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[CommonLispStat.git] / lsfloat.lsp
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1 ;;; -*- mode: lisp -*-
2 ;;; Copyright (c) 2005--2007, by A.J. Rossini <blindglobe@gmail.com>
3 ;;; See COPYRIGHT file for any additional restrictions (BSD license).
4 ;;; Since 1991, ANSI was finally finished. Edited for ANSI Common Lisp.
6 ;;;; lsfloat -- Floating point specs and transcendental functions
7 ;;;;
8 ;;;; Copyright (c) 1991, by Luke Tierney. Permission is granted for
9 ;;;; unrestricted use.
10 ;;;;
11 ;;;; Common Lisp allows for four different floating point types that need
12 ;;;; not be distinct. For statistical work, the type I prefer to use is
13 ;;;; the one that is closest to a C double. This type is named stat-float.
14 ;;;; By setting the variable *read-default-float-format* to this type, you
15 ;;;; insure that data entered as floating point data is read in with this
16 ;;;; type. The problem arises with data read as integers that is passed to
17 ;;;; a transcendental, like sqrt. Floating point contagion rules say these
18 ;;;; integers are to be converted to type single-float. Unless single-float
19 ;;;; is equivalent to C double, as it is in Mac CL and KCL, this is not
20 ;;;; what I want. Hence this file redefines the transcendentals to first
21 ;;;; coerce their arguments to stat-float before applying the built-in
22 ;;;; functions.
23 ;;;;
24 ;;;; No actual modifications to the transcendentals are needed if
25 ;;;; single-float is the same as stat-float. The fearure
26 ;;;; :stat-float-is-double-float is used to indicate this.
27 ;;;;
28 ;;;; KCL NOTE:
29 ;;;; In (A)KCL the type short-float corresponds to C float and the types
30 ;;;; single-float, double-float and long-float correspond to C double.
31 ;;;; But in the implementation of the transcendentals (A)KCL coerces
32 ;;;; rationals to short-float, not single-float. CLtL1 is a little vague
33 ;;;; on this (it talks about "single precision") but CLtL2 clarifies that
34 ;;;; rationals should produce single-float results. So (A)KCL is wrong, at
35 ;;;; least relative to the clarification in CLtL2. I therefore decided
36 ;;;; to fix (A)KCL in files c/num_sfun.c and lsp/numlib.lsp. If these
37 ;;;; fixes are applied, the feature :stat-float-is-double-float should be
38 ;;;; defined.
41 ;;; ======== From the CLHS ==========
43 ;; Type SHORT-FLOAT, SINGLE-FLOAT, DOUBLE-FLOAT, LONG-FLOAT
45 ;; Supertypes:
47 ;; short-float: short-float, float, real, number, t
50 ;; single-float: single-float, float, real, number, t
52 ;; double-float: double-float, float, real, number, t
54 ;; long-float: long-float, float, real, number, t
56 ;; Description: For the four defined subtypes of type float, it is true
57 ;; that intermediate between the type short-float and the type long-float
58 ;; are the type single-float and the type double-float. The precise
59 ;; definition of these categories is implementation-defined. The
60 ;; precision (measured in ``bits'', computed as p log 2b) and the
61 ;; exponent size (also measured in ``bits,'' computed as log 2(n+1),
62 ;; where n is the maximum exponent value) is recommended to be at least
63 ;; as great as the values in the next figure. Each of the defined
64 ;; subtypes of type float might or might not have a minus zero.
67 ;; Format Minimum Precision Minimum Exponent Size
68 ;; ----------
69 ;; Short 13 bits 5 bits
70 ;; Single 24 bits 8 bits
71 ;; Double 50 bits 8 bits
72 ;; Long 50 bits 8 bits
74 ;; Figure 12-12. Recommended Minimum Floating-Point Precision and Exponent Size
76 ;; There can be fewer than four internal representations for floats. If
77 ;; there are fewer distinct representations, the following rules apply:
79 ;; If there is only one, it is the type single-float. In this
80 ;; representation, an object is simultaneously of types single-float,
81 ;; double-float, short-float, and long-float.
83 ;; Two internal representations can be arranged in either of the
84 ;; following ways:
86 ;; Two types are provided: single-float and short-float. An object is
87 ;; simultaneously of types single-float, double-float, and long-float.
