[eb2946f] | 1 | #!/usr/bin/env python |
---|
| 2 | r""" |
---|
[57eb6a4] | 3 | Show numerical precision of various expressions. |
---|
| 4 | |
---|
| 5 | Evaluates the same function(s) in single and double precision and compares |
---|
| 6 | the results to 500 digit mpmath evaluation of the same function. |
---|
| 7 | |
---|
| 8 | Note: a quick way to generation C and python code for taylor series |
---|
| 9 | expansions from sympy: |
---|
| 10 | |
---|
| 11 | import sympy as sp |
---|
| 12 | x = sp.var("x") |
---|
| 13 | f = sp.sin(x)/x |
---|
| 14 | t = sp.series(f, n=12).removeO() # taylor series with no O(x^n) term |
---|
| 15 | p = sp.horner(t) # Horner representation |
---|
| 16 | p = p.replace(x**2, sp.var("xsq") # simplify if alternate terms are zero |
---|
| 17 | p = p.n(15) # evaluate coefficients to 15 digits (optional) |
---|
| 18 | c_code = sp.ccode(p, assign_to=sp.var("p")) # convert to c code |
---|
| 19 | py_code = c[:-1] # strip semicolon to convert c to python |
---|
| 20 | |
---|
| 21 | # mpmath has pade() rational function approximation, which might work |
---|
| 22 | # better than the taylor series for some functions: |
---|
| 23 | P, Q = mp.pade(sp.Poly(t.n(15),x).coeffs(), L, M) |
---|
| 24 | P = sum(a*x**n for n,a in enumerate(reversed(P))) |
---|
| 25 | Q = sum(a*x**n for n,a in enumerate(reversed(Q))) |
---|
| 26 | c_code = sp.ccode(sp.horner(P)/sp.horner(Q), assign_to=sp.var("p")) |
---|
| 27 | |
---|
| 28 | # There are richardson and shanks series accelerators in both sympy |
---|
| 29 | # and mpmath that may be helpful. |
---|
[eb2946f] | 30 | """ |
---|
| 31 | from __future__ import division, print_function |
---|
| 32 | |
---|
| 33 | import sys |
---|
| 34 | import os |
---|
| 35 | sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), '..'))) |
---|
| 36 | |
---|
| 37 | import numpy as np |
---|
| 38 | from numpy import pi, inf |
---|
| 39 | import scipy.special |
---|
| 40 | try: |
---|
| 41 | from mpmath import mp |
---|
| 42 | except ImportError: |
---|
| 43 | # CRUFT: mpmath split out into its own package |
---|
| 44 | from sympy.mpmath import mp |
---|
| 45 | #import matplotlib; matplotlib.use('TkAgg') |
---|
| 46 | import pylab |
---|
| 47 | |
---|
| 48 | from sasmodels import core, data, direct_model, modelinfo |
---|
| 49 | |
---|
| 50 | class Comparator(object): |
---|
| 51 | def __init__(self, name, mp_function, np_function, ocl_function, xaxis, limits): |
---|
| 52 | self.name = name |
---|
| 53 | self.mp_function = mp_function |
---|
| 54 | self.np_function = np_function |
---|
| 55 | self.ocl_function = ocl_function |
---|
| 56 | self.xaxis = xaxis |
---|
| 57 | self.limits = limits |
---|
| 58 | |
---|
| 59 | def __repr__(self): |
---|
| 60 | return "Comparator(%s)"%self.name |
---|
| 61 | |
---|
| 62 | def call_mpmath(self, vec, bits=500): |
---|
| 63 | """ |
---|
| 64 | Direct calculation using mpmath extended precision library. |
---|
| 65 | """ |
---|
| 66 | with mp.workprec(bits): |
---|
| 67 | return [self.mp_function(mp.mpf(x)) for x in vec] |
---|
| 68 | |
---|
| 69 | def call_numpy(self, x, dtype): |
---|
| 70 | """ |
---|
| 71 | Direct calculation using numpy/scipy. |
---|
| 72 | """ |
---|
| 73 | x = np.asarray(x, dtype) |
---|
| 74 | return self.np_function(x) |
---|
| 75 | |
---|
| 76 | def call_ocl(self, x, dtype, platform='ocl'): |
---|
| 77 | """ |
---|
| 78 | Calculation using sasmodels ocl libraries. |
---|
| 79 | """ |
---|
| 80 | x = np.asarray(x, dtype) |
---|
| 81 | model = core.build_model(self.ocl_function, dtype=dtype) |
---|
| 82 | calculator = direct_model.DirectModel(data.empty_data1D(x), model) |
---|
| 83 | return calculator(background=0) |
---|
| 84 | |
---|
[5181ccc] | 85 | def run(self, xrange="log", diff="relative"): |
---|
[eb2946f] | 86 | r""" |
---|
| 87 | Compare accuracy of different methods for computing f. |
