Definitions of sqrt, sin, cos, pow etc. in cmath - c++

Are there any definitions of functions like sqrt(), sin(), cos(), tan(), log(), exp() (these from math.h/cmath) available ?
I just wanted to know how do they work.

This is an interesting question, but reading sources of efficient libraries won't get you very far unless you happen to know the method used.
Here are some pointers to help you understand the classical methods. My information is by no means accurate. The following methods are only the classical ones, particular implementations can use other methods.
Lookup tables are frequently used
Trigonometric functions are often implemented via the CORDIC algorithm (either on the CPU or with a library). Note that usually sine and cosine are computed together, I always wondered why the standard C library doesn't provide a sincos function.
Square roots use Newton's method with some clever implementation tricks: you may find somewhere on the web an extract from the Quake source code with a mind boggling 1 / sqrt(x) implementation.
Exponential and logarithms use exp(2^n x) = exp(x)^(2^n) and log2(2^n x) = n + log2(x) to have an argument close to zero (to one for log) and use rational function approximation (usually Padé approximants). Note that this exact same trick can get you matrix exponentials and logarithms. According to #Stephen Canon, modern implementations favor Taylor expansion over rational function approximation where division is much slower than multiplication.
The other functions can be deduced from these ones. Implementations may provide specialized routines.
pow(x, y) = exp(y * log(x)), so pow is not to be used when y is an integer
hypot(x, y) = abs(x) sqrt(1 + (y/x)^2) if x > y (hypot(y, x) otherwise) to avoid overflow. atan2 is computed with a call to sincos and a little logic. These functions are the building blocks for complex arithmetic.
For other transcendental functions (gamma, erf, bessel, ...), please consult the excellent book Numerical Recipes, 3rd edition for some ideas. The good'old Abramowitz & Stegun is also useful. There is a new version at http://dlmf.nist.gov/.
Techniques like Chebyshev approximation, continued fraction expansion (actually related to Padé approximants) or power series economization are used in more complex functions (if you happen to read source code for erf, bessel or gamma for instance). I doubt they have a real use in bare-metal simple math functions, but who knows. Consult Numerical Recipes for an overview.

Every implementation may be different, but you can check out one implementation from glibc's (the GNU C library) source code.
edit: Google Code Search has been taken offline, so the old link I had goes nowhere.
The sources for glibc's math library are located here:
http://sourceware.org/git/?p=glibc.git;a=tree;f=math;h=3d5233a292f12cd9e9b9c67c3a114c64564d72ab;hb=HEAD

Have a look at how glibc implements various math functions, full of magic, approximation and assembly.

Definitely take a look at the fdlibm sources. They're nice because the fdlibm library is self-contained, each function is well-documented with detailed explanations of the mathematics involved, and the code is immensely clear to read.

Having looked a lot at math code, I would advise against looking at glibc - the code is often quite difficult to follow, and depends a lot on glibc magic. The math lib in FreeBSD is much easier to read, if somehow sometimes slower (but not by much).
For complex functions, the main difficulty is border cases - correct nan/inf/0 handling is already difficult for real functions, but it is a nightmare for complex functions. C99 standard defines many corner cases, some functions have easily 10-20 corner cases. You can look at the annex G of the up to date C99 standard document to get an idea. There is also a difficult with long double, because its format is not standardized - in my experience, you should expect quite a few bugs with long double. Hopefully, the upcoming revised version of IEEE754 with extended precision will improve the situation.

Most modern hardware include floating point units that implement these functions very efficiently.

Usage: root(number,root,depth)
Example: root(16,2) == sqrt(16) == 4
Example: root(16,2,2) == sqrt(sqrt(16)) == 2
Example: root(64,3) == 4
Implementation in C#:
double root(double number, double root, double depth = 1f)
{
return Math.Pow(number, Math.Pow(root, -depth));
}
Usage: Sqrt(Number,depth)
Example: Sqrt(16) == 4
Example: Sqrt(8,2) == sqrt(sqrt(8))
double Sqrt(double number, double depth = 1) return root(number,2,depth);
By: Imk0tter

Related

Which approximation algorithm is used for sin() by compilers? [duplicate]

