-
-
Notifications
You must be signed in to change notification settings - Fork 5.5k
/
twiceprecision.jl
740 lines (626 loc) · 26.4 KB
/
twiceprecision.jl
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
# This file is a part of Julia. License is MIT: https://julialang.org/license
# Twice-precision arithmetic.
# Necessary for creating nicely-behaved ranges like r = 0.1:0.1:0.3
# that return r[3] == 0.3. Otherwise, we have roundoff error due to
# 0.1 + 2*0.1 = 0.30000000000000004
## Veltkamp splitting
# Multiplication is based on fma, but splitting routines are still
# useful esp. for handling precise Integer->AbstractFloat conversions.
"""
xh = halfprec(x)
Return a value close to `x` that has at most half of the precision
available to `typeof(x)`, removing `x`'s trailing bits. This is a
component of Veltkamp splitting, see "Handbook of Floating-point
Arithmetic", §4.4.1.
Note that this may overflow for large `x`. A safe strategy is
```julia
xs, xe = frexp(x)
xh = ldexp(halfprec(xs), xe)
```
"""
function halfprec(x::T) where {T<:AbstractFloat}
c = T((1 << cld(precision(T), 2)) + 1)
p = x*c
(x-p)+p
end
"""
hi, lo = splitprec(x)
Return numbers `hi` and `lo` corresponding to the most and least
significant bits of `x`, respectively, such that `x = hi + lo`. Moreover, if
hi1, lo1 = splitprec(x1)
hi2, lo2 = splitprec(x2)
then pairwise products (e.g., `hi1 * hi2`, `lo1 * hi2`, etc.) can be
performed exactly (without loss of precision compared to widening,
unless one of the numbers is subnormal).
This is known as Veltkamp splitting, see "Handbook of Floating-point
Arithmetic", §4.4.1.
"""
function splitprec(x::T) where {T<:AbstractFloat}
xs, xe = frexp(x)
hie = halfprec(xs)
loe = xs - hie
ldexp(hie, xe), ldexp(loe, xe)
end
"""
hi, lo = splitprec(F::Type{<:AbstractFloat}, i::Integer)
Represent an integer `i` as a pair of floating-point numbers `hi` and
`lo` (of type `F`) such that:
- `widen(hi) + widen(lo) ≈ i`. It is exact if 1.5 * (number of precision bits in `F`) is greater than the number of bits in `i`.
- `hi` can be exactly multiplied by the `hi` component of another call to `splitprec`.
In particular, while `convert(Float64, i)` can be lossy since Float64
has only 53 bits of precision, `splitprec(Float64, i)` is exact for
any Int64/UInt64.
Note that `lo` may have too many bits to be precise under
multiplication by other "split" floating point numbers---you may need
to call `splitprec(lo)` or use the Dekker arithmetic routines when
performing operations with `lo`.
"""
function splitprec(::Type{F}, i::Integer) where {F<:AbstractFloat}
hi = truncbits(F(i), cld(precision(F), 2))
ihi = oftype(i, hi)
hi, F(i - ihi)
end
function truncmask(x::F, mask) where {F<:IEEEFloat}
reinterpret(F, mask & reinterpret(fpinttype(F), x))
end
truncmask(x, mask) = x
function truncbits(x::F, nb) where {F<:IEEEFloat}
truncmask(x, typemax(fpinttype(F)) << nb)
end
truncbits(x, nb) = x
## Dekker arithmetic
"""
hi, lo = canonicalize2(big, little)
Generate a representation where all the nonzero bits in `hi` are more
significant than any of the nonzero bits in `lo`. `big` must be larger
in absolute value than `little`.
"""
function canonicalize2(big, little)
h = big+little
h, (big - h) + little
end
"""
zhi, zlo = add12(x, y)
A high-precision representation of `x + y` for floating-point
numbers. Mathematically, `zhi + zlo = x + y`, where `zhi` contains the
most significant bits and `zlo` the least significant.
Because of the way floating-point numbers are printed, `lo` may not
look the way you might expect from the standpoint of decimal
representation, even though it is exact from the standpoint of binary
representation.