---|
| 88 | |
---|
[5181ccc] | 89 | *xrange* is:: |
---|
[eb2946f] | 90 | |
---|
[5181ccc] | 91 | log: [10^-3,10^5] |
---|
| 92 | logq: [10^-4, 10^1] |
---|
| 93 | linear: [1,1000] |
---|
| 94 | zoom: [1000,1010] |
---|
| 95 | neg: [-100,100] |
---|
| 96 | |
---|
| 97 | *diff* is "relative", "absolute" or "none" |
---|
[eb2946f] | 98 | |
---|
| 99 | *x_bits* is the precision with which the x values are specified. The |
---|
| 100 | default 23 should reproduce the equivalent of a single precisio |
---|
| 101 | """ |
---|
[5181ccc] | 102 | linear = not xrange.startswith("log") |
---|
[eb2946f] | 103 | if xrange == "zoom": |
---|
| 104 | lin_min, lin_max, lin_steps = 1000, 1010, 2000 |
---|
| 105 | elif xrange == "neg": |
---|
| 106 | lin_min, lin_max, lin_steps = -100.1, 100.1, 2000 |
---|
[5181ccc] | 107 | elif xrange == "linear": |
---|
[eb2946f] | 108 | lin_min, lin_max, lin_steps = 1, 1000, 2000 |
---|
[3a220e6] | 109 | lin_min, lin_max, lin_steps = 0.001, 2, 2000 |
---|
[5181ccc] | 110 | elif xrange == "log": |
---|
| 111 | log_min, log_max, log_steps = -3, 5, 400 |
---|
| 112 | elif xrange == "logq": |
---|
| 113 | log_min, log_max, log_steps = -4, 1, 400 |
---|
| 114 | else: |
---|
| 115 | raise ValueError("unknown range "+xrange) |
---|
[eb2946f] | 116 | with mp.workprec(500): |
---|
[5181ccc] | 117 | # Note: we make sure that we are comparing apples to apples... |
---|
| 118 | # The x points are set using single precision so that we are |
---|
| 119 | # examining the accuracy of the transformation from x to f(x) |
---|
| 120 | # rather than x to f(nearest(x)) where nearest(x) is the nearest |
---|
| 121 | # value to x in the given precision. |
---|
[eb2946f] | 122 | if linear: |
---|
[5181ccc] | 123 | lin_min = max(lin_min, self.limits[0]) |
---|
| 124 | lin_max = min(lin_max, self.limits[1]) |
---|
[eb2946f] | 125 | qrf = np.linspace(lin_min, lin_max, lin_steps, dtype='single') |
---|
[5181ccc] | 126 | #qrf = np.linspace(lin_min, lin_max, lin_steps, dtype='double') |
---|
[eb2946f] | 127 | qr = [mp.mpf(float(v)) for v in qrf] |
---|
| 128 | #qr = mp.linspace(lin_min, lin_max, lin_steps) |
---|
| 129 | else: |
---|
[5181ccc] | 130 | log_min = np.log10(max(10**log_min, self.limits[0])) |
---|
| 131 | log_max = np.log10(min(10**log_max, self.limits[1])) |
---|
[eb2946f] | 132 | qrf = np.logspace(log_min, log_max, log_steps, dtype='single') |
---|
[5181ccc] | 133 | #qrf = np.logspace(log_min, log_max, log_steps, dtype='double') |
---|
[eb2946f] | 134 | qr = [mp.mpf(float(v)) for v in qrf] |
---|
| 135 | #qr = [10**v for v in mp.linspace(log_min, log_max, log_steps)] |
---|
| 136 | |
---|
| 137 | target = self.call_mpmath(qr, bits=500) |
---|
| 138 | pylab.subplot(121) |
---|
| 139 | self.compare(qr, 'single', target, linear, diff) |
---|
| 140 | pylab.legend(loc='best') |
---|
| 141 | pylab.subplot(122) |
---|
| 142 | self.compare(qr, 'double', target, linear, diff) |
---|
| 143 | pylab.legend(loc='best') |
---|
| 144 | pylab.suptitle(self.name + " compared to 500-bit mpmath") |
---|
| 145 | |
---|
[5181ccc] | 146 | def compare(self, x, precision, target, linear=False, diff="relative"): |
---|
[eb2946f] | 147 | r""" |
---|
| 148 | Compare the different computation methods using the given precision. |
---|
| 149 | """ |
---|
| 150 | if precision == 'single': |
---|
| 151 | #n=11; plotdiff(x, target, self.call_mpmath(x, n), 'mp %d bits'%n, diff=diff) |
---|
| 152 | #n=23; plotdiff(x, target, self.call_mpmath(x, n), 'mp %d bits'%n, diff=diff) |
---|
| 153 | pass |
---|
| 154 | elif precision == 'double': |
---|
| 155 | #n=53; plotdiff(x, target, self.call_mpmath(x, n), 'mp %d bits'%n, diff=diff) |
---|
| 156 | #n=83; plotdiff(x, target, self.call_mpmath(x, n), 'mp %d bits'%n, diff=diff) |
---|
| 157 | pass |
---|
