-- TODO: Add QuickCheck-ness, though beware of the fuzz. -- TODO: Make sure rewrite rules really fire -- TODO: profile to make sure we don't waste too much time constructing -- dictionaries -- TODO: write strict variant to unpack into registers -- TODO: write the signed variant -- Needed by our RealToFrac contexts {-# LANGUAGE FlexibleContexts #-} -- To turn on optimizations and look at the optimization records, cf: -- http://www.haskell.org/ghc/docs/latest/html/users_guide/rewrite-rules.html -- http://www.randomhacks.net/articles/2007/02/10/map-fusion-and-haskell-performance -- {-# OPTIONS_GHC -ddump-rules -ddump-simpl-stats #-} {-# OPTIONS_GHC -Wall -fwarn-tabs #-} -- Unfortunately we need -fglasgow-exts in order to actually pick -- up on the rules (see -ddump-rules). The -frewrite-rules flag -- doesn't do what you want. -- cf <http://hackage.haskell.org/trac/ghc/ticket/2213> -- cf <http://www.mail-archive.com/glasgow-haskell-users@haskell.org/msg14313.html> {-# OPTIONS_GHC -O2 -fvia-C -optc-O3 -fexcess-precision -fglasgow-exts #-} -- Version History -- (v0.9.1) Fixed some PartialOrd stuff and sanitized documentation -- (v0.9.0) s/toFractional/realToFrac/g. -- Also moved realToFrac and log to Transfinite -- (v0.8.6) Removed buggy RULES -- (v0.8.5) Gave up and converted from lhs to hs so Hackage docs work -- (v0.8.4) Broke out Transfinite -- (v0.8.3) Documentation updates -- (v0.8.2) Announced release -- (v0.8) Did a bunch of tweaking. Things should be decent now -- (v0.7) Haddockified -- (v0.6) Fixed monomorphism. -- (v0.5) Added optimization rules. -- (v0.4) Translated to Haskell at revision 2007.12.20. -- (v0.3) Converted extensive comments to POD format. -- (v0.2) Did a bunch of profiling, optimizing, and debugging. -- (v0.1) Initial version created for hw5 for NLP with Jason Eisner. -- ---------------------------------------------------------------- -- ~ 2008.08.29 -- | -- Module : Data.Number.LogFloat -- Copyright : Copyright (c) 2007--2008 wren ng thornton -- License : BSD3 -- Maintainer : wren@community.haskell.org -- Stability : stable -- Portability : portable -- -- This module presents a type for storing numbers in the log-domain. -- The main reason for doing this is to prevent underflow when -- multiplying many small probabilities as is done in Hidden Markov -- Models and other statistical models often used for natural -- language processing. The log-domain also helps prevent overflow -- when multiplying many large numbers. In rare cases it can speed -- up numerical computation (since addition is faster than -- multiplication, though logarithms are exceptionally slow), but -- the primary goal is to improve accuracy of results. A secondary -- goal has been to maximize efficiency since these computations -- are frequently done within a /O(n^3)/ loop. -- -- The 'LogFloat' of this module is restricted to non-negative -- numbers for efficiency's sake, see the forthcoming -- "Data.Number.LogFloat.Signed" for doing signed log-domain -- calculations. ---------------------------------------------------------------- module Data.Number.LogFloat ( -- * Exceptional numeric values module Data.Number.Transfinite -- * @LogFloat@ data type and conversion functions , LogFloat , logFloat, logToLogFloat , fromLogFloat, logFromLogFloat ) where import Prelude hiding (log, isNaN, realToFrac) import qualified Prelude (isNaN) import Data.Number.Transfinite import Data.Number.PartialOrd ---------------------------------------------------------------- -- -- Try to add in some optimizations. Why these need to be -- down here and localized to the module, I don't know. We don't -- do anything foolish like this, but our clients might, or they -- might be generated by other code transformations. Note that due -- to the fuzz, these equations are not strictly true, even though -- they are mathematically correct. {-# RULES "log/exp" forall x. log (exp x) = x "log.exp" log . exp = id "exp/log" forall x. exp (log x) = x "exp.log" exp . log = id #-} -- We'd like to be able to take advantage of general rule versions -- of our operators for 'LogFloat', with rules like @log x + log y -- = log (x * y)@ and @log x - log y = log (x / y)@. However the -- problem