809 lines
19 KiB
Go
809 lines
19 KiB
Go
// Copyright ©2013 The Gonum Authors. All rights reserved.
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// Use of this code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package floats
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import (
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"errors"
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"math"
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"slices"
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"sort"
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"gonum.org/v1/gonum/floats/scalar"
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"gonum.org/v1/gonum/internal/asm/f64"
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)
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const (
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zeroLength = "floats: zero length slice"
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shortSpan = "floats: slice length less than 2"
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badLength = "floats: slice lengths do not match"
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badDstLength = "floats: destination slice length does not match input"
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)
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// Add adds, element-wise, the elements of s and dst, and stores the result in dst.
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// It panics if the argument lengths do not match.
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func Add(dst, s []float64) {
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if len(dst) != len(s) {
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panic(badDstLength)
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}
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f64.AxpyUnitaryTo(dst, 1, s, dst)
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}
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// AddTo adds, element-wise, the elements of s and t and
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// stores the result in dst.
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// It panics if the argument lengths do not match.
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func AddTo(dst, s, t []float64) []float64 {
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if len(s) != len(t) {
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panic(badLength)
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}
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if len(dst) != len(s) {
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panic(badDstLength)
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}
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f64.AxpyUnitaryTo(dst, 1, s, t)
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return dst
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}
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// AddConst adds the scalar c to all of the values in dst.
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func AddConst(c float64, dst []float64) {
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f64.AddConst(c, dst)
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}
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// AddScaled performs dst = dst + alpha * s.
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// It panics if the slice argument lengths do not match.
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func AddScaled(dst []float64, alpha float64, s []float64) {
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if len(dst) != len(s) {
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panic(badLength)
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}
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f64.AxpyUnitaryTo(dst, alpha, s, dst)
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}
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// AddScaledTo performs dst = y + alpha * s, where alpha is a scalar,
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// and dst, y and s are all slices.
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// It panics if the slice argument lengths do not match.
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//
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// At the return of the function, dst[i] = y[i] + alpha * s[i]
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func AddScaledTo(dst, y []float64, alpha float64, s []float64) []float64 {
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if len(s) != len(y) {
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panic(badLength)
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}
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if len(dst) != len(y) {
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panic(badDstLength)
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}
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f64.AxpyUnitaryTo(dst, alpha, s, y)
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return dst
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}
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// argsort is a helper that implements sort.Interface, as used by
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// Argsort and ArgsortStable.
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type argsort struct {
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s []float64
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inds []int
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}
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func (a argsort) Len() int {
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return len(a.s)
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}
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func (a argsort) Less(i, j int) bool {
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return a.s[i] < a.s[j]
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}
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func (a argsort) Swap(i, j int) {
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a.s[i], a.s[j] = a.s[j], a.s[i]
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a.inds[i], a.inds[j] = a.inds[j], a.inds[i]
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}
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// Argsort sorts the elements of dst while tracking their original order.
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// At the conclusion of Argsort, dst will contain the original elements of dst
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// but sorted in increasing order, and inds will contain the original position
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// of the elements in the slice such that dst[i] = origDst[inds[i]].
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// It panics if the argument lengths do not match.
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func Argsort(dst []float64, inds []int) {
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if len(dst) != len(inds) {
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panic(badDstLength)
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}
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for i := range dst {
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inds[i] = i
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}
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a := argsort{s: dst, inds: inds}
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sort.Sort(a)
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}
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// ArgsortStable sorts the elements of dst while tracking their original order and
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// keeping the original order of equal elements. At the conclusion of ArgsortStable,
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// dst will contain the original elements of dst but sorted in increasing order,
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// and inds will contain the original position of the elements in the slice such
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// that dst[i] = origDst[inds[i]].
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// It panics if the argument lengths do not match.
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func ArgsortStable(dst []float64, inds []int) {
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if len(dst) != len(inds) {
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panic(badDstLength)
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}
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for i := range dst {
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inds[i] = i
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}
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a := argsort{s: dst, inds: inds}
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sort.Stable(a)
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}
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// Count applies the function f to every element of s and returns the number
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// of times the function returned true.
