation(HyperbolicOperations.TANH_OPERATION, arg) + override fun asinh(arg: MST): MST = unaryOperation(HyperbolicOperations.ASINH_OPERATION, arg) + override fun acosh(arg: MST): MST = unaryOperation(HyperbolicOperations.ACOSH_OPERATION, arg) + override fun atanh(arg: MST): MST = unaryOperation(HyperbolicOperations.ATANH_OPERATION, arg) override fun add(a: MST, b: MST): MST = MstField.add(a, b) override fun multiply(a: MST, k: Number): MST = MstField.multiply(a, k) override fun multiply(a: MST, b: MST): MST = MstField.multiply(a, b) diff --git a/kmath-core/src/commonMain/kotlin/scientifik/kmath/misc/AutoDiff.kt b/kmath-core/src/commonMain/kotlin/scientifik/kmath/misc/AutoDiff.kt index 808312877..d701dbfc8 100644 --- a/kmath-core/src/commonMain/kotlin/scientifik/kmath/misc/AutoDiff.kt +++ b/kmath-core/src/commonMain/kotlin/scientifik/kmath/misc/AutoDiff.kt @@ -65,7 +65,6 @@ inline fun > F.deriv(body: AutoDiffField.() -> Varia } } - abstract class AutoDiffField> : Field> { abstract val context: F @@ -152,7 +151,6 @@ internal class AutoDiffContext>(override val context: F) : // Basic math (+, -, *, /) - override fun add(a: Variable, b: Variable): Variable = derive(variable { a.value + b.value }) { z -> a.d += z.d b.d += z.d @@ -173,38 +171,66 @@ internal class AutoDiffContext>(override val context: F) : } } -// Extensions for differentiation of various basic mathematical functions - -// x ^ 2 fun > AutoDiffField.sqr(x: Variable): Variable = derive(variable { x.value * x.value }) { z -> x.d += z.d * 2 * x.value } -// x ^ 1/2 fun > AutoDiffField.sqrt(x: Variable): Variable = derive(variable { sqrt(x.value) }) { z -> x.d += z.d * 0.5 / z.value } -// x ^ y (const) fun > AutoDiffField.pow(x: Variable, y: Double): Variable = derive(variable { power(x.value, y) }) { z -> x.d += z.d * y * power(x.value, y - 1) } -fun > AutoDiffField.pow(x: Variable, y: Int): Variable = pow(x, y.toDouble()) +fun > AutoDiffField.pow(x: Variable, y: Int): Variable = + pow(x, y.toDouble()) -// exp(x) fun > AutoDiffField.exp(x: Variable): Variable = derive(variable { exp(x.value) }) { z -> x.d += z.d * z.value } -// ln(x) fun > AutoDiffField.ln(x: Variable): Variable = derive(variable { ln(x.value) }) { z -> x.d += z.d / x.value } -// x ^ y (any) fun > AutoDiffField.pow(x: Variable, y: Variable): Variable = exp(y * ln(x)) -// sin(x) fun > AutoDiffField.sin(x: Variable): Variable = derive(variable { sin(x.value) }) { z -> x.d += z.d * cos(x.value) } -// cos(x) fun > AutoDiffField.cos(x: Variable): Variable = derive(variable { cos(x.value) }) { z -> x.d -= z.d * sin(x.value) } + +fun > AutoDiffField.tan(x: Variable): Variable = + derive(variable { tan(x.value) }) { z -> + val c = cos(x.value) + x.d += z.d / (c * c) + } + +fun > AutoDiffField.asin(x: Variable): Variable = + derive(variable { asin(x.value) }) { z -> x.d += z.d / sqrt(one - x.value * x.value) } + +fun > AutoDiffField.acos(x: Variable): Variable = + derive(variable { acos(x.value) }) { z -> x.d -= z.d / sqrt(one - x.value * x.value) } + +fun > AutoDiffField.atan(x: Variable): Variable = + derive(variable { atan(x.value) }) { z -> x.d += z.d / (one + x.value * x.value) } + +fun > AutoDiffField.sinh(x: Variable): Variable = + derive(variable { sin(x.value) }) { z -> x.d += z.d * cosh(x.value) } + +fun > AutoDiffField.cosh(x: Variable): Variable = + derive(variable { cos(x.value) }) { z -> x.d += z.d * sinh(x.value) } + +fun > AutoDiffField.tanh(x: Variable): Variable = + derive(variable { tan(x.value) }) { z -> + val c = cosh(x.value) + x.d += z.d / (c * c) + } + +fun > AutoDiffField.asinh(x: Variable): Variable = + derive(variable { asinh(x.value) }) { z -> x.d += z.d / sqrt(one + x.value * x.value) } + +fun > AutoDiffField.acosh(x: Variable): Variable = + derive(variable { acosh(x.value) }) { z -> x.d += z.d / (sqrt((x.value - one) * (x.value + one))) } + +fun > AutoDiffField.atanh(x: Variable): Variable = + derive(variable { atanh(x.value) }) { z -> x.d += z.d / (one - x.value * x.value) } + diff --git a/kmath-core/src/commonTest/kotlin/scientifik/kmath/misc/AutoDiffTest.kt b/kmath-core/src/commonTest/kotlin/scientifik/kmath/misc/AutoDiffTest.kt index c08a63ccb..91d32cf8e 100644 --- a/kmath-core/src/commonTest/kotlin/scientifik/kmath/misc/AutoDiffTest.kt +++ b/kmath-core/src/commonTest/kotlin/scientifik/kmath/misc/AutoDiffTest.kt @@ -3,19 +3,19 @@ package scientifik.kmath.misc import scientifik.kmath.operations.RealField import scientifik.kmath.structures.asBuffer import kotlin.math.PI +import kotlin.math.pow +import kotlin.math.sqrt import kotlin.test.Test import kotlin.test.assertEquals import kotlin.test.assertTrue class AutoDiffTest { - fun Variable(int: Int): Variable = Variable(int.toDouble()) - - fun deriv(body: AutoDiffField.() -> Variable): DerivationResult = + inline fun deriv(body: AutoDiffField.() -> Variable): DerivationResult = RealField.deriv(body) @Test fun testPlusX2() { - val x = Variable(3) // diff w.r.t this x at 3 + val x = Variable(3.0) // diff w.r.t this x at 3 val y = deriv { x + x } assertEquals(6.0, y.value) // y = x + x = 6 assertEquals(2.0, y.deriv(x)) // dy/dx = 2 @@ -24,8 +24,8 @@ class AutoDiffTest { @Test fun testPlus() { // two variables - val x = Variable(2) - val y = Variable(3) + val x = Variable(2.0) + val y = Variable(3.0) val z = deriv { x + y } assertEquals(5.0, z.value) // z = x + y = 5 assertEquals(1.0, z.deriv(x)) // dz/dx = 1 @@ -35,8 +35,8 @@ class AutoDiffTest { @Test fun testMinus() { // two variables - val x = Variable(7) - val y = Variable(3) + val x = Variable(7.0) + val y = Variable(3.0) val z = deriv { x - y } assertEquals(4.0, z.value) // z = x - y = 4 assertEquals(1.0, z.deriv(x)) // dz/dx = 1 @@ -45,7 +45,7 @@ class AutoDiffTest { @Test fun testMulX2() { - val x = Variable(3) // diff w.r.t this x at 3 + val x = Variable(3.0) // diff w.r.t this x at 3 val y = deriv { x * x } assertEquals(9.0, y.value) // y = x * x = 9 assertEquals(6.0, y.deriv(x)) // dy/dx = 2 * x = 