#!/usr/bin/env python r""" Show numerical precision of $2 J_1(x)/x$. """ from __future__ import division, print_function import sys import os sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), '..'))) import numpy as np from numpy import pi, inf import scipy.special try: from mpmath import mp except ImportError: # CRUFT: mpmath split out into its own package from sympy.mpmath import mp #import matplotlib; matplotlib.use('TkAgg') import pylab from sasmodels import core, data, direct_model, modelinfo class Comparator(object): def __init__(self, name, mp_function, np_function, ocl_function, xaxis, limits): self.name = name self.mp_function = mp_function self.np_function = np_function self.ocl_function = ocl_function self.xaxis = xaxis self.limits = limits def __repr__(self): return "Comparator(%s)"%self.name def call_mpmath(self, vec, bits=500): """ Direct calculation using mpmath extended precision library. """ with mp.workprec(bits): return [self.mp_function(mp.mpf(x)) for x in vec] def call_numpy(self, x, dtype): """ Direct calculation using numpy/scipy. """ x = np.asarray(x, dtype) return self.np_function(x) def call_ocl(self, x, dtype, platform='ocl'): """ Calculation using sasmodels ocl libraries. """ x = np.asarray(x, dtype) model = core.build_model(self.ocl_function, dtype=dtype) calculator = direct_model.DirectModel(data.empty_data1D(x), model) return calculator(background=0) def run(self, xrange="log", diff="relative"): r""" Compare accuracy of different methods for computing f. *xrange* is:: log: [10^-3,10^5] logq: [10^-4, 10^1] linear: [1,1000] zoom: [1000,1010] neg: [-100,100] *diff* is "relative", "absolute" or "none" *x_bits* is the precision with which the x values are specified. The default 23 should reproduce the equivalent of a single precisio """ linear = not xrange.startswith("log") if xrange == "zoom": lin_min, lin_max, lin_steps = 1000, 1010, 2000 elif xrange == "neg": lin_min, lin_max, lin_steps = -100.1, 100.1, 2000 elif xrange == "linear": lin_min, lin_max, lin_steps = 1, 1000, 2000 lin_min, lin_max, lin_steps = 0.001, 2, 2000 elif xrange == "log": log_min, log_max, log_steps = -3, 5, 400 elif xrange == "logq": log_min, log_max, log_steps = -4, 1, 400 else: raise ValueError("unknown range "+xrange) with mp.workprec(500): # Note: we make sure that we are comparing apples to apples... # The x points are set using single precision so that we are # examining the accuracy of the transformation from x to f(x) # rather than x to f(nearest(x)) where nearest(x) is the nearest # value to x in the given precision. if linear: lin_min = max(lin_min, self.limits[0]) lin_max = min(lin_max, self.limits[1]) qrf = np.linspace(lin_min, lin_max, lin_steps, dtype='single') #qrf = np.linspace(lin_min, lin_max, lin_steps, dtype='double') qr = [mp.mpf(float(v)) for v in qrf] #qr = mp.linspace(lin_min, lin_max, lin_steps) else: log_min = np.log10(max(10**log_min, self.limits[0])) log_max = np.log10(min(10**log_max, self.limits[1])) qrf = np.logspace(log_min, log_max, log_steps, dtype='single') #qrf = np.logspace(log_min, log_max, log_steps, dtype='double') qr = [mp.mpf(float(v)) for v in qrf] #qr = [10**v for v in mp.linspace(log_min, log_max, log_steps)] target = self.call_mpmath(qr, bits=500) pylab.subplot(121) self.compare(qr, 'single', target, linear, diff) pylab.legend(loc='best') pylab.subplot(122) self.compare(qr, 'double', target, linear, diff) pylab.legend(loc='best') pylab.suptitle(self.name + " compared to 500-bit mpmath") def compare(self, x, precision, target, linear=False, diff="relative"): r""" Compare the different computation methods using the given precision. """ if precision == 'single': #n=11; plotdiff(x, target, self.call_mpmath(x, n), 'mp %d bits'%n, diff=diff) #n=23; plotdiff(x, target, self.call_mpmath(x, n), 'mp %d bits'%n, diff=diff) pass elif precision == 'double': #n=53; plotdiff(x, target, self.call_mpmath(x, n), 'mp %d bits'%n, diff=diff) #n=83; plotdiff(x, target, self.call_mpmath(x, n), 'mp %d bits'%n, diff=diff) pass plotdiff(x, target, self.call_numpy(x, precision), 'numpy '+precision, diff=diff) plotdiff(x, target, self.call_ocl(x, precision, 0), 'OpenCL '+precision, diff=diff) pylab.xlabel(self.xaxis) if diff == "relative": pylab.ylabel("relative error") elif diff == "absolute": pylab.ylabel("absolute error") else: pylab.ylabel(self.name) pylab.semilogx(x, target, '-', label="true value") if linear: pylab.xscale('linear') def plotdiff(x, target, actual, label, diff): """ Plot the computed value. Use relative error if SHOW_DIFF, otherwise just plot the value directly. """ if diff == "relative": err = np.array([abs((t-a)/t) for t, a in zip(target, actual)], 'd') #err = np.clip(err, 0, 1) pylab.loglog(x, err, '-', label=label) elif diff == "absolute": err = np.array([abs((t-a)) for t, a in zip(target, actual)], 'd') pylab.loglog(x, err, '-', label=label) else: limits = np.min(target), np.max(target) pylab.semilogx(x, np.clip(actual, *limits), '-', label=label) def make_ocl(function, name, source=[]): class Kernel(object): pass Kernel.__file__ = name+".py" Kernel.name = name Kernel.parameters = [] Kernel.source = source Kernel.Iq = function model_info = modelinfo.make_model_info(Kernel) return model_info # =============== FUNCTION DEFINITIONS ================ FUNCTIONS = {} def add_function(name, mp_function, np_function, ocl_function, shortname=None, xaxis="x", limits=(-inf, inf)): if shortname is None: shortname = name.replace('(x)', '').replace(' ', '') FUNCTIONS[shortname] = Comparator(name, mp_function, np_function, ocl_function, xaxis, limits) add_function( name="J0(x)", mp_function=mp.j0, np_function=scipy.special.j0, ocl_function=make_ocl("return sas_J0(q);", "sas_J0", ["lib/polevl.c", "lib/sas_J0.c"]), ) add_function( name="J1(x)", mp_function=mp.j1, np_function=scipy.special.j1, ocl_function=make_ocl("return sas_J1(q);", "sas_J1", ["lib/polevl.c", "lib/sas_J1.c"]), ) add_function( name="JN(-3, x)", mp_function=lambda x: mp.besselj(-3, x), np_function=lambda x: scipy.special.jn(-3, x), ocl_function=make_ocl("return sas_JN(-3, q);", "sas_JN", ["lib/polevl.c", "lib/sas_J0.c", "lib/sas_J1.c", "lib/sas_JN.c"]), shortname="J-3", ) add_function( name="JN(3, x)", mp_function=lambda x: mp.besselj(3, x), np_function=lambda x: scipy.special.jn(3, x), ocl_function=make_ocl("return sas_JN(3, q);", "sas_JN", ["lib/polevl.c", "lib/sas_J0.c", "lib/sas_J1.c", "lib/sas_JN.c"]), shortname="J3", ) add_function( name="JN(2, x)", mp_function=lambda x: mp.besselj(2, x), np_function=lambda x: scipy.special.jn(2, x), ocl_function=make_ocl("return sas_JN(2, q);", "sas_JN", ["lib/polevl.c", "lib/sas_J0.c", "lib/sas_J1.c", "lib/sas_JN.c"]), shortname="J2", ) add_function( name="2 J1(x)/x", mp_function=lambda x: 2*mp.j1(x)/x, np_function=lambda x: 2*scipy.special.j1(x)/x, ocl_function=make_ocl("return sas_2J1x_x(q);", "sas_2J1x_x", ["lib/polevl.c", "lib/sas_J1.c"]), ) add_function( name="J1(x)", mp_function=mp.j1, np_function=scipy.special.j1, ocl_function=make_ocl("return sas_J1(q);", "sas_J1", ["lib/polevl.c", "lib/sas_J1.c"]), ) add_function( name="Si(x)", mp_function=mp.si, np_function=lambda x: scipy.special.sici(x)[0], ocl_function=make_ocl("return sas_Si(q);", "sas_Si", ["lib/sas_Si.c"]), ) #import fnlib #add_function( # name="fnlibJ1", # mp_function=mp.j1, # np_function=fnlib.J1, # ocl_function=make_ocl("return sas_J1(q);", "sas_J1", ["lib/polevl.c", "lib/sas_J1.c"]), #) add_function( name="sin(x)", mp_function=mp.sin, np_function=np.sin, #ocl_function=make_ocl("double sn, cn; SINCOS(q,sn,cn); return sn;", "sas_sin"), ocl_function=make_ocl("return sin(q);", "sas_sin"), ) add_function( name="sin(x)/x", mp_function=lambda x: mp.sin(x)/x if x != 0 else 1, ## scipy sinc function is inaccurate and has an implied pi*x term #np_function=lambda x: scipy.special.sinc(x/pi), ## numpy sin(x)/x needs to check for x=0 np_function=lambda x: np.sin(x)/x, ocl_function=make_ocl("return sas_sinx_x(q);", "sas_sinc"), ) add_function( name="cos(x)", mp_function=mp.cos, np_function=np.cos, #ocl_function=make_ocl("double sn, cn; SINCOS(q,sn,cn); return cn;", "sas_cos"), ocl_function=make_ocl("return cos(q);", "sas_cos"), ) add_function( name="gamma(x)", mp_function=mp.gamma, np_function=scipy.special.gamma, ocl_function=make_ocl("return sas_gamma(q);", "sas_gamma", ["lib/sas_gamma.c"]), limits=(-3.1, 10), ) add_function( name="erf(x)", mp_function=mp.erf, np_function=scipy.special.erf, ocl_function=make_ocl("return sas_erf(q);", "sas_erf", ["lib/polevl.c", "lib/sas_erf.c"]), limits=(-5., 5.), ) add_function( name="erfc(x)", mp_function=mp.erfc, np_function=scipy.special.erfc, ocl_function=make_ocl("return sas_erfc(q);", "sas_erfc", ["lib/polevl.c", "lib/sas_erf.c"]), limits=(-5., 5.), ) add_function( name="arctan(x)", mp_function=mp.atan, np_function=np.arctan, ocl_function=make_ocl("return atan(q);", "sas_arctan"), ) add_function( name="3 j1(x)/x", mp_function=lambda x: 3*(mp.sin(x)/x - mp.cos(x))/(x*x), # Note: no taylor expansion near 0 np_function=lambda x: 3*(np.sin(x)/x - np.cos(x))/(x*x), ocl_function=make_ocl("return sas_3j1x_x(q);", "sas_j1c", ["lib/sas_3j1x_x.c"]), ) add_function( name="(1-cos(x))/x^2", mp_function=lambda x: (1 - mp.cos(x))/(x*x), np_function=lambda x: (1 - np.cos(x))/(x*x), ocl_function=make_ocl("return (1-cos(q))/q/q;", "sas_1mcosx_x2"), ) add_function( name="(1-sin(x)/x)/x", mp_function=lambda x: 1/x - mp.sin(x)/(x*x), np_function=lambda x: 1/x - np.sin(x)/(x*x), ocl_function=make_ocl("return (1-sas_sinx_x(q))/q;", "sas_1msinx_x_x"), ) add_function( name="(1/2+(1-cos(x))/x^2-sin(x)/x)/x", mp_function=lambda x: (0.5 - mp.sin(x)/x + (1-mp.cos(x))/(x*x))/x, np_function=lambda x: (0.5 - np.sin(x)/x + (1-np.cos(x))/(x*x))/x, ocl_function=make_ocl("return (0.5-sin(q)/q + (1-cos(q))/q/q)/q;", "sas_T2"), ) add_function( name="fmod_2pi", mp_function=lambda x: mp.fmod(x, 2*mp.pi), np_function=lambda x: np.fmod(x, 2*np.pi), ocl_function=make_ocl("return fmod(q, 2*M_PI);", "sas_fmod"), ) add_function( name="debye", mp_function=lambda x: 2*(mp.exp(-x**2) + x**2 - 1)/x**4, np_function=lambda x: 2*(np.expm1(-x**2) + x**2)/x**4, ocl_function=make_ocl(""" const double qsq = q*q; if (qsq < 1.0) { // Pade approximation const double x = qsq; if (0) { // 0.36 single // PadeApproximant[2*Exp[-x^2] + x^2-1)/x^4, {x, 0, 4}] return (x*x/180. + 1.)/((1./30.*x + 1./3.)*x + 1); } else if (0) { // 1.0 for single // padeapproximant[2*exp[-x^2] + x^2-1)/x^4, {x, 0, 6}] const double A1=1./24., A2=1./84, A3=-1./3360; const double B1=3./8., B2=3./56., B3=1./336.; return (((A3*x + A2)*x + A1)*x + 1.)/(((B3*x + B2)*x + B1)*x + 1.); } else if (1) { // 1.0 for single, 0.25 for double // PadeApproximant[2*Exp[-x^2] + x^2-1)/x^4, {x, 0, 8}] const double A1=1./15., A2=1./60, A3=0., A4=1./75600.; const double B1=2./5., B2=1./15., B3=1./180., B4=1./5040.; return ((((A4*x + A3)*x + A2)*x + A1)*x + 1.) /((((B4*x + B3)*x + B2)*x + B1)*x + 1.); } else { // 1.0 for single, 0.5 for double // PadeApproximant[2*Exp[-x^2] + x^2-1)/x^4, {x, 0, 8}] const double A1=1./12., A2=2./99., A3=1./2640., A4=1./23760., A5=-1./1995840.; const double B1=5./12., B2=5./66., B3=1./132., B4=1./2376., B5=1./95040.; return (((((A5*x + A4)*x + A3)*x + A2)*x + A1)*x + 1.) /(((((B5*x + B4)*x + B3)*x + B2)*x + B1)*x + 1.); } } else if (qsq < 1.) { // Taylor series; 0.9 for single, 0.25 for double const double x = qsq; const double C0 = +1.; const double C1 = -1./3.; const double C2 = +1./12.; const double C3 = -1./60.; const double C4 = +1./360.; const double C5 = -1./2520.; const double C6 = +1./20160.; const double C7 = -1./181440.; //return ((((C5*x + C4)*x + C3)*x + C2)*x + C1)*x + C0; //return (((((C6*x + C5)*x + C4)*x + C3)*x + C2)*x + C1)*x + C0; return ((((((C7*x + C6)*x + C5)*x + C4)*x + C3)*x + C2)*x + C1)*x + C0; } else { return 2.