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func Count(f func(float64) bool, s []float64) int {
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var n int
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for _, val := range s {
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if f(val) {
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n++
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}
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}
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return n
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}
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// CumProd finds the cumulative product of the first i elements in
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// s and puts them in place into the ith element of the
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// destination dst.
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// It panics if the argument lengths do not match.
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//
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// At the return of the function, dst[i] = s[i] * s[i-1] * s[i-2] * ...
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func CumProd(dst, s []float64) []float64 {
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if len(dst) != len(s) {
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panic(badDstLength)
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}
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if len(dst) == 0 {
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return dst
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}
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return f64.CumProd(dst, s)
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}
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// CumSum finds the cumulative sum of the first i elements in
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// s and puts them in place into the ith element of the
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// destination dst.
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// It panics if the argument lengths do not match.
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//
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// At the return of the function, dst[i] = s[i] + s[i-1] + s[i-2] + ...
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func CumSum(dst, s []float64) []float64 {
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if len(dst) != len(s) {
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panic(badDstLength)
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}
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if len(dst) == 0 {
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return dst
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}
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return f64.CumSum(dst, s)
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}
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// Distance computes the L-norm of s - t. See Norm for special cases.
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// It panics if the slice argument lengths do not match.
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func Distance(s, t []float64, L float64) float64 {
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if len(s) != len(t) {
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panic(badLength)
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}
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if len(s) == 0 {
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return 0
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}
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if L == 2 {
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return f64.L2DistanceUnitary(s, t)
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}
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var norm float64
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if L == 1 {
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for i, v := range s {
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norm += math.Abs(t[i] - v)
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}
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return norm
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}
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if math.IsInf(L, 1) {
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for i, v := range s {
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absDiff := math.Abs(t[i] - v)
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if absDiff > norm {
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norm = absDiff
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}
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}
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return norm
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}
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for i, v := range s {
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norm += math.Pow(math.Abs(t[i]-v), L)
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}
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return math.Pow(norm, 1/L)
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}
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// Div performs element-wise division dst / s
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// and stores the value in dst.
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// It panics if the argument lengths do not match.
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func Div(dst, s []float64) {
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if len(dst) != len(s) {
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panic(badLength)
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}
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f64.Div(dst, s)
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}
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// DivTo performs element-wise division s / t
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// and stores the value in dst.
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// It panics if the argument lengths do not match.
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func DivTo(dst, s, t []float64) []float64 {
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if len(s) != len(t) {
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panic(badLength)
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}
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if len(dst) != len(s) {
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panic(badDstLength)
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}
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return f64.DivTo(dst, s, t)
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}
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// Dot computes the dot product of s1 and s2, i.e.
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// sum_{i = 1}^N s1[i]*s2[i].
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// It panics if the argument lengths do not match.
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func Dot(s1, s2 []float64) float64 {
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if len(s1) != len(s2) {
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panic(badLength)
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}
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return f64.DotUnitary(s1, s2)
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}
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// Equal returns true when the slices have equal lengths and
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// all elements are numerically identical.
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func Equal(s1, s2 []float64) bool {
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if len(s1) != len(s2) {
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return false
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}
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for i, val := range s1 {
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if s2[i] != val {
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return false
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}
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}
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return true
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}
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// EqualApprox returns true when the slices have equal lengths and
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// all element pairs have an absolute tolerance less than tol or a
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// relative tolerance less than tol.
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func EqualApprox(s1, s2 []float64, tol float64) bool {
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if len(s1) != len(s2) {
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return false
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}
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for i, a := range s1 {
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if !scalar.EqualWithinAbsOrRel(a, s2[i], tol, tol) {
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return false
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}
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}
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return true
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}
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// EqualFunc returns true when the slices have the same lengths
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// and the function returns true for all element pairs.
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func EqualFunc(s1, s2 []float64, f func(float64, float64) bool) bool {
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if len(s1) != len(s2) {
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return false
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}
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for i, val := range s1 {
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if !f(val, s2[i]) {
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return false
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}
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}
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return true
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}
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// EqualLengths returns true when all of the slices have equal length,
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// and false otherwise. It also returns true when there are no input slices.
