# This file is a part of Julia. License is MIT: https://julialang.org/license # Twice-precision arithmetic. # Necessary for creating nicely-behaved ranges like r = 0.1:0.1:0.3 # that return r[3] == 0.3. Otherwise, we have roundoff error due to # 0.1 + 2*0.1 = 0.30000000000000004 """ TwicePrecision{T}(hi::T, lo::T) TwicePrecision{T}((num, denom)) A number with twice the precision of `T`, e.g., quad-precision if `T = Float64`. `hi` represents the high bits (most significant bits) and `lo` the low bits (least significant bits). Rational values `num//denom` can be approximated conveniently using the syntax `TwicePrecision{T}((num, denom))`. When used with `T<:AbstractFloat` to construct an exact `StepRangeLen`, `ref` should be the range element with smallest magnitude and `offset` set to the corresponding index. For efficiency, multiplication of `step` by the index is not performed at twice precision: `step.hi` should have enough trailing zeros in its `bits` representation that `(0:len-1)*step.hi` is exact (has no roundoff error). If `step` has an exact rational representation `num//denom`, then you can construct `step` using step = TwicePrecision{T}((num, denom), nb) where `nb` is the number of trailing zero bits of `step.hi`. For ranges, you can set `nb = ceil(Int, log2(len-1))`. """ struct TwicePrecision{T} hi::T # most significant bits lo::T # least significant bits end function TwicePrecision{T}(nd::Tuple{I,I}) where {T,I} n, d = nd TwicePrecision{T}(n, zero(T)) / d end function TwicePrecision{T}(nd::Tuple{I,I}, nb::Integer) where {T,I} twiceprecision(TwicePrecision{T}(nd), nb) end function twiceprecision(val::T, nb::Integer) where T<:Number hi = truncbits(val, nb) TwicePrecision{T}(hi, val - hi) end function twiceprecision(val::TwicePrecision{T}, nb::Integer) where T<:Number hi = truncbits(val.hi, nb) TwicePrecision{T}(hi, (val.hi - hi) + val.lo) end nbitslen(r::StepRangeLen) = nbitslen(eltype(r), length(r), r.offset) nbitslen(::Type{Float64}, len, offset) = min(26, nbitslen(len, offset)) nbitslen(::Type{Float32}, len, offset) = min(12, nbitslen(len, offset)) nbitslen(::Type{Float16}, len, offset) = min(5, nbitslen(len, offset)) nbitslen(len, offset) = len < 2 ? 0 : ceil(Int, log2(max(offset-1, len-offset))) eltype(::Type{TwicePrecision{T}}) where {T} = T promote_rule(::Type{TwicePrecision{R}}, ::Type{TwicePrecision{S}}) where {R,S} = TwicePrecision{promote_type(R,S)} promote_rule(::Type{TwicePrecision{R}}, ::Type{S}) where {R,S} = TwicePrecision{promote_type(R,S)} convert(::Type{TwicePrecision{T}}, x::TwicePrecision{T}) where {T} = x convert(::Type{TwicePrecision{T}}, x::TwicePrecision) where {T} = TwicePrecision{T}(convert(T, x.hi), convert(T, x.lo)) convert(::Type{T}, x::TwicePrecision) where {T<:Number} = convert(T, x.hi + x.lo) convert(::Type{TwicePrecision{T}}, x::Number) where {T} = TwicePrecision{T}(convert(T, x), zero(T)) float(x::TwicePrecision{<:AbstractFloat}) = x float(x::TwicePrecision) = TwicePrecision(float(x.hi), float(x.lo)) big(x::TwicePrecision) = big(x.hi) + big(x.lo) -(x::TwicePrecision) = TwicePrecision(-x.hi, -x.lo) zero(::Type{TwicePrecision{T}}) where {T} = TwicePrecision{T}(0, 0) ## StepRangeLen # If using TwicePrecision numbers, deliberately force user to specify offset StepRangeLen(ref::TwicePrecision{T}, step::TwicePrecision{T}, len::Integer, offset::Integer) where {T} = StepRangeLen{T,TwicePrecision{T},TwicePrecision{T}}(ref, step, len, offset) # Construct range for rational start=start_n/den, step=step_n/den function floatrange(::Type{T}, start_n::Integer, step_n::Integer, len::Integer, den::Integer) where T if len < 2 return StepRangeLen(TwicePrecision{T}((start_n, den)), TwicePrecision{T}((step_n, den)), Int(len), 1) end # index of smallest-magnitude value imin = clamp(round(Int, -start_n/step_n+1), 1, Int(len)) # Compute smallest-magnitude element to 2x precision ref_n = start_n+(imin-1)*step_n # this shouldn't overflow, so don't check nb = nbitslen(T, len, imin) StepRangeLen(TwicePrecision{T}((ref_n, den)), TwicePrecision{T}((step_n, den), nb), Int(len), imin) end function floatrange(a::AbstractFloat, st::AbstractFloat, len::Real, divisor::AbstractFloat) T = promote_type(typeof(a), typeof(st), typeof(divisor)) m = maxintfloat(T, Int) if abs(a) <= m && abs(st) <= m && abs(divisor) <= m ia, ist, idivisor = round(Int, a), round(Int, st), round(Int, divisor) if ia == a && ist == st && idivisor == divisor # We can return the high-precision range return floatrange(T, ia, ist, Int(len), idivisor) end end # Fallback (misses the opportunity to set offset different from 1, # but otherwise this is still high-precision) StepRangeLen(TwicePrecision{T}((a,divisor)), TwicePrecision{T}((st,divisor), nbitslen(T, len, 1)), Int(len), 1) end function colon(start::T, step::T, stop::T) where T<:Union{Float16,Float32,Float64} step == 0 && throw(ArgumentError("range step cannot be zero")) # see if the inputs have exact rational approximations (and if so, # perform all computations in terms of the rationals) step_n, step_d = rat(step) if step_d != 0 && T(step_n/step_d) == step start_n, start_d = rat(start) stop_n, stop_d = rat(stop) if start_d != 0 && stop_d != 0 && T(start_n/start_d) == start && T(stop_n/stop_d) == stop den = lcm(start_d, step_d) # use same denominator for start and step m = maxintfloat(T, Int) if den != 0 && abs(start*den) <= m && abs(step*den) <= m && # will round succeed? rem(den, start_d) == 0 && rem(den, step_d) == 0 # check lcm overflow start_n = round(Int, start*den) step_n = round(Int, step*den) len = max(0, div(den*stop_n - stop_d*start_n + step_n*stop_d, step_n*stop_d)) # Integer ops could overflow, so check that this makes sense if isbetween(start, start + (len-1)*step, stop + step/2) && !isbetween(start, start + len*step, stop) # Return a 2x precision range return floatrange(T, start_n, step_n, len, den) end end end end # Fallback, taking start and step literally lf = (stop-start)/step if lf < 0 len = 0 elseif lf == 0 len = 1 else len = round(Int, lf) + 1 stop′ = start + (len-1)*step # if we've overshot the end, subtract one: len -= (start < stop < stop′) + (start > stop > stop′) end StepRangeLen(TwicePrecision(start, zero(T)), twiceprecision(step, nbitslen(T, len, 1)), len) end function range(a::T, st::T, len::Integer) where