How does this algorithm to calculate square root work? - c++

I have found a piece of mathematical code to compute the square root of a real value. I obviously understand the code itself, but I must say that I badly understand the math logic of that algorithm. How does it work exactly?
inline
double _recurse(const double &_, const double &_x, const double &_y)
{ double _result;
if(std::fabs(_y - _x) > 0.001)
_result = _recurse(_, _y, 0.5 * (_y + _ / _y));
else
_result = _y;
return _result;
}
inline
double sqrt(const double &_)
{ return _recurse(_, 1.0, 0.5 * (1.0 + _)); }

Assume that you want to compute √a and have found an approxmation x. You want to improve that approximation by adding some correction δ to x. In other terms, you want to establish
x + δ = √a
or
(x + δ)² = x² + 2xδ + δ² = a
If you neglect the small term δ², you can solve for δ and get
δ ~ (a - x²)/(2x)
and finally
x + δ ~ (a + x²)/(2x) = (a/x + x)/2.
This process can be iterated and converges very quickly to √a.
E.g. for a=2 and the initial value x=1, we get the approximations
1, 3/2, 17/12, 577/408, 665857/470832, ...
and the corresponding squares,
1, 2.25, 2.00694444..., 2.0000060073049..., 2.0000000000045...

Related

Efficient floating point scaling in C++

I'm working on my fast (and accurate) sin implementation in C++, and I have a problem regarding the efficient angle scaling into the +- pi/2 range.
My sin function for +-pi/2 using Taylor series is the following
(Note: FLOAT is a macro expanded to float or double just for the benchmark)
/**
* Sin for 'small' angles, accurate on [-pi/2, pi/2], fairly accurate on [-pi, pi]
*/
// To switch between float and double
#define FLOAT float
FLOAT
my_sin_small(FLOAT x)
{
constexpr FLOAT C1 = 1. / (7. * 6. * 5. * 4. * 3. * 2.);
constexpr FLOAT C2 = -1. / (5. * 4. * 3. * 2.);
constexpr FLOAT C3 = 1. / (3. * 2.);
constexpr FLOAT C4 = -1.;
// Correction for sin(pi/2) = 1, due to the ignored taylor terms
constexpr FLOAT corr = -1. / 0.9998431013994987;
const FLOAT x2 = x * x;
return corr * x * (x2 * (x2 * (x2 * C1 + C2) + C3) + C4);
}
So far so good... The problem comes when I try to scale an arbitrary angle into the +-pi/2 range. My current solution is:
FLOAT
my_sin(FLOAT x)
{
constexpr FLOAT pi = 3.141592653589793238462;
constexpr FLOAT rpi = 1 / pi;
// convert to +-pi/2 range
int n = std::nearbyint(x * rpi);
FLOAT xbar = (n * pi - x) * (2 * (n & 1) - 1);
// (2 * (n % 2) - 1) is a sign correction (see below)
return my_sin_small(xbar);
};
I made a benchmark, and I'm losing a lot for the +-pi/2 scaling.
Tricking with int(angle/pi + 0.5) is a nope since it is limited to the int precision, also requires +- branching, and i try to avoid branches...
What should I try to improve the performance for this scaling? I'm out of ideas.
Benchmark results for float. (In the benchmark the angle could be out of the validity range for my_sin_small, but for the bench I don't care about that...):
Benchmark results for double.
Sign correction for xbar in my_sin():
Algo accuracy compared to python sin() function:
Candidate improvements
Convert the radians x to rotations by dividing by 2*pi.
Retain only the fraction so we have an angle (-1.0 ... 1.0). This simplifies the OP's modulo step to a simple "drop the whole number" step instead. Going forward with different angle units simply involves a co-efficient set change. No need to scale back to radians.
For positive values, subtract 0.5 so we have (-0.5 ... 0.5) and then flip the sign. This centers the possible values about 0.0 and makes for better convergence of the approximating polynomial as compared to the math sine function. For negative values - see below.
Call my_sin_small1() that uses this (-0.5 ... 0.5) rotations range rather than [-pi ... +pi] radians.
In my_sin_small1(), fold constants together to drop the corr * step.
Rather than use the truncated Taylor's series, use a more optimal set. IMO, this will provide better answers, especially near +/-pi.
Notes: No int to/from float code. With more analysis, possible to get a better set of coefficients that fix my_sin(+/-pi) closer to 0.0. This is just a quick set of code to demo less FP steps and good potential results.
C like code for OP to port to C++
FLOAT my_sin_small1(FLOAT x) {
static const FLOAT A1 = -5.64744881E+01;
static const FLOAT A2 = +7.81017968E+01;
static const FLOAT A3 = -4.11145353E+01;
static const FLOAT A4 = +6.27923581E+00;
const FLOAT x2 = x * x;
return x * (x2 * (x2 * (x2 * A1 + A2) + A3) + A4);
}
FLOAT my_sin1(FLOAT x) {
static const FLOAT pi = 3.141592653589793238462;
static const FLOAT pi2i = 1/(pi * 2);
x *= pi2i;
FLOAT xfraction = 0.5f - (x - truncf(x));
return my_sin_small1(xfraction);
}
For negative values, use -my_sin1(-x) or like code to flip the sign - or add 0.5 in the above minus 0.5 step.