Example:
```julia
julia> 1.0 + 1.0001e-15
1.000000000000001
julia> big(1.0) + big(1.0001e-15)
1.000000000000001000100000000000020165767380775934141445417482375879192346701529
julia> hi, lo = Base.add12(1.0, 1.0001e-15)
(1.000000000000001, -1.1012302462515652e-16)
julia> big(hi) + big(lo)
1.000000000000001000100000000000020165767380775934141445417482375879192346701529
```
`lo` differs from 1.0e-19 because `hi` is not exactly equal to
the first 16 decimal digits of the answer.
"""
function add12(x::T, y::T) where {T}
x, y = ifelse(abs(y) > abs(x), (y, x), (x, y))
canonicalize2(x, y)
end
add12(x, y) = add12(promote_noncircular(x, y)...)
"""
zhi, zlo = mul12(x, y)
A high-precision representation of `x * y` for floating-point
numbers. Mathematically, `zhi + zlo = x * y`, where `zhi` contains the
most significant bits and `zlo` the least significant.
Example:
```julia
julia> x = Float32(π)
3.1415927f0
julia> x * x
9.869605f0
julia> Float64(x) * Float64(x)
9.869604950382893
julia> hi, lo = Base.mul12(x, x)
(9.869605f0, -1.140092f-7)
julia> Float64(hi) + Float64(lo)
9.869604950382893
```
"""
function mul12(x::T, y::T) where {T<:AbstractFloat}
h = x * y
ifelse(iszero(h) | !isfinite(h), (h, h), canonicalize2(h, fma(x, y, -h)))
end
mul12(x::T, y::T) where {T} = (p = x * y; (p, zero(p)))
mul12(x, y) = mul12(promote_noncircular(x, y)...)
"""
zhi, zlo = div12(x, y)
A high-precision representation of `x / y` for floating-point
numbers. Mathematically, `zhi + zlo ≈ x / y`, where `zhi` contains the
most significant bits and `zlo` the least significant.
Example:
```julia
julia> x, y = Float32(π), 3.1f0
(3.1415927f0, 3.1f0)
julia> x / y
1.013417f0
julia> Float64(x) / Float64(y)
1.0134170444063078
julia> hi, lo = Base.div12(x, y)
(1.013417f0, 3.8867366f-8)
julia> Float64(hi) + Float64(lo)
1.0134170444063066
"""
function div12(x::T, y::T) where {T<:AbstractFloat}
# We lose precision if any intermediate calculation results in a subnormal.
# To prevent this from happening, standardize the values.
xs, xe = frexp(x)
ys, ye = frexp(y)
r = xs / ys
rh, rl = canonicalize2(r, -fma(r, ys, -xs)/ys)
ifelse(iszero(r) | !isfinite(r), (r, r), (ldexp(rh, xe-ye), ldexp(rl, xe-ye)))
end
div12(x::T, y::T) where {T} = (p = x / y; (p, zero(p)))
div12(x, y) = div12(promote_noncircular(x, y)...)
## TwicePrecision
"""
TwicePrecision{T}(hi::T, lo::T)
TwicePrecision{T}((num, denom))
A number with twice the precision of `T`, e.g., quad-precision if `T =
Float64`. `hi` represents the high bits (most significant bits) and
`lo` the low bits (least significant bits). Rational values
`num//denom` can be approximated conveniently using the syntax
`TwicePrecision{T}((num, denom))`.
When used with `T<:Union{Float16,Float32,Float64}` to construct an "exact"
`StepRangeLen`, `ref` should be the range element with smallest
magnitude and `offset` set to the corresponding index. For
efficiency, multiplication of `step` by the index is not performed at
twice precision: `step.hi` should have enough trailing zeros in its
`bits` representation that `(0:len-1)*step.hi` is exact (has no
roundoff error). If `step` has an exact rational representation
`num//denom`, then you can construct `step` using
step = TwicePrecision{T}((num, denom), nb)
where `nb` is the number of trailing zero bits of `step.hi`. For
ranges, you can set `nb = ceil(Int, log2(len-1))`.