| 158 | plotdiff(x, target, self.call_numpy(x, precision), 'numpy '+precision, diff=diff) |
---|
| 159 | plotdiff(x, target, self.call_ocl(x, precision, 0), 'OpenCL '+precision, diff=diff) |
---|
| 160 | pylab.xlabel(self.xaxis) |
---|
[5181ccc] | 161 | if diff == "relative": |
---|
[eb2946f] | 162 | pylab.ylabel("relative error") |
---|
[5181ccc] | 163 | elif diff == "absolute": |
---|
| 164 | pylab.ylabel("absolute error") |
---|
[eb2946f] | 165 | else: |
---|
| 166 | pylab.ylabel(self.name) |
---|
| 167 | pylab.semilogx(x, target, '-', label="true value") |
---|
| 168 | if linear: |
---|
| 169 | pylab.xscale('linear') |
---|
| 170 | |
---|
[5181ccc] | 171 | def plotdiff(x, target, actual, label, diff): |
---|
[eb2946f] | 172 | """ |
---|
| 173 | Plot the computed value. |
---|
| 174 | |
---|
| 175 | Use relative error if SHOW_DIFF, otherwise just plot the value directly. |
---|
| 176 | """ |
---|
[5181ccc] | 177 | if diff == "relative": |
---|
[eb2946f] | 178 | err = np.array([abs((t-a)/t) for t, a in zip(target, actual)], 'd') |
---|
| 179 | #err = np.clip(err, 0, 1) |
---|
| 180 | pylab.loglog(x, err, '-', label=label) |
---|
[5181ccc] | 181 | elif diff == "absolute": |
---|
| 182 | err = np.array([abs((t-a)) for t, a in zip(target, actual)], 'd') |
---|
| 183 | pylab.loglog(x, err, '-', label=label) |
---|
[eb2946f] | 184 | else: |
---|
| 185 | limits = np.min(target), np.max(target) |
---|
| 186 | pylab.semilogx(x, np.clip(actual, *limits), '-', label=label) |
---|
| 187 | |
---|
| 188 | def make_ocl(function, name, source=[]): |
---|
| 189 | class Kernel(object): |
---|
| 190 | pass |
---|
| 191 | Kernel.__file__ = name+".py" |
---|
| 192 | Kernel.name = name |
---|
| 193 | Kernel.parameters = [] |
---|
| 194 | Kernel.source = source |
---|
| 195 | Kernel.Iq = function |
---|
| 196 | model_info = modelinfo.make_model_info(Kernel) |
---|
| 197 | return model_info |
---|
| 198 | |
---|
| 199 | |
---|
| 200 | # =============== FUNCTION DEFINITIONS ================ |
---|
| 201 | |
---|
| 202 | FUNCTIONS = {} |
---|
| 203 | def add_function(name, mp_function, np_function, ocl_function, |
---|
| 204 | shortname=None, xaxis="x", limits=(-inf, inf)): |
---|
| 205 | if shortname is None: |
---|
| 206 | shortname = name.replace('(x)', '').replace(' ', '') |
---|
| 207 | FUNCTIONS[shortname] = Comparator(name, mp_function, np_function, ocl_function, xaxis, limits) |
---|
| 208 | |
---|
| 209 | add_function( |
---|
| 210 | name="J0(x)", |
---|
| 211 | mp_function=mp.j0, |
---|
| 212 | np_function=scipy.special.j0, |
---|
| 213 | ocl_function=make_ocl("return sas_J0(q);", "sas_J0", ["lib/polevl.c", "lib/sas_J0.c"]), |
---|
| 214 | ) |
---|
| 215 | add_function( |
---|
| 216 | name="J1(x)", |
---|
| 217 | mp_function=mp.j1, |
---|
| 218 | np_function=scipy.special.j1, |
---|
| 219 | ocl_function=make_ocl("return sas_J1(q);", "sas_J1", ["lib/polevl.c", "lib/sas_J1.c"]), |
---|
| 220 | ) |
---|
| 221 | add_function( |
---|
| 222 | name="JN(-3, x)", |
---|
| 223 | mp_function=lambda x: mp.besselj(-3, x), |
---|
| 224 | np_function=lambda x: scipy.special.jn(-3, x), |
---|
| 225 | ocl_function=make_ocl("return sas_JN(-3, q);", "sas_JN", |
---|
| 226 | ["lib/polevl.c", "lib/sas_J0.c", "lib/sas_J1.c", "lib/sas_JN.c"]), |
---|
| 227 | shortname="J-3", |
---|
| 228 | ) |
---|
| 229 | add_function( |
---|
| 230 | name="JN(3, x)", |
---|
| 231 | mp_function=lambda x: mp.besselj(3, x), |
---|
| 232 | np_function=lambda x: scipy.special.jn(3, x), |
---|
| 233 | ocl_function=make_ocl("return sas_JN(3, q);", "sas_JN", |
---|
| 234 | ["lib/polevl.c", "lib/sas_J0.c", "lib/sas_J1.c", "lib/sas_JN.c"]), |
---|
| 235 | shortname="J3", |
---|
| 236 | ) |
---|
| 237 | add_function( |
---|
| 238 | name="JN(2, x)", |
---|
| 239 | mp_function=lambda x: mp.besselj(2, x), |
---|
| 240 | np_function=lambda x: scipy.special.jn(2, x), |
---|