Test
#include <math.h>
#include <stdio.h>
int main(void) {
for (int d = 0; d <= 360; d += 20) {
FLOAT x = d / 180.0 * M_PI;
FLOAT y = my_sin1(x);
printf("%12.6f %11.8f %11.8f\n", x, sin(x), y);
}
}
Output
0.000000 0.00000000 -0.00022483
0.349066 0.34202013 0.34221691
0.698132 0.64278759 0.64255589
1.047198 0.86602542 0.86590189
1.396263 0.98480775 0.98496443
1.745329 0.98480775 0.98501128
2.094395 0.86602537 0.86603642
2.443461 0.64278762 0.64260530
2.792527 0.34202022 0.34183803
3.141593 -0.00000009 0.00000000
3.490659 -0.34202016 -0.34183764
3.839724 -0.64278757 -0.64260519
4.188790 -0.86602546 -0.86603653
4.537856 -0.98480776 -0.98501128
4.886922 -0.98480776 -0.98496443
5.235988 -0.86602545 -0.86590189
5.585053 -0.64278773 -0.64255613
5.934119 -0.34202036 -0.34221727
6.283185 0.00000017 -0.00022483
Alternate code below makes for better results near 0.0, yet might cost a tad more time. OP seems more inclined to speed.
FLOAT xfraction = 0.5f - (x - truncf(x));
// vs.
FLOAT xfraction = x - truncf(x);
if (x >= 0.5f) x -= 1.0f;
[Edit]
Below is a better set with about 10% reduced error.
-56.0833765f
77.92947047f
-41.0936875f
6.278635918f
Yet another approach:
Spend more time (code) to reduce the range to ±pi/4 (±45 degrees), then possible to use only 3 or 2 terms of a polynomial that is like the usually Taylors series.
float sin_quick_small(float x) {
const float x2 = x * x;
#if 0
// max error about 7e-7
static const FLOAT A2 = +0.00811656036940792f;
static const FLOAT A3 = -0.166597759850666f;
static const FLOAT A4 = +0.999994132743861f;
return x * (x2 * (x2 * A2 + A3) + A4);
#else
// max error about 0.00016
static const FLOAT A3 = -0.160343346851626f;
static const FLOAT A4 = +0.999031566686144f;
return x * (x2 * A3 + A4);
#endif
}
float cos_quick_small(float x) {
return cosf(x); // TBD code.
}
float sin_quick(float x) {
if (x < 0.0) {
return -sin_quick(-x);
}
int quo;
float x90 = remquof(fabsf(x), 3.141592653589793238462f / 2, &quo);
switch (quo % 4) {
case 0:
return sin_quick_small(x90);
case 1:
return cos_quick_small(x90);
case 2:
return sin_quick_small(-x90);
case 3:
return -cos_quick_small(x90);
}
return 0.0;
}
int main() {
float max_x = 0.0;
float max_error = 0.0;
for (int d = -45; d <= 45; d += 1) {
FLOAT x = d / 180.0 * M_PI;
FLOAT y = sin_quick(x);
double err = fabs(y - sin(x));
if (err > max_error) {
max_x = x;
max_error = err;
}
printf("%12.6f %11.8f %11.8f err:%11.8f\n", x, sin(x), y, err);
}
printf("x:%.6f err:%.6f\n", max_x, max_error);
return 0;
}

Fast approximate float division

On modern processors, float division is a good order of magnitude slower than float multiplication (when measured by reciprocal throughput).
I'm wondering if there are any algorithms out there for computating a fast approximation to x/y, given certain assumptions and tolerance levels. For example, if you assume that 0<x<y, and are willing to accept any output that is within 10% of the true value, are there algorithms faster than the built-in FDIV operation?
I hope that this helps because this is probably as close as your going to get to what you are looking for.
__inline__ double __attribute__((const)) divide( double y, double x ) {
// calculates y/x
union {
double dbl;
unsigned long long ull;
} u;
u.dbl = x; // x = x
u.ull = ( 0xbfcdd6a18f6a6f52ULL - u.ull ) >> (unsigned char)1;
// pow( x, -0.5 )
u.dbl *= u.dbl; // pow( pow(x,-0.5), 2 ) = pow( x, -1 ) = 1.0/x
return u.dbl * y; // (1.0/x) * y = y/x
}
See also:
Another post about reciprocal approximation.
The Wikipedia page.
FDIV is usually exceptionally slower than FMUL just b/c it can't be piped like multiplication and requires multiple clk cycles for iterative convergence HW seeking process.