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func EqualLengths(slices ...[]float64) bool {
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// This length check is needed: http://play.golang.org/p/sdty6YiLhM
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if len(slices) == 0 {
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return true
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}
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l := len(slices[0])
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for i := 1; i < len(slices); i++ {
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if len(slices[i]) != l {
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return false
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}
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}
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return true
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}
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// Find applies f to every element of s and returns the indices of the first
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// k elements for which the f returns true, or all such elements
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// if k < 0.
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// Find will reslice inds to have 0 length, and will append
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// found indices to inds.
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// If k > 0 and there are fewer than k elements in s satisfying f,
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// all of the found elements will be returned along with an error.
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// At the return of the function, the input inds will be in an undetermined state.
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func Find(inds []int, f func(float64) bool, s []float64, k int) ([]int, error) {
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// inds is also returned to allow for calling with nil.
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// Reslice inds to have zero length.
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inds = inds[:0]
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// If zero elements requested, can just return.
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if k == 0 {
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return inds, nil
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}
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// If k < 0, return all of the found indices.
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if k < 0 {
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for i, val := range s {
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if f(val) {
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inds = append(inds, i)
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}
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}
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return inds, nil
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}
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// Otherwise, find the first k elements.
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nFound := 0
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for i, val := range s {
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if f(val) {
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inds = append(inds, i)
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nFound++
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if nFound == k {
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return inds, nil
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}
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}
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}
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// Finished iterating over the loop, which means k elements were not found.
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return inds, errors.New("floats: insufficient elements found")
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}
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// HasNaN returns true when the slice s has any values that are NaN and false
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// otherwise.
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func HasNaN(s []float64) bool {
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for _, v := range s {
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if math.IsNaN(v) {
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return true
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}
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}
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return false
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}
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// LogSpan returns a set of n equally spaced points in log space between,
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// l and u where N is equal to len(dst). The first element of the
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// resulting dst will be l and the final element of dst will be u.
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// It panics if the length of dst is less than 2.
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// Note that this call will return NaNs if either l or u are negative, and
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// will return all zeros if l or u is zero.
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// Also returns the mutated slice dst, so that it can be used in range, like:
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//
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// for i, x := range LogSpan(dst, l, u) { ... }
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func LogSpan(dst []float64, l, u float64) []float64 {
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Span(dst, math.Log(l), math.Log(u))
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for i := range dst {
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dst[i] = math.Exp(dst[i])
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}
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return dst
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}
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// LogSumExp returns the log of the sum of the exponentials of the values in s.
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// Panics if s is an empty slice.
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func LogSumExp(s []float64) float64 {
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// Want to do this in a numerically stable way which avoids
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// overflow and underflow
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// First, find the maximum value in the slice.
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maxval := Max(s)
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if math.IsInf(maxval, 0) {
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// If it's infinity either way, the logsumexp will be infinity as well
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// returning now avoids NaNs
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return maxval
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}
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var lse float64
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// Compute the sumexp part
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for _, val := range s {
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lse += math.Exp(val - maxval)
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}
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// Take the log and add back on the constant taken out
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return math.Log(lse) + maxval
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}
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// Max returns the maximum value in the input slice. If the slice is empty, Max will panic.
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func Max(s []float64) float64 {
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return s[MaxIdx(s)]
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}
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// MaxIdx returns the index of the maximum value in the input slice. If several
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// entries have the maximum value, the first such index is returned.
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// It panics if s is zero length.
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func MaxIdx(s []float64) int {
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if len(s) == 0 {
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panic(zeroLength)
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}
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max := math.NaN()
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var ind int
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for i, v := range s {
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if math.IsNaN(v) {
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continue
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}
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if v > max || math.IsNaN(max) {
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max = v
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ind = i
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}
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}
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return ind
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}
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// Min returns the minimum value in the input slice.
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// It panics if s is zero length.