"""
struct TwicePrecision{T}
hi::T # most significant bits
lo::T # least significant bits
end
TwicePrecision{T}(x::T) where {T} = TwicePrecision{T}(x, zero(T))
function TwicePrecision{T}(x) where {T}
xT = convert(T, x)
Δx = x - xT
TwicePrecision{T}(xT, T(Δx))
end
TwicePrecision{T}(i::Integer) where {T<:AbstractFloat} =
TwicePrecision{T}(canonicalize2(splitprec(T, i)...)...)
TwicePrecision(x) = TwicePrecision{typeof(x)}(x)
# Numerator/Denominator constructors
function TwicePrecision{T}(nd::Tuple{Integer,Integer}) where {T<:Union{Float16,Float32}}
n, d = nd
TwicePrecision{T}(n/d)
end
function TwicePrecision{T}(nd::Tuple{Any,Any}) where {T}
n, d = nd
TwicePrecision{T}(n) / d
end
function TwicePrecision{T}(nd::Tuple{I,I}, nb::Integer) where {T,I}
twiceprecision(TwicePrecision{T}(nd), nb)
end
# Truncating constructors. Useful for generating values that can be
# exactly multiplied by small integers.
function twiceprecision(val::T, nb::Integer) where {T<:IEEEFloat}
hi = truncbits(val, nb)
TwicePrecision{T}(hi, val - hi)
end
function twiceprecision(val::TwicePrecision{T}, nb::Integer) where {T<:IEEEFloat}
hi = truncbits(val.hi, nb)
TwicePrecision{T}(hi, (val.hi - hi) + val.lo)
end
nbitslen(r::StepRangeLen) = nbitslen(eltype(r), length(r), r.offset)
nbitslen(::Type{T}, len, offset) where {T<:IEEEFloat} =
min(cld(precision(T), 2), nbitslen(len, offset))
# The +1 here is for safety, because the precision of the significand
# is 1 bit higher than the number that are explicitly stored.
nbitslen(len, offset) = len < 2 ? 0 : ceil(Int, log2(max(offset-1, len-offset))) + 1
eltype(::Type{TwicePrecision{T}}) where {T} = T
promote_rule(::Type{TwicePrecision{R}}, ::Type{TwicePrecision{S}}) where {R,S} =
TwicePrecision{promote_type(R,S)}
promote_rule(::Type{TwicePrecision{R}}, ::Type{S}) where {R,S} =
TwicePrecision{promote_type(R,S)}
convert(::Type{TwicePrecision{T}}, x::TwicePrecision{T}) where {T} = x
convert(::Type{TwicePrecision{T}}, x::TwicePrecision) where {T} =
TwicePrecision{T}(convert(T, x.hi), convert(T, x.lo))
convert(::Type{T}, x::TwicePrecision) where {T<:Number} = convert(T, x.hi + x.lo)
convert(::Type{TwicePrecision{T}}, x::Number) where {T} = TwicePrecision{T}(convert(T, x), zero(T))
float(x::TwicePrecision{<:AbstractFloat}) = x
float(x::TwicePrecision) = TwicePrecision(float(x.hi), float(x.lo))
big(x::TwicePrecision) = big(x.hi) + big(x.lo)
-(x::TwicePrecision) = TwicePrecision(-x.hi, -x.lo)
zero(::Type{TwicePrecision{T}}) where {T} = TwicePrecision{T}(0, 0)
# Arithmetic
function +(x::TwicePrecision, y::Number)
s_hi, s_lo = add12(x.hi, y)
TwicePrecision(canonicalize2(s_hi, s_lo+x.lo)...)
end
+(x::Number, y::TwicePrecision) = y+x
function +(x::TwicePrecision{T}, y::TwicePrecision{T}) where T
r = x.hi + y.hi
s = abs(x.hi) > abs(y.hi) ? (((x.hi - r) + y.hi) + y.lo) + x.lo : (((y.hi - r) + x.hi) + x.lo) + y.lo
TwicePrecision(canonicalize2(r, s)...)
end
+(x::TwicePrecision, y::TwicePrecision) = +(promote_noncircular(x, y)...)
