aern2-real: Real numbers as sequences of MPBalls

[ bsd3, library, math ] [ Propose Tags ]
Versions [RSS] 0.1.0.0, 0.1.0.1, 0.1.0.2, 0.1.0.3, 0.1.1.0, 0.1.2, 0.2.0.0, 0.2.1.0, 0.2.4.0, 0.2.4.1, 0.2.4.2, 0.2.4.3, 0.2.5.0, 0.2.6.0, 0.2.7.0, 0.2.8.0, 0.2.9.0, 0.2.9.1, 0.2.9.2, 0.2.10.0, 0.2.11.0, 0.2.12.0, 0.2.13.0, 0.2.14, 0.2.14.1, 0.2.15
Change log changelog.md
Dependencies aern2-mp (>=0.2.1), base (>=4 && <5), collect-errors (>=0.1), hspec, integer-logarithms, mixed-types-num (>=0.5.1), QuickCheck [details]
License BSD-3-Clause
Copyright 2015-2021 Michal Konecny
Author Michal Konecny
Maintainer mikkonecny@gmail.com
Category Math
Home page https://github.com/michalkonecny/aern2#readme
Bug tracker https://github.com/michalkonecny/aern2/issues
Source repo head: git clone https://github.com/michalkonecny/aern2
Uploaded by MichalKonecny at 2021-05-18T09:13:23Z
Distributions LTSHaskell:0.2.15, NixOS:0.2.15, Stackage:0.2.15
Reverse Dependencies 1 direct, 3 indirect [details]
Downloads 6770 total (77 in the last 30 days)
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Status Docs available [build log]
Last success reported on 2021-05-18 [all 1 reports]

Readme for aern2-real-0.2.1.0

[back to package description]

aern2-real

Exact real arithmetic

API documentation available on the Hackage page.

Table of contents

1. Numeric data types

This package provides the following two data types:

  • CReal: Exact real numbers via lazy sequences of interval approximations

  • CKleenean: Lazy Kleeneans, naturally arising from comparisons of CReals

The type CReal has instances of both mixed-types-num type classes such as CanAdd, CanSqrt as well as with traditional Prelude type classes such as Ord, Num and Floating. The type CKleenean supports the usual Boolean operations.

2. Basic usage with Prelude

First, let us load the package with Prelude operations:

$ stack ghci aern2-real:lib --no-load --ghci-options AERN2.Real
*AERN2.MP> import Prelude hiding (pi)
*AERN2.MP Prelude>

We can obtain approximations of a real number with any requested accuracies:

...> pi ? (bits 1000)
[3.141592653589793238462643383279502884197169399375105820974944592307816406286208998628034825342117... ± ~0.0000 ~2^(-1230)]

...> pi ? (bits 1000000)
[3.141592653589793238462643383279502884197169399375105820974944592307816406286208998628034825342117... ± ~0.0000 ~2^(-1028468)]
(4.12 secs, 270,972,152 bytes)

Instead of accuracy, we can request that the computation is performed with a certain precision, which roughly corresponds to the number of significant bits. This usually trades speed with guaranteed accuracy:

...> (sin pi) ? (bits 10000) -- guaranteed accuracy at least 10000
[-0.000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000... ± ~0.0000 ~2^(-13539)]
(0.27 secs, 196,580,192 bytes)

...> (sin pi) ? (prec 10000) -- no guaranteed accuracy
[-0.000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000... ± ~0.0000 ~2^(-13539)]
(0.21 secs, 107,844,784 bytes)

When formatting a real number, a default precision is used:

...> pi
{?(prec 36): [3.141592653584666550159454345703125 ± ~1.4552e-11 ~2^(-36)]}

The Prelude power operator works only for integral types:

...> pi ^ 2
[9.8696044010893586188344909998725639610631902560... ± ~8.1120e-30 ~2^(-96)]
{?(prec 36): [9.8696044009993784129619598388671875 ± ~1.4964e-10 ~2^(-32)]}

...> pi ^ pi
<interactive>:18:1: error:
    • No instance for (Integral CReal) arising from a use of ‘^’

Numerical order cannot be decided when the two numbers are equal:

...> pi > 0
True

...> pi == pi
*** Exception: Failed to decide equality of Sequences.  If you switch to MixedTypesNumPrelude instead of Prelude, comparison of Sequences returns CSequence Kleenean or similar instead of Bool.