Easiest way is to simply recognize that division is nothing more than the multiplication of the dividend y and the inverse of the divisor x. The not so straight forward part is remembering a float value x = m * 2 ^ e & its inverse x^-1 = (1/m)*2^(-e) = (2/m)*2^(-e-1) = p * 2^q approximating this new mantissa p = 2/m = 3-x, for 1<=m<2. This gives a rough piece-wise linear approximation of the inverse function, however we can do a lot better by using an iterative Newton Root Finding Method to improve that approximation.
let w = f(x) = 1/x, the inverse of this function f(x) is found by solving for x in terms of w or x = f^(-1)(w) = 1/w. To improve the output with the root finding method we must first create a function whose zero reflects the desired output, i.e. g(w) = 1/w - x, d/dw(g(w)) = -1/w^2.
w[n+1]= w[n] - g(w[n])/g'(w[n]) = w[n] + w[n]^2 * (1/w[n] - x) = w[n] * (2 - x*w[n])
w[n+1] = w[n] * (2 - x*w[n]), when w[n]=1/x, w[n+1]=1/x*(2-x*1/x)=1/x
These components then add to get the final piece of code:
float inv_fast(float x) {
union { float f; int i; } v;
float w, sx;
int m;
sx = (x < 0) ? -1:1;
x = sx * x;
v.i = (int)(0x7EF127EA - *(uint32_t *)&x);
w = x * v.f;
// Efficient Iterative Approximation Improvement in horner polynomial form.
v.f = v.f * (2 - w); // Single iteration, Err = -3.36e-3 * 2^(-flr(log2(x)))
// v.f = v.f * ( 4 + w * (-6 + w * (4 - w))); // Second iteration, Err = -1.13e-5 * 2^(-flr(log2(x)))
// v.f = v.f * (8 + w * (-28 + w * (56 + w * (-70 + w *(56 + w * (-28 + w * (8 - w))))))); // Third Iteration, Err = +-6.8e-8 * 2^(-flr(log2(x)))
return v.f * sx;
}

Numerical precision for difference of squares

in my code I often compute things like the following piece (here C code for simplicity):
float cos_theta = /* some simple operations; no cosf call! */;
float sin_theta = sqrtf(1.0f - cos_theta * cos_theta); // Option 1
For this example ignore that the argument of the square root might be negative due to imprecisions. I fixed that with additional fdimf call. However, I wondered if the following is more precise:
float sin_theta = sqrtf((1.0f + cos_theta) * (1.0f - cos_theta)); // Option 2
cos_theta is between -1 and +1 so for each choice there will be situations where I subtract similar numbers and thus will loose precision, right? What is the most precise and why?
The most precise way with floats is likely to compute both sin and cos using a single x87 instruction, fsincos.
However, if you need to do the computation manually, it's best to group arguments with similar magnitudes. This means the second option is more precise, especially when cos_theta is close to 0, where precision matters the most.
As the article
What Every Computer Scientist Should Know About Floating-Point Arithmetic notes:
The expression x2 - y2 is another formula that exhibits catastrophic
cancellation. It is more accurate to evaluate it as (x - y)(x + y).
Edit: it's more complicated than this. Although the above is generally true, (x - y)(x + y) is slightly less accurate when x and y are of very different magnitudes, as the footnote to the statement explains:
In this case, (x - y)(x + y) has three rounding errors, but x2 - y2 has only two since the rounding error committed when computing the smaller of x2 and y2 does not affect the final subtraction.
In other words, taking x - y, x + y, and the product (x - y)(x + y) each introduce rounding errors (3 steps of rounding error). x2, y2, and the subtraction x2 - y2 also each introduce rounding errors, but the rounding error obtained by squaring a relatively small number (the smaller of x and y) is so negligible that there are effectively only two steps of rounding error, making the difference of squares more precise.
So option 1 is actually going to be more precise. This is confirmed by dev.brutus's Java test.
I wrote small test. It calcutates expected value with double precision. Then it calculates an error with your options. The first option is better:
Algorithm: FloatTest$1
option 1 error = 3.802792362162126
option 2 error = 4.333273185303996
Algorithm: FloatTest$2
option 1 error = 3.802792362167937
option 2 error = 4.333273185305868
The Java code:
import org.junit.Test;
public class FloatTest {
#Test
public void test() {
testImpl(new ExpectedAlgorithm() {
public double te(double cos_theta) {
return Math.sqrt(1.0f - cos_theta * cos_theta);
}
});
testImpl(new ExpectedAlgorithm() {
public double te(double cos_theta) {
return Math.sqrt((1.0f + cos_theta) * (1.0f - cos_theta));
}
});
}
public void testImpl(ExpectedAlgorithm ea) {
double delta1 = 0;
double delta2 = 0;
for (double cos_theta = -1; cos_theta <= 1; cos_theta += 1e-8) {
double[] delta = delta(cos_theta, ea);
delta1 += delta[0];
delta2 += delta[1];
}
System.out.println("Algorithm: " + ea.getClass().getName());
System.out.println("option 1 error = " + delta1);
System.out.println("option 2 error = " + delta2);
}
private double[] delta(double cos_theta, ExpectedAlgorithm ea) {
double expected = ea.te(cos_theta);
double delta1 = Math.abs(expected - t1((float) cos_theta));
double delta2 = Math.abs(expected - t2((float) cos_theta));
return new double[]{delta1, delta2};
}
private double t1(float cos_theta) {
return Math.sqrt(1.0f - cos_theta * cos_theta);
}
private double t2(float cos_theta) {
return Math.sqrt((1.0f + cos_theta) * (1.0f - cos_theta));
}
interface ExpectedAlgorithm {
double te(double cos_theta);
}
}
The correct way to reason about numerical precision of some expression is to:
Measure the result discrepancy relative to the correct value in ULPs (Unit in the last place), introduced in 1960. by W. H. Kahan. You can find C, Python & Mathematica implementations here, and learn more on the topic here.