-(x::TwicePrecision, y::TwicePrecision) = x + (-y)
-(x::TwicePrecision, y::Number) = x + (-y)
-(x::Number, y::TwicePrecision) = x + (-y)
function *(x::TwicePrecision, v::Number)
v == 0 && return TwicePrecision(x.hi*v, x.lo*v)
x * TwicePrecision{typeof(x.hi*v)}(v)
end
function *(x::TwicePrecision{<:IEEEFloat}, v::Integer)
v == 0 && return TwicePrecision(x.hi*v, x.lo*v)
nb = ceil(Int, log2(abs(v)))
u = truncbits(x.hi, nb)
TwicePrecision(canonicalize2(u*v, ((x.hi-u) + x.lo)*v)...)
end
*(v::Number, x::TwicePrecision) = x*v
function *(x::TwicePrecision{T}, y::TwicePrecision{T}) where {T}
zh, zl = mul12(x.hi, y.hi)
ret = TwicePrecision{T}(canonicalize2(zh, (x.hi * y.lo + x.lo * y.hi) + zl)...)
ifelse(iszero(zh) | !isfinite(zh), TwicePrecision{T}(zh, zh), ret)
end
*(x::TwicePrecision, y::TwicePrecision) = *(promote_noncircular(x, y)...)
function /(x::TwicePrecision, v::Number)
x / TwicePrecision{typeof(x.hi/v)}(v)
end
function /(x::TwicePrecision, y::TwicePrecision)
hi = x.hi / y.hi
uh, ul = mul12(hi, y.hi)
lo = ((((x.hi - uh) - ul) + x.lo) - hi*y.lo)/y.hi
ret = TwicePrecision(canonicalize2(hi, lo)...)
ifelse(iszero(hi) | !isfinite(hi), TwicePrecision(hi, hi), ret)
end
## StepRangeLen
# Use TwicePrecision only for Float64; use Float64 for T<:Union{Float16,Float32}
# Ratio-of-integers constructors
function steprangelen_hp(::Type{Float64}, ref::Tuple{Integer,Integer},
step::Tuple{Integer,Integer}, nb::Integer,
len::Integer, offset::Integer)
StepRangeLen(TwicePrecision{Float64}(ref),
TwicePrecision{Float64}(step, nb), Int(len), offset)
end
function steprangelen_hp(::Type{T}, ref::Tuple{Integer,Integer},
step::Tuple{Integer,Integer}, nb::Integer,
len::Integer, offset::Integer) where {T<:IEEEFloat}
StepRangeLen{T}(ref[1]/ref[2], step[1]/step[2], Int(len), offset)
end
# AbstractFloat constructors (can supply a single number or a 2-tuple
const F_or_FF = Union{AbstractFloat, Tuple{AbstractFloat,AbstractFloat}}
asF64(x::AbstractFloat) = Float64(x)
asF64(x::Tuple{AbstractFloat,AbstractFloat}) = Float64(x[1]) + Float64(x[2])
function steprangelen_hp(::Type{Float64}, ref::F_or_FF,
step::F_or_FF, nb::Integer,
len::Integer, offset::Integer)
StepRangeLen(TwicePrecision{Float64}(ref...),
twiceprecision(TwicePrecision{Float64}(step...), nb), Int(len), offset)
end
function steprangelen_hp(::Type{T}, ref::F_or_FF,
step::F_or_FF, nb::Integer,
len::Integer, offset::Integer) where {T<:IEEEFloat}
StepRangeLen{T}(asF64(ref),
asF64(step), Int(len), offset)
end
StepRangeLen(ref::TwicePrecision{T}, step::TwicePrecision{T},
len::Integer, offset::Integer=1) where {T} =
StepRangeLen{T,TwicePrecision{T},TwicePrecision{T}}(ref, step, len, offset)
# Construct range for rational start=start_n/den, step=step_n/den
function floatrange(::Type{T}, start_n::Integer, step_n::Integer, len::Integer, den::Integer) where T
if len < 2
return steprangelen_hp(T, (start_n, den), (step_n, den), 0, Int(len), 1)
end
# index of smallest-magnitude value
imin = clamp(round(Int, -start_n/step_n+1), 1, Int(len))
# Compute smallest-magnitude element to 2x precision
ref_n = start_n+(imin-1)*step_n # this shouldn't overflow, so don't check