Prelude comparison fails to determine also inequality when the two numbers are very close:

...> pi == pi + 0.00000000000000000000000000000000001
False

...> pi == pi + 0.00000000000000000000000000000000000001
*** Exception: Failed to decide equality of Sequences.  If you switch to MixedTypesNumPrelude instead of Prelude, comparison of Sequences returns CSequence Kleenean or similar instead of Bool.

3. Basic usage with MixedTypesNumPrelude

We see that some things do not work with Prelude. Let us use MixedTypesNumPrelude operations instead:

$ stack ghci aern2-real:lib --no-load --ghci-options AERN2.Real
*AERN2.MP> import MixedTypesNumPrelude
*AERN2.MP MixedTypesNumPrelude>

We get a more general power operator:

...> 2^0.5
{?(prec 36): [1.414213562371930730340852514178195642186126256312482171419747717302107387071785637999710161238908... ± ~1.0305e-11 ~2^(-36)]}

...> pi ^ pi
{?(prec 36): [36.462159605538498632520418490483602438877178488347481362195878876490337527904728176508797332644462... ± ~2.7112e-9 ~2^(-28)]}

...> (pi ^ pi) ? (bits 10000)
[36.462159607207911770990826022692123666365508402228818738709335922934074368881699904620079875706774... ± ~0.0000 ~2^(-13532)]
(0.90 secs, 631,865,912 bytes)

Real comparison now returns a CKleenean instead of Bool, supporting undecided comparisons and comparisons with a specified precision:

...> pi > 0
{?(prec 36): CertainTrue}

...> pi == pi
{?(prec 36): TrueOrFalse}

...> pi == pi + 2^(-100)
{?(prec 36): TrueOrFalse}

...> (pi == pi + 2^(-100)) ? (prec 1000)
CertainFalse

4. Partial functions and error handling

Since comparisons can be only semi-decided, also errors such as division by zero or logarithm of a negative number can be only semi-detected. Therefore, an invalid input leads to a normal CReal value, and the error is demonstrated only when we extract an approximation, and sometimes an error cannot be determined with certainty:

...> bad1 = pi/0
...> bad1 ? (prec 100)
{{ERROR: division by 0}}}

...> bad2 = 1/(pi-pi)
...> bad2 ? (prec 100)
{{POTENTIAL ERROR: division by 0}}

When we are sure that potential errors are harmless, we can clear them:

...> ok3 = sqrt (pi-pi)
...> ok3 ? (prec 10)
[0.022097086912079610143710452219156792352805496193468570709228515625 ± ~2.2097e-2 ~2^(-5)]{{POTENTIAL ERROR: out of domain: negative sqrt argument}}
...> clearPotentialErrors $ ok3 ? (prec 10)
[0.022097086912079610143710452219156792352805496193468570709228515625 ± ~2.2097e-2 ~2^(-5)]

5. Limits

Computing a limit of a fast converging sequence of numbers or functions is one of the most fundamental operations for real numbers. For example, we can compute e as the limit of the partial sums of terms 1/n! for n ranging from 0 onwards:

... MixedTypesNumPrelude> fact n = creal $ product [1..n]
... MixedTypesNumPrelude> e_sum n = sum $ map (recip . fact) [0..n]

TODO

6. Multivalued selection

When a comparison is needed for branching, its semi-decidability becomes a challenge. As an example, consider the task of defining the abs function by cases. We have two ways to overcome the challenge:

6.1. Parallel branching

... MixedTypesNumPrelude> abs1 x = if x < 0 then -x else x
... MixedTypesNumPrelude> abs1 (pi - pi)
{?(prec 36): [0 ± ~2.9104e-11 ~2^(-35)]}

This simple definition works even when x = 0 because AERN2 has redefined the if-then-else operator for a CKleenean condition and real number branches in such a way that in situations where the condition is inconclusive, both branches are computed and the results safely merged. This is convenient, but can lead to inefficient code if the number of branches that need to be considered grows large.

6.2. Multi-valued selection

TODO

7. Specification and tests

The approximations obtained using ? (bits n) or ? (prec p) are intervals of type CN MPBall from package aern2-mp. This type is also used internally for all CReal arithmetic. The MPBall arithmetic is tested against a fairly complete hspec/QuickCheck specification of algebraic properties.