89 ;; Two types are provided: single-float and double-float. An object is
90 ;; simultaneously of types single-float and short-float, or double-float
91 ;; and long-float.
93 ;; Three internal representations can be arranged in either of the
94 ;; following ways:
96 ;; Three types are provided: short-float, single-float, and
97 ;; double-float. An object can simultaneously be of type double-float and
98 ;; long-float.
100 ;; Three types are provided: single-float, double-float, and
101 ;; long-float. An object can simultaneously be of types single-float and
102 ;; short-float.
104 ;;; Package Setup
105 (in-package :cl-user)
107 (defpackage :lisp-stat-float
108 (:use :common-lisp)
109 (:export +stat-float-typing+ +stat-cfloat-typing+ +stat-float-template+
110 machine-epsilon base-float makedouble
112 make-base-trans-fun-2 make-base-trans-fun
114 BASE-LOG BASE-EXP BASE-EXPT BASE-SQRT BASE-SIN BASE-COS
115 BASE-TAN BASE-ASIN BASE-ACOS BASE-ATAN BASE-SINH
116 BASE-COSH BASE-TANH BASE-ASINH BASE-ACOSH BASE-ATANH
117 BASE-ABS BASE-PHASE BASE-FFLOOR BASE-FCEILING BASE-FTRUNCATE
118 BASE-FROUND BASE-SIGNUM BASE-CIS))
120 (in-package #:lisp-stat-float)
122 ;; This should technically be conditionalized to the Lisp
123 ;; implementation, i.e.
124 #+sbcl(pushnew :stat-float-is-double-float *features*)
125 #+cmu(pushnew :stat-float-is-double-float *features*)
126 #+clisp(pushnew :stat-float-is-double-float *features*)
127 ;; etc... the above need to be verified!
129 ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
130 ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
131 ;;;;
132 ;;;; Constants determining default floating point type for statistical
133 ;;;; operations. This type generally corresponds to a C double.
134 ;;;;
135 ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
136 ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
138 ;; Why do we do this instead of defparameter? mostly to allow for doc
139 ;; defs as well as to minimize dereferencing mistakes.
140 (defmacro define-constant (name value &optional doc)
141 `(defparameter ,name (if (boundp ',name) (symbol-value ',name) ,value)
142 ,@(when doc (list doc))))
144 (define-constant +stat-float-typing+ 'long-float)
145 (define-constant +stat-cfloat-typing+ '(complex long-float))
146 (define-constant +stat-float-template+ 0.d0)
148 ;(defparameter +stat-float-typing+ 'long-float)
149 ;(defparameter +stat-cfloat-typing+ '(complex long-float))
150 ;(defparameter +stat-float-template+ 0.d0)
152 (deftype stat-float () +stat-float-typing+)
153 (deftype stat-cfloat () +stat-cfloat-typing+)
155 (defparameter machine-epsilon
156 (do ((epsilon (float 1.0 +stat-float-template+)
157 (/ epsilon 2.0)))
158 ((= (+ 1.0 (/ epsilon 2.0)) 1.0) epsilon)))
160 (defmacro declare-double (&rest vars) `(declare (long-float ,@vars)))
162 (setf *read-default-float-format* +stat-float-typing+)
164 ;;; FIX-BASE-DOC adds note about modification to the end of the
165 ;;; documentation string argument.
166 (defmacro fix-base-doc (doc)
167 `(format nil
168 "~a~%Modified to coerce arguments(s) to stat-float or stat-cfloat."
169 ,doc))
171 ;;; FIX-BASE-FUN-DOC fixes documentation of SYM and installs in BASE-SYM
172 (defun fix-base-fun-doc (sym base-sym)
173 (let ((doc (documentation sym 'function)))
174 (if doc (setf (documentation base-sym 'function) (fix-base-doc doc)))))
176 ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
177 ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
178 ;;;;
179 ;;;; Functions and Macros for modifying functions to coerce to standard
180 ;;;; floating point type.
181 ;;;;
182 ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
183 ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
185 ;;; FFIX - coerces its arguments to standard real or complex floating
186 ;;; point number if needed.