nb = nbitslen(T, len, imin)
steprangelen_hp(T, (ref_n, den), (step_n, den), nb, Int(len), imin)
end
function floatrange(a::AbstractFloat, st::AbstractFloat, len::Real, divisor::AbstractFloat)
T = promote_type(typeof(a), typeof(st), typeof(divisor))
m = maxintfloat(T, Int)
if abs(a) <= m && abs(st) <= m && abs(divisor) <= m
ia, ist, idivisor = round(Int, a), round(Int, st), round(Int, divisor)
if ia == a && ist == st && idivisor == divisor
# We can return the high-precision range
return floatrange(T, ia, ist, Int(len), idivisor)
end
end
# Fallback (misses the opportunity to set offset different from 1,
# but otherwise this is still high-precision)
steprangelen_hp(T, (a,divisor), (st,divisor), nbitslen(T, len, 1), Int(len), 1)
end
function colon(start::T, step::T, stop::T) where T<:Union{Float16,Float32,Float64}
step == 0 && throw(ArgumentError("range step cannot be zero"))
# see if the inputs have exact rational approximations (and if so,
# perform all computations in terms of the rationals)
step_n, step_d = rat(step)
if step_d != 0 && T(step_n/step_d) == step
start_n, start_d = rat(start)
stop_n, stop_d = rat(stop)
if start_d != 0 && stop_d != 0 &&
T(start_n/start_d) == start && T(stop_n/stop_d) == stop
den = lcm(start_d, step_d) # use same denominator for start and step
m = maxintfloat(T, Int)
if den != 0 && abs(start*den) <= m && abs(step*den) <= m && # will round succeed?
rem(den, start_d) == 0 && rem(den, step_d) == 0 # check lcm overflow
start_n = round(Int, start*den)
step_n = round(Int, step*den)
len = max(0, div(den*stop_n - stop_d*start_n + step_n*stop_d, step_n*stop_d))
# Integer ops could overflow, so check that this makes sense
if isbetween(start, start + (len-1)*step, stop + step/2) &&
!isbetween(start, start + len*step, stop)
# Return a 2x precision range
return floatrange(T, start_n, step_n, len, den)
end
end
end
end
# Fallback, taking start and step literally
lf = (stop-start)/step
if lf < 0
len = 0
elseif lf == 0
len = 1
else
len = round(Int, lf) + 1
stop′ = start + (len-1)*step
# if we've overshot the end, subtract one:
len -= (start < stop < stop′) + (start > stop > stop′)
end
steprangelen_hp(T, start, step, 0, len, 1)
end
function range(a::T, st::T, len::Integer) where T<:Union{Float16,Float32,Float64}
start_n, start_d = rat(a)
step_n, step_d = rat(st)
if start_d != 0 && step_d != 0 &&
T(start_n/start_d) == a && T(step_n/step_d) == st
den = lcm(start_d, step_d)
m = maxintfloat(T, Int)
if abs(den*a) <= m && abs(den*st) <= m &&
rem(den, start_d) == 0 && rem(den, step_d) == 0
start_n = round(Int, den*a)
step_n = round(Int, den*st)
return floatrange(T, start_n, step_n, len, den)
end
end
steprangelen_hp(T, a, st, 0, len, 1)
end
# This assumes that r.step has already been split so that (0:len-1)*r.step.hi is exact
function unsafe_getindex(r::StepRangeLen{T,<:TwicePrecision,<:TwicePrecision}, i::Integer) where T
# Very similar to _getindex_hiprec, but optimized to avoid a 2nd call to add12
@_inline_meta
u = i - r.offset
shift_hi, shift_lo = u*r.step.hi, u*r.step.lo
x_hi, x_lo = add12(r.ref.hi, shift_hi)
