1 (* =========================================================== *)
2 (* Informal taylor intervals *)
3 (* Author: Alexey Solovyev *)
5 (* =========================================================== *)
8 needs "informal/informal_arith.hl";;
9 needs "informal/informal_eval_interval.hl";;
12 module Informal_taylor = struct
14 open Informal_interval;;
17 open Informal_eval_interval;;
29 type m_taylor_interval =
32 domain : m_cell_domain;
35 ddf : interval list list;
39 let float_0 = mk_small_num_float 0 and
40 float_1 = mk_small_num_float 1 and
41 float_2 = mk_small_num_float 2;;
43 let float_inv2 = div_float_lo 1 float_1 float_2;;
45 (* convert_to_float_list *)
46 let convert_to_float_list pp lo_flag list_tm =
47 let tms = dest_list list_tm in
48 let i_funs = map build_interval_fun tms in
49 let ints = map (fun f -> eval_interval_fun pp f [] []) i_funs in
50 let extract = (if lo_flag then fst else snd) o dest_interval in
54 (* mk_m_center_domain *)
55 let mk_m_center_domain pp x_list z_list =
57 let ( * ), (+) = mul_float_eq, add_float_hi pp in
58 map2 (fun x z -> if eq_float x z then x else float_inv2 * (x + z)) x_list z_list in
60 (* test: x <= y <= z *)
61 let flag1 = itlist2 (fun x y a -> le_float x y && a) x_list y_list true and
62 flag2 = itlist2 (fun y z a -> le_float y z && a) y_list z_list true in
63 if not flag1 or not flag2 then
64 failwith "mk_m_center_domain: ~(x <= y <= z)"
67 let (-) = sub_float_hi pp in
68 let w1 = map2 (-) y_list x_list in
69 let w2 = map2 (-) z_list y_list in
70 map2 max_float w1 w2 in
71 {lo = x_list; hi = z_list; y = y_list; w = w_list};;
74 (* eval_m_taylor (pp0 for initial evaluation of constants) *)
75 let eval_m_taylor pp0 f_tm partials partials2 =
76 let build = eval_constants pp0 o build_interval_fun o snd o dest_abs in
78 let n = length partials in
79 (* Verify that the list of second partial derivatives is correct *)
80 let _ = map2 (fun i list -> if length list <> i then
81 failwith "eval_m_taylor: incorrect partials2" else ()) (1--n) partials2 in
82 let dfs = map (build o rand o concl) partials in
83 let d2fs = map (build o rand o concl) (List.flatten partials2) in
84 let f_dfs_list = find_and_replace_all (f :: dfs) [] in
85 let rec shape_list dd i =
86 if i >= n then [dd] else
87 let l1, l2 = chop_list i dd in
88 l1 :: shape_list l2 (i + 1) in
89 let d2fs_list = find_and_replace_all d2fs [] in
90 fun p_lin p_second domain ->
91 let y_ints = map (fun y -> mk_interval (y, y)) domain.y in
92 let xz_ints = map mk_interval (zip domain.lo domain.hi) in
93 let f_dfs_vals = eval_interval_fun_list p_lin f_dfs_list y_ints in
94 let d2fs_vals = eval_interval_fun_list p_second d2fs_list xz_ints in
95 {n = n; domain = domain;
96 f = hd f_dfs_vals; df = tl f_dfs_vals;
97 ddf = shape_list d2fs_vals 1};;
100 (* mk_eval_functionq *)
101 let mk_eval_function pp0 f_tm =
102 let build = eval_constants pp0 o build_interval_fun o snd o dest_abs in
103 let f = build f_tm in