T<:Union{Float16,Float32,Float64} start_n, start_d = rat(a) step_n, step_d = rat(st) if start_d != 0 && step_d != 0 && T(start_n/start_d) == a && T(step_n/step_d) == st den = lcm(start_d, step_d) m = maxintfloat(T, Int) if abs(den*a) <= m && abs(den*st) <= m && rem(den, start_d) == 0 && rem(den, step_d) == 0 start_n = round(Int, den*a) step_n = round(Int, den*st) return floatrange(T, start_n, step_n, len, den) end end StepRangeLen(TwicePrecision(a, zero(T)), TwicePrecision(st, zero(T)), len) end step(r::StepRangeLen{T,R,S}) where {T,R,S<:TwicePrecision} = convert(eltype(S), r.step) start(r::StepRangeLen{<:Any,<:TwicePrecision,<:TwicePrecision}) = 1 done(r::StepRangeLen{<:Any,<:TwicePrecision,<:TwicePrecision}, i::Int) = length(r) < i function next(r::StepRangeLen{<:Any,<:TwicePrecision,<:TwicePrecision}, i::Int) @_inline_meta unsafe_getindex(r, i), i+1 end # This assumes that r.step has already been split so that (0:len-1)*r.step.hi is exact function unsafe_getindex(r::StepRangeLen{T,<:TwicePrecision,<:TwicePrecision}, i::Integer) where T # Very similar to _getindex_hiprec, but optimized to avoid a 2nd call to add2 @_inline_meta u = i - r.offset shift_hi, shift_lo = u*r.step.hi, u*r.step.lo x_hi, x_lo = add2(r.ref.hi, shift_hi) T(x_hi + (x_lo + (shift_lo + r.ref.lo))) end function _getindex_hiprec(r::StepRangeLen{<:Any,<:TwicePrecision,<:TwicePrecision}, i::Integer) u = i - r.offset shift_hi, shift_lo = u*r.step.hi, u*r.step.lo x_hi, x_lo = add2(r.ref.hi, shift_hi) x_hi, x_lo = add2(x_hi, x_lo + (shift_lo + r.ref.lo)) TwicePrecision(x_hi, x_lo) end function getindex(r::StepRangeLen{T,<:TwicePrecision,<:TwicePrecision}, s::OrdinalRange{<:Integer}) where T @_inline_meta @boundscheck checkbounds(r, s) soffset = 1 + round(Int, (r.offset - first(s))/step(s)) soffset = clamp(soffset, 1, length(s)) ioffset = first(s) + (soffset-1)*step(s) if step(s) == 1 || length(s) < 2 newstep = r.step else newstep = twiceprecision(r.step*step(s), nbitslen(T, length(s), soffset)) end if ioffset == r.offset StepRangeLen(r.ref, newstep, length(s), max(1,soffset)) else StepRangeLen(r.ref + (ioffset-r.offset)*r.step, newstep, length(s), max(1,soffset)) end end *(x::Real, r::StepRangeLen{<:Real,<:TwicePrecision}) = StepRangeLen(x*r.ref, twiceprecision(x*r.step, nbitslen(r)), length(r), r.offset) *(r::StepRangeLen{<:Real,<:TwicePrecision}, x::Real) = x*r /(r::StepRangeLen{<:Real,<:TwicePrecision}, x::Real) = StepRangeLen(r.ref/x, twiceprecision(r.step/x, nbitslen(r)), length(r), r.offset) convert(::Type{StepRangeLen{T,R,S}}, r::StepRangeLen{T,R,S}) where {T<:AbstractFloat,R<:TwicePrecision,S<:TwicePrecision} = r convert(::Type{StepRangeLen{T,R,S}}, r::StepRangeLen) where {T<:AbstractFloat,R<:TwicePrecision,S<:TwicePrecision} = _convertSRL(StepRangeLen{T,R,S}, r) convert(::Type{StepRangeLen{T}}, r::StepRangeLen) where {T<:Union{Float16,Float32,Float64}} = _convertSRL(StepRangeLen{T,TwicePrecision{T},TwicePrecision{T}}, r) convert(::Type{StepRangeLen{T}}, r::Range) where {T<:Union{Float16,Float32,Float64}} = _convertSRL(StepRangeLen{T,TwicePrecision{T},TwicePrecision{T}}, r) function _convertSRL(::Type{StepRangeLen{T,R,S}}, r::StepRangeLen{<:Integer}) where {T,R,S} StepRangeLen{T,R,S}(R(r.ref), S(r.step), length(r), r.offset) end function _convertSRL(::Type{StepRangeLen{T,R,S}}, r::Range{<:Integer}) where {T,R,S} StepRangeLen{T,R,S}(R(first(r)), S(step(r)), length(r)) end function _convertSRL(::Type{StepRangeLen{T,R,S}}, r::Range{U}) where {T,R,S,U} # if start and step have a rational approximation in the old type, # then we transfer that rational approximation to the new type f, s = first(r), step(r) start_n, start_d = rat(f) step_n, step_d = rat(s) if start_d != 0 && step_d != 0 && U(start_n/start_d) == f && U(step_n/step_d) == s den = lcm(start_d, step_d) m = maxintfloat(T, Int) if den != 0 && abs(f*den) <= m && abs(s*den) <= m && rem(den, start_d) == 0 && rem(den, step_d) == 0 start_n = round(Int, f*den) step_n = round(Int, s*den) return floatrange(T, start_n, step_n, length(r), den) end end __convertSRL(StepRangeLen{T,R,S}, r) end function __convertSRL(::Type{StepRangeLen{T,R,S}}, r::StepRangeLen{U}) where {T,R,S,U} StepRangeLen{T,R,S}(R(r.ref), S(r.step), length(r), r.offset) end function __convertSRL(::Type{StepRangeLen{T,R,S}}, r::Range{U}) where {T,R,S,U} StepRangeLen{T,R,S}(R(first(r)), S(step(r)), length(r)) end function sum(r::StepRangeLen) l = length(r) # Compute the contribution of step over all indexes. # Indexes on opposite side of r.offset contribute with opposite sign, # r.step * (sum(1:np) - sum(1:nn)) np, nn = l - r.offset, r.offset - 1 # positive, negative # To prevent overflow in sum(1:n), multiply its factors by the step sp, sn = sumpair(np), sumpair(nn) tp = _prod(r.step, sp[1], sp[2]) tn = _prod(r.step, sn[1], sn[2]) s_hi, s_lo = add2(tp.hi, -tn.hi) s_lo += tp.lo - tn.lo # Add in contributions of ref ref = r.ref * l sm_hi, sm_lo = add2(s_hi, ref.hi) add2(sm_hi, sm_lo + ref.lo)[1] end # sum(1:n) as a product of two integers sumpair(n::Integer) = iseven(n) ? (n+1, n>>1) : (n, (n+1)>>1) function +(r1::StepRangeLen{T,R}, r2::StepRangeLen{T,R}) where T where R<:TwicePrecision len = length(r1) (len == length(r2) || throw(DimensionMismatch("argument dimensions must match"))) if r1.offset == r2.offset imid = r1.offset ref = r1.ref + r2.ref else imid = round(Int, (r1.offset+r2.offset)/2) ref1mid = _getindex_hiprec(r1, imid) ref2mid = _getindex_hiprec(r2, imid) ref = ref1mid + ref2mid end step = twiceprecision(r1.step + r2.step, nbitslen(T, len, imid)) StepRangeLen{T,typeof(ref),typeof(step)}(ref, step, len, imid) end ## LinSpace # For Float16, Float32, and Float64, linspace returns a StepRangeLen function linspace(start::T, stop::T, len::Integer) where T<:Union{Float16,Float32,Float64} len < 2 && return _linspace1(T, start, stop, len) if start == stop return StepRangeLen(TwicePrecision(start,zero(T)), TwicePrecision(zero(T),zero(T)), len) end # Attempt to find exact rational approximations start_n, start_d = rat(start) stop_n, stop_d = rat(stop) if start_d != 0 && stop_d != 0 den = lcm(start_d, stop_d) m = maxintfloat(T, Int) if den != 0 && abs(den*start) <= m && abs(den*stop) <= m start_n = round(Int, den*start) stop_n = round(Int, den*stop) if T(start_n/den) == start && T(stop_n/den) == stop return linspace(T, start_n, stop_n, len, den) end end end _linspace(start, stop, len) end function _linspace(start::T, stop::T, len::Integer) where T<:Union{Float16,Float32,Float64} (isfinite(start) && isfinite(stop)) || throw(ArgumentError("start and stop must be finite, got $start and $stop")) # Find the index that returns the smallest-magnitude element Δ, Δfac = stop-start, 1 if !isfinite(Δ) # handle overflow for large endpoints Δ, Δfac = stop/len - start/len, Int(len) end tmin = -(start/Δ)/Δfac # interpolation t such that return value is 0 imin = round(Int, tmin*(len-1)+1) if 1 < imin < len # The smallest-magnitude element is in the interior t = (imin-1)/(len-1) ref = T((1-t)*start + t*stop) step = imin-1 < len-imin ? (ref-start)/(imin-1) : (stop-ref)/(len-imin) elseif imin <= 1 imin = 1 ref = start step = (Δ/(len-1))*Δfac else imin = Int(len) ref = stop step = (Δ/(len-1))*Δfac end if len == 2 && !isfinite(step) # For very large endpoints where step overflows, exploit the # split-representation to handle the overflow return StepRangeLen(TwicePrecision(start, zero(T)), TwicePrecision(-start, stop), 2) end # 2x calculations to get high precision endpoint matching while also # preventing overflow in ref_hi+(i-offset)*step_hi m, k = prevfloat(realmax(T)), max(imin-1, len-imin) step_hi_pre = clamp(step, max(-(m+ref)/k, (-m+ref)/k), min((m-ref)/k, (m+ref)/k)) nb = nbitslen(T, len, imin) step_hi = truncbits(step_hi_pre, nb) x1_hi, x1_lo = add2((1-imin)*step_hi, ref) x2_hi, x2_lo = add2((len-imin)*step_hi, ref) a, b = (start - x1_hi) - x1_lo, (stop - x2_hi) - x2_lo step_lo = (b - a)/(len - 1) ref_lo = a - (1 - imin)*step_lo StepRangeLen(TwicePrecision(ref, ref_lo), TwicePrecision(step_hi, step_lo), Int(len), imin) end # linspace for rational numbers, start = start_n/den, stop = stop_n/den # Note this returns a StepRangeLen function linspace(::Type{T}, start_n::Integer, stop_n::Integer, len::Integer, den::Integer) where T len < 2 && return _linspace1(T, start_n/den, stop_n/den, len) start_n == stop_n && return StepRangeLen(TwicePrecision{T}((start_n, den)), zero(TwicePrecision{T}), len) tmin = -start_n/(Float64(stop_n) - Float64(start_n)) imin = round(Int, tmin*(len-1)+1) imin = clamp(imin, 1, Int(len)) # Compute (1-t)*a and t*b separately in 2x precision (itp = interpolant)... dent = (den, len-1) # represent products as a tuple to eliminate risk of overflow start_itp = proddiv(T, (len-imin, start_n), dent) stop_itp = proddiv(T, (imin-1, stop_n), dent) # ...and then combine them to make ref ref = start_itp + stop_itp # Compute step to 2x precision without risking overflow... rend = proddiv(T, (stop_n,), dent) rbeg = proddiv(T, (-start_n,), dent) step = twiceprecision(rbeg + rend, nbitslen(T, len, imin)) # ...and truncate hi-bits as needed StepRangeLen(ref, step, Int(len), imin) end # For len < 2 function _linspace1(::Type{T}, start, stop, len::Integer) where T len >= 0 || throw(ArgumentError("linspace($start, $stop, $len): negative length")) if len <= 1 len == 1 && (start == stop || throw(ArgumentError("linspace($start, $stop, $len): endpoints differ"))) # Ensure that