T(x_hi + (x_lo + (shift_lo + r.ref.lo)))
end
function _getindex_hiprec(r::StepRangeLen{<:Any,<:TwicePrecision,<:TwicePrecision}, i::Integer)
u = i - r.offset
shift_hi, shift_lo = u*r.step.hi, u*r.step.lo
x_hi, x_lo = add12(r.ref.hi, shift_hi)
x_hi, x_lo = add12(x_hi, x_lo + (shift_lo + r.ref.lo))
TwicePrecision(x_hi, x_lo)
end
function getindex(r::StepRangeLen{T,<:TwicePrecision,<:TwicePrecision}, s::OrdinalRange{<:Integer}) where T
@boundscheck checkbounds(r, s)
soffset = 1 + round(Int, (r.offset - first(s))/step(s))
soffset = clamp(soffset, 1, length(s))
ioffset = first(s) + (soffset-1)*step(s)
if step(s) == 1 || length(s) < 2
newstep = r.step
else
newstep = twiceprecision(r.step*step(s), nbitslen(T, length(s), soffset))
end
if ioffset == r.offset
StepRangeLen(r.ref, newstep, length(s), max(1,soffset))
else
StepRangeLen(r.ref + (ioffset-r.offset)*r.step, newstep, length(s), max(1,soffset))
end
end
*(x::Real, r::StepRangeLen{<:Real,<:TwicePrecision}) =
StepRangeLen(x*r.ref, twiceprecision(x*r.step, nbitslen(r)), length(r), r.offset)
*(r::StepRangeLen{<:Real,<:TwicePrecision}, x::Real) = x*r
/(r::StepRangeLen{<:Real,<:TwicePrecision}, x::Real) =
StepRangeLen(r.ref/x, twiceprecision(r.step/x, nbitslen(r)), length(r), r.offset)
convert(::Type{StepRangeLen{T,R,S}}, r::StepRangeLen{T,R,S}) where {T<:AbstractFloat,R<:TwicePrecision,S<:TwicePrecision} = r
convert(::Type{StepRangeLen{T,R,S}}, r::StepRangeLen) where {T<:AbstractFloat,R<:TwicePrecision,S<:TwicePrecision} =
_convertSRL(StepRangeLen{T,R,S}, r)
convert(::Type{StepRangeLen{T}}, r::StepRangeLen) where {T<:IEEEFloat} =
_convertSRL(StepRangeLen{T,TwicePrecision{T},TwicePrecision{T}}, r)
convert(::Type{StepRangeLen{T}}, r::Range) where {T<:IEEEFloat} =
_convertSRL(StepRangeLen{T,TwicePrecision{T},TwicePrecision{T}}, r)
function _convertSRL(::Type{StepRangeLen{T,R,S}}, r::StepRangeLen{<:Integer}) where {T,R,S}
StepRangeLen{T,R,S}(R(r.ref), S(r.step), length(r), r.offset)
end
function _convertSRL(::Type{StepRangeLen{T,R,S}}, r::Range{<:Integer}) where {T,R,S}
StepRangeLen{T,R,S}(R(first(r)), S(step(r)), length(r))
end
function _convertSRL(::Type{StepRangeLen{T,R,S}}, r::Range{U}) where {T,R,S,U}
# if start and step have a rational approximation in the old type,
# then we transfer that rational approximation to the new type
f, s = first(r), step(r)
start_n, start_d = rat(f)
step_n, step_d = rat(s)
if start_d != 0 && step_d != 0 &&
U(start_n/start_d) == f && U(step_n/step_d) == s
den = lcm(start_d, step_d)
m = maxintfloat(T, Int)
if den != 0 && abs(f*den) <= m && abs(s*den) <= m &&
rem(den, start_d) == 0 && rem(den, step_d) == 0
start_n = round(Int, f*den)
step_n = round(Int, s*den)
return floatrange(T, start_n, step_n, length(r), den)
end
end
__convertSRL(StepRangeLen{T,R,S}, r)
end
function __convertSRL(::Type{StepRangeLen{T,R,S}}, r::StepRangeLen{U}) where {T,R,S,U}
StepRangeLen{T,R,S}(R(r.ref), S(r.step), length(r), r.offset)
end
function __convertSRL(::Type{StepRangeLen{T,R,S}}, r::Range{U}) where {T,R,S,U}
StepRangeLen{T,R,S}(R(first(r)), S(step(r)), length(r))
end
function sum(r::StepRangeLen)
l = length(r)