I've been poring through .NET disassemblies and the GCC source code, but can't seem to find anywhere the actual implementation of sin() and other math functions... they always seem to be referencing something else.
Can anyone help me find them? I feel like it's unlikely that ALL hardware that C will run on supports trig functions in hardware, so there must be a software algorithm somewhere, right?
I'm aware of several ways that functions can be calculated, and have written my own routines to compute functions using taylor series for fun. I'm curious about how real, production languages do it, since all of my implementations are always several orders of magnitude slower, even though I think my algorithms are pretty clever (obviously they're not).
In GNU libm, the implementation of sin is system-dependent. Therefore you can find the implementation, for each platform, somewhere in the appropriate subdirectory of sysdeps.
One directory includes an implementation in C, contributed by IBM. Since October 2011, this is the code that actually runs when you call sin() on a typical x86-64 Linux system. It is apparently faster than the fsin assembly instruction. Source code: sysdeps/ieee754/dbl-64/s_sin.c, look for __sin (double x).
This code is very complex. No one software algorithm is as fast as possible and also accurate over the whole range of x values, so the library implements several different algorithms, and its first job is to look at x and decide which algorithm to use.
When x is very very close to 0, sin(x) == x is the right answer.
A bit further out, sin(x) uses the familiar Taylor series. However, this is only accurate near 0, so...
When the angle is more than about 7°, a different algorithm is used, computing Taylor-series approximations for both sin(x) and cos(x), then using values from a precomputed table to refine the approximation.
When |x| > 2, none of the above algorithms would work, so the code starts by computing some value closer to 0 that can be fed to sin or cos instead.
There's yet another branch to deal with x being a NaN or infinity.
This code uses some numerical hacks I've never seen before, though for all I know they might be well-known among floating-point experts. Sometimes a few lines of code would take several paragraphs to explain. For example, these two lines
double t = (x * hpinv + toint);
double xn = t - toint;
are used (sometimes) in reducing x to a value close to 0 that differs from x by a multiple of π/2, specifically xn × π/2. The way this is done without division or branching is rather clever. But there's no comment at all!
Older 32-bit versions of GCC/glibc used the fsin instruction, which is surprisingly inaccurate for some inputs. There's a fascinating blog post illustrating this with just 2 lines of code.
fdlibm's implementation of sin in pure C is much simpler than glibc's and is nicely commented. Source code: fdlibm/s_sin.c and fdlibm/k_sin.c
Functions like sine and cosine are implemented in microcode inside microprocessors. Intel chips, for example, have assembly instructions for these. A C compiler will generate code that calls these assembly instructions. (By contrast, a Java compiler will not. Java evaluates trig functions in software rather than hardware, and so it runs much slower.)
Chips do not use Taylor series to compute trig functions, at least not entirely. First of all they use CORDIC, but they may also use a short Taylor series to polish up the result of CORDIC or for special cases such as computing sine with high relative accuracy for very small angles. For more explanation, see this StackOverflow answer.
OK kiddies, time for the pros....
This is one of my biggest complaints with inexperienced software engineers. They come in calculating transcendental functions from scratch (using Taylor's series) as if nobody had ever done these calculations before in their lives. Not true. This is a well defined problem and has been approached thousands of times by very clever software and hardware engineers and has a well defined solution.
Basically, most of the transcendental functions use Chebyshev Polynomials to calculate them. As to which polynomials are used depends on the circumstances. First, the bible on this matter is a book called "Computer Approximations" by Hart and Cheney. In that book, you can decide if you have a hardware adder, multiplier, divider, etc, and decide which operations are fastest. e.g. If you had a really fast divider, the fastest way to calculate sine might be P1(x)/P2(x) where P1, P2 are Chebyshev polynomials. Without the fast divider, it might be just P(x), where P has much more terms than P1 or P2....so it'd be slower. So, first step is to determine your hardware and what it can do. Then you choose the appropriate combination of Chebyshev polynomials (is usually of the form cos(ax) = aP(x) for cosine for example, again where P is a Chebyshev polynomial). Then you decide what decimal precision you want. e.g. if you want 7 digits precision, you look that up in the appropriate table in the book I mentioned, and it will give you (for precision = 7.33) a number N = 4 and a polynomial number 3502. N is the order of the polynomial (so it's p4.x^4 + p3.x^3 + p2.x^2 + p1.x + p0), because N=4. Then you look up the actual value of the p4,p3,p2,p1,p0 values in the back of the book under 3502 (they'll be in floating point). Then you implement your algorithm in software in the form:
(((p4.x + p3).x + p2).x + p1).x + p0
....and this is how you'd calculate cosine to 7 decimal places on that hardware.
Note that most hardware implementations of transcendental operations in an FPU usually involve some microcode and operations like this (depends on the hardware).
Chebyshev polynomials are used for most transcendentals but not all. e.g. Square root is faster to use a double iteration of Newton raphson method using a lookup table first.
Again, that book "Computer Approximations" will tell you that.
If you plan on implmementing these functions, I'd recommend to anyone that they get a copy of that book. It really is the bible for these kinds of algorithms.
Note that there are bunches of alternative means for calculating these values like cordics, etc, but these tend to be best for specific algorithms where you only need low precision. To guarantee the precision every time, the chebyshev polynomials are the way to go. Like I said, well defined problem. Has been solved for 50 years now.....and thats how it's done.
Now, that being said, there are techniques whereby the Chebyshev polynomials can be used to get a single precision result with a low degree polynomial (like the example for cosine above). Then, there are other techniques to interpolate between values to increase the accuracy without having to go to a much larger polynomial, such as "Gal's Accurate Tables Method". This latter technique is what the post referring to the ACM literature is referring to. But ultimately, the Chebyshev Polynomials are what are used to get 90% of the way there.
Enjoy.
For sin specifically, using Taylor expansion would give you:
sin(x) := x - x^3/3! + x^5/5! - x^7/7! + ... (1)
you would keep adding terms until either the difference between them is lower than an accepted tolerance level or just for a finite amount of steps (faster, but less precise). An example would be something like:
float sin(float x)
{
float res=0, pow=x, fact=1;
for(int i=0; i<5; ++i)
{
res+=pow/fact;
pow*=-1*x*x;
fact*=(2*(i+1))*(2*(i+1)+1);
}
return res;
}
Note: (1) works because of the aproximation sin(x)=x for small angles. For bigger angles you need to calculate more and more terms to get acceptable results.
You can use a while argument and continue for a certain accuracy:
double sin (double x){
int i = 1;
double cur = x;
double acc = 1;
double fact= 1;
double pow = x;
while (fabs(acc) > .00000001 && i < 100){
