(* Dependencies *) needs "../formal_lp/arith/informal/informal_arith.hl";; needs "../formal_lp/arith/informal/informal_eval_interval.hl";; module Informal_taylor = struct open Informal_interval;; open Informal_float;; open Informal_atn;; open Informal_eval_interval;; type m_cell_domain = { lo : ifloat list; hi : ifloat list; y : ifloat list; w : ifloat list; };; type m_taylor_interval = { n : int; domain : m_cell_domain; f : interval; df : interval list; ddf : interval list list; };; let float_0 = mk_small_num_float 0 and float_1 = mk_small_num_float 1 and float_2 = mk_small_num_float 2;; let float_inv2 = div_float_lo 1 float_1 float_2;; (* convert_to_float_list *) let convert_to_float_list pp lo_flag list_tm = let tms = dest_list list_tm in let i_funs = map build_interval_fun tms in let ints = map (fun f -> eval_interval_fun pp f [] []) i_funs in let extract = (if lo_flag then fst else snd) o dest_interval in map extract ints;; (* mk_m_center_domain *) let mk_m_center_domain pp x_list z_list = let y_list = let ( * ), (+) = mul_float_eq, add_float_hi pp in map2 (fun x z -> if eq_float x z then x else float_inv2 * (x + z)) x_list z_list in (* test: x <= y <= z *) let flag1 = itlist2 (fun x y a -> le_float x y && a) x_list y_list true and flag2 = itlist2 (fun y z a -> le_float y z && a) y_list z_list true in if not flag1 or not flag2 then failwith "mk_m_center_domain: ~(x <= y <= z)" else let w_list = let (-) = sub_float_hi pp in let w1 = map2 (-) y_list x_list in let w2 = map2 (-) z_list y_list in map2 max_float w1 w2 in {lo = x_list; hi = z_list; y = y_list; w = w_list};; (* eval_m_taylor (pp0 for initial evaluation of constants) *) let eval_m_taylor pp0 f_tm partials partials2 = let build = eval_constants pp0 o build_interval_fun o snd o dest_abs in let f = build f_tm in let n = length partials in (* Verify that the list of second partial derivatives is correct *) let _ = map2 (fun i list -> if length list <> i then failwith "eval_m_taylor: incorrect partials2" else ()) (1--n) partials2 in let dfs = map (build o rand o concl) partials in let d2fs = map (build o rand o concl) (List.flatten partials2) in let f_dfs_list = find_and_replace_all (f :: dfs) [] in let rec shape_list dd i = if i >= n then [dd] else let l1, l2 = chop_list i dd in l1 :: shape_list l2 (i + 1) in let d2fs_list = find_and_replace_all d2fs [] in fun p_lin p_second domain -> let y_ints = map (fun y -> mk_interval (y, y)) domain.y in let xz_ints = map mk_interval (zip domain.lo domain.hi) in let f_dfs_vals = eval_interval_fun_list p_lin f_dfs_list y_ints in let d2fs_vals = eval_interval_fun_list p_second d2fs_list xz_ints in {n = n; domain = domain; f = hd f_dfs_vals; df = tl f_dfs_vals; ddf = shape_list d2fs_vals 1};; (* mk_eval_functionq *) let mk_eval_function pp0 f_tm = let build = eval_constants pp0 o build_interval_fun o snd o dest_abs in let f = build f_tm in let f_list = find_and_replace_all [f] [] in fun pp x_list z_list -> let xz_ints = map mk_interval (zip x_list z_list) in let f_val = eval_interval_fun_list pp f_list xz_ints in hd f_val;; (* error_mul_f2_hi *) let error_mul_f2_hi pp a int = mul_float_hi pp a (abs_interval int);; (* eval_m_taylor_error *) (* sum_{i = 1}^n (w_i * (f_ii * w_i + 2 * sum_{j = 1}^{i - 1} w_j * f_ij)) *) let