| 241 | ocl_function=make_ocl("return sas_JN(2, q);", "sas_JN", |
---|
| 242 | ["lib/polevl.c", "lib/sas_J0.c", "lib/sas_J1.c", "lib/sas_JN.c"]), |
---|
| 243 | shortname="J2", |
---|
| 244 | ) |
---|
| 245 | add_function( |
---|
| 246 | name="2 J1(x)/x", |
---|
| 247 | mp_function=lambda x: 2*mp.j1(x)/x, |
---|
| 248 | np_function=lambda x: 2*scipy.special.j1(x)/x, |
---|
| 249 | ocl_function=make_ocl("return sas_2J1x_x(q);", "sas_2J1x_x", ["lib/polevl.c", "lib/sas_J1.c"]), |
---|
| 250 | ) |
---|
| 251 | add_function( |
---|
| 252 | name="J1(x)", |
---|
| 253 | mp_function=mp.j1, |
---|
| 254 | np_function=scipy.special.j1, |
---|
| 255 | ocl_function=make_ocl("return sas_J1(q);", "sas_J1", ["lib/polevl.c", "lib/sas_J1.c"]), |
---|
| 256 | ) |
---|
| 257 | add_function( |
---|
| 258 | name="Si(x)", |
---|
| 259 | mp_function=mp.si, |
---|
| 260 | np_function=lambda x: scipy.special.sici(x)[0], |
---|
| 261 | ocl_function=make_ocl("return sas_Si(q);", "sas_Si", ["lib/sas_Si.c"]), |
---|
| 262 | ) |
---|
| 263 | #import fnlib |
---|
| 264 | #add_function( |
---|
| 265 | # name="fnlibJ1", |
---|
| 266 | # mp_function=mp.j1, |
---|
| 267 | # np_function=fnlib.J1, |
---|
| 268 | # ocl_function=make_ocl("return sas_J1(q);", "sas_J1", ["lib/polevl.c", "lib/sas_J1.c"]), |
---|
| 269 | #) |
---|
| 270 | add_function( |
---|
| 271 | name="sin(x)", |
---|
| 272 | mp_function=mp.sin, |
---|
| 273 | np_function=np.sin, |
---|
| 274 | #ocl_function=make_ocl("double sn, cn; SINCOS(q,sn,cn); return sn;", "sas_sin"), |
---|
| 275 | ocl_function=make_ocl("return sin(q);", "sas_sin"), |
---|
| 276 | ) |
---|
| 277 | add_function( |
---|
| 278 | name="sin(x)/x", |
---|
| 279 | mp_function=lambda x: mp.sin(x)/x if x != 0 else 1, |
---|
| 280 | ## scipy sinc function is inaccurate and has an implied pi*x term |
---|
| 281 | #np_function=lambda x: scipy.special.sinc(x/pi), |
---|
| 282 | ## numpy sin(x)/x needs to check for x=0 |
---|
| 283 | np_function=lambda x: np.sin(x)/x, |
---|
| 284 | ocl_function=make_ocl("return sas_sinx_x(q);", "sas_sinc"), |
---|
| 285 | ) |
---|
| 286 | add_function( |
---|
| 287 | name="cos(x)", |
---|
| 288 | mp_function=mp.cos, |
---|
| 289 | np_function=np.cos, |
---|
| 290 | #ocl_function=make_ocl("double sn, cn; SINCOS(q,sn,cn); return cn;", "sas_cos"), |
---|
| 291 | ocl_function=make_ocl("return cos(q);", "sas_cos"), |
---|
| 292 | ) |
---|
| 293 | add_function( |
---|
| 294 | name="gamma(x)", |
---|
| 295 | mp_function=mp.gamma, |
---|
| 296 | np_function=scipy.special.gamma, |
---|
| 297 | ocl_function=make_ocl("return sas_gamma(q);", "sas_gamma", ["lib/sas_gamma.c"]), |
---|
[487e695] | 298 | limits=(-3.1, 10), |
---|
[eb2946f] | 299 | ) |
---|
| 300 | add_function( |
---|
| 301 | name="erf(x)", |
---|
| 302 | mp_function=mp.erf, |
---|
| 303 | np_function=scipy.special.erf, |
---|
| 304 | ocl_function=make_ocl("return sas_erf(q);", "sas_erf", ["lib/polevl.c", "lib/sas_erf.c"]), |
---|
[487e695] | 305 | limits=(-5., 5.), |
---|
[eb2946f] | 306 | ) |
---|
| 307 | add_function( |
---|
| 308 | name="erfc(x)", |
---|
| 309 | mp_function=mp.erfc, |
---|
| 310 | np_function=scipy.special.erfc, |
---|
| 311 | ocl_function=make_ocl("return sas_erfc(q);", "sas_erfc", ["lib/polevl.c", "lib/sas_erf.c"]), |
---|
[487e695] | 312 | limits=(-5., 5.), |
---|
[eb2946f] | 313 | ) |
---|
| 314 | add_function( |
---|
[2a602c7] | 315 | name="expm1(x)", |
---|
| 316 | mp_function=mp.expm1, |
---|
| 317 | np_function=np.expm1, |
---|
| 318 | ocl_function=make_ocl("return expm1(q);", "sas_expm1"), |
---|
| 319 | limits=(-5., 5.), |
---|
| 320 | ) |
---|
| 321 | add_function( |
---|
[eb2946f] | 322 | name="arctan(x)", |
---|
| 323 | mp_function=mp.atan, |
---|
| 324 | np_function=np.arctan, |
---|
| 325 | ocl_function=make_ocl("return atan(q);", "sas_arctan"), |
---|
| 326 | ) |
---|