187 #-stat-float-is-double-float
188 (defmacro ffix (x)
189 `(if (complexp ,x)
190 (coerce ,x +stat-cfloat-typing+)
191 (float ,x +stat-float-template+)))
193 #+stat-float-is-double-float
194 (defmacro ffix (x) x)
196 ;;; MAKEDOUBLE coerces its argument to the standard floating point
197 ;;; type specified by +stat-float-template+
199 (defun makedouble (x) (float x +stat-float-template+))
201 ;; Why doesn't this optimization work?
202 ;; #+stat-float-is-double-float
203 ;; (eval-when (compile)
204 ;; (proclaim '(function makedouble (t) long-float)))
207 ;;; MAKE-BASE-TRANS-FUN Macro for re-defining one argument transcendental
208 ;;; functions
210 #-:stat-float-is-double-float
211 (defmacro make-base-trans-fun (sym)
212 (let* ((base-sym (intern (string-upcase (format nil "BASE-~s" sym))))
213 (doc (documentation sym 'function))
214 (doc-list (if doc (list (fix-base-doc doc)))))
215 `(defun ,base-sym (x)
216 ,@doc-list
217 (declare (inline ,sym coerce float))
218 (,sym (ffix x)))))
220 #+:stat-float-is-double-float
221 (defmacro make-base-trans-fun (sym)
222 (let* ((base-sym (intern (string-upcase (format nil "BASE-~s" sym))))
223 (doc (documentation sym 'function)))
224 `(progn (setf (symbol-function ',base-sym) (symbol-function ',sym))
225 (if ,doc (setf (documentation ',base-sym 'function) ,doc)))))
228 ;;; MAKE-BASE-TRANS-FUN-2 Macro for re-defining transcendental functions
229 ;;; with an optional second argument
231 #-:stat-float-is-double-float
232 (defmacro make-base-trans-fun-2 (sym)
233 (let* ((base-sym (intern (string-upcase (format nil "BASE-~s" sym))))
234 (doc (documentation sym 'function))
235 (doc-list (if doc (list (fix-base-doc doc)))))
236 `(defun ,base-sym (x &optional y)
237 ,@doc-list
238 (declare (inline ,sym coerce float))
239 (if y (,sym (ffix x) (ffix y)) (,sym (ffix x))))))
241 #+:stat-float-is-double-float
242 (defmacro make-base-trans-fun-2 (sym)
243 (let* ((base-sym (intern (string-upcase (format nil "BASE-~s" sym))))
244 (doc (documentation sym 'function)))
245 `(progn (setf (symbol-function ',base-sym) (symbol-function ',sym))
246 (if ,doc (setf (documentation ',base-sym 'function) ,doc)))))
248 ;;; Modified base functions to coerce to standard floating point type
252 ;;; BASE-FLOAT
253 #-:stat-float-is-double-float
254 (progn
255 (defun base-float (x &optional (y +stat-float-template+)) (float x y))
256 (fix-base-fun-doc 'float 'base-float))
258 #+:stat-float-is-double-float
259 (make-base-trans-fun float)
261 ;;; BASE-EXPT
262 #-:stat-float-is-double-float
263 (progn
264 (defun base-expt (x y)
265 (declare (inline expt coerce float integerp))
266 (if (integerp y) (expt x y) (expt (ffix x) (ffix y))))
268 (fix-base-fun-doc 'expt 'base-expt))
270 #+:stat-float-is-double-float
271 (make-base-trans-fun expt)
273 ;;; Others
274 (make-base-trans-fun-2 log)
275 (make-base-trans-fun exp)
276 (make-base-trans-fun sqrt)
277 (make-base-trans-fun sin)
278 (make-base-trans-fun cos)
279 (make-base-trans-fun tan)
280 (make-base-trans-fun asin)
281 (make-base-trans-fun acos)
282 (make-base-trans-fun-2 atan)
283 (make-base-trans-fun sinh)
284 (make-base-trans-fun cosh)
285 (make-base-trans-fun tanh)
286 (make-base-trans-fun asinh)
287 (make-base-trans-fun acosh)
288 (make-base-trans-fun atanh)
289 (make-base-trans-fun abs)
290 (make-base-trans-fun phase)
291 (make-base-trans-fun-2 ffloor)
292 (make-base-trans-fun-2 fceiling)
293 (make-base-trans-fun-2 ftruncate)
294 (make-base-trans-fun-2 fround)
295 (make-base-trans-fun signum)
296 (make-base-trans-fun cis)