fact *= ((2*i)*(2*i+1));
pow *= -1 * x*x;
acc = pow / fact;
cur += acc;
i++;
}
return cur;
}
Concerning trigonometric function like sin(), cos(),tan() there has been no mention, after 5 years, of an important aspect of high quality trig functions: Range reduction.
An early step in any of these functions is to reduce the angle, in radians, to a range of a 2*π interval. But π is irrational so simple reductions like x = remainder(x, 2*M_PI) introduce error as M_PI, or machine pi, is an approximation of π. So, how to do x = remainder(x, 2*π)?
Early libraries used extended precision or crafted programming to give quality results but still over a limited range of double. When a large value was requested like sin(pow(2,30)), the results were meaningless or 0.0 and maybe with an error flag set to something like TLOSS total loss of precision or PLOSS partial loss of precision.
Good range reduction of large values to an interval like -π to π is a challenging problem that rivals the challenges of the basic trig function, like sin(), itself.
A good report is Argument reduction for huge arguments: Good to the last bit (1992). It covers the issue well: discusses the need and how things were on various platforms (SPARC, PC, HP, 30+ other) and provides a solution algorithm the gives quality results for all double from -DBL_MAX to DBL_MAX.
If the original arguments are in degrees, yet may be of a large value, use fmod() first for improved precision. A good fmod() will introduce no error and so provide excellent range reduction.
// sin(degrees2radians(x))
sin(degrees2radians(fmod(x, 360.0))); // -360.0 < fmod(x,360) < +360.0
Various trig identities and remquo() offer even more improvement. Sample: sind()
Yes, there are software algorithms for calculating sin too. Basically, calculating these kind of stuff with a digital computer is usually done using numerical methods like approximating the Taylor series representing the function.
Numerical methods can approximate functions to an arbitrary amount of accuracy and since the amount of accuracy you have in a floating number is finite, they suit these tasks pretty well.
Use Taylor series and try to find relation between terms of the series so you don't calculate things again and again
Here is an example for cosinus:
double cosinus(double x, double prec)
{
double t, s ;
int p;
p = 0;
s = 1.0;
t = 1.0;
while(fabs(t/s) > prec)
{
p++;
t = (-t * x * x) / ((2 * p - 1) * (2 * p));
s += t;
}
return s;
}
using this we can get the new term of the sum using the already used one (we avoid the factorial and x2p)
It is a complex question. Intel-like CPU of the x86 family have a hardware implementation of the sin() function, but it is part of the x87 FPU and not used anymore in 64-bit mode (where SSE2 registers are used instead). In that mode, a software implementation is used.
There are several such implementations out there. One is in fdlibm and is used in Java. As far as I know, the glibc implementation contains parts of fdlibm, and other parts contributed by IBM.
Software implementations of transcendental functions such as sin() typically use approximations by polynomials, often obtained from Taylor series.
Chebyshev polynomials, as mentioned in another answer, are the polynomials where the largest difference between the function and the polynomial is as small as possible. That is an excellent start.
In some cases, the maximum error is not what you are interested in, but the maximum relative error. For example for the sine function, the error near x = 0 should be much smaller than for larger values; you want a small relative error. So you would calculate the Chebyshev polynomial for sin x / x, and multiply that polynomial by x.
Next you have to figure out how to evaluate the polynomial. You want to evaluate it in such a way that the intermediate values are small and therefore rounding errors are small. Otherwise the rounding errors might become a lot larger than errors in the polynomial. And with functions like the sine function, if you are careless then it may be possible that the result that you calculate for sin x is greater than the result for sin y even when x < y. So careful choice of the calculation order and calculation of upper bounds for the rounding error are needed.
For example, sin x = x - x^3/6 + x^5 / 120 - x^7 / 5040... If you calculate naively sin x = x * (1 - x^2/6 + x^4/120 - x^6/5040...), then that function in parentheses is decreasing, and it will happen that if y is the next larger number to x, then sometimes sin y will be smaller than sin x. Instead, calculate sin x = x - x^3 * (1/6 - x^2 / 120 + x^4/5040...) where this cannot happen.
When calculating Chebyshev polynomials, you usually need to round the coefficients to double precision, for example. But while a Chebyshev polynomial is optimal, the Chebyshev polynomial with coefficients rounded to double precision is not the optimal polynomial with double precision coefficients!
For example for sin (x), where you need coefficients for x, x^3, x^5, x^7 etc. you do the following: Calculate the best approximation of sin x with a polynomial (ax + bx^3 + cx^5 + dx^7) with higher than double precision, then round a to double precision, giving A. The difference between a and A would be quite large. Now calculate the best approximation of (sin x - Ax) with a polynomial (b x^3 + cx^5 + dx^7). You get different coefficients, because they adapt to the difference between a and A. Round b to double precision B. Then approximate (sin x - Ax - Bx^3) with a polynomial cx^5 + dx^7 and so on. You will get a polynomial that is almost as good as the original Chebyshev polynomial, but much better than Chebyshev rounded to double precision.
Next you should take into account the rounding errors in the choice of polynomial. You found a polynomial with minimum error in the polynomial ignoring rounding error, but you want to optimise polynomial plus rounding error. Once you have the Chebyshev polynomial, you can calculate bounds for the rounding error. Say f (x) is your function, P (x) is the polynomial, and E (x) is the rounding error. You don't want to optimise | f (x) - P (x) |, you want to optimise | f (x) - P (x) +/- E (x) |. You will get a slightly different polynomial that tries to keep the polynomial errors down where the rounding error is large, and relaxes the polynomial errors a bit where the rounding error is small.
All this will get you easily rounding errors of at most 0.55 times the last bit, where +,-,*,/ have rounding errors of at most 0.50 times the last bit.
The actual implementation of library functions is up to the specific compiler and/or library provider. Whether it's done in hardware or software, whether it's a Taylor expansion or not, etc., will vary.
I realize that's absolutely no help.
There's nothing like hitting the source and seeing how someone has actually done it in a library in common use; let's look at one C library implementation in particular. I chose uLibC.
Here's the sin function:
http://git.uclibc.org/uClibc/tree/libm/s_sin.c
which looks like it handles a few special cases, and then carries out some argument reduction to map the input to the range [-pi/4,pi/4], (splitting the argument into two parts, a big part and a tail) before calling
http://git.uclibc.org/uClibc/tree/libm/k_sin.c
which then operates on those two parts.
If there is no tail, an approximate answer is generated using a polynomial of degree 13.
If there is a tail, you get a small corrective addition based on the principle that sin(x+y) = sin(x) + sin'(x')y
They are typically implemented in software and will not use the corresponding hardware (that is, aseembly) calls in most cases. However, as Jason pointed out, these are implementation specific.