| 327 | add_function( |
---|
| 328 | name="3 j1(x)/x", |
---|
| 329 | mp_function=lambda x: 3*(mp.sin(x)/x - mp.cos(x))/(x*x), |
---|
| 330 | # Note: no taylor expansion near 0 |
---|
| 331 | np_function=lambda x: 3*(np.sin(x)/x - np.cos(x))/(x*x), |
---|
| 332 | ocl_function=make_ocl("return sas_3j1x_x(q);", "sas_j1c", ["lib/sas_3j1x_x.c"]), |
---|
| 333 | ) |
---|
| 334 | add_function( |
---|
[487e695] | 335 | name="(1-cos(x))/x^2", |
---|
| 336 | mp_function=lambda x: (1 - mp.cos(x))/(x*x), |
---|
| 337 | np_function=lambda x: (1 - np.cos(x))/(x*x), |
---|
| 338 | ocl_function=make_ocl("return (1-cos(q))/q/q;", "sas_1mcosx_x2"), |
---|
| 339 | ) |
---|
| 340 | add_function( |
---|
| 341 | name="(1-sin(x)/x)/x", |
---|
| 342 | mp_function=lambda x: 1/x - mp.sin(x)/(x*x), |
---|
| 343 | np_function=lambda x: 1/x - np.sin(x)/(x*x), |
---|
| 344 | ocl_function=make_ocl("return (1-sas_sinx_x(q))/q;", "sas_1msinx_x_x"), |
---|
| 345 | ) |
---|
| 346 | add_function( |
---|
[2a7e20e] | 347 | name="(1/2-sin(x)/x+(1-cos(x))/x^2)/x", |
---|
[487e695] | 348 | mp_function=lambda x: (0.5 - mp.sin(x)/x + (1-mp.cos(x))/(x*x))/x, |
---|
| 349 | np_function=lambda x: (0.5 - np.sin(x)/x + (1-np.cos(x))/(x*x))/x, |
---|
| 350 | ocl_function=make_ocl("return (0.5-sin(q)/q + (1-cos(q))/q/q)/q;", "sas_T2"), |
---|
| 351 | ) |
---|
| 352 | add_function( |
---|
[eb2946f] | 353 | name="fmod_2pi", |
---|
| 354 | mp_function=lambda x: mp.fmod(x, 2*mp.pi), |
---|
| 355 | np_function=lambda x: np.fmod(x, 2*np.pi), |
---|
| 356 | ocl_function=make_ocl("return fmod(q, 2*M_PI);", "sas_fmod"), |
---|
| 357 | ) |
---|
[6e72989] | 358 | add_function( |
---|
| 359 | name="debye", |
---|
| 360 | mp_function=lambda x: 2*(mp.exp(-x**2) + x**2 - 1)/x**4, |
---|
[237c9cf] | 361 | np_function=lambda x: 2*(np.expm1(-x**2) + x**2)/x**4, |
---|
[6e72989] | 362 | ocl_function=make_ocl(""" |
---|
| 363 | const double qsq = q*q; |
---|
[237c9cf] | 364 | if (qsq < 1.0) { // Pade approximation |
---|
[3a220e6] | 365 | const double x = qsq; |
---|
[237c9cf] | 366 | if (0) { // 0.36 single |
---|
[3a220e6] | 367 | // PadeApproximant[2*Exp[-x^2] + x^2-1)/x^4, {x, 0, 4}] |
---|
| 368 | return (x*x/180. + 1.)/((1./30.*x + 1./3.)*x + 1); |
---|
[237c9cf] | 369 | } else if (0) { // 1.0 for single |
---|
[3a220e6] | 370 | // padeapproximant[2*exp[-x^2] + x^2-1)/x^4, {x, 0, 6}] |
---|
| 371 | const double A1=1./24., A2=1./84, A3=-1./3360; |
---|
| 372 | const double B1=3./8., B2=3./56., B3=1./336.; |
---|
| 373 | return (((A3*x + A2)*x + A1)*x + 1.)/(((B3*x + B2)*x + B1)*x + 1.); |
---|
[237c9cf] | 374 | } else if (1) { // 1.0 for single, 0.25 for double |
---|
[3a220e6] | 375 | // PadeApproximant[2*Exp[-x^2] + x^2-1)/x^4, {x, 0, 8}] |
---|
| 376 | const double A1=1./15., A2=1./60, A3=0., A4=1./75600.; |
---|
| 377 | const double B1=2./5., B2=1./15., B3=1./180., B4=1./5040.; |
---|
| 378 | return ((((A4*x + A3)*x + A2)*x + A1)*x + 1.) |
---|
| 379 | /((((B4*x + B3)*x + B2)*x + B1)*x + 1.); |
---|
[237c9cf] | 380 | } else { // 1.0 for single, 0.5 for double |
---|
[3a220e6] | 381 | // PadeApproximant[2*Exp[-x^2] + x^2-1)/x^4, {x, 0, 8}] |
---|
| 382 | const double A1=1./12., A2=2./99., A3=1./2640., A4=1./23760., A5=-1./1995840.; |
---|
| 383 | const double B1=5./12., B2=5./66., B3=1./132., B4=1./2376., B5=1./95040.; |
---|
| 384 | return (((((A5*x + A4)*x + A3)*x + A2)*x + A1)*x + 1.) |
---|
| 385 | /(((((B5*x + B4)*x + B3)*x + B2)*x + B1)*x + 1.); |
---|
| 386 | } |
---|
[237c9cf] | 387 | } else if (qsq < 1.) { // Taylor series; 0.9 for single, 0.25 for double |
---|
[6e72989] | 388 | const double x = qsq; |
---|
| 389 | const double C0 = +1.; |
---|
| 390 | const double C1 = -1./3.; |
---|
| 391 | const double C2 = +1./12.; |
---|
| 392 | const double C3 = -1./60.; |
---|
| 393 | const double C4 = +1./360.; |
---|
| 394 | const double C5 = -1./2520.; |