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func Min(s []float64) float64 {
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return s[MinIdx(s)]
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}
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// MinIdx returns the index of the minimum value in the input slice. If several
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// entries have the minimum value, the first such index is returned.
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// It panics if s is zero length.
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func MinIdx(s []float64) int {
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if len(s) == 0 {
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panic(zeroLength)
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}
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min := math.NaN()
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var ind int
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for i, v := range s {
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if math.IsNaN(v) {
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continue
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}
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if v < min || math.IsNaN(min) {
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min = v
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ind = i
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}
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}
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return ind
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}
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// Mul performs element-wise multiplication between dst
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// and s and stores the value in dst.
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// It panics if the argument lengths do not match.
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func Mul(dst, s []float64) {
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if len(dst) != len(s) {
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panic(badLength)
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}
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for i, val := range s {
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dst[i] *= val
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}
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}
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// MulTo performs element-wise multiplication between s
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// and t and stores the value in dst.
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// It panics if the argument lengths do not match.
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func MulTo(dst, s, t []float64) []float64 {
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if len(s) != len(t) {
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panic(badLength)
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}
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if len(dst) != len(s) {
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panic(badDstLength)
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}
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for i, val := range t {
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dst[i] = val * s[i]
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}
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return dst
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}
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// NearestIdx returns the index of the element in s
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// whose value is nearest to v. If several such
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// elements exist, the lowest index is returned.
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// It panics if s is zero length.
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func NearestIdx(s []float64, v float64) int {
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if len(s) == 0 {
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panic(zeroLength)
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}
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switch {
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case math.IsNaN(v):
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return 0
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case math.IsInf(v, 1):
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return MaxIdx(s)
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case math.IsInf(v, -1):
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return MinIdx(s)
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}
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var ind int
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dist := math.NaN()
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for i, val := range s {
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newDist := math.Abs(v - val)
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// A NaN distance will not be closer.
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if math.IsNaN(newDist) {
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continue
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}
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if newDist < dist || math.IsNaN(dist) {
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dist = newDist
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ind = i
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}
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}
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return ind
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}
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// NearestIdxForSpan return the index of a hypothetical vector created
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// by Span with length n and bounds l and u whose value is closest
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// to v. That is, NearestIdxForSpan(n, l, u, v) is equivalent to
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// Nearest(Span(make([]float64, n),l,u),v) without an allocation.
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// It panics if n is less than two.
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func NearestIdxForSpan(n int, l, u float64, v float64) int {
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if n < 2 {
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panic(shortSpan)
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}
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if math.IsNaN(v) {
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return 0
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}
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// Special cases for Inf and NaN.
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switch {
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case math.IsNaN(l) && !math.IsNaN(u):
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return n - 1
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case math.IsNaN(u):
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return 0
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case math.IsInf(l, 0) && math.IsInf(u, 0):
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if l == u {
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return 0
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}
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if n%2 == 1 {
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if !math.IsInf(v, 0) {
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return n / 2
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}
|
|
if math.Copysign(1, v) == math.Copysign(1, l) {
|
|
return 0
|
|
}
|
|
return n/2 + 1
|
|
}
|
|
if math.Copysign(1, v) == math.Copysign(1, l) {
|
|
return 0
|
|
}
|
|
return n / 2
|
|
case math.IsInf(l, 0):
|
|
if v == l {
|
|
return 0
|
|
}
|
|
return n - 1
|
|
case math.IsInf(u, 0):
|
|
if v == u {
|
|
return n - 1
|
|
}
|
|
return 0
|
|
case math.IsInf(v, -1):
|
|
if l <= u {
|
|
return 0
|
|
}
|
|
return n - 1
|
|
case math.IsInf(v, 1):
|
|
if u <= l {
|
|
return 0
|
|
}
|
|
return n - 1
|
|
}
|
|
|
|
// Special cases for v outside (l, u) and (u, l).
|
|
switch {
|
|
case l < u:
|
|
if v <= l {
|
|
return 0
|
|
}
|
|
if v >= u {
|
|
return n - 1
|
|
}
|
|
case l > u:
|
|
if v >= l {
|
|
return 0
|
|
}
|
|
if v <= u {
|
|
return n - 1
|
|
}
|
|
default:
|
|
return 0
|
|
}
|
|
|
|
// Can't guarantee anything about exactly halfway between
|
|
// because of floating point weirdness.