Discriminate between two or more expressions based on the worst case they produce, not average absolute error as done in other answers or by some other arbitrary metric. This is how numerical approximation polynomials are constructed (Remez algorithm), how standard library methods' implementations are analysed (e.g. Intel atan2), etc...
With that in mind, version_1: sqrt(1 - x * x) and version_2: sqrt((1 - x) * (1 + x)) produce significantly different outcomes. As presented in the plot below, version_1 demonstrates catastrophic performance for x close to 1 with error > 1_000_000 ulps, while on the other hand error of version_2 is well behaved.
That is why I always recommend using version_2, i.e. exploiting the square difference formula.
Python 3.6 code that produces square_diff_error.csv file:
from fractions import Fraction
from math import exp, fabs, sqrt
from random import random
from struct import pack, unpack
def ulp(x):
"""
Computing ULP of input double precision number x exploiting
lexicographic ordering property of positive IEEE-754 numbers.
The implementation correctly handles the special cases:
- ulp(NaN) = NaN
- ulp(-Inf) = Inf
- ulp(Inf) = Inf
Author: Hrvoje Abraham
Date: 11.12.2015
Revisions: 15.08.2017
26.11.2017
MIT License https://opensource.org/licenses/MIT
:param x: (float) float ULP will be calculated for
:returns: (float) the input float number ULP value
"""
# setting sign bit to 0, e.g. -0.0 becomes 0.0
t = abs(x)
# converting IEEE-754 64-bit format bit content to unsigned integer
ll = unpack('Q', pack('d', t))[0]
# computing first smaller integer, bigger in a case of ll=0 (t=0.0)
near_ll = abs(ll - 1)
# converting back to float, its value will be float nearest to t
near_t = unpack('d', pack('Q', near_ll))[0]
# abs takes care of case t=0.0
return abs(t - near_t)
with open('e:/square_diff_error.csv', 'w') as f:
for _ in range(100_000):
# nonlinear distribution of x in [0, 1] to produce more cases close to 1
k = 10
x = (exp(k) - exp(k * random())) / (exp(k) - 1)
fx = Fraction(x)
correct = sqrt(float(Fraction(1) - fx * fx))
version1 = sqrt(1.0 - x * x)
version2 = sqrt((1.0 - x) * (1.0 + x))
err1 = fabs(version1 - correct) / ulp(correct)
err2 = fabs(version2 - correct) / ulp(correct)
f.write(f'{x},{err1},{err2}\n')
Mathematica code that produces the final plot:
data = Import["e:/square_diff_error.csv"];
err1 = {1 - #[[1]], #[[2]]} & /# data;
err2 = {1 - #[[1]], #[[3]]} & /# data;
ListLogLogPlot[{err1, err2}, PlotRange -> All, Axes -> False, Frame -> True,
FrameLabel -> {"1-x", "error [ULPs]"}, LabelStyle -> {FontSize -> 20}]
As an aside, you will always have a problem when theta is small, because the cosine is flat around theta = 0. If theta is between -0.0001 and 0.0001 then cos(theta) in float is exactly one, so your sin_theta will be exactly zero.
To answer your question, when cos_theta is close to one (corresponding to a small theta), your second computation is clearly more accurate. This is shown by the following program, that lists the absolute and relative errors for both computations for various values of cos_theta. The errors are computed by comparing against a value which is computed with 200 bits of precision, using GNU MP library, and then converted to a float.
#include <math.h>
#include <stdio.h>
#include <gmp.h>
int main()
{
int i;
printf("cos_theta abs (1) rel (1) abs (2) rel (2)\n\n");
for (i = -14; i < 0; ++i) {
float x = 1 - pow(10, i/2.0);
float approx1 = sqrt(1 - x * x);
float approx2 = sqrt((1 - x) * (1 + x));
/* Use GNU MultiPrecision Library to get 'exact' answer */
mpf_t tmp1, tmp2;
mpf_init2(tmp1, 200); /* use 200 bits precision */
mpf_init2(tmp2, 200);
mpf_set_d(tmp1, x);
mpf_mul(tmp2, tmp1, tmp1); /* tmp2 = x * x */
mpf_neg(tmp1, tmp2); /* tmp1 = -x * x */
mpf_add_ui(tmp2, tmp1, 1); /* tmp2 = 1 - x * x */
mpf_sqrt(tmp1, tmp2); /* tmp1 = sqrt(1 - x * x) */
float exact = mpf_get_d(tmp1);
printf("%.8f %.3e %.3e %.3e %.3e\n", x,
fabs(approx1 - exact), fabs((approx1 - exact) / exact),
fabs(approx2 - exact), fabs((approx2 - exact) / exact));
/* printf("%.10f %.8f %.8f %.8f\n", x, exact, approx1, approx2); */
}
return 0;
}
Output:
cos_theta abs (1) rel (1) abs (2) rel (2)
0.99999988 2.910e-11 5.960e-08 0.000e+00 0.000e+00
0.99999970 5.821e-11 7.539e-08 0.000e+00 0.000e+00
0.99999899 3.492e-10 2.453e-07 1.164e-10 8.178e-08
0.99999684 2.095e-09 8.337e-07 0.000e+00 0.000e+00
0.99998999 1.118e-08 2.497e-06 0.000e+00 0.000e+00
0.99996835 6.240e-08 7.843e-06 9.313e-10 1.171e-07
0.99989998 3.530e-07 2.496e-05 0.000e+00 0.000e+00
0.99968380 3.818e-07 1.519e-05 0.000e+00 0.000e+00
0.99900001 1.490e-07 3.333e-06 0.000e+00 0.000e+00
0.99683774 8.941e-08 1.125e-06 7.451e-09 9.376e-08
0.99000001 5.960e-08 4.225e-07 0.000e+00 0.000e+00
0.96837723 1.490e-08 5.973e-08 0.000e+00 0.000e+00
0.89999998 2.980e-08 6.837e-08 0.000e+00 0.000e+00
0.68377221 5.960e-08 8.168e-08 5.960e-08 8.168e-08
When cos_theta is not close to one, then the accuracy of both methods is very close to each other and to round-off error.