---|
| 395 | const double C6 = +1./20160.; |
---|
| 396 | const double C7 = -1./181440.; |
---|
| 397 | //return ((((C5*x + C4)*x + C3)*x + C2)*x + C1)*x + C0; |
---|
[3a220e6] | 398 | //return (((((C6*x + C5)*x + C4)*x + C3)*x + C2)*x + C1)*x + C0; |
---|
| 399 | return ((((((C7*x + C6)*x + C5)*x + C4)*x + C3)*x + C2)*x + C1)*x + C0; |
---|
| 400 | } else { |
---|
[237c9cf] | 401 | return 2.*(expm1(-qsq) + qsq)/(qsq*qsq); |
---|
[6e72989] | 402 | } |
---|
| 403 | """, "sas_debye"), |
---|
| 404 | ) |
---|
[eb2946f] | 405 | |
---|
| 406 | RADIUS=3000 |
---|
| 407 | LENGTH=30 |
---|
| 408 | THETA=45 |
---|
| 409 | def mp_cyl(x): |
---|
| 410 | f = mp.mpf |
---|
| 411 | theta = f(THETA)*mp.pi/f(180) |
---|
| 412 | qr = x * f(RADIUS)*mp.sin(theta) |
---|
| 413 | qh = x * f(LENGTH)/f(2)*mp.cos(theta) |
---|
[5181ccc] | 414 | be = f(2)*mp.j1(qr)/qr |
---|
| 415 | si = mp.sin(qh)/qh |
---|
| 416 | background = f(0) |
---|
| 417 | #background = f(1)/f(1000) |
---|
| 418 | volume = mp.pi*f(RADIUS)**f(2)*f(LENGTH) |
---|
| 419 | contrast = f(5) |
---|
| 420 | units = f(1)/f(10000) |
---|
| 421 | #return be |
---|
| 422 | #return si |
---|
| 423 | return units*(volume*contrast*be*si)**f(2)/volume + background |
---|
[eb2946f] | 424 | def np_cyl(x): |
---|
| 425 | f = np.float64 if x.dtype == np.float64 else np.float32 |
---|
| 426 | theta = f(THETA)*f(np.pi)/f(180) |
---|
| 427 | qr = x * f(RADIUS)*np.sin(theta) |
---|
| 428 | qh = x * f(LENGTH)/f(2)*np.cos(theta) |
---|
[5181ccc] | 429 | be = f(2)*scipy.special.j1(qr)/qr |
---|
| 430 | si = np.sin(qh)/qh |
---|
| 431 | background = f(0) |
---|
| 432 | #background = f(1)/f(1000) |
---|
| 433 | volume = f(np.pi)*f(RADIUS)**2*f(LENGTH) |
---|
| 434 | contrast = f(5) |
---|
| 435 | units = f(1)/f(10000) |
---|
| 436 | #return be |
---|
| 437 | #return si |
---|
| 438 | return units*(volume*contrast*be*si)**f(2)/volume + background |
---|
[eb2946f] | 439 | ocl_cyl = """\ |
---|
| 440 | double THETA = %(THETA).15e*M_PI_180; |
---|
| 441 | double qr = q*%(RADIUS).15e*sin(THETA); |
---|
| 442 | double qh = q*0.5*%(LENGTH).15e*cos(THETA); |
---|
[5181ccc] | 443 | double be = sas_2J1x_x(qr); |
---|
| 444 | double si = sas_sinx_x(qh); |
---|
| 445 | double background = 0; |
---|
| 446 | //double background = 0.001; |
---|
| 447 | double volume = M_PI*square(%(RADIUS).15e)*%(LENGTH).15e; |
---|
| 448 | double contrast = 5.0; |
---|
| 449 | double units = 1e-4; |
---|
| 450 | //return be; |
---|
| 451 | //return si; |
---|
| 452 | return units*square(volume*contrast*be*si)/volume + background; |
---|
[eb2946f] | 453 | """%{"LENGTH":LENGTH, "RADIUS": RADIUS, "THETA": THETA} |
---|
| 454 | add_function( |
---|
| 455 | name="cylinder(r=%g, l=%g, theta=%g)"%(RADIUS, LENGTH, THETA), |
---|
| 456 | mp_function=mp_cyl, |
---|
| 457 | np_function=np_cyl, |
---|
| 458 | ocl_function=make_ocl(ocl_cyl, "ocl_cyl", ["lib/polevl.c", "lib/sas_J1.c"]), |
---|
| 459 | shortname="cylinder", |
---|
| 460 | xaxis="$q/A^{-1}$", |
---|
| 461 | ) |
---|
| 462 | |
---|
| 463 | lanczos_gamma = """\ |
---|
| 464 | const double coeff[] = { |
---|
| 465 | 76.18009172947146, -86.50532032941677, |
---|
| 466 | 24.01409824083091, -1.231739572450155, |
---|
| 467 | 0.1208650973866179e-2,-0.5395239384953e-5 |
---|
| 468 | }; |
---|
| 469 | const double x = q; |
---|
| 470 | double tmp = x + 5.5; |
---|
| 471 | tmp -= (x + 0.5)*log(tmp); |
---|
| 472 | double ser = 1.000000000190015; |
---|
| 473 | for (int k=0; k < 6; k++) ser += coeff[k]/(x + k+1); |
---|
| 474 | return -tmp + log(2.5066282746310005*ser/x); |
---|
| 475 | """ |
---|
| 476 | add_function( |
---|
| 477 | name="log gamma(x)", |
---|
| 478 | mp_function=mp.loggamma, |
---|
| 479 | np_function=scipy.special.gammaln, |
---|
| 480 | ocl_function=make_ocl(lanczos_gamma, "lgamma"), |
---|
| 481 | ) |
---|