7 @@ -53,7 +53,7 @@ class AutoDiffTest { @Test fun testSqr() { - val x = Variable(3) + val x = Variable(3.0) val y = deriv { sqr(x) } assertEquals(9.0, y.value) // y = x ^ 2 = 9 assertEquals(6.0, y.deriv(x)) // dy/dx = 2 * x = 7 @@ -61,7 +61,7 @@ class AutoDiffTest { @Test fun testSqrSqr() { - val x = Variable(2) + val x = Variable(2.0) val y = deriv { sqr(sqr(x)) } assertEquals(16.0, y.value) // y = x ^ 4 = 16 assertEquals(32.0, y.deriv(x)) // dy/dx = 4 * x^3 = 32 @@ -69,7 +69,7 @@ class AutoDiffTest { @Test fun testX3() { - val x = Variable(2) // diff w.r.t this x at 2 + val x = Variable(2.0) // diff w.r.t this x at 2 val y = deriv { x * x * x } assertEquals(8.0, y.value) // y = x * x * x = 8 assertEquals(12.0, y.deriv(x)) // dy/dx = 3 * x * x = 12 @@ -77,8 +77,8 @@ class AutoDiffTest { @Test fun testDiv() { - val x = Variable(5) - val y = Variable(2) + val x = Variable(5.0) + val y = Variable(2.0) val z = deriv { x / y } assertEquals(2.5, z.value) // z = x / y = 2.5 assertEquals(0.5, z.deriv(x)) // dz/dx = 1 / y = 0.5 @@ -87,7 +87,7 @@ class AutoDiffTest { @Test fun testPow3() { - val x = Variable(2) // diff w.r.t this x at 2 + val x = Variable(2.0) // diff w.r.t this x at 2 val y = deriv { pow(x, 3) } assertEquals(8.0, y.value) // y = x ^ 3 = 8 assertEquals(12.0, y.deriv(x)) // dy/dx = 3 * x ^ 2 = 12 @@ -95,8 +95,8 @@ class AutoDiffTest { @Test fun testPowFull() { - val x = Variable(2) - val y = Variable(3) + val x = Variable(2.0) + val y = Variable(3.0) val z = deriv { pow(x, y) } assertApprox(8.0, z.value) // z = x ^ y = 8 assertApprox(12.0, z.deriv(x)) // dz/dx = y * x ^ (y - 1) = 12 @@ -105,7 +105,7 @@ class AutoDiffTest { @Test fun testFromPaper() { - val x = Variable(3) + val x = Variable(3.0) val y = deriv { 2 * x + x * x * x } assertEquals(33.0, y.value) // y = 2 * x + x * x * x = 33 assertEquals(29.0, y.deriv(x)) // dy/dx = 2 + 3 * x * x = 29 @@ -113,9 +113,9 @@ class AutoDiffTest { @Test fun testInnerVariable() { - val x = Variable(1) + val x = Variable(1.0) val y = deriv { - Variable(1) * x + Variable(1.0) * x } assertEquals(1.0, y.value) // y = x ^ n = 1 assertEquals(1.0, y.deriv(x)) // dy/dx = n * x ^ (n - 1) = n - 1 @@ -124,9 +124,9 @@ class AutoDiffTest { @Test fun testLongChain() { val n = 10_000 - val x = Variable(1) + val x = Variable(1.0) val y = deriv { - var res = Variable(1) + var res = Variable(1.0) for (i in 1..n) res *= x res } @@ -136,7 +136,7 @@ class AutoDiffTest { @Test fun testExample() { - val x = Variable(2) + val x = Variable(2.0) val y = deriv { sqr(x) + 5 * x + 3 } assertEquals(17.0, y.value) // the value of result (y) assertEquals(9.0, y.deriv(x)) // dy/dx @@ -144,7 +144,7 @@ class AutoDiffTest { @Test fun testSqrt() { - val x = Variable(16) + val x = Variable(16.0) val y = deriv { sqrt(x) } assertEquals(4.0, y.value) // y = x ^ 1/2 = 4 assertEquals(1.0 / 8, y.deriv(x)) // dy/dx = 1/2 / x ^ 1/4 = 1/8 @@ -152,18 +152,98 @@ class AutoDiffTest { @Test fun testSin() { - val x = Variable(PI / 6) + val x = Variable(PI / 6.0) val y = deriv { sin(x) } - assertApprox(0.5, y.value) // y = sin(PI/6) = 0.5 - assertApprox(kotlin.math.sqrt(3.0) / 2, y.deriv(x)) // dy/dx = cos(PI/6) = sqrt(3)/2 + assertApprox(0.5, y.value) // y = sin(PI/6) = 0.5 + assertApprox(sqrt(3.0) / 2, y.deriv(x)) // dy/dx = cos(pi/6) = sqrt(3)/2 } @Test fun testCos() { val x = Variable(PI / 6) val y = deriv { cos(x) } - assertApprox(kotlin.math.sqrt(3.0) / 2, y.value) // y = cos(PI/6) = sqrt(3)/2 - assertApprox(-0.5, y.deriv(x)) // dy/dx = -sin(PI/6) = -0.5 + assertApprox(sqrt(3.0) / 2, y.value) //y = cos(pi/6) = sqrt(3)/2 + assertApprox(-0.5, y.deriv(x)) // dy/dx = -sin(pi/6) = -0.5 + } + + @Test + fun testTan() { + val x = Variable(PI / 6) + val y = deriv { tan(x) } + assertApprox(1.0 / sqrt(3.0), y.value) // y = tan(pi/6) = 1/sqrt(3) + assertApprox(4.0 / 3.0, y.deriv(x)) // dy/dx = sec(pi/6)^2 = 4/3 + } + + @Test + fun testAsin() { + val x = Variable(PI / 6) + val y = deriv { asin(x) } + assertApprox(kotlin.math.asin(PI / 6.0), y.value) // y = asin(pi/6) + assertApprox(6.0 / sqrt(36 - PI * PI), y.deriv(x)) // dy/dx = 6/sqrt(36-pi^2) + } + + @Test + fun testAcos() { + val x = Variable(PI / 6) + val y = deriv { acos(x) } + assertApprox(kotlin.math.acos(PI / 6.0), y.value) // y = acos(pi/6) + assertApprox(-6.0 / sqrt(36.0 - PI * PI), y.deriv(x)) // dy/dx = -6/sqrt(36-pi^2) + } + + @Test + fun testAtan() { + val x = Variable(PI / 6) + val y = deriv { atan(x) } + assertApprox(kotlin.math.atan(PI / 6.0), y.value) // y = atan(pi/6) + assertApprox(36.0 / (36.0 + PI * PI), y.deriv(x)) // dy/dx = 36/(36+pi^2) + } + + @Test + fun testSinh() { + val x = Variable(0.0) + val y = deriv { sinh(x) } + assertApprox(kotlin.math.sinh(0.0), y.value) // y = sinh(0) + assertApprox(kotlin.math.cosh(0.0), y.deriv(x)) // dy/dx = cosh(0) + } + + @Test + fun testCosh() { + val x = Variable(0.0) + val y = deriv { cosh(x) } + assertApprox(1.0, y.value) //y = cosh(0) + assertApprox(0.0, y.deriv(x)) // dy/dx = sinh(0) + } + + @Test + fun testTanh() { + val x = Variable(PI / 6) + val y = deriv { tanh(x) } + assertApprox(1.0 / sqrt(3.0), y.value) // y = tanh(pi/6) + assertApprox(1.0 / kotlin.math.cosh(PI / 6.0).pow(2), y.deriv(x)) // dy/dx = sech(pi/6)^2 + } + + @Test + fun testAsinh() { + val x = Variable(PI / 6) + val y = deriv { asinh(x) } + assertApprox(kotlin.math.asinh(PI / 6.0), y.value) // y = asinh(pi/6) + assertApprox(6.0 / sqrt(36 + PI * PI), y.deriv(x)) // dy/dx = 6/sqrt(pi^2+36) + } + + @Test + fun testAcosh() { + val x = Variable(PI / 6) + val y = deriv { acosh(x) } + assertApprox(kotlin.math.acosh(PI / 6.0), y.value) // y = acosh(pi/6) + assertApprox(-6.0 / sqrt(36.0 - PI * PI), y.deriv(x)) // dy/dx = -6/sqrt(36-pi^2) + } + + @Test + fun testAtanh() { + val x = Variable(PI / 6.0) + val y = deriv { atanh(x) } + assertApprox(kotlin.math.atanh(PI / 6.0), y.value) // y = atanh(pi/6) + assertApprox(-36.0 / (PI * PI - 36.0), y.deriv(x)) // dy/dx = -36/(pi^2-36) } @Test