[Edited for major think-o] It looks to me like option 2 will be better, because for a number like 0.000001 for example option 1 will return the sine as 1 while option will return a number just smaller than 1.
No difference in my option since (1-x) preserves the precision not effecting the carried bit. Then for (1+x) the same is true. Then the only thing effecting the carry bit precision is the multiplication. So in both cases there is one single multiplication, so they are both as likely to give the same carry bit error.

Simple iteration algorithm

If we are given with an array of non-linear equation coefficients and some range, how can we find that equation's root within the range given?
E.g.: the equation is
So coefficient array will be the array of a's. Let's say the equation is
Then the coefficient array is { 1, -5, -9, 16 }.
As Google says, first we need to morph function given (the equation actually) to some other function. E.g. if the given equation is y = f(x), we should define other function, x = g(x) and then do the algorithm:
while (fabs(f(x)) > etha)
x = g(x);
To find out the root.
The question is: how to define that g(x) using coefficient array and the range given only?
The problem is: when i define g(x) like this
or
for the equation given, any start value for x will lead me to the second equation's root. And no one of 'em would give me the other two (roots are { -2.5, 1.18, 6.05 } and my code gives 1.18 only).
My code is something like this:
float a[] = { 1.f, -5.f, -9.f, 16.f }, etha = 0.001f;
float f(float x)
{
return (a[0] * x * x * x) + (a[1] * x * x) + (a[2] * x) + a[3];
}
float phi(float x)
{
return (a[3] * -1.f) / ((a[0] * x * x) + (a[1] * x) + a[2]);
}
float iterationMethod(float a, float b)
{
float x = (a + b) / 2.f;
while (fabs(f(x)) > etha)
{
x = phi(x);
}
return x;
}
So, calling the iterationMethod() passing ranges { -3, 0 }, { 0, 3 } and { 3, 10 } will provide 1.18 number three times along.
Where am i wrong and how should i act to get it work right?
UPD1: i do not need any third-party libraries.
UPD2: i need "Simple Iteration" algorithm exactly.
One of the more traditional root-finding algorithms is Newton's method. The iteration step involves finding the root of the first order approximation of the function
So if we have a function 'f' and are at a point x0, the linear fisrt order approximation will be
f_(x) = f'(x0)*(x - x0) + f(x0)
and the corresponding approximate root x' is
x' = phi(x0) = x0 - f(x0)/f'(x0)
(Note that you need to have the derivative function handy but it should be very easy to obtain it for polynomials)
The good thing about Newton's method is simple to implement and is often very fast. The bad thing is that sometimes it doesn't behave well: the method fails on points that have f'(x) = 0 and some inputs in some functions it can diverge (so you need to check for that and restart if needed).
The link you posted in your comment explains why you can't find all the roots with this algorithm - it only converges to a root if |phi'(x)| < 1 around the root. That's not the case with any of the roots of your polynomial; for most starting points, the iteration will end up bouncing around the middle root, and eventually get close to it by accident; it will almost certainly never get close enough to the other roots, wherever it starts.
To find all three roots, you need a more stable algorithm such as Newton's method (which is also described in the tutorial you linked to). This is also an iterative method; you can find a root of f(x) using the iteration x -> x - f(x)/f'(x). This is still not guaranteed to converge, but the convergence condition is much more lenient. For your polynomial, it might look a bit like this:
#include <iostream>
#include <cmath>
float a[] = { 1.f, -5.f, -9.f, 16.f }, etha = 0.001f;
float f(float x)
{
return (a[0] * x * x * x) + (a[1] * x * x) + (a[2] * x) + a[3];
}
float df(float x)
{
return (3 * a[0] * x * x) + (2 * a[1] * x) + a[2];
}
float newtonMethod(float a, float b)
{
float x = (a + b) / 2.f;
while (fabs(f(x)) > etha)
{
x -= f(x)/df(x);
}
return x;
}
int main()
{
std::cout << newtonMethod(-5,0) << '\n'; // prints -2.2341
std::cout << newtonMethod(0,5) << '\n'; // prints 1.18367
std::cout << newtonMethod(5,10) << '\n'; // prints 6.05043
}
There are many other algorithms for finding roots; here is a good place to start learning.