Note that these software routines are not part of the compiler sources, but will rather be found in the correspoding library such as the clib, or glibc for the GNU compiler. See http://www.gnu.org/software/libc/manual/html_mono/libc.html#Trig-Functions
If you want greater control, you should carefully evaluate what you need exactly. Some of the typical methods are interpolation of look-up tables, the assembly call (which is often slow), or other approximation schemes such as Newton-Raphson for square roots.
If you want an implementation in software, not hardware, the place to look for a definitive answer to this question is Chapter 5 of Numerical Recipes. My copy is in a box, so I can't give details, but the short version (if I remember this right) is that you take tan(theta/2) as your primitive operation and compute the others from there. The computation is done with a series approximation, but it's something that converges much more quickly than a Taylor series.
Sorry I can't rembember more without getting my hand on the book.
Whenever such a function is evaluated, then at some level there is most likely either:
A table of values which is interpolated (for fast, inaccurate applications - e.g. computer graphics)
The evaluation of a series that converges to the desired value --- probably not a taylor series, more likely something based on a fancy quadrature like Clenshaw-Curtis.
If there is no hardware support then the compiler probably uses the latter method, emitting only assembler code (with no debug symbols), rather than using a c library --- making it tricky for you to track the actual code down in your debugger.
If you want to look at the actual GNU implementation of those functions in C, check out the latest trunk of glibc. See the GNU C Library.
As many people pointed out, it is implementation dependent. But as far as I understand your question, you were interested in a real software implemetnation of math functions, but just didn't manage to find one. If this is the case then here you are:
Download glibc source code from http://ftp.gnu.org/gnu/glibc/
Look at file dosincos.c located in unpacked glibc root\sysdeps\ieee754\dbl-64 folder
Similarly you can find implementations of the rest of the math library, just look for the file with appropriate name
You may also have a look at the files with the .tbl extension, their contents is nothing more than huge tables of precomputed values of different functions in a binary form. That is why the implementation is so fast: instead of computing all the coefficients of whatever series they use they just do a quick lookup, which is much faster. BTW, they do use Tailor series to calculate sine and cosine.
I hope this helps.
I'll try to answer for the case of sin() in a C program, compiled with GCC's C compiler on a current x86 processor (let's say a Intel Core 2 Duo).
In the C language the Standard C Library includes common math functions, not included in the language itself (e.g. pow, sin and cos for power, sine, and cosine respectively). The headers of which are included in math.h.
Now on a GNU/Linux system, these libraries functions are provided by glibc (GNU libc or GNU C Library). But the GCC compiler wants you to link to the math library (libm.so) using the -lm compiler flag to enable usage of these math functions. I'm not sure why it isn't part of the standard C library. These would be a software version of the floating point functions, or "soft-float".
Aside: The reason for having the math functions separate is historic, and was merely intended to reduce the size of executable programs in very old Unix systems, possibly before shared libraries were available, as far as I know.
Now the compiler may optimize the standard C library function sin() (provided by libm.so) to be replaced with an call to a native instruction to your CPU/FPU's built-in sin() function, which exists as an FPU instruction (FSIN for x86/x87) on newer processors like the Core 2 series (this is correct pretty much as far back as the i486DX). This would depend on optimization flags passed to the gcc compiler. If the compiler was told to write code that would execute on any i386 or newer processor, it would not make such an optimization. The -mcpu=486 flag would inform the compiler that it was safe to make such an optimization.
Now if the program executed the software version of the sin() function, it would do so based on a CORDIC (COordinate Rotation DIgital Computer) or BKM algorithm, or more likely a table or power-series calculation which is commonly used now to calculate such transcendental functions. [Src: http://en.wikipedia.org/wiki/Cordic#Application]
Any recent (since 2.9x approx.) version of gcc also offers a built-in version of sin, __builtin_sin() that it will used to replace the standard call to the C library version, as an optimization.
I'm sure that is as clear as mud, but hopefully gives you more information than you were expecting, and lots of jumping off points to learn more yourself.
Don't use Taylor series. Chebyshev polynomials are both faster and more accurate, as pointed out by a couple of people above. Here is an implementation (originally from the ZX Spectrum ROM): https://albertveli.wordpress.com/2015/01/10/zx-sine/
Computing sine/cosine/tangent is actually very easy to do through code using the Taylor series. Writing one yourself takes like 5 seconds.
The whole process can be summed up with this equation here:
Here are some routines I wrote for C:
double _pow(double a, double b) {
double c = 1;
for (int i=0; i<b; i++)
c *= a;
return c;
}
double _fact(double x) {
double ret = 1;
for (int i=1; i<=x; i++)
ret *= i;
return ret;
}
double _sin(double x) {
double y = x;
double s = -1;
for (int i=3; i<=100; i+=2) {
y+=s*(_pow(x,i)/_fact(i));
s *= -1;
}
return y;
}
double _cos(double x) {
double y = 1;
double s = -1;
for (int i=2; i<=100; i+=2) {
y+=s*(_pow(x,i)/_fact(i));
s *= -1;
}
return y;
}
double _tan(double x) {
return (_sin(x)/_cos(x));
}
Improved version of code from Blindy's answer
#define EPSILON .0000000000001
// this is smallest effective threshold, at least on my OS (WSL ubuntu 18)
// possibly because factorial part turns 0 at some point
// and it happens faster then series element turns 0;
// validation was made against sin() from <math.h>
double ft_sin(double x)
{
int k = 2;
double r = x;
double acc = 1;
double den = 1;
double num = x;
// precision drops rapidly when x is not close to 0
// so move x to 0 as close as possible
while (x > PI)
x -= PI;
while (x < -PI)
x += PI;
if (x > PI / 2)
return (ft_sin(PI - x));
if (x < -PI / 2)
return (ft_sin(-PI - x));
// not using fabs for performance reasons
while (acc > EPSILON || acc < -EPSILON)
{
num *= -x * x;
den *= k * (k + 1);
acc = num / den;
r += acc;
k += 2;
}
return (r);
}
The essence of how it does this lies in this excerpt from Applied Numerical Analysis by Gerald Wheatley:
When your software program asks the computer to get a value of
or , have you wondered how it can get the
values if the most powerful functions it can compute are polynomials?
It doesnt look these up in tables and interpolate! Rather, the
computer approximates every function other than polynomials from some
polynomial that is tailored to give the values very accurately.
A few points to mention on the above is that some algorithms do infact interpolate from a table, albeit only for the first few iterations. Also note how it mentions that computers utilise approximating polynomials without specifying which type of approximating polynomial. As others in the thread have pointed out, Chebyshev polynomials are more efficient than Taylor polynomials in this case.
if you want sin then
__asm__ __volatile__("fsin" : "=t"(vsin) : "0"(xrads));
if you want cos then
__asm__ __volatile__("fcos" : "=t"(vcos) : "0"(xrads));
if you want sqrt then
__asm__ __volatile__("fsqrt" : "=t"(vsqrt) : "0"(value));
so why use inaccurate code when the machine instructions will do?

