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Ln1Exp and other numerical optimizations #4

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9fa2bc3
ln1exp compilation
Federerer Apr 2, 2022
d0e1c35
ln linearization
Federerer Apr 4, 2022
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29 changes: 29 additions & 0 deletions ComputerAlgebra/LinqCompiler/CompileExpression.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -110,6 +110,35 @@ protected override LinqExpr VisitPower(Power P)

protected override LinqExpr VisitCall(Call C)
{
if (C.Target.Name == "Ln")
{
var arg = C.Arguments.Single();
if (arg is Sum sum)
{
if (sum.Terms.Count() == 2)
{
var terms = sum.Terms.ToArray();
var a = terms[0];
var b = terms[1];

var (match, lnArgs) = (a, b) switch
{
(Constant c, Call f) when c.Value == 1 && f.Target.Name == "Exp" => (true, f.Arguments),
(Call f, Constant c) when c.Value == 1 && f.Target.Name == "Exp" => (true, f.Arguments),
_ => (false, null),
};

if (match)
{
var compiledArgs = lnArgs.Select(i => Visit(i)).ToArray();
return Int(C, LinqExpr.Call(
target.Module.GetFunction("Ln1Exp", compiledArgs.Select(i => i.Type).ToArray()),
compiledArgs));
}
}
}

}
LinqExpr[] args = C.Arguments.Select(i => Visit(i)).ToArray();
return Int(C, LinqExpr.Call(
target.Module.Compile(C.Target, args.Select(i => i.Type).ToArray()),
Expand Down
13 changes: 12 additions & 1 deletion ComputerAlgebra/LinqCompiler/StandardMath.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,13 @@ namespace ComputerAlgebra.LinqCompiler
/// </summary>
public class StandardMath
{
private static double ExpKnee = 50;
static StandardMath()
{
_knee = Math.Exp(ExpKnee);
_b = _knee - _knee * ExpKnee;
}
public static double Ln1Exp(double x) => x > 50d ? x : Math.Log(1d + Math.Exp(x));
public static double Abs(double x) { return x < 0 ? -x : x; }
public static double Sign(double x) { return x > 0 ? 1 : (x < 0 ? -1 : 0); }

Expand Down Expand Up @@ -42,7 +49,11 @@ public class StandardMath
public static double ArcCoth(double x) { return ArcTanh(1 / x); }

public static double Sqrt(double x) { return Math.Sqrt(x); }
public static double Exp(double x) { return Math.Exp(x); }

private static double _knee;
private static double _b;

public static double Exp(double x) => x > ExpKnee ? _knee * x + _b : Math.Exp(x);
public static double Ln(double x) { return Math.Log(x); }
public static double Log(double x, double b) { return Math.Log(x, b); }
public static double Pow(double x, double y) { return Math.Pow(x, y); }
Expand Down