# Compute the contribution of step over all indexes.
# Indexes on opposite side of r.offset contribute with opposite sign,
# r.step * (sum(1:np) - sum(1:nn))
np, nn = l - r.offset, r.offset - 1 # positive, negative
# To prevent overflow in sum(1:n), multiply its factors by the step
sp, sn = sumpair(np), sumpair(nn)
tp = _prod(r.step, sp[1], sp[2])
tn = _prod(r.step, sn[1], sn[2])
s_hi, s_lo = add12(tp.hi, -tn.hi)
s_lo += tp.lo - tn.lo
# Add in contributions of ref
ref = r.ref * l
sm_hi, sm_lo = add12(s_hi, ref.hi)
add12(sm_hi, sm_lo + ref.lo)[1]
end
# sum(1:n) as a product of two integers
sumpair(n::Integer) = iseven(n) ? (n+1, n>>1) : (n, (n+1)>>1)
function +(r1::StepRangeLen{T,R}, r2::StepRangeLen{T,R}) where T where R<:TwicePrecision
len = length(r1)
(len == length(r2) ||
throw(DimensionMismatch("argument dimensions must match")))
if r1.offset == r2.offset
imid = r1.offset
ref = r1.ref + r2.ref
else
imid = round(Int, (r1.offset+r2.offset)/2)
ref1mid = _getindex_hiprec(r1, imid)
ref2mid = _getindex_hiprec(r2, imid)
ref = ref1mid + ref2mid
end
step = twiceprecision(r1.step + r2.step, nbitslen(T, len, imid))
StepRangeLen{T,typeof(ref),typeof(step)}(ref, step, len, imid)
end
## LinSpace
# For Float16, Float32, and Float64, linspace returns a StepRangeLen
function linspace(start::T, stop::T, len::Integer) where {T<:IEEEFloat}
len < 2 && return _linspace1(T, start, stop, len)
if start == stop
return steprangelen_hp(T, start, zero(T), 0, len, 1)
end
# Attempt to find exact rational approximations
start_n, start_d = rat(start)
stop_n, stop_d = rat(stop)
if start_d != 0 && stop_d != 0
den = lcm(start_d, stop_d)
m = maxintfloat(T, Int)
if den != 0 && abs(den*start) <= m && abs(den*stop) <= m
start_n = round(Int, den*start)
stop_n = round(Int, den*stop)
if T(start_n/den) == start && T(stop_n/den) == stop
return linspace(T, start_n, stop_n, len, den)
end
end
end
_linspace(start, stop, len)
end
function _linspace(start::T, stop::T, len::Integer) where {T<:IEEEFloat}
(isfinite(start) && isfinite(stop)) || throw(ArgumentError("start and stop must be finite, got $start and $stop"))
# Find the index that returns the smallest-magnitude element
Δ, Δfac = stop-start, 1
if !isfinite(Δ) # handle overflow for large endpoints
Δ, Δfac = stop/len - start/len, Int(len)
end
tmin = -(start/Δ)/Δfac # t such that (1-t)*start + t*stop == 0
imin = round(Int, tmin*(len-1)+1) # index approximately corresponding to t
if 1 < imin < len
# The smallest-magnitude element is in the interior
t = (imin-1)/(len-1)
ref = T((1-t)*start + t*stop)
step = imin-1 < len-imin ? (ref-start)/(imin-1) : (stop-ref)/(len-imin)
elseif imin <= 1
imin = 1
ref = start
step = (Δ/(len-1))*Δfac
else
imin = Int(len)
ref = stop
step = (Δ/(len-1))*Δfac
end
if len == 2 && !isfinite(step)