eval_m_taylor_error pp ti = let w = ti.domain.w in let ns = 1--ti.n in let ( * ), ( + ) = mul_float_hi pp, add_float_hi pp in let mul_wdd = map2 (fun list i -> Arith_misc.my_map2 (error_mul_f2_hi pp) w list) ti.ddf ns in let sums1 = map (end_itlist ( + ) o butlast) (tl mul_wdd) in let sums2 = (hd o hd) mul_wdd :: map2 (fun list t1 -> last list + float_2 * t1) (tl mul_wdd) sums1 in let sums = map2 ( * ) w sums2 in end_itlist ( + ) sums;; (* eval_m_taylor_upper_bound *) let eval_m_taylor_upper_bound pp ti = let f_hi = (snd o dest_interval) ti.f in let error = eval_m_taylor_error pp ti in let ( * ), ( + ) = mul_float_hi pp, add_float_hi pp in let sum2 = let mul_wd = map2 (error_mul_f2_hi pp) ti.domain.w ti.df in end_itlist ( + ) mul_wd in let a = sum2 + float_inv2 * error in f_hi + a;; (* eval_m_taylor_lower_bound *) let eval_m_taylor_lower_bound pp ti = let f_lo = (fst o dest_interval) ti.f in let error = eval_m_taylor_error pp ti in let ( * ), ( + ), ( - ) = mul_float_hi pp, add_float_hi pp, sub_float_lo pp in let sum2 = let mul_wd = map2 (error_mul_f2_hi pp) ti.domain.w ti.df in end_itlist ( + ) mul_wd in let a = sum2 + float_inv2 * error in f_lo - a;; (* eval_m_taylor_bound *) let eval_m_taylor_bound pp ti = let f_lo, f_hi = dest_interval ti.f in let error = eval_m_taylor_error pp ti in let ( * ), ( + ), ( - ) = mul_float_hi pp, add_float_hi pp, sub_float_lo pp in let sum2 = let mul_wd = map2 (error_mul_f2_hi pp) ti.domain.w ti.df in end_itlist ( + ) mul_wd in let a = sum2 + float_inv2 * error in let hi = f_hi + a in let lo = f_lo - a in mk_interval (lo, hi);; (* eval_m_taylor_partial_upper *) let eval_m_taylor_partial_upper pp i ti = let df_hi = (snd o dest_interval o List.nth ti.df) (i - 1) in let dd_list = map (fun j -> if j <= i then List.nth (List.nth ti.ddf (i - 1)) (j - 1) else List.nth (List.nth ti.ddf (j - 1)) (i - 1)) (1--ti.n) in let sum2 = let mul_dd = map2 (error_mul_f2_hi pp) ti.domain.w dd_list in end_itlist (add_float_hi pp) mul_dd in add_float_hi pp df_hi sum2;; (* eval_m_taylor_partial_lower *) let eval_m_taylor_partial_lower pp i ti = let df_lo = (fst o dest_interval o List.nth ti.df) (i - 1) in let dd_list = map (fun j -> if j <= i then List.nth (List.nth ti.ddf (i - 1)) (j - 1) else List.nth (List.nth ti.ddf (j - 1)) (i - 1)) (1--ti.n) in let sum2 = let mul_dd = map2 (error_mul_f2_hi pp) ti.domain.w dd_list in end_itlist (add_float_hi pp) mul_dd in sub_float_lo pp df_lo sum2;; (* eval_m_taylor_partial_bound *) let eval_m_taylor_partial_bound pp i ti = let df_lo, df_hi = (dest_interval o List.nth ti.df) (i - 1) in let dd_list = map (fun j -> if j <= i then List.nth (List.nth ti.ddf (i - 1)) (j - 1) else List.nth (List.nth ti.ddf (j - 1)) (i - 1)) (1--ti.n) in let sum2 = let mul_dd = map2 (error_mul_f2_hi pp) ti.domain.w dd_list in end_itlist (add_float_hi pp) mul_dd in let lo = sub_float_lo pp df_lo sum2 in let hi = add_float_hi pp df_hi sum2 in mk_interval (lo, hi);; (* add *) let eval_m_taylor_add p_lin p_second taylor1 taylor2 = let ( + ), ( ++ ) = add_interval p_lin, add_interval p_second in { n = taylor1.n; domain = taylor1.domain; f = taylor1.f + taylor2.f; df = map2 (+) taylor1.df taylor2.df; ddf = map2 (map2 (++)) taylor1.ddf taylor2.ddf };; (* sub *) let eval_m_taylor_sub