*(expm1(-qsq) + qsq)/(qsq*qsq); } """, "sas_debye"), ) RADIUS=3000 LENGTH=30 THETA=45 def mp_cyl(x): f = mp.mpf theta = f(THETA)*mp.pi/f(180) qr = x * f(RADIUS)*mp.sin(theta) qh = x * f(LENGTH)/f(2)*mp.cos(theta) be = f(2)*mp.j1(qr)/qr si = mp.sin(qh)/qh background = f(0) #background = f(1)/f(1000) volume = mp.pi*f(RADIUS)**f(2)*f(LENGTH) contrast = f(5) units = f(1)/f(10000) #return be #return si return units*(volume*contrast*be*si)**f(2)/volume + background def np_cyl(x): f = np.float64 if x.dtype == np.float64 else np.float32 theta = f(THETA)*f(np.pi)/f(180) qr = x * f(RADIUS)*np.sin(theta) qh = x * f(LENGTH)/f(2)*np.cos(theta) be = f(2)*scipy.special.j1(qr)/qr si = np.sin(qh)/qh background = f(0) #background = f(1)/f(1000) volume = f(np.pi)*f(RADIUS)**2*f(LENGTH) contrast = f(5) units = f(1)/f(10000) #return be #return si return units*(volume*contrast*be*si)**f(2)/volume + background ocl_cyl = """\ double THETA = %(THETA).15e*M_PI_180; double qr = q*%(RADIUS).15e*sin(THETA); double qh = q*0.5*%(LENGTH).15e*cos(THETA); double be = sas_2J1x_x(qr); double si = sas_sinx_x(qh); double background = 0; //double background = 0.001; double volume = M_PI*square(%(RADIUS).15e)*%(LENGTH).15e; double contrast = 5.0; double units = 1e-4; //return be; //return si; return units*square(volume*contrast*be*si)/volume + background; """%{"LENGTH":LENGTH, "RADIUS": RADIUS, "THETA": THETA} add_function( name="cylinder(r=%g, l=%g, theta=%g)"%(RADIUS, LENGTH, THETA), mp_function=mp_cyl, np_function=np_cyl, ocl_function=make_ocl(ocl_cyl, "ocl_cyl", ["lib/polevl.c", "lib/sas_J1.c"]), shortname="cylinder", xaxis="$q/A^{-1}$", ) lanczos_gamma = """\ const double coeff[] = { 76.18009172947146, -86.50532032941677, 24.01409824083091, -1.231739572450155, 0.1208650973866179e-2,-0.5395239384953e-5 }; const double x = q; double tmp = x + 5.5; tmp -= (x + 0.5)*log(tmp); double ser = 1.000000000190015; for (int k=0; k < 6; k++) ser += coeff[k]/(x + k+1); return -tmp + log(2.5066282746310005*ser/x); """ add_function( name="log gamma(x)", mp_function=mp.loggamma, np_function=scipy.special.gammaln, ocl_function=make_ocl(lanczos_gamma, "lgamma"), ) # Alternate versions of 3 j1(x)/x, for posterity def taylor_3j1x_x(x): """ Calculation using taylor series. """ # Generate coefficients using the precision of the target value. n = 5 cinv = [3991680, -45360, 840, -30, 3] three = x.dtype.type(3) p = three/np.array(cinv, x.dtype) return np.polyval(p[-n:], x*x) add_function( name="3 j1(x)/x: taylor", mp_function=lambda x: 3*(mp.sin(x)/x - mp.cos(x))/(x*x), np_function=taylor_3j1x_x, ocl_function=make_ocl("return sas_3j1x_x(q);", "sas_j1c", ["lib/sas_3j1x_x.c"]), ) def trig_3j1x_x(x): r""" Direct calculation using linear combination of sin/cos. Use the following trig identity: .. math:: a \sin(x) + b \cos(x) = c \sin(x + \phi) where $c = \surd(a^2+b^2)$ and $\phi = \tan^{-1}(b/a) to calculate the numerator $\sin(x) - x\cos(x)$. """ one = x.dtype.type(1) three = x.dtype.type(3) c = np.sqrt(one + x*x) phi = np.arctan2(-x, one) return three*(c*np.sin(x+phi))/(x*x*x) add_function( name="3 j1(x)/x: trig", mp_function=lambda