What is the standard way to maintain accuracy when dealing with incredibly precise floating point calculations in C++?

I'm in the process of converting a program to C++ from Scilab (similar to Matlab) and I'm required to maintain the same level of precision that is kept by the previous code.
Note: Although maintaining the same level of precision would be ideal. It's acceptable if there is some error with the finished result. The problem I'm facing (as I'll show below) is due to looping, so the calculation error compounds rather quickly. But if the final result is only a thousandth or so off (e.g. 1/1000 vs 1/1001) it won't be a problem.
I've briefly looked into a number of different ways to do this including:
GMP (A Multiple Precision
Arithmetic Library)
Using integers instead of floats (see example below)
Int vs Float Example: Instead of using the float 12.45, store it as an integer being 124,500. Then simply convert everything back when appropriate to do so. Note: I'm not exactly sure how this will work with the code I'm working with (more detail below).
An example of how my program is producing incorrect results:
for (int i = 0; i <= 1000; i++)
{
for (int j = 0; j <= 10000; j++)
{
// This calculation will be computed with less precision than in Scilab
float1 = (1.0 / 100000.0);
// The above error of float2 will become significant by the end of the loop
float2 = (float1 + float2);
}
}
My question is:
Is there a generally accepted way to go about retaining accuracy in floating point arithmetic OR will one of the above methods suffice?
Maintaining precision when porting code like this is very difficult to do. Not because the languages have implicitly different perspectives on what a float is, but because of what the different algorithms or assumptions of accuracy limits are. For example, when performing numerical integration in Scilab, it may use a Gaussian quadrature method. Whereas you might try using a trapezoidal method. The two may both be working on identical IEEE754 single-precision floating point numbers, but you will get different answers due to the convergence characteristics of the two algorithms. So how do you get around this?
Well, you can go through the Scilab source code and look at all of the algorithms it uses for each thing you need. You can then replicate these algorithms taking care of any pre- or post-conditioning of the data that Scilab implicitly does (if any at all). That's a lot of work. And, frankly, probably not the best way to spend your time. Rather, I would look into using the Interfacing with Other Languages section from the developer's documentation to see how you can call the Scilab functions directly from your C, C++, Java, or Fortran code.
Of course, with the second option, you have to consider how you are going to distribute your code (if you need to).Scilab has a GPL-compatible license, so you can just bundle it with your code. However, it is quite big (~180MB) and you may want to just bundle the pieces you need (e.g., you don't need the whole interpreter system). This is more work in a different way, but guarantees numerical-compatibility with your current Scilab solutions.
Is there a generally accepted way to go about retaining accuracy in floating
point arithmetic
"Generally accepted" is too broad, so no.
will one of the above methods suffice?
Yes. Particularly gmp seems to be a standard choice. I would also have a look at the Boost Multiprecision library.
A hand-coded integer approach can work as well, but is surely not the method of choice: it requires much more coding, and more severe a means to store and process aritrarily precise integers.
If your compiler supports it use BCD (Binary-coded decimal)
Sam
Well, another alternative if you use GCC compilers is to go with quadmath/__float128 types.