p_lin p_second taylor1 taylor2 = let ( - ), ( -- ) = sub_interval p_lin, sub_interval p_second in { n = taylor1.n; domain = taylor1.domain; f = taylor1.f - taylor2.f; df = map2 (-) taylor1.df taylor2.df; ddf = map2 (map2 (--)) taylor1.ddf taylor2.ddf };; (* mul *) let eval_m_taylor_mul p_lin p_second ti1 ti2 = let n = ti1.n in let ns = 1--n in let bounds = mul_interval p_lin ti1.f ti2.f in let df = map2 (fun d1 d2 -> let ( * ), ( + ) = mul_interval p_lin, add_interval p_lin in d1 * ti2.f + ti1.f * d2) ti1.df ti2.df in let d1_bounds = map (fun i -> eval_m_taylor_partial_bound p_second i ti1) ns in let d2_bounds = map (fun i -> eval_m_taylor_partial_bound p_second i ti2) ns in let f1_bound = eval_m_taylor_bound p_second ti1 in let f2_bound = eval_m_taylor_bound p_second ti2 in let ddf = let ( * ), ( + ) = mul_interval p_second, add_interval p_second in map2 (fun (list1, list2) i -> let di1 = List.nth d1_bounds (i - 1) in let di2 = List.nth d2_bounds (i - 1) in map2 (fun (dd1, dd2) j -> let dj1 = List.nth d1_bounds (j - 1) in let dj2 = List.nth d2_bounds (j - 1) in (dd1 * f2_bound + di1 * dj2) + (dj1 * di2 + f1_bound * dd2)) (zip list1 list2) (1--i)) (zip ti1.ddf ti2.ddf) ns in { n = n; domain = ti1.domain; f = bounds; df = df; ddf = ddf; };; (* inv *) let eval_m_taylor_inv p_lin p_second ti = let n = ti.n in let ns = 1--n in let f1_bound = eval_m_taylor_bound p_second ti in let bounds = inv_interval p_lin ti.f in let u_bounds = let neg, inv, ( * ) = neg_interval, inv_interval p_lin, mul_interval p_lin in neg (inv (ti.f * ti.f)) in let df = let ( * ) = mul_interval p_lin in map (fun d -> u_bounds * d) ti.df in let d1_bounds = map (fun i -> eval_m_taylor_partial_bound p_second i ti) ns in let d1, d2 = let inv, ( * ) = inv_interval p_second, mul_interval p_second in let ff = f1_bound * f1_bound in inv ff, two_interval * inv (f1_bound * ff) in let ddf = let ( * ), ( - ) = mul_interval p_second, sub_interval p_second in map2 (fun dd_list di1 -> Arith_misc.my_map2 (fun dd dj1 -> (d2 * dj1) * di1 - d1 * dd) dd_list d1_bounds) ti.ddf d1_bounds in { n = n; domain = ti.domain; f = bounds; df = df; ddf = ddf; };; (* sqrt *) let eval_m_taylor_sqrt p_lin p_second ti = let n = ti.n in let ns = 1--n in let f1_bound = eval_m_taylor_bound p_second ti in let bounds = sqrt_interval p_lin ti.f in let u_bounds = let inv, ( * ) = inv_interval p_lin, mul_interval p_lin in inv (two_interval * bounds) in let df = let ( * ) = mul_interval p_lin in map (fun d -> u_bounds * d) ti.df in let d1_bounds = map (fun i -> eval_m_taylor_partial_bound p_second i ti) ns in let d1, d2 = let neg, sqrt, inv, ( * ) = neg_interval, sqrt_interval p_second, inv_interval p_second, mul_interval p_second in let two_sqrt_f = two_interval * sqrt f1_bound in inv two_sqrt_f, neg (inv (two_sqrt_f * (two_interval * f1_bound))) in let ddf = let ( * ), ( + ) = mul_interval p_second, add_interval p_second in map2 (fun dd_list di1 -> Arith_misc.my_map2 (fun dd dj1 -> (d2 * dj1) * di1 + d1 * dd) dd_list d1_bounds) ti.ddf d1_bounds in { n = n; domain = ti.domain; f = bounds; df = df; ddf = ddf; };; (* atn *) let eval_m_taylor_atn = let neg_two_interval = neg_interval two_interval in fun p_lin p_second ti -> let n = ti.n in let ns = 1--n in let f1_bound = eval_m_taylor_bound