is that those equations could be driven in either direction -- depending on whether we think time performance or non-underflow -- performance is more important, and the answers may be different -- at every call site. -- -- Since we implore users to do normal-domain computations whenever -- it would not degenerate accuracy, we should not rewrite their -- decisions in any way. The log\/exp fusion strictly improves both -- time and accuracy, so those are safe. But the buck stops with -- them. -- These should only fire when it's type-safe -- This should already happen, but... -- TODO: Check the logs to see if it ever fires -- N.B. these are orphaned {-# RULES "toRational/fromRational" forall x. toRational (fromRational x) = x "toRational.fromRational" toRational . fromRational = id #-} ---------------------------------------------------------------- -- -- | Reduce the number of constant string literals we need to store. errorOutOfRange :: String -> a errorOutOfRange fun = error $! "Data.Number.LogFloat."++fun ++ ": argument out of range" -- | We need these guards in order to ensure some invariants. guardNonNegative :: String -> Double -> Double guardNonNegative fun x | x >= 0 = x | otherwise = errorOutOfRange fun -- | It's unfortunate that 'notANumber' is not equal to itself, but -- we can hack around that. GHC gives NaN for the log of negatives -- and so we could ideally take advantage of @log . guardNonNegative -- fun = guardIsANumber fun . log@ to simplify things, but Hugs -- raises an error so that's non-portable. guardIsANumber :: String -> Double -> Double guardIsANumber fun x | Prelude.isNaN x = errorOutOfRange fun | otherwise = x ---------------------------------------------------------------- -- -- | A @LogFloat@ is just a 'Double' with a special interpretation. -- The 'logFloat' function is presented instead of the constructor, -- in order to ensure semantic conversion. At present the 'Show' -- instance will convert back to the normal-domain, and so will -- underflow at that point. This behavior may change in the future. -- -- Performing operations in the log-domain is cheap, prevents -- underflow, and is otherwise very nice for dealing with miniscule -- probabilities. However, crossing into and out of the log-domain -- is expensive and should be avoided as much as possible. In -- particular, if you're doing a series of multiplications as in -- @lp * logFloat q * logFloat r@ it's faster to do @lp * logFloat -- (q * r)@ if you're reasonably sure the normal-domain multiplication -- won't underflow, because that way you enter the log-domain only -- once, instead of twice. -- -- Even more particularly, you should /avoid addition/ whenever -- possible. Addition is provided because it's necessary at times -- and the proper implementation is not immediately transparent. -- However, between two @LogFloat@s addition requires crossing the -- exp\/log boundary twice; with a @LogFloat@ and a regular number -- it's three times since the regular number needs to enter the -- log-domain first. This makes addition incredibly slow. Again, -- if you can parenthesize to do plain operations first, do it! newtype LogFloat = LogFloat Double deriving (Eq, Ord) -- Should we really perpetuate the Ord lie? instance PartialOrd LogFloat where cmp (LogFloat x) (LogFloat y) | isNaN x || isNaN y = Nothing | otherwise = Just $! x `compare` y -- | A constructor which does semantic conversion from normal-domain -- to log-domain. logFloat :: (Real a, RealToFrac a Double) => a -> LogFloat {-# SPECIALIZE logFloat :: Double -> LogFloat #-} logFloat = LogFloat . log . guardNonNegative "logFloat" . realToFrac -- This is simply a polymorphic version of the 'LogFloat' data -- constructor. We present it mainly because we hide the constructor -- in order to make the type a bit more opaque. If the polymorphism -- turns out to be a performance liability because the rewrite rules -- can't remove it, then we need to rethink all four -- constructors\/destructors. -- -- | Constructor which assumes the argument is already in the -- log-domain. logToLogFloat :: (Real a, RealToFrac a Double) => a -> LogFloat {-# SPECIALIZE logToLogFloat :: Double -> LogFloat #-} logToLogFloat = LogFloat . guardIsANumber "logToLogFloat" . realToFrac -- | Return our log-domain value back into normal-domain. Beware -- of overflow\/underflow. fromLogFloat :: (Fractional a, Transfinite a, RealToFrac Double a) => LogFloat -> a {-# SPECIALIZE fromLogFloat :: LogFloat -> Double #-} fromLogFloat (LogFloat x) = realToFrac (exp x) -- | Return the log-domain value itself without costly conversion logFromLogFloat :: (Fractional a, Transfinite a, RealToFrac Double a) => LogFloat -> a {-# SPECIALIZE logFromLogFloat :: LogFloat -> Double #-} logFromLogFloat (LogFloat x) = realToFrac x -- These are our module-specific versions of "log\/exp" and "exp\/log"; -- They do the same things but also have a @LogFloat@ in between -- the logarithm and exponentiation. -- -- In order to ensure these rules fire we may need to delay inlining -- of the four con-\/destructors, like we do for 'realToFrac'. -- Unfortunately, I'm not entirely sure whether they will be inlined -- already or not (and whether they are may be fragile) and I don't -- want to inline them excessively and lead to code bloat in the -- off chance that we could prune some of it away. -- TODO: thoroughly investigate this. {-# RULES -- Out of log-domain and back in "log/fromLogFloat" forall x. log (fromLogFloat x) = logFromLogFloat x "log.fromLogFloat" log . fromLogFloat = logFromLogFloat "logFloat/fromLogFloat" forall x. logFloat (fromLogFloat x) = x "logFloat.fromLogFloat" logFloat . fromLogFloat = id -- Into log-domain and back out "fromLogFloat/logFloat" forall x. fromLogFloat (logFloat x) = x "fromLogFloat.logFloat" fromLogFloat . logFloat = id #-} ---------------------------------------------------------------- -- To show it, we want to show the normal-domain value rather than -- the log-domain value. Also, if someone managed to break our -- invariants (e.g. by passing in a negative and noone's pulled on -- the thunk yet) then we want to crash before printing the -- constructor, rather than after. N.B. This means the show will -- underflow\/overflow in the same places as normal doubles since -- we underflow at the @exp@. Perhaps this means we should show the -- log-domain value instead. instance Show LogFloat where show (LogFloat x) = let y = exp x in y `seq` "LogFloat "++show y ---------------------------------------------------------------- -- These all work without causing underflow. However, do note that -- they tend to induce more of the floating-point fuzz than using -- regular floating numbers because @exp . log@ doesn't really equal -- @id@. In any case, our main aim is for preventing underflow when -- multiplying many small numbers (and preventing overflow for -- multiplying many large numbers) so we're not too worried about -- +\/- 4e-16. instance Num LogFloat where (*) (LogFloat x) (LogFloat y) = LogFloat (x+y) (+) (LogFloat x) (LogFloat y) | x >= y = LogFloat (x + log (1 + exp (y - x))) | otherwise = LogFloat (y + log (1 + exp (x - y))) -- Without the guard this would return NaN instead of error (-) (LogFloat x) (LogFloat y) | x >= y = LogFloat (x + log (1 - exp (y - x))) | otherwise = errorOutOfRange "(-)" signum (LogFloat x) | x == negativeInfinity = 0 | x > negativeInfinity = 1 | otherwise = errorOutOfRange "signum" -- The extra guard protects against NaN, in case someone -- broke the invariant. That shouldn't be possible and -- so noone else bothers to check, but we check here just -- in case. negate _ = errorOutOfRange "negate" abs = id fromInteger = LogFloat . log . guardNonNegative "fromInteger" . fromInteger instance Fractional LogFloat where -- n/0 is handled seamlessly for us; we must catch 0/0 though (/) (LogFloat x) (LogFloat y) | x == negativeInfinity && y == negativeInfinity = errorOutOfRange "(/)" -- protect vs NaN | otherwise = LogFloat (x-y) fromRational = LogFloat . log . guardNonNegative "fromRational" . fromRational -- Just for fun. The more coersion functions the better. Though -- Rationals are very buggy when it comes to transfinite values instance Real LogFloat where toRational (LogFloat x) = toRational (exp x) ---------------------------------------------------------------- ----------------------------------------------------------- fin.