104 let f_list = find_and_replace_all [f] [] in
105 fun pp x_list z_list ->
106 let xz_ints = map mk_interval (zip x_list z_list) in
107 let f_val = eval_interval_fun_list pp f_list xz_ints in
111 (* error_mul_f2_hi *)
112 let error_mul_f2_hi pp a int = mul_float_hi pp a (abs_interval int);;
115 (* eval_m_taylor_error *)
116 (* sum_{i = 1}^n (w_i * (f_ii * w_i + 2 * sum_{j = 1}^{i - 1} w_j * f_ij)) *)
117 let eval_m_taylor_error pp ti =
118 let w = ti.domain.w in
120 let ( * ), ( + ) = mul_float_hi pp, add_float_hi pp in
121 let mul_wdd = map2 (fun list i -> Arith_misc.my_map2 (error_mul_f2_hi pp) w list) ti.ddf ns in
122 let sums1 = map (end_itlist ( + ) o butlast) (tl mul_wdd) in
123 let sums2 = (hd o hd) mul_wdd :: map2 (fun list t1 -> last list + float_2 * t1) (tl mul_wdd) sums1 in
124 let sums = map2 ( * ) w sums2 in
125 end_itlist ( + ) sums;;
128 (* eval_m_taylor_upper_bound *)
129 let eval_m_taylor_upper_bound pp ti =
130 let f_hi = (snd o dest_interval) ti.f in
131 let error = eval_m_taylor_error pp ti in
132 let ( * ), ( + ) = mul_float_hi pp, add_float_hi pp in
134 let mul_wd = map2 (error_mul_f2_hi pp) ti.domain.w ti.df in
135 end_itlist ( + ) mul_wd in
136 let a = sum2 + float_inv2 * error in
139 (* eval_m_taylor_lower_bound *)
140 let eval_m_taylor_lower_bound pp ti =
141 let f_lo = (fst o dest_interval) ti.f in
142 let error = eval_m_taylor_error pp ti in
143 let ( * ), ( + ), ( - ) = mul_float_hi pp, add_float_hi pp, sub_float_lo pp in
145 let mul_wd = map2 (error_mul_f2_hi pp) ti.domain.w ti.df in
146 end_itlist ( + ) mul_wd in
147 let a = sum2 + float_inv2 * error in
151 (* eval_m_taylor_bound *)
152 let eval_m_taylor_bound pp ti =
153 let f_lo, f_hi = dest_interval ti.f in
154 let error = eval_m_taylor_error pp ti in
155 let ( * ), ( + ), ( - ) = mul_float_hi pp, add_float_hi pp, sub_float_lo pp in
157 let mul_wd = map2 (error_mul_f2_hi pp) ti.domain.w ti.df in
158 end_itlist ( + ) mul_wd in
159 let a = sum2 + float_inv2 * error in
162 mk_interval (lo, hi);;
165 (* eval_m_taylor_partial_upper *)
166 let eval_m_taylor_partial_upper pp i ti =
167 let df_hi = (snd o dest_interval o List.nth ti.df) (i - 1) in
168 let dd_list = map (fun j -> if j <= i then
169 List.nth (List.nth ti.ddf (i - 1)) (j - 1)
171 List.nth (List.nth ti.ddf (j - 1)) (i - 1)) (1--ti.n) in
173 let mul_dd = map2 (error_mul_f2_hi pp) ti.domain.w dd_list in
174 end_itlist (add_float_hi pp) mul_dd in
175 add_float_hi pp df_hi sum2;;
178 (* eval_m_taylor_partial_lower *)
179 let eval_m_taylor_partial_lower pp i ti =
180 let df_lo = (fst o dest_interval o List.nth ti.df) (i - 1) in
181 let dd_list = map (fun j -> if j <= i then
182 List.nth (List.nth ti.ddf (i - 1)) (j - 1)
184 List.nth (List.nth ti.ddf (j - 1)) (i - 1)) (1--ti.n) in
186 let mul_dd = map2 (error_mul_f2_hi pp) ti.domain.w dd_list in
187 end_itlist (add_float_hi pp) mul_dd in
188 sub_float_lo pp df_lo sum2;;
191 (* eval_m_taylor_partial_bound *)