Type safe physics operations in C++

Does it make sens in C++ to define physics units as separate types and define valid operations between those types?
Is there any advantage in introducing a lot of types and a lot of operator overloading instead of using just plain floating point values to represent them?
Example:
class Time{...};
class Length{...};
class Speed{...};
...
Time operator""_s(long double val){...}
Length operator""_m(long double val){...}
...
Speed operator/(const Length&, const Time&){...}
Where Time, Length and Speed can be created only as a return type from different operators?
Does it make sens in C++ to define physics units as separate types and define valid operations between those types?
Absolutely. The standard Chrono library already does this for time points and durations.
Is there any advantage in introducing a lot of types and a lot of operator overloading instead of using just plain floating point values to represent them?
Yes: you can use the type system to catch errors like adding a mass to a distance at compile time, without adding any runtime overhead.
If you don't feel like defining the types and operators yourself, Boost has a Units library for that.
I would really recommend boost::units for this. It does all the conversion compile-time and also it gives you a compile time error if you're trying using erroneous dimensions
psuedo code example:
length l1, l2, l3;
area a1 = l1 * l2; // Compiles
area a2 = l1 * l2 * l3; // Compile time error, an area can't be the product of three lengths.
volume v1 = l1 * l2 * l3; // Compiles
I've gone down this road. The advantages are all the normal numerous and good advantages of type safety. The disadvantages I've run into:
You'll want to save off intermediate values in calculations... such as seconds squared. Having these values be a type is somewhat meaningless (seconds^2 obviously isn't a type like velocity is).
You'll want to do increasingly complex calculations which will require more and more overloads/operator defines to achieve.
At the end of the day, it's extremely clean for simple calculations and simple purposes. But when math gets complicated, it's hard to have a typed unit system play nice.
Everyone has mentioned the type-safety guarantees as a plus. Another HUGE plus is the ability to abstract the concept (length) from the units (meter).
So for example, a common issue when dealing with units is to mix SI with metric. When the concepts are abstracted as classes, this is no longer an issue:
Length width = Length::fromMeters(2.0);
Length height = Length::fromFeet(6.5);
Area area = width * height; //Area is computed correctly!
cout << "The total area is " << area.toInches() << " inches squared.";
The user of the class doesn't need to know what units the internal-representation uses... at least, as long as there are no severe rounding issues.
I really wish more trigonometry libraries did this with angles, because I always have to look up whether they're expecting degrees or radians...
For those looking for a powerful compile-time type-safe unit library, but are hesitant about dragging in a boost dependency, check out units. The library is implemented as a single .h file with no dependencies, and comes with a project to build unit tests/documentation. It's tested with msvc2013, 2015, and gcc-4.9.2, and should work with later versions of those compilers as well.
Full Disclosure: I'm the author of the library
Yes, it makes sense. Not only in physics, but in any discipline. In finance, e.g. interest rates are in units of inverse time intervals (typically express per year). Money has many different units. Converting between them can only be done with a cross-rate, has dimensions of one currency divided by another. Interest payments, dividend payments, principal payments, etc. ordinarily occur at a frequency.
It can prevent multiplying two values and ending up with an illegal value. It can prevent summing dollars and euros, etc.
I'm not saying you're wrong to do so, but we've gone overboard with that on the project I'm working on and frankly I doubt its benefits outweigh its hassle. Particularly if you're on a team, good variable naming (just spell the darn things out), code reviews, and unit testing will prevent any problems. On the other hand, if you can use Boost, units might be something to check into (I haven't).
To check for type safety, you can use a dedicated library.
The most wiedly use is boost::units, it works perfertly with no execution time overhead, a lot of features. If this library theoritically solve your problem. From a more practical point of vew, the interface is so awkward and badly documented that you may have problems. Morever the compilation time increase drastically with the number of dimensions, so clearly check that you can compile in a reasonable time a large project before using it.
doc : http://www.boost.org/doc/libs/1_56_0/doc/html/boost_units.html
An alternative is to use unit_lite. There are less features than the boost library but the compilation is faster, the interface simpler and errors messages are readables. This lib requires C++11.
code : https://github.com/pierreblavy2/unit_lite
The link to the doc is in the github description (I'm not allowed to post more than 2 links here !!!).
I gave a tutorial presentation at CPPcon 2015 on the Boost.Units library. It's a powerful library that every scientific application should be using. But it's hard to use due to poor documentation. Hopefully my tutorial helps with this. You can find the slides/code here:
If you want to use a very light weight header-only library based on c++20, you can use TU (Typesafe Units). It supports manipulation (*, /, +, -, sqrt, pow to arbitrary floating point numbers, unary operations on scalar units) for all SI units. It supports units with floating point dimensions like length^(d) where d is a decimal number. Moreover it is simple to define your own units. It also comes with a test suite...
...and yes, I'm the author of this library.

Why isn't `int pow(int base, int exponent)` in the standard C++ libraries?