first(r)==start and last(r)==stop even for len==0 return StepRangeLen(TwicePrecision(start, zero(T)), TwicePrecision(start, -stop), len, 1) end throw(ArgumentError("should only be called for len < 2, got $len")) end ### Numeric utilities # Approximate x with a rational representation. Guaranteed to return, # but not guaranteed to return a precise answer. # https://en.wikipedia.org/wiki/Continued_fraction#Best_rational_approximations function rat(x) y = x a = d = 1 b = c = 0 m = maxintfloat(narrow(typeof(x)), Int) while abs(y) <= m f = trunc(Int,y) y -= f a, c = f*a + c, a b, d = f*b + d, b max(abs(a), abs(b)) <= convert(Int,m) || return c, d oftype(x,a)/oftype(x,b) == x && break y = inv(y) end return a, b end narrow(::Type{T}) where {T<:AbstractFloat} = Float64 narrow(::Type{Float64}) = Float32 narrow(::Type{Float32}) = Float16 narrow(::Type{Float16}) = Float16 function add2(u::T, v::T) where T<:Number @_inline_meta u, v = ifelse(abs(v) > abs(u), (v, u), (u, v)) w = u + v w, (u-w) + v end add2(u, v) = _add2(promote(u, v)...) _add2(u::T, v::T) where {T<:Number} = add2(u, v) _add2(u, v) = error("$u::$(typeof(u)) and $v::$(typeof(v)) cannot be promoted to a common type") function +(x::TwicePrecision, y::Number) s_hi, s_lo = add2(x.hi, y) TwicePrecision(s_hi, s_lo+x.lo) end +(x::Number, y::TwicePrecision) = y+x function +(x::TwicePrecision{T}, y::TwicePrecision{T}) where T r = x.hi + y.hi s = abs(x.hi) > abs(y.hi) ? (((x.hi - r) + y.hi) + y.lo) + x.lo : (((y.hi - r) + x.hi) + x.lo) + y.lo TwicePrecision(r, s) end +(x::TwicePrecision, y::TwicePrecision) = _add2(promote(x, y)...) _add2{T<:TwicePrecision}(x::T, y::T) = x + y _add2(x::TwicePrecision, y::TwicePrecision) = TwicePrecision(x.hi+y.hi, x.lo+y.lo) function *(x::TwicePrecision, v::Integer) v == 0 && return TwicePrecision(x.hi*v, x.lo*v) nb = ceil(Int, log2(abs(v))) u = truncbits(x.hi, nb) y_hi, y_lo = add2(u*v, ((x.hi-u) + x.lo)*v) TwicePrecision(y_hi, y_lo) end function _mul2(x::TwicePrecision{T}, v::T) where T<:Union{Float16,Float32,Float64} v == 0 && return TwicePrecision(T(0), T(0)) xhh, xhl = splitprec(x.hi) vh, vl = splitprec(v) y_hi, y_lo = add2(xhh*vh, xhh*vl + xhl*vh) TwicePrecision(y_hi, y_lo + xhl*vl + x.lo*v) end _mul2(x::TwicePrecision, v::Number) = TwicePrecision(x.hi*v, x.lo*v) function *(x::TwicePrecision{R}, v::S) where R where S<:Number T = promote_type(R, S) _mul2(convert(TwicePrecision{T}, x), convert(T, v)) end *(v::Number, x::TwicePrecision) = x*v function /(x::TwicePrecision, v::Number) hi = x.hi/v w = TwicePrecision(hi, zero(hi)) * v lo = (((x.hi - w.hi) - w.lo) + x.lo)/v y_hi, y_lo = add2(hi, lo) TwicePrecision(y_hi, y_lo) end # hi-precision version of prod(num)/prod(den) # num and den are tuples to avoid risk of overflow function proddiv(T, num, den) @_inline_meta t = TwicePrecision(T(num[1]), zero(T)) t = _prod(t, tail(num)...) _divt(t, den...) end function _prod(t::TwicePrecision, x, y...) @_inline_meta _prod(t * x, y...) end _prod(t::TwicePrecision) = t function _divt(t::TwicePrecision, x, y...) @_inline_meta _divt(t / x, y...) end _divt(t::TwicePrecision) = t isbetween(a, x, b) = a <= x <= b || b <= x <= a