# For very large endpoints where step overflows, exploit the
# split-representation to handle the overflow
return steprangelen_hp(T, start, (-start, stop), 0, 2, 1)
end
# 2x calculations to get high precision endpoint matching while also
# preventing overflow in ref_hi+(i-offset)*step_hi
m, k = prevfloat(realmax(T)), max(imin-1, len-imin)
step_hi_pre = clamp(step, max(-(m+ref)/k, (-m+ref)/k), min((m-ref)/k, (m+ref)/k))
nb = nbitslen(T, len, imin)
step_hi = truncbits(step_hi_pre, nb)
x1_hi, x1_lo = add12((1-imin)*step_hi, ref)
x2_hi, x2_lo = add12((len-imin)*step_hi, ref)
a, b = (start - x1_hi) - x1_lo, (stop - x2_hi) - x2_lo
step_lo = (b - a)/(len - 1)
ref_lo = a - (1 - imin)*step_lo
steprangelen_hp(T, (ref, ref_lo), (step_hi, step_lo), 0, Int(len), imin)
end
# linspace for rational numbers, start = start_n/den, stop = stop_n/den
# Note this returns a StepRangeLen
function linspace(::Type{T}, start_n::Integer, stop_n::Integer, len::Integer, den::Integer) where T
len < 2 && return _linspace1(T, start_n/den, stop_n/den, len)
start_n == stop_n && return steprangelen_hp(T, (start_n, den), (zero(start_n), den), 0, len)
tmin = -start_n/(Float64(stop_n) - Float64(start_n))
imin = round(Int, tmin*(len-1)+1)
imin = clamp(imin, 1, Int(len))
ref_num = Int128(len-imin) * start_n + Int128(imin-1) * stop_n
ref_denom = Int128(len-1) * den
ref = (ref_num, ref_denom)
step_full = (Int128(stop_n) - Int128(start_n), ref_denom)
steprangelen_hp(T, ref, step_full, nbitslen(T, len, imin), Int(len), imin)
end
# For len < 2
function _linspace1(::Type{T}, start, stop, len::Integer) where T
len >= 0 || throw(ArgumentError("linspace($start, $stop, $len): negative length"))
if len <= 1
len == 1 && (start == stop || throw(ArgumentError("linspace($start, $stop, $len): endpoints differ")))
# Ensure that first(r)==start and last(r)==stop even for len==0
return StepRangeLen(TwicePrecision(start, zero(T)), TwicePrecision(start, -stop), len, 1)
end
throw(ArgumentError("should only be called for len < 2, got $len"))
end
### Numeric utilities
# Approximate x with a rational representation. Guaranteed to return,
# but not guaranteed to return a precise answer.
# https://en.wikipedia.org/wiki/Continued_fraction#Best_rational_approximations
function rat(x)
y = x
a = d = 1
b = c = 0
m = maxintfloat(narrow(typeof(x)))
while abs(y) <= m
f = trunc(Int,y)
y -= f
a, c = f*a + c, a
b, d = f*b + d, b
max(abs(a), abs(b)) <= convert(Int,m) || return c, d
oftype(x,a)/oftype(x,b) == x && break
y = inv(y)
end
return a, b
end
narrow(::Type{Float64}) = Float32
narrow(::Type{Float32}) = Float16
narrow(::Type{Float16}) = Float16
function _prod(t::TwicePrecision, x, y...)
@_inline_meta
_prod(t * x, y...)
end
_prod(t::TwicePrecision) = t
<(x::TwicePrecision{T}, y::TwicePrecision{T}) where {T} =
x.hi < y.hi || ((x.hi == y.hi) & (x.lo < y.lo))
isbetween(a, x, b) = a <= x <= b || b <= x <= a