I feel like I must just be unable to find it. Is there any reason that the C++ pow function does not implement the "power" function for anything except floats and doubles?
I know the implementation is trivial, I just feel like I'm doing work that should be in a standard library. A robust power function (i.e. handles overflow in some consistent, explicit way) is not fun to write.
As of C++11, special cases were added to the suite of power functions (and others). C++11 [c.math] /11 states, after listing all the float/double/long double overloads (my emphasis, and paraphrased):
Moreover, there shall be additional overloads sufficient to ensure that, if any argument corresponding to a double parameter has type double or an integer type, then all arguments corresponding to double parameters are effectively cast to double.
So, basically, integer parameters will be upgraded to doubles to perform the operation.
Prior to C++11 (which was when your question was asked), no integer overloads existed.
Since I was neither closely associated with the creators of C nor C++ in the days of their creation (though I am rather old), nor part of the ANSI/ISO committees that created the standards, this is necessarily opinion on my part. I'd like to think it's informed opinion but, as my wife will tell you (frequently and without much encouragement needed), I've been wrong before :-)
Supposition, for what it's worth, follows.
I suspect that the reason the original pre-ANSI C didn't have this feature is because it was totally unnecessary. First, there was already a perfectly good way of doing integer powers (with doubles and then simply converting back to an integer, checking for integer overflow and underflow before converting).
Second, another thing you have to remember is that the original intent of C was as a systems programming language, and it's questionable whether floating point is desirable in that arena at all.
Since one of its initial use cases was to code up UNIX, the floating point would have been next to useless. BCPL, on which C was based, also had no use for powers (it didn't have floating point at all, from memory).
As an aside, an integral power operator would probably have been a binary operator rather than a library call. You don't add two integers with x = add (y, z) but with x = y + z - part of the language proper rather than the library.
Third, since the implementation of integral power is relatively trivial, it's almost certain that the developers of the language would better use their time providing more useful stuff (see below comments on opportunity cost).
That's also relevant for the original C++. Since the original implementation was effectively just a translator which produced C code, it carried over many of the attributes of C. Its original intent was C-with-classes, not C-with-classes-plus-a-little-bit-of-extra-math-stuff.
As to why it was never added to the standards before C++11, you have to remember that the standards-setting bodies have specific guidelines to follow. For example, ANSI C was specifically tasked to codify existing practice, not to create a new language. Otherwise, they could have gone crazy and given us Ada :-)
Later iterations of that standard also have specific guidelines and can be found in the rationale documents (rationale as to why the committee made certain decisions, not rationale for the language itself).
For example the C99 rationale document specifically carries forward two of the C89 guiding principles which limit what can be added:
Keep the language small and simple.
Provide only one way to do an operation.
Guidelines (not necessarily those specific ones) are laid down for the individual working groups and hence limit the C++ committees (and all other ISO groups) as well.
In addition, the standards-setting bodies realise that there is an opportunity cost (an economic term meaning what you have to forego for a decision made) to every decision they make. For example, the opportunity cost of buying that $10,000 uber-gaming machine is cordial relations (or probably all relations) with your other half for about six months.
Eric Gunnerson explains this well with his -100 points explanation as to why things aren't always added to Microsoft products- basically a feature starts 100 points in the hole so it has to add quite a bit of value to be even considered.
In other words, would you rather have a integral power operator (which, honestly, any half-decent coder could whip up in ten minutes) or multi-threading added to the standard? For myself, I'd prefer to have the latter and not have to muck about with the differing implementations under UNIX and Windows.
I would like to also see thousands and thousands of collection the standard library (hashes, btrees, red-black trees, dictionary, arbitrary maps and so forth) as well but, as the rationale states:
A standard is a treaty between implementer and programmer.
And the number of implementers on the standards bodies far outweigh the number of programmers (or at least those programmers that don't understand opportunity cost). If all that stuff was added, the next standard C++ would be C++215x and would probably be fully implemented by compiler developers three hundred years after that.
Anyway, that's my (rather voluminous) thoughts on the matter. If only votes were handed out based on quantity rather than quality, I'd soon blow everyone else out of the water. Thanks for listening :-)
For any fixed-width integral type, nearly all of the possible input pairs overflow the type, anyway. What's the use of standardizing a function that doesn't give a useful result for vast majority of its possible inputs?
You pretty much need to have an big integer type in order to make the function useful, and most big integer libraries provide the function.
Edit: In a comment on the question, static_rtti writes "Most inputs cause it to overflow? The same is true for exp and double pow, I don't see anyone complaining." This is incorrect.
Let's leave aside exp, because that's beside the point (though it would actually make my case stronger), and focus on double pow(double x, double y). For what portion of (x,y) pairs does this function do something useful (i.e., not simply overflow or underflow)?
I'm actually going to focus only on a small portion of the input pairs for which pow makes sense, because that will be sufficient to prove my point: if x is positive and |y| <= 1, then pow does not overflow or underflow. This comprises nearly one-quarter of all floating-point pairs (exactly half of non-NaN floating-point numbers are positive, and just less than half of non-NaN floating-point numbers have magnitude less than 1). Obviously, there are a lot of other input pairs for which pow produces useful results, but we've ascertained that it's at least one-quarter of all inputs.
Now let's look at a fixed-width (i.e. non-bignum) integer power function. For what portion inputs does it not simply overflow? To maximize the number of meaningful input pairs, the base should be signed and the exponent unsigned. Suppose that the base and exponent are both n bits wide. We can easily get a bound on the portion of inputs that are meaningful:
If the exponent 0 or 1, then any base is meaningful.
If the exponent is 2 or greater, then no base larger than 2^(n/2) produces a meaningful result.
Thus, of the 2^(2n) input pairs, less than 2^(n+1) + 2^(3n/2) produce meaningful results. If we look at what is likely the most common usage, 32-bit integers, this means that something on the order of 1/1000th of one percent of input pairs do not simply overflow.
Because there's no way to represent all integer powers in an int anyways:
>>> print 2**-4
0.0625
That's actually an interesting question. One argument I haven't found in the discussion is the simple lack of obvious return values for the arguments. Let's count the ways the hypthetical int pow_int(int, int) function could fail.
Overflow
Result undefined pow_int(0,0)
Result can't be represented pow_int(2,-1)
The function has at least 2 failure modes. Integers can't represent these values, the behaviour of the function in these cases would need to be defined by the standard - and programmers would need to be aware of how exactly the function handles these cases.
Overall leaving the function out seems like the only sensible option. The programmer can use the floating point version with all the error reporting available instead.
Short answer:
A specialisation of pow(x, n) to where n is a natural number is often useful for time performance. But the standard library's generic pow() still works pretty (surprisingly!) well for this purpose and it is absolutely critical to include as little as possible in the standard C library so it can be made as portable and as easy to implement as possible. On the other hand, that doesn't stop it at all from being in the C++ standard library or the STL, which I'm pretty sure nobody is planning on using in some kind of embedded platform.
Now, for the long answer.
pow(x, n) can be made much faster in many cases by specialising n to a natural number. I have had to use my own implementation of this function for almost every program I write (but I write a lot of mathematical programs in C). The specialised operation can be done in O(log(n)) time, but when n is small, a simpler linear version can be faster. Here are implementations of both:
// Computes x^n, where n is a natural number.
double pown(double x, unsigned n)
{
double y = 1;
// n = 2*d + r. x^n = (x^2)^d * x^r.
unsigned d = n >> 1;
unsigned r = n & 1;
double x_2_d = d == 0? 1 : pown(x*x, d);
double x_r = r == 0? 1 : x;
return x_2_d*x_r;
}
// The linear implementation.
double pown_l(double x, unsigned n)
{
double y = 1;
for (unsigned i = 0; i < n; i++)
y *= x;
return y;
}
(I left x and the return value as doubles because the result of pow(double x, unsigned n) will fit in a double about as often as pow(double, double) will.)
(Yes, pown is recursive, but breaking the stack is absolutely impossible since the maximum stack size will roughly equal log_2(n) and n is an integer. If n is a 64-bit integer, that gives you a maximum stack size of about 64. No hardware has such extreme memory limitations, except for some dodgy PICs with hardware stacks that only go 3 to 8 function calls deep.)
As for performance, you'll be surprised by what a garden variety pow(double, double) is capable of. I tested a hundred million iterations on my 5-year-old IBM Thinkpad with x equal to the iteration number and n equal to 10. In this scenario, pown_l won. glibc pow() took 12.0 user seconds, pown took 7.4 user seconds, and pown_l took only 6.5 user seconds. So that's not too surprising. We were more or less expecting this.
Then, I let x be constant (I set it to 2.5), and I looped n from 0 to 19 a hundred million times. This time, quite unexpectedly, glibc pow won, and by a landslide! It took only 2.0 user seconds. My pown took 9.6 seconds, and pown_l took 12.2 seconds. What happened here? I did another test to find out.
I did the same thing as above only with x equal to a million. This time, pown won at 9.6s. pown_l took 12.2s and glibc pow took 16.3s. Now, it's clear! glibc pow performs better than the three when x is low, but worst when x is high. When x is high, pown_l performs best when n is low, and pown performs best when x is high.
So here are three different algorithms, each capable of performing better than the others under the right circumstances. So, ultimately, which to use most likely depends on how you're planning on using pow, but using the right version is worth it, and having all of the versions is nice. In fact, you could even automate the choice of algorithm with a function like this:
double pown_auto(double x, unsigned n, double x_expected, unsigned n_expected) {
if (x_expected < x_threshold)
return pow(x, n);
if (n_expected < n_threshold)
return pown_l(x, n);
return pown(x, n);
}
As long as x_expected and n_expected are constants decided at compile time, along with possibly some other caveats, an optimising compiler worth its salt will automatically remove the entire pown_auto function call and replace it with the appropriate choice of the three algorithms. (Now, if you are actually going to attempt to use this, you'll probably have to toy with it a little, because I didn't exactly try compiling what I'd written above. ;))
On the other hand, glibc pow does work and glibc is big enough already. The C standard is supposed to be portable, including to various embedded devices (in fact embedded developers everywhere generally agree that glibc is already too big for them), and it can't be portable if for every simple math function it needs to include every alternative algorithm that might be of use. So, that's why it isn't in the C standard.
footnote: In the time performance testing, I gave my functions relatively generous optimisation flags (-s -O2) that are likely to be comparable to, if not worse than, what was likely used to compile glibc on my system (archlinux), so the results are probably fair. For a more rigorous test, I'd have to compile glibc myself and I reeeally don't feel like doing that. I used to use Gentoo, so I remember how long it takes, even when the task is automated. The results are conclusive (or rather inconclusive) enough for me. You're of course welcome to do this yourself.
Bonus round: A specialisation of pow(x, n) to all integers is instrumental if an exact integer output is required, which does happen. Consider allocating memory for an N-dimensional array with p^N elements. Getting p^N off even by one will result in a possibly randomly occurring segfault.
One reason for C++ to not have additional overloads is to be compatible with C.
C++98 has functions like double pow(double, int), but these have been removed in C++11 with the argument that C99 didn't include them.
http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2011/n3286.html#550
Getting a slightly more accurate result also means getting a slightly different result.
The World is constantly evolving and so are the programming languages. The fourth part of the C decimal TR¹ adds some more functions to <math.h>. Two families of these functions may be of interest for this question:
The pown functions, that takes a floating point number and an intmax_t exponent.
The powr functions, that takes two floating points numbers (x and y) and compute x to the power y with the formula exp(y*log(x)).
It seems that the standard guys eventually deemed these features useful enough to be integrated in the standard library. However, the rational is that these functions are recommended by the ISO/IEC/IEEE 60559:2011 standard for binary and decimal floating point numbers. I can't say for sure what "standard" was followed at the time of C89, but the future evolutions of <math.h> will probably be heavily influenced by the future evolutions of the ISO/IEC/IEEE 60559 standard.
Note that the fourth part of the decimal TR won't be included in C2x (the next major C revision), and will probably be included later as an optional feature. There hasn't been any intent I know of to include this part of the TR in a future C++ revision.
¹ You can find some work-in-progress documentation here.
Here's a really simple O(log(n)) implementation of pow() that works for any numeric types, including integers:
template<typename T>
static constexpr inline T pown(T x, unsigned p) {
T result = 1;
while (p) {
if (p & 0x1) {
result *= x;
}
x *= x;
p >>= 1;
}
return result;
}
It's better than enigmaticPhysicist's O(log(n)) implementation because it doesn't use recursion.
It's also almost always faster than his linear implementation (as long as p > ~3) because:
it doesn't require any extra memory
it only does ~1.5x more operations per loop
it only does ~1.25x more memory updates per loop
Perhaps because the processor's ALU didn't implement such a function for integers, but there is such an FPU instruction (as Stephen points out, it's actually a pair). So it was actually faster to cast to double, call pow with doubles, then test for overflow and cast back, than to implement it using integer arithmetic.
(for one thing, logarithms reduce powers to multiplication, but logarithms of integers lose a lot of accuracy for most inputs)
Stephen is right that on modern processors this is no longer true, but the C standard when the math functions were selected (C++ just used the C functions) is now what, 20 years old?
As a matter of fact, it does.
Since C++11 there is a templated implementation of pow(int, int) --- and even more general cases, see (7) in
http://en.cppreference.com/w/cpp/numeric/math/pow
EDIT: purists may argue this is not correct, as there is actually "promoted" typing used. One way or another, one gets a correct int result, or an error, on int parameters.
A very simple reason:
5^-2 = 1/25
Everything in the STL library is based on the most accurate, robust stuff imaginable. Sure, the int would return to a zero (from 1/25) but this would be an inaccurate answer.
I agree, it's weird in some cases.

Fast implementation/approximation of pow() function in C/C++

I m looking for a faster implementation or good a approximation of functions provided by cmath.
I need to speed up the following functions
pow(x,y)
exp(z*pow(x,y))
where z<0. x is from (-1.0,1.0) and y is from (0.0, 5.0)
Here are some approxmiations:
Optimized pow Approximation for Java and C / C++. This approximation is very inaccurate, you have to try for yourself if it is good enough.
Optimized Exponential Functions for Java. Quite good! I use it for a neural net.
If the above approximation for pow is not good enough, you can still try to replace it with exponential functions, depending on your machine and compiler this might be faster:
x^y = e^(y*ln(x))
And the result: e^(z * x^y) = e^(z * e^(y*ln(x)))
Another trick is when some parameters of the formula do not change often. So if e.g. x and y are mostly constant, you can precalculate x^y and reuse this.
What are the possible values of x and y?
If they are within reasonable bounds, building some lookup tables could help.
I recommend the routines in the book "Math Toolkit for Real-Time Programming" by Jack W. Crenshaw.
You might also want to post some of your code to show how you are calling these functions, as there may be some other higher level optimisation possibilities that are not apparent from the description given so far.