Fast Arc Cos algorithm?

I have my own, very fast cos function:
float sine(float x)
{
const float B = 4/pi;
const float C = -4/(pi*pi);
float y = B * x + C * x * abs(x);
// const float Q = 0.775;
const float P = 0.225;
y = P * (y * abs(y) - y) + y; // Q * y + P * y * abs(y)
return y;
}
float cosine(float x)
{
return sine(x + (pi / 2));
}
But now when I profile, I see that acos() is killing the processor. I don't need intense precision. What is a fast way to calculate acos(x)
Thanks.
A simple cubic approximation, the Lagrange polynomial for x ∈ {-1, -½, 0, ½, 1}, is:
double acos(x) {
return (-0.69813170079773212 * x * x - 0.87266462599716477) * x + 1.5707963267948966;
}
It has a maximum error of about 0.18 rad.
Got spare memory? A lookup table (with interpolation, if required) is gonna be fastest.
nVidia has some great resources that show how to approximate otherwise very expensive math functions, such as: acos
asin
atan2
etc etc...
These algorithms produce good results when speed of execution is more important (within reason) than precision. Here's their acos function:
// Absolute error <= 6.7e-5
float acos(float x) {
float negate = float(x < 0);
x = abs(x);
float ret = -0.0187293;
ret = ret * x;
ret = ret + 0.0742610;
ret = ret * x;
ret = ret - 0.2121144;
ret = ret * x;
ret = ret + 1.5707288;
ret = ret * sqrt(1.0-x);
ret = ret - 2 * negate * ret;
return negate * 3.14159265358979 + ret;
}
And here are the results for when calculating acos(0.5):
nVidia: result: 1.0471513828611643
math.h: result: 1.0471975511965976
That's pretty close! Depending on your required degree of precision, this might be a good option for you.
I have my own. It's pretty accurate and sort of fast. It works off of a theorem I built around quartic convergence. It's really interesting, and you can see the equation and how fast it can make my natural log approximation converge here: https://www.desmos.com/calculator/yb04qt8jx4
Here's my arccos code:
function acos(x)
local a=1.43+0.59*x a=(a+(2+2*x)/a)/2
local b=1.65-1.41*x b=(b+(2-2*x)/b)/2
local c=0.88-0.77*x c=(c+(2-a)/c)/2
return (8*(c+(2-a)/c)-(b+(2-2*x)/b))/6
end
A lot of that is just square root approximation. It works really well, too, unless you get too close to taking a square root of 0. It has an average error (excluding x=0.99 to 1) of 0.0003. The problem, though, is that at 0.99 it starts going to shit, and at x=1, the difference in accuracy becomes 0.05. Of course, this could be solved by doing more iterations on the square roots (lol nope) or, just a little thing like, if x>0.99 then use a different set of square root linearizations, but that makes the code all long and ugly.
If you don't care about accuracy so much, you could just do one iteration per square root, which should still keep you somewhere in the range of 0.0162 or something as far as accuracy goes:
function acos(x)
local a=1.43+0.59*x a=(a+(2+2*x)/a)/2
local b=1.65-1.41*x b=(b+(2-2*x)/b)/2
local c=0.88-0.77*x c=(c+(2-a)/c)/2
return 8/3*c-b/3
end
If you're okay with it, you can use pre-existing square root code. It will get rid of the the equation going a bit crazy at x=1:
function acos(x)
local a = math.sqrt(2+2*x)
local b = math.sqrt(2-2*x)
local c = math.sqrt(2-a)
return 8/3*d-b/3
end
Frankly, though, if you're really pressed for time, remember that you could linearize arccos into 3.14159-1.57079x and just do:
function acos(x)
return 1.57079-1.57079*x
end
Anyway, if you want to see a list of my arccos approximation equations, you can go to https://www.desmos.com/calculator/tcaty2sv8l I know that my approximations aren't the best for certain things, but if you're doing something where my approximations would be useful, please use them, but try to give me credit.
You can approximate the inverse cosine with a polynomial as suggested by dan04, but a polynomial is a pretty bad approximation near -1 and 1 where the derivative of the inverse cosine goes to infinity. When you increase the degree of the polynomial you hit diminishing returns quickly, and it is still hard to get a good approximation around the endpoints. A rational function (the quotient of two polynomials) can give a much better approximation in this case.
acos(x) ≈ π/2 + (ax + bx³) / (1 + cx² + dx⁴)
where
a = -0.939115566365855
b = 0.9217841528914573
c = -1.2845906244690837
d = 0.295624144969963174
has a maximum absolute error of 0.017 radians (0.96 degrees) on the interval (-1, 1). Here is a plot (the inverse cosine in black, cubic polynomial approximation in red, the above function in blue) for comparison:
The coefficients above have been chosen to minimise the maximum absolute error over the entire domain. If you are willing to allow a larger error at the endpoints, the error on the interval (-0.98, 0.98) can be made much smaller. A numerator of degree 5 and a denominator of degree 2 is about as fast as the above function, but slightly less accurate. At the expense of performance you can increase accuracy by using higher degree polynomials.