x: 3*(mp.sin(x)/x - mp.cos(x))/(x*x), np_function=trig_3j1x_x, ocl_function=make_ocl("return sas_3j1x_x(q);", "sas_j1c", ["lib/sas_3j1x_x.c"]), ) def np_2J1x_x(x): """ numpy implementation of 2J1(x)/x using single precision algorithm """ # pylint: disable=bad-continuation f = x.dtype.type ax = abs(x) if ax < f(8.0): y = x*x ans1 = f(2)*(f(72362614232.0) + y*(f(-7895059235.0) + y*(f(242396853.1) + y*(f(-2972611.439) + y*(f(15704.48260) + y*(f(-30.16036606))))))) ans2 = (f(144725228442.0) + y*(f(2300535178.0) + y*(f(18583304.74) + y*(f(99447.43394) + y*(f(376.9991397) + y))))) return ans1/ans2 else: y = f(64.0)/(ax*ax) xx = ax - f(2.356194491) ans1 = (f(1.0) + y*(f(0.183105e-2) + y*(f(-0.3516396496e-4) + y*(f(0.2457520174e-5) + y*f(-0.240337019e-6))))) ans2 = (f(0.04687499995) + y*(f(-0.2002690873e-3) + y*(f(0.8449199096e-5) + y*(f(-0.88228987e-6) + y*f(0.105787412e-6))))) sn, cn = np.sin(xx), np.cos(xx) ans = np.sqrt(f(0.636619772)/ax) * (cn*ans1 - (f(8.0)/ax)*sn*ans2) * f(2)/x return -ans if (x < f(0.0)) else ans add_function( name="2 J1(x)/x:alt", mp_function=lambda x: 2*mp.j1(x)/x, np_function=lambda x: np.asarray([np_2J1x_x(v) for v in x], x.dtype), ocl_function=make_ocl("return sas_2J1x_x(q);", "sas_2J1x_x", ["lib/polevl.c", "lib/sas_J1.c"]), ) ALL_FUNCTIONS = set(FUNCTIONS.keys()) ALL_FUNCTIONS.discard("loggamma") # OCL version not ready yet ALL_FUNCTIONS.discard("3j1/x:taylor") ALL_FUNCTIONS.discard("3j1/x:trig") ALL_FUNCTIONS.discard("2J1/x:alt") # =============== MAIN PROGRAM ================ def usage(): names = ", ".join(sorted(ALL_FUNCTIONS)) print("""\ usage: precision.py [-f/a/r] [-x] name... where -f indicates that the function value should be plotted, -a indicates that the absolute error should be plotted, -r indicates that the relative error should be plotted (default), -x indicates the steps in x, where is one of the following log indicates log stepping in [10^-3, 10^5] (default) logq indicates log stepping in [10^-4, 10^1] linear indicates linear stepping in [1, 1000] zoom indicates linear stepping in [1000, 1010] neg indicates linear stepping in [-100.1, 100.1] and name is "all [first]" or one of: """+names) sys.exit(1) def main(): import sys diff = "relative" xrange = "log" options = [v for v in sys.argv[1:] if v.startswith('-')] for opt in options: if opt == '-f': diff = "none" elif opt == '-r': diff = "relative" elif opt == '-a': diff = "absolute" elif opt.startswith('-x'): xrange = opt[2:] else: usage() names = [v for v in sys.argv[1:] if not v.startswith('-')] if not names: usage() if names[0] == "all": cutoff = names[1] if len(names) > 1 else "" names = list(sorted(ALL_FUNCTIONS)) names = [k for k in names if k >= cutoff] if any(k not in FUNCTIONS for k in names): usage() multiple = len(names) > 1 pylab.interactive(multiple) for k in names: pylab.clf() comparator = FUNCTIONS[k] comparator.run(xrange=xrange, diff=diff) if multiple: raw_input() if not multiple: pylab.show() if __name__ == "__main__": main()