192 let eval_m_taylor_partial_bound pp i ti =
193 let df_lo, df_hi = (dest_interval o List.nth ti.df) (i - 1) in
194 let dd_list = map (fun j -> if j <= i then
195 List.nth (List.nth ti.ddf (i - 1)) (j - 1)
197 List.nth (List.nth ti.ddf (j - 1)) (i - 1)) (1--ti.n) in
199 let mul_dd = map2 (error_mul_f2_hi pp) ti.domain.w dd_list in
200 end_itlist (add_float_hi pp) mul_dd in
201 let lo = sub_float_lo pp df_lo sum2 in
202 let hi = add_float_hi pp df_hi sum2 in
203 mk_interval (lo, hi);;
207 let eval_m_taylor_add p_lin p_second taylor1 taylor2 =
208 let ( + ), ( ++ ) = add_interval p_lin, add_interval p_second in
211 domain = taylor1.domain;
212 f = taylor1.f + taylor2.f;
213 df = map2 (+) taylor1.df taylor2.df;
214 ddf = map2 (map2 (++)) taylor1.ddf taylor2.ddf
219 let eval_m_taylor_sub p_lin p_second taylor1 taylor2 =
220 let ( - ), ( -- ) = sub_interval p_lin, sub_interval p_second in
223 domain = taylor1.domain;
224 f = taylor1.f - taylor2.f;
225 df = map2 (-) taylor1.df taylor2.df;
226 ddf = map2 (map2 (--)) taylor1.ddf taylor2.ddf
231 let eval_m_taylor_mul p_lin p_second ti1 ti2 =
234 let bounds = mul_interval p_lin ti1.f ti2.f in
235 let df = map2 (fun d1 d2 ->
236 let ( * ), ( + ) = mul_interval p_lin, add_interval p_lin in
237 d1 * ti2.f + ti1.f * d2) ti1.df ti2.df in
238 let d1_bounds = map (fun i -> eval_m_taylor_partial_bound p_second i ti1) ns in
239 let d2_bounds = map (fun i -> eval_m_taylor_partial_bound p_second i ti2) ns in
240 let f1_bound = eval_m_taylor_bound p_second ti1 in
241 let f2_bound = eval_m_taylor_bound p_second ti2 in
243 let ( * ), ( + ) = mul_interval p_second, add_interval p_second in
244 map2 (fun (list1, list2) i ->
245 let di1 = List.nth d1_bounds (i - 1) in
246 let di2 = List.nth d2_bounds (i - 1) in
247 map2 (fun (dd1, dd2) j ->
248 let dj1 = List.nth d1_bounds (j - 1) in
249 let dj2 = List.nth d2_bounds (j - 1) in
250 (dd1 * f2_bound + di1 * dj2) + (dj1 * di2 + f1_bound * dd2))
251 (zip list1 list2) (1--i)) (zip ti1.ddf ti2.ddf) ns in
261 let eval_m_taylor_neg taylor1 =
262 let neg = neg_interval in
265 domain = taylor1.domain;
267 df = map neg taylor1.df;
268 ddf = map (map neg) taylor1.ddf;
272 let eval_m_taylor_inv p_lin p_second ti =
275 let f1_bound = eval_m_taylor_bound p_second ti in
276 let bounds = inv_interval p_lin ti.f in
278 let neg, inv, ( * ) = neg_interval, inv_interval p_lin, mul_interval p_lin in
279 neg (inv (ti.f * ti.f)) in
281 let ( * ) = mul_interval p_lin in
282 map (fun d -> u_bounds * d) ti.df in
283 let d1_bounds = map (fun i -> eval_m_taylor_partial_bound p_second i ti) ns in
285 let inv, ( * ) = inv_interval p_second, mul_interval p_second in
286 let ff = f1_bound * f1_bound in
287 inv ff, two_interval * inv (f1_bound * ff) in
289 let ( * ), ( - ) = mul_interval p_second, sub_interval p_second in
290 map2 (fun dd_list di1 ->
291 Arith_misc.my_map2 (fun dd dj1 ->
292 (d2 * dj1) * di1 - d1 * dd) dd_list d1_bounds) ti.ddf d1_bounds in