A note about performance: computing the two polynomials is still very cheap, and you can use fused multiply-add instructions. The division is not so bad, because you can use the hardware reciprocal approximation and a multiply. The error in the reciprocal approximation is negligible in comparison with the error in the acos approximation. On a 2.6 GHz Skylake i7, this approximation can do about 8 inverse cosines every 6 cycles using AVX. (That is throughput, the latency is longer than 6 cycles.)
Another approach you could take is to use complex numbers. From de Moivre's formula,
ⅈx = cos(π/2*x) + ⅈ*sin(π/2*x)
Let θ = π/2*x. Then x = 2θ/π, so
sin(θ) = ℑ(ⅈ^2θ/π)
cos(θ) = ℜ(ⅈ^2θ/π)
How can you calculate powers of ⅈ without sin and cos? Start with a precomputed table for powers of 2:
ⅈ4 = 1
ⅈ2 = -1
ⅈ1 = ⅈ
ⅈ1/2 = 0.7071067811865476 + 0.7071067811865475*ⅈ
ⅈ1/4 = 0.9238795325112867 + 0.3826834323650898*ⅈ
ⅈ1/8 = 0.9807852804032304 + 0.19509032201612825*ⅈ
ⅈ1/16 = 0.9951847266721969 + 0.0980171403295606*ⅈ
ⅈ1/32 = 0.9987954562051724 + 0.049067674327418015*ⅈ
ⅈ1/64 = 0.9996988186962042 + 0.024541228522912288*ⅈ
ⅈ1/128 = 0.9999247018391445 + 0.012271538285719925*ⅈ
ⅈ1/256 = 0.9999811752826011 + 0.006135884649154475*ⅈ
To calculate arbitrary values of ⅈx, approximate the exponent as a binary fraction, and then multiply together the corresponding values from the table.
For example, to find sin and cos of 72° = 0.8π/2:
ⅈ0.8
&approx; ⅈ205/256
= ⅈ0b11001101
= ⅈ1/2 * ⅈ1/4 * ⅈ1/32 * ⅈ1/64 * ⅈ1/256
= 0.3078496400415349 + 0.9514350209690084*ⅈ
sin(72°) &approx; 0.9514350209690084 ("exact" value is 0.9510565162951535)
cos(72°) &approx; 0.3078496400415349 ("exact" value is 0.30901699437494745).
To find asin and acos, you can use this table with the Bisection Method:
For example, to find asin(0.6) (the smallest angle in a 3-4-5 triangle):
ⅈ0 = 1 + 0*ⅈ. The sin is too small, so increase x by 1/2.
ⅈ1/2 = 0.7071067811865476 + 0.7071067811865475*ⅈ . The sin is too big, so decrease x by 1/4.
ⅈ1/4 = 0.9238795325112867 + 0.3826834323650898*ⅈ. The sin is too small, so increase x by 1/8.
ⅈ3/8 = 0.8314696123025452 + 0.5555702330196022*ⅈ. The sin is still too small, so increase x by 1/16.
ⅈ7/16 = 0.773010453362737 + 0.6343932841636455*ⅈ. The sin is too big, so decrease x by 1/32.
ⅈ13/32 = 0.8032075314806449 + 0.5956993044924334*ⅈ.
Each time you increase x, multiply by the corresponding power of ⅈ. Each time you decrease x, divide by the corresponding power of ⅈ.
If we stop here, we obtain acos(0.6) &approx; 13/32*π/2 = 0.6381360077604268 (The "exact" value is 0.6435011087932844.)
The accuracy, of course, depends on the number of iterations. For a quick-and-dirty approximation, use 10 iterations. For "intense precision", use 50-60 iterations.
A fast arccosine implementation, accurate to about 0.5 degrees, can be based on the observation that for x in [0,1], acos(x) ≈ √(2*(1-x)). An additional scale factor improves accuracy near zero. The optimal factor can be found by a simple binary search. Negative arguments are handled according to acos (-x) = π - acos (x).