| 482 | |
---|
[2a602c7] | 483 | replacement_expm1 = """\ |
---|
| 484 | double x = (double)q; // go back to float for single precision kernels |
---|
| 485 | // Adapted from the cephes math library. |
---|
| 486 | // Copyright 1984 - 1992 by Stephen L. Moshier |
---|
| 487 | if (x != x || x == 0.0) { |
---|
| 488 | return x; // NaN and +/- 0 |
---|
| 489 | } else if (x < -0.5 || x > 0.5) { |
---|
| 490 | return exp(x) - 1.0; |
---|
| 491 | } else { |
---|
| 492 | const double xsq = x*x; |
---|
| 493 | const double p = ((( |
---|
| 494 | +1.2617719307481059087798E-4)*xsq |
---|
| 495 | +3.0299440770744196129956E-2)*xsq |
---|
| 496 | +9.9999999999999999991025E-1); |
---|
| 497 | const double q = (((( |
---|
| 498 | +3.0019850513866445504159E-6)*xsq |
---|
| 499 | +2.5244834034968410419224E-3)*xsq |
---|
| 500 | +2.2726554820815502876593E-1)*xsq |
---|
| 501 | +2.0000000000000000000897E0); |
---|
| 502 | double r = x * p; |
---|
| 503 | r = r / (q - r); |
---|
| 504 | return r+r; |
---|
| 505 | } |
---|
| 506 | """ |
---|
| 507 | add_function( |
---|
| 508 | name="sas_expm1(x)", |
---|
| 509 | mp_function=mp.expm1, |
---|
| 510 | np_function=np.expm1, |
---|
| 511 | ocl_function=make_ocl(replacement_expm1, "sas_expm1"), |
---|
| 512 | ) |
---|
| 513 | |
---|
[eb2946f] | 514 | # Alternate versions of 3 j1(x)/x, for posterity |
---|
| 515 | def taylor_3j1x_x(x): |
---|
| 516 | """ |
---|
| 517 | Calculation using taylor series. |
---|
| 518 | """ |
---|
| 519 | # Generate coefficients using the precision of the target value. |
---|
| 520 | n = 5 |
---|
| 521 | cinv = [3991680, -45360, 840, -30, 3] |
---|
| 522 | three = x.dtype.type(3) |
---|
| 523 | p = three/np.array(cinv, x.dtype) |
---|
| 524 | return np.polyval(p[-n:], x*x) |
---|
| 525 | add_function( |
---|
| 526 | name="3 j1(x)/x: taylor", |
---|
| 527 | mp_function=lambda x: 3*(mp.sin(x)/x - mp.cos(x))/(x*x), |
---|
| 528 | np_function=taylor_3j1x_x, |
---|
| 529 | ocl_function=make_ocl("return sas_3j1x_x(q);", "sas_j1c", ["lib/sas_3j1x_x.c"]), |
---|
| 530 | ) |
---|
| 531 | def trig_3j1x_x(x): |
---|
| 532 | r""" |
---|
| 533 | Direct calculation using linear combination of sin/cos. |
---|
| 534 | |
---|
| 535 | Use the following trig identity: |
---|
| 536 | |
---|
| 537 | .. math:: |
---|
| 538 | |
---|
| 539 | a \sin(x) + b \cos(x) = c \sin(x + \phi) |
---|
| 540 | |
---|
| 541 | where $c = \surd(a^2+b^2)$ and $\phi = \tan^{-1}(b/a) to calculate the |
---|
| 542 | numerator $\sin(x) - x\cos(x)$. |
---|
| 543 | """ |
---|
| 544 | one = x.dtype.type(1) |
---|
| 545 | three = x.dtype.type(3) |
---|
| 546 | c = np.sqrt(one + x*x) |
---|
| 547 | phi = np.arctan2(-x, one) |
---|
| 548 | return three*(c*np.sin(x+phi))/(x*x*x) |
---|
| 549 | add_function( |
---|
| 550 | name="3 j1(x)/x: trig", |
---|
| 551 | mp_function=lambda x: 3*(mp.sin(x)/x - mp.cos(x))/(x*x), |
---|
| 552 | np_function=trig_3j1x_x, |
---|
| 553 | ocl_function=make_ocl("return sas_3j1x_x(q);", "sas_j1c", ["lib/sas_3j1x_x.c"]), |
---|
| 554 | ) |
---|
| 555 | def np_2J1x_x(x): |
---|
| 556 | """ |
---|
| 557 | numpy implementation of 2J1(x)/x using single precision algorithm |
---|
| 558 | """ |
---|
| 559 | # pylint: disable=bad-continuation |
---|
| 560 | f = x.dtype.type |
---|
| 561 | ax = abs(x) |
---|
| 562 | if ax < f(8.0): |
---|
| 563 | y = x*x |
---|
| 564 | ans1 = f(2)*(f(72362614232.0) |
---|
| 565 | + y*(f(-7895059235.0) |
---|
| 566 | + y*(f(242396853.1) |
---|
| 567 | + y*(f(-2972611.439) |
---|
| 568 | + y*(f(15704.48260) |
---|
| 569 | + y*(f(-30.16036606))))))) |
---|
| 570 | ans2 = (f(144725228442.0) |
---|
| 571 | + y*(f(2300535178.0) |
---|
| 572 | + y*(f(18583304.74) |
---|
| 573 | + y*(f(99447.43394) |
---|
| 574 | + y*(f(376.9991397) |
---|
| 575 | + y))))) |
---|
| 576 | return ans1/ans2 |
---|
| 577 | else: |
---|
| 578 | y = f(64.0)/(ax*ax) |