|
|
return int((float64(n)-1)/(u-l)*(v-l) + 0.5)
|
|
}
|
|
|
|
// Norm returns the L norm of the slice S, defined as
|
|
// (sum_{i=1}^N s[i]^L)^{1/L}
|
|
// Special cases:
|
|
// L = math.Inf(1) gives the maximum absolute value.
|
|
// Does not correctly compute the zero norm (use Count).
|
|
func Norm(s []float64, L float64) float64 {
|
|
// Should this complain if L is not positive?
|
|
// Should this be done in log space for better numerical stability?
|
|
// would be more cost
|
|
// maybe only if L is high?
|
|
if len(s) == 0 {
|
|
return 0
|
|
}
|
|
if L == 2 {
|
|
return f64.L2NormUnitary(s)
|
|
}
|
|
var norm float64
|
|
if L == 1 {
|
|
for _, val := range s {
|
|
norm += math.Abs(val)
|
|
}
|
|
return norm
|
|
}
|
|
if math.IsInf(L, 1) {
|
|
for _, val := range s {
|
|
norm = math.Max(norm, math.Abs(val))
|
|
}
|
|
return norm
|
|
}
|
|
for _, val := range s {
|
|
norm += math.Pow(math.Abs(val), L)
|
|
}
|
|
return math.Pow(norm, 1/L)
|
|
}
|
|
|
|
// Prod returns the product of the elements of the slice.
|
|
// Returns 1 if len(s) = 0.
|
|
func Prod(s []float64) float64 {
|
|
prod := 1.0
|
|
for _, val := range s {
|
|
prod *= val
|
|
}
|
|
return prod
|
|
}
|
|
|
|
// Reverse reverses the order of elements in the slice.
|
|
//
|
|
// Deprecated: This function simply calls [slices.Reverse].
|
|
func Reverse(s []float64) {
|
|
slices.Reverse(s)
|
|
}
|
|
|
|
// Same returns true when the input slices have the same length and all
|
|
// elements have the same value with NaN treated as the same.
|
|
func Same(s, t []float64) bool {
|
|
if len(s) != len(t) {
|
|
return false
|
|
}
|
|
for i, v := range s {
|
|
w := t[i]
|
|
if v != w && !(math.IsNaN(v) && math.IsNaN(w)) {
|
|
return false
|
|
}
|
|
}
|
|
return true
|
|
}
|
|
|
|
// Scale multiplies every element in dst by the scalar c.
|
|
func Scale(c float64, dst []float64) {
|
|
if len(dst) > 0 {
|
|
f64.ScalUnitary(c, dst)
|
|
}
|
|
}
|
|
|
|
// ScaleTo multiplies the elements in s by c and stores the result in dst.
|
|
// It panics if the slice argument lengths do not match.
|
|
func ScaleTo(dst []float64, c float64, s []float64) []float64 {
|
|
if len(dst) != len(s) {
|
|
panic(badDstLength)
|
|
}
|
|
if len(dst) > 0 {
|
|
f64.ScalUnitaryTo(dst, c, s)
|
|
}
|
|
return dst
|
|
}
|
|
|
|
// Span returns a set of N equally spaced points between l and u, where N
|
|
// is equal to the length of the destination. The first element of the destination
|
|
// is l, the final element of the destination is u.
|
|
// It panics if the length of dst is less than 2.
|
|
//
|
|
// Span also returns the mutated slice dst, so that it can be used in range expressions,
|
|
// like:
|
|
//
|
|
// for i, x := range Span(dst, l, u) { ... }
|
|
func Span(dst []float64, l, u float64) []float64 {
|
|
n := len(dst)
|
|
if n < 2 {
|
|
panic(shortSpan)
|
|
}
|
|
|
|
// Special cases for Inf and NaN.