#include <stdio.h>
#include <stdlib.h>
#include <stdint.h>
#include <string.h>
#include <math.h>
// Approximate acos(a) with relative error < 5.15e-3
// This uses an idea from Robert Harley's posting in comp.arch.arithmetic on 1996/07/12
// https://groups.google.com/forum/#!original/comp.arch.arithmetic/wqCPkCCXqWs/T9qCkHtGE2YJ
float fast_acos (float a)
{
const float PI = 3.14159265f;
const float C = 0.10501094f;
float r, s, t, u;
t = (a < 0) ? (-a) : a; // handle negative arguments
u = 1.0f - t;
s = sqrtf (u + u);
r = C * u * s + s; // or fmaf (C * u, s, s) if FMA support in hardware
if (a < 0) r = PI - r; // handle negative arguments
return r;
}
float uint_as_float (uint32_t a)
{
float r;
memcpy (&r, &a, sizeof(r));
return r;
}
int main (void)
{
double maxrelerr = 0.0;
uint32_t a = 0;
do {
float x = uint_as_float (a);
float r = fast_acos (x);
double xx = (double)x;
double res = (double)r;
double ref = acos (xx);
double relerr = (res - ref) / ref;
if (fabs (relerr) > maxrelerr) {
maxrelerr = fabs (relerr);
printf ("xx=% 15.8e res=% 15.8e ref=% 15.8e rel.err=% 15.8e\n",
xx, res, ref, relerr);
}
a++;
} while (a);
printf ("maximum relative error = %15.8e\n", maxrelerr);
return EXIT_SUCCESS;
}
The output of the above test scaffold should look similar to this:
xx= 0.00000000e+000 res= 1.56272149e+000 ref= 1.57079633e+000 rel.err=-5.14060021e-003
xx= 2.98023259e-008 res= 1.56272137e+000 ref= 1.57079630e+000 rel.err=-5.14065723e-003
xx= 8.94069672e-008 res= 1.56272125e+000 ref= 1.57079624e+000 rel.err=-5.14069537e-003
xx=-2.98023259e-008 res= 1.57887137e+000 ref= 1.57079636e+000 rel.err= 5.14071269e-003
xx=-8.94069672e-008 res= 1.57887149e+000 ref= 1.57079642e+000 rel.err= 5.14075044e-003
maximum relative error = 5.14075044e-003
Here is a great website with many options:
https://www.ecse.rpi.edu/Homepages/wrf/Research/Short_Notes/arcsin/onlyelem.html
Personally I went the Chebyshev-Pade quotient approximation with with the following code:
double arccos(double x) {
const double pi = 3.141592653;
return pi / 2 - (.5689111419 - .2644381021*x - .4212611542*(2*x - 1)*(2*x - 1)
+ .1475622352*(2*x - 1)*(2*x - 1)*(2*x - 1))
/ (2.006022274 - 2.343685222*x + .3316406750*(2*x - 1)*(2*x - 1) +
.02607135626*(2*x - 1)*(2*x - 1)*(2*x - 1));
}
If you're using Microsoft VC++, here's an inline __asm x87 FPU code version without all the CRT filler, error checks, etc. and unlike the earliest classic ASM code you can find, it uses a FMUL instead of the slower FDIV. It compiles/works with Microsoft VC++ 2005 Express/Pro what I always stick with for various reasons.
It's a little tricky to setup a function with "__declspec(naked)/__fastcall", pull parameters correctly, handle stack, so not for the faint of heart. If it fails to compile with errors on your version, don't bother unless you're experienced. Or ask me, I can rewrite it in a slightly friendlier __asm{} block. I would manually inline this if it's a critical part of a function in a loop for further performance gains if need be.
extern float __fastcall fs_acos(float x);
extern double __fastcall fs_Acos(double x);
// ACOS(x)- Computes the arccosine of ST(0)
// Allowable range: -1<=x<=+1
// Derivative Formulas: acos(x) = atan(sqrt((1 - x * x)/(x * x))) OR
// acos(x) = atan2(sqrt(1 - x * x), x)
// e.g. acos(-1.0) = 3.1415927
__declspec(naked) float __fastcall fs_acos(float x) { __asm {
FLD DWORD PTR [ESP+4] ;// Load/Push parameter 'x' to FPU stack
FLD1 ;// Load 1.0
FADD ST, ST(1) ;// Compute 1.0 + 'x'
FLD1 ;// Load 1.0
FSUB ST, ST(2) ;// Compute 1.0 - 'x'
FMULP ST(1), ST ;// Compute (1-x) * (1+x)
FSQRT ;// Compute sqrt(result)
FXCH ST(1)
FPATAN ;// Compute arctangent of result / 'x' (ST1/ST0)
RET 4
}}
__declspec(naked) double __fastcall fs_Acos(double x) { __asm { //
FLD QWORD PTR [ESP+4] ;// Load/Push parameter 'x' to FPU stack
FLD1 ;// Load 1.0
FADD ST, ST(1) ;// Compute (1.0 + 'x')
FLD1 ;// Load 1.0
FSUB ST, ST(2) ;// Compute (1.0 - 'x')
FMULP ST(1), ST ;// Compute (1-x) * (1+x)
FSQRT ;// Compute sqrt((1-x) * (1+x))
FXCH ST(1)
FPATAN ;// Compute arctangent of result / 'x' (ST1/ST0)
RET 8
}}
Unfortunately I do not have enough reputation to comment.
Here is a small modification of Nvidia's function, that deals with the fact that numbers that should be <= 1 while preserving performance as much as possible.
It may be important since rounding errors can lead number that should be 1.0 to be (oh so slightly) larger than 1.0.
double safer_acos(double x) {
double negate = double(x < 0);
x = abs(x);
x -= double(x>1.0)*(x-1.0); // <- equivalent to min(1.0,x), but faster
double ret = -0.0187293;
ret = ret * x;
ret = ret + 0.0742610;
ret = ret * x;
ret = ret - 0.2121144;
ret = ret * x;
ret = ret + 1.5707288;
ret = ret * sqrt(1.0-x);
ret = ret - 2 * negate * ret;
return negate * 3.14159265358979 + ret;
// In a single line (no gain using gcc)
//return negate * 3.14159265358979 + (((((-0.0187293*x)+ 0.0742610)*x - 0.2121144)*x + 1.5707288)* sqrt(1.0-x))*(1.0-2.0*negate);
}