---|
| 579 | xx = ax - f(2.356194491) |
---|
| 580 | ans1 = (f(1.0) |
---|
| 581 | + y*(f(0.183105e-2) |
---|
| 582 | + y*(f(-0.3516396496e-4) |
---|
| 583 | + y*(f(0.2457520174e-5) |
---|
| 584 | + y*f(-0.240337019e-6))))) |
---|
| 585 | ans2 = (f(0.04687499995) |
---|
| 586 | + y*(f(-0.2002690873e-3) |
---|
| 587 | + y*(f(0.8449199096e-5) |
---|
| 588 | + y*(f(-0.88228987e-6) |
---|
| 589 | + y*f(0.105787412e-6))))) |
---|
| 590 | sn, cn = np.sin(xx), np.cos(xx) |
---|
| 591 | ans = np.sqrt(f(0.636619772)/ax) * (cn*ans1 - (f(8.0)/ax)*sn*ans2) * f(2)/x |
---|
| 592 | return -ans if (x < f(0.0)) else ans |
---|
| 593 | add_function( |
---|
| 594 | name="2 J1(x)/x:alt", |
---|
| 595 | mp_function=lambda x: 2*mp.j1(x)/x, |
---|
| 596 | np_function=lambda x: np.asarray([np_2J1x_x(v) for v in x], x.dtype), |
---|
| 597 | ocl_function=make_ocl("return sas_2J1x_x(q);", "sas_2J1x_x", ["lib/polevl.c", "lib/sas_J1.c"]), |
---|
| 598 | ) |
---|
| 599 | |
---|
| 600 | ALL_FUNCTIONS = set(FUNCTIONS.keys()) |
---|
| 601 | ALL_FUNCTIONS.discard("loggamma") # OCL version not ready yet |
---|
| 602 | ALL_FUNCTIONS.discard("3j1/x:taylor") |
---|
| 603 | ALL_FUNCTIONS.discard("3j1/x:trig") |
---|
| 604 | ALL_FUNCTIONS.discard("2J1/x:alt") |
---|
| 605 | |
---|
| 606 | # =============== MAIN PROGRAM ================ |
---|
| 607 | |
---|
| 608 | def usage(): |
---|
| 609 | names = ", ".join(sorted(ALL_FUNCTIONS)) |
---|
| 610 | print("""\ |
---|
[2a7e20e] | 611 | usage: precision.py [-f/a/r] [-x<range>] "name" ... |
---|
[eb2946f] | 612 | where |
---|
[5181ccc] | 613 | -f indicates that the function value should be plotted, |
---|
| 614 | -a indicates that the absolute error should be plotted, |
---|
| 615 | -r indicates that the relative error should be plotted (default), |
---|
| 616 | -x<range> indicates the steps in x, where <range> is one of the following |
---|
| 617 | log indicates log stepping in [10^-3, 10^5] (default) |
---|
| 618 | logq indicates log stepping in [10^-4, 10^1] |
---|
| 619 | linear indicates linear stepping in [1, 1000] |
---|
| 620 | zoom indicates linear stepping in [1000, 1010] |
---|
| 621 | neg indicates linear stepping in [-100.1, 100.1] |
---|
[2a7e20e] | 622 | and name is "all" or one of: |
---|
[eb2946f] | 623 | """+names) |
---|
| 624 | sys.exit(1) |
---|
| 625 | |
---|
| 626 | def main(): |
---|
| 627 | import sys |
---|
[5181ccc] | 628 | diff = "relative" |
---|
[eb2946f] | 629 | xrange = "log" |
---|
[5181ccc] | 630 | options = [v for v in sys.argv[1:] if v.startswith('-')] |
---|
| 631 | for opt in options: |
---|
| 632 | if opt == '-f': |
---|
| 633 | diff = "none" |
---|
| 634 | elif opt == '-r': |
---|
| 635 | diff = "relative" |
---|
| 636 | elif opt == '-a': |
---|
| 637 | diff = "absolute" |
---|
| 638 | elif opt.startswith('-x'): |
---|
| 639 | xrange = opt[2:] |
---|
| 640 | else: |
---|
| 641 | usage() |
---|
| 642 | |
---|
| 643 | names = [v for v in sys.argv[1:] if not v.startswith('-')] |
---|
| 644 | if not names: |
---|
[eb2946f] | 645 | usage() |
---|
[5181ccc] | 646 | |
---|
| 647 | if names[0] == "all": |
---|
| 648 | cutoff = names[1] if len(names) > 1 else "" |
---|
| 649 | names = list(sorted(ALL_FUNCTIONS)) |
---|
| 650 | names = [k for k in names if k >= cutoff] |
---|
| 651 | if any(k not in FUNCTIONS for k in names): |
---|
[eb2946f] | 652 | usage() |
---|
[5181ccc] | 653 | multiple = len(names) > 1 |
---|
[eb2946f] | 654 | pylab.interactive(multiple) |
---|
[5181ccc] | 655 | for k in names: |
---|
[eb2946f] | 656 | pylab.clf() |
---|
| 657 | comparator = FUNCTIONS[k] |
---|
| 658 | comparator.run(xrange=xrange, diff=diff) |
---|
| 659 | if multiple: |
---|
| 660 | raw_input() |
---|
| 661 | if not multiple: |
---|
| 662 | pylab.show() |
---|
| 663 | |
---|
| 664 | if __name__ == "__main__": |
---|
| 665 | main() |
---|