303 let eval_m_taylor_sqrt p_lin p_second ti =
306 let f1_bound = eval_m_taylor_bound p_second ti in
307 let bounds = sqrt_interval p_lin ti.f in
309 let inv, ( * ) = inv_interval p_lin, mul_interval p_lin in
310 inv (two_interval * bounds) in
312 let ( * ) = mul_interval p_lin in
313 map (fun d -> u_bounds * d) ti.df in
314 let d1_bounds = map (fun i -> eval_m_taylor_partial_bound p_second i ti) ns in
316 let neg, sqrt, inv, ( * ) = neg_interval, sqrt_interval p_second,
317 inv_interval p_second, mul_interval p_second in
318 let two_sqrt_f = two_interval * sqrt f1_bound in
319 inv two_sqrt_f, neg (inv (two_sqrt_f * (two_interval * f1_bound))) in
321 let ( * ), ( + ) = mul_interval p_second, add_interval p_second in
322 map2 (fun dd_list di1 ->
323 Arith_misc.my_map2 (fun dd dj1 ->
324 (d2 * dj1) * di1 + d1 * dd) dd_list d1_bounds) ti.ddf d1_bounds in
335 let eval_m_taylor_atn =
336 let neg_two_interval = neg_interval two_interval in
337 fun p_lin p_second ti ->
340 let f1_bound = eval_m_taylor_bound p_second ti in
341 let bounds = atn_interval p_lin ti.f in
343 let inv, ( + ), ( * ) = inv_interval p_lin, add_interval p_lin, mul_interval p_lin in
344 inv (one_interval + ti.f * ti.f) in
346 let ( * ) = mul_interval p_lin in
347 map (fun d -> u_bounds * d) ti.df in
348 let d1_bounds = map (fun i -> eval_m_taylor_partial_bound p_second i ti) ns in
350 let neg, inv, ( + ), ( * ) = neg_interval, inv_interval p_second,
351 add_interval p_second, mul_interval p_second in
352 let pow2 = pow_interval p_second 2 in
353 let inv_one_ff = inv (one_interval + f1_bound * f1_bound) in
354 inv_one_ff, (neg_two_interval * f1_bound) * pow2 inv_one_ff in
356 let ( * ), ( + ) = mul_interval p_second, add_interval p_second in
357 map2 (fun dd_list di1 ->
358 Arith_misc.my_map2 (fun dd dj1 ->
359 (d2 * dj1) * di1 + d1 * dd) dd_list d1_bounds) ti.ddf d1_bounds in
370 let eval_m_taylor_acs p_lin p_second ti =
373 let f1_bound = eval_m_taylor_bound p_second ti in
374 let bounds = acs_interval p_lin ti.f in
376 let inv, sqrt, neg = inv_interval p_lin, sqrt_interval p_lin, neg_interval in
377 let ( * ), ( - ) = mul_interval p_lin, sub_interval p_lin in
378 neg (inv (sqrt (one_interval - ti.f * ti.f))) in
380 let ( * ) = mul_interval p_lin in
381 map (fun d -> u_bounds * d) ti.df in
382 let d1_bounds = map (fun i -> eval_m_taylor_partial_bound p_second i ti) ns in
384 let neg, sqrt, inv = neg_interval, sqrt_interval p_second, inv_interval p_second in
385 let ( - ), ( * ), ( / ) = sub_interval p_second, mul_interval p_second, div_interval p_second in
386 let pow3 = pow_interval p_second 3 in
387 let ff_1 = one_interval - f1_bound * f1_bound in
388 inv (sqrt ff_1), neg (f1_bound / sqrt (pow3 ff_1)) in
390 let ( * ), ( - ) = mul_interval p_second, sub_interval p_second in
391 map2 (fun dd_list di1 ->
392 Arith_misc.my_map2 (fun dd dj1 ->
393 (d2 * dj1) * di1 - d1 * dd) dd_list d1_bounds) ti.ddf d1_bounds in