-- | -- Module : Data.Function.Differentiable -- Copyright : (c) Justus Sagemüller 2015 -- License : GPL v3 -- -- Maintainer : (@) sagemueller $ geo.uni-koeln.de -- Stability : experimental -- Portability : portable -- {-# LANGUAGE FlexibleInstances #-} {-# LANGUAGE UndecidableInstances #-} {-# LANGUAGE TypeFamilies #-} {-# LANGUAGE FunctionalDependencies #-} {-# LANGUAGE FlexibleContexts #-} {-# LANGUAGE LiberalTypeSynonyms #-} {-# LANGUAGE GADTs #-} {-# LANGUAGE RankNTypes #-} {-# LANGUAGE TupleSections #-} {-# LANGUAGE ConstraintKinds #-} {-# LANGUAGE PatternGuards #-} {-# LANGUAGE TypeOperators #-} {-# LANGUAGE UnicodeSyntax #-} {-# LANGUAGE MultiWayIf #-} {-# LANGUAGE LambdaCase #-} {-# LANGUAGE ScopedTypeVariables #-} {-# LANGUAGE RecordWildCards #-} {-# LANGUAGE CPP #-} module Data.Function.Differentiable ( -- * Everywhere differentiable functions Differentiable -- * Region-wise defined diff'able functions , RWDiffable -- ** Operators for piecewise definition -- $definitionRegionOps , (?->), (?>), (?<), (?|:), backupRegions -- * Regions within a manifold , Region , smoothIndicator -- * Evaluation of differentiable functions , discretisePathIn , discretisePathSegs , continuityRanges , regionOfContinuityAround , analyseLocalBehaviour , intervalImages ) where import Data.List import Data.Maybe import Data.Semigroup import Data.Embedding import Data.MemoTrie (HasTrie) import Data.VectorSpace import Math.LinearMap.Category import Data.AffineSpace import Data.Function.Differentiable.Data import Data.Function.Affine import Data.Basis import Data.Tagged import Data.Manifold.Types.Primitive import Data.Manifold.PseudoAffine import Data.Manifold.Atlas import qualified Prelude import qualified Control.Applicative as Hask import Control.Category.Constrained.Prelude hiding ((^)) import Control.Arrow.Constrained import Control.Monad.Constrained import Data.Foldable.Constrained type RealDimension s = ( RealFloat' s, SimpleSpace s, Show s, Atlas s, HasTrie (ChartIndex s