p_second ti in let bounds = atn_interval p_lin ti.f in let u_bounds = let inv, ( + ), ( * ) = inv_interval p_lin, add_interval p_lin, mul_interval p_lin in inv (one_interval + ti.f * ti.f) in let df = let ( * ) = mul_interval p_lin in map (fun d -> u_bounds * d) ti.df in let d1_bounds = map (fun i -> eval_m_taylor_partial_bound p_second i ti) ns in let d1, d2 = let neg, inv, ( + ), ( * ) = neg_interval, inv_interval p_second, add_interval p_second, mul_interval p_second in let pow2 = pow_interval p_second 2 in let inv_one_ff = inv (one_interval + f1_bound * f1_bound) in inv_one_ff, (neg_two_interval * f1_bound) * pow2 inv_one_ff in let ddf = let ( * ), ( + ) = mul_interval p_second, add_interval p_second in map2 (fun dd_list di1 -> Arith_misc.my_map2 (fun dd dj1 -> (d2 * dj1) * di1 + d1 * dd) dd_list d1_bounds) ti.ddf d1_bounds in { n = n; domain = ti.domain; f = bounds; df = df; ddf = ddf; };; (* acs *) let eval_m_taylor_acs p_lin p_second ti = let n = ti.n in let ns = 1--n in let f1_bound = eval_m_taylor_bound p_second ti in let bounds = acs_interval p_lin ti.f in let u_bounds = let inv, sqrt, neg = inv_interval p_lin, sqrt_interval p_lin, neg_interval in let ( * ), ( - ) = mul_interval p_lin, sub_interval p_lin in neg (inv (sqrt (one_interval - ti.f * ti.f))) in let df = let ( * ) = mul_interval p_lin in map (fun d -> u_bounds * d) ti.df in let d1_bounds = map (fun i -> eval_m_taylor_partial_bound p_second i ti) ns in let d1, d2 = let neg, sqrt, inv = neg_interval, sqrt_interval p_second, inv_interval p_second in let ( - ), ( * ), ( / ) = sub_interval p_second, mul_interval p_second, div_interval p_second in let pow3 = pow_interval p_second 3 in let ff_1 = one_interval - f1_bound * f1_bound in inv (sqrt ff_1), neg (f1_bound / sqrt (pow3 ff_1)) in let ddf = let ( * ), ( - ) = mul_interval p_second, sub_interval p_second in map2 (fun dd_list di1 -> Arith_misc.my_map2 (fun dd dj1 -> (d2 * dj1) * di1 - d1 * dd) dd_list d1_bounds) ti.ddf d1_bounds in { n = n; domain = ti.domain; f = bounds; df = df; ddf = ddf; };; end;; (* (* Tests *) open Informal_taylor;; let dest_int int = let f1, f2 = Informal_interval.dest_interval int in Informal_float.dest_float f1, Informal_float.dest_float f2;; let dest_ti ti = dest_int ti.f, map dest_int ti.df, map (map dest_int) ti.ddf;; let dest_f = Informal_float.dest_float;; needs "../formal_lp/formal_interval/m_taylor_arith2.hl";; let convert_to_float_list pp lo_flag list_tm = let tms = dest_list list_tm in let i_funs = map build_interval_fun tms in let ints = map (fun f -> eval_interval_fun pp f [] []) i_funs in let extract = (if lo_flag then fst else snd) o dest_pair o rand o concl in mk_list (map extract ints, real_ty);; let pp = 7;; let poly = expr_to_vector_fun `x1 + x2 * x3 + x3 * (x1 + x3 pow 2)`;; let n = (get_dim o fst o dest_abs) poly;; let xx = `[#1.1; &2; -- sqrt(&2)]` and zz = `[&3; &3; &1 + sqrt(&3)]`;; let xx1 = convert_to_float_list pp true xx and zz1 = convert_to_float_list pp false zz;; let xx0 = Informal_taylor.convert_to_float_list pp true xx and zz0 = Informal_taylor.convert_to_float_list pp false zz;; let dom_th = mk_m_center_domain n pp xx1 zz1;; let dom = Informal_taylor.mk_m_center_domain pp xx0 zz0;; let partials = map (fun i -> gen_partial_poly