|
|
switch {
|
|
case math.IsNaN(l):
|
|
for i := range dst[:len(dst)-1] {
|
|
dst[i] = math.NaN()
|
|
}
|
|
dst[len(dst)-1] = u
|
|
return dst
|
|
case math.IsNaN(u):
|
|
for i := range dst[1:] {
|
|
dst[i+1] = math.NaN()
|
|
}
|
|
dst[0] = l
|
|
return dst
|
|
case math.IsInf(l, 0) && math.IsInf(u, 0):
|
|
for i := range dst[:len(dst)/2] {
|
|
dst[i] = l
|
|
dst[len(dst)-i-1] = u
|
|
}
|
|
if len(dst)%2 == 1 {
|
|
if l != u {
|
|
dst[len(dst)/2] = 0
|
|
} else {
|
|
dst[len(dst)/2] = l
|
|
}
|
|
}
|
|
return dst
|
|
case math.IsInf(l, 0):
|
|
for i := range dst[:len(dst)-1] {
|
|
dst[i] = l
|
|
}
|
|
dst[len(dst)-1] = u
|
|
return dst
|
|
case math.IsInf(u, 0):
|
|
for i := range dst[1:] {
|
|
dst[i+1] = u
|
|
}
|
|
dst[0] = l
|
|
return dst
|
|
}
|
|
|
|
step := (u - l) / float64(n-1)
|
|
for i := range dst {
|
|
dst[i] = l + step*float64(i)
|
|
}
|
|
return dst
|
|
}
|
|
|
|
// Sub subtracts, element-wise, the elements of s from dst.
|
|
// It panics if the argument lengths do not match.
|
|
func Sub(dst, s []float64) {
|
|
if len(dst) != len(s) {
|
|
panic(badLength)
|
|
}
|
|
f64.AxpyUnitaryTo(dst, -1, s, dst)
|
|
}
|
|
|
|
// SubTo subtracts, element-wise, the elements of t from s and
|
|
// stores the result in dst.
|
|
// It panics if the argument lengths do not match.
|
|
func SubTo(dst, s, t []float64) []float64 {
|
|
if len(s) != len(t) {
|
|
panic(badLength)
|
|
}
|
|
if len(dst) != len(s) {
|
|
panic(badDstLength)
|
|
}
|
|
f64.AxpyUnitaryTo(dst, -1, t, s)
|
|
return dst
|
|
}
|
|
|
|
// Sum returns the sum of the elements of the slice.
|
|
func Sum(s []float64) float64 {
|
|
return f64.Sum(s)
|
|
}
|
|
|
|
// Within returns the first index i where s[i] <= v < s[i+1]. Within panics if:
|
|
// - len(s) < 2
|
|
// - s is not sorted
|
|
func Within(s []float64, v float64) int {
|
|
if len(s) < 2 {
|
|
panic(shortSpan)
|
|
}
|
|
if !sort.Float64sAreSorted(s) {
|
|
panic("floats: input slice not sorted")
|
|
}
|
|
if v < s[0] || v >= s[len(s)-1] || math.IsNaN(v) {
|
|
return -1
|
|
}
|
|
for i, f := range s[1:] {
|
|
if v < f {
|
|
return i
|
|
}
|
|
}
|
|
return -1
|
|
}
|
|
|
|
// SumCompensated returns the sum of the elements of the slice calculated with greater
|
|
// accuracy than Sum at the expense of additional computation.
|
|
func SumCompensated(s []float64) float64 {
|
|
// SumCompensated uses an improved version of Kahan's compensated
|
|
// summation algorithm proposed by Neumaier.
|
|
// See https://en.wikipedia.org/wiki/Kahan_summation_algorithm for details.
|
|
var sum, c float64
|
|
for _, x := range s {
|
|
// This type conversion is here to prevent a sufficiently smart compiler
|
|
// from optimising away these operations.
|
|
t := float64(sum + x)
|
|
if math.Abs(sum) >= math.Abs(x) {
|
|
c += (sum - t) + x
|
|
} else {
|
|
c += (x - t) + sum
|
|
}
|
|
sum = t
|
|
}
|
|
return sum + c
|
|
}
|