i poly) (1--n);; let get_partial i eq_th = let partial_i = gen_partial_poly i (rand (concl eq_th)) in let pi = (rator o lhand o concl) partial_i in REWRITE_RULE[GSYM partial2] (TRANS (AP_TERM pi eq_th) partial_i);; let partials2 = map (fun j -> let th = List.nth partials (j - 1) in map (fun i -> get_partial i th) (1--j)) (1--n);; let diff_th = gen_diff_poly poly;; let diff2_th = gen_diff2c_domain_poly poly;; let lin_th = gen_lin_approx_poly_thm poly diff_th partials;; let second_th = gen_second_bounded_poly_thm poly partials2;; let eval_taylor = eval_m_taylor pp diff2_th lin_th second_th;; let taylor = Informal_taylor.eval_m_taylor pp poly partials partials2;; let ti_th = eval_taylor pp pp dom_th;; let ti = taylor pp pp dom;; dest_ti ti;; eval_m_taylor_bound n pp ti_th;; dest_int (Informal_taylor.eval_m_taylor_bound pp ti);; eval_m_taylor_partial_upper n pp 3 ti_th;; dest_f (Informal_taylor.eval_m_taylor_partial_upper pp 3 ti);; let t2_th = eval_m_taylor_sub n 2 5 ti_th ti_th;; let t2 = Informal_taylor.eval_m_taylor_sub 2 5 ti ti;; dest_ti t2;; eval_m_taylor_sub n 8 8 ti_th t2_th;; dest_ti (Informal_taylor.eval_m_taylor_sub 8 8 ti t2);; let xx = `[#0.0; &0; sqrt(&0)]` and zz = `[#0.2; #0.1; sqrt(&0) + #0.1]`;; let xx1 = convert_to_float_list pp true xx and zz1 = convert_to_float_list pp false zz;; let xx0 = Informal_taylor.convert_to_float_list pp true xx and zz0 = Informal_taylor.convert_to_float_list pp false zz;; let dom_th = mk_m_center_domain n pp xx1 zz1;; let dom = Informal_taylor.mk_m_center_domain pp xx0 zz0;; let ti_th = eval_taylor pp pp dom_th;; let ti = taylor pp pp dom;; let th = eval_m_taylor_acs n pp pp ti_th;; let t = Informal_taylor.eval_m_taylor_acs pp pp ti;; dest_ti t;; eval_m_taylor_bound n 20 th;; dest_int (Informal_taylor.eval_m_taylor_bound 20 t);; eval_m_taylor_partial_bound n 20 2 th;; dest_int (Informal_taylor.eval_m_taylor_partial_bound 20 2 t);; eval_m_taylor_mul n pp pp ti_th th;; dest_ti (Informal_taylor.eval_m_taylor_mul pp pp ti t);; (* 1.20 *) test 100 eval_taylor dom_th;; (* 0.04 *) test 100 taylor dom;; (* bounds *) eval_m_taylor_bound n pp ti_th;; dest_int (Informal_taylor.eval_m_taylor_bound pp ti);; eval_m_taylor_upper_bound n pp ti_th;; dest_f (Informal_taylor.eval_m_taylor_upper_bound pp ti);; eval_m_taylor_lower_bound n pp ti_th;; dest_f (Informal_taylor.eval_m_taylor_lower_bound pp ti);; (* 1.288 *) test 100 (eval_m_taylor_bound n pp) ti_th;; (* 0.044 *) test 100 (Informal_taylor.eval_m_taylor_bound pp) ti;; (* partials *) eval_m_taylor_upper_partial n pp 1 ti_th;; dest_f (Informal_taylor.eval_m_taylor_upper_partial pp 1 ti);; eval_m_taylor_upper_partial n pp 2 ti_th;; dest_f (Informal_taylor.eval_m_taylor_upper_partial pp 2 ti);; eval_m_taylor_upper_partial n pp 3 ti_th;; dest_f (Informal_taylor.eval_m_taylor_upper_partial pp 3 ti);; eval_m_taylor_lower_partial n pp 1 ti_th;; dest_f (Informal_taylor.eval_m_taylor_lower_partial pp 1 ti);; eval_m_taylor_lower_partial n pp 2 ti_th;; dest_f (Informal_taylor.eval_m_taylor_lower_partial pp 2 ti);; eval_m_taylor_lower_partial n pp 3 ti_th;; dest_f (Informal_taylor.eval_m_taylor_lower_partial pp 3 ti);; eval_m_taylor_interval_partial n pp 1 ti_th;; dest_int (Informal_taylor.eval_m_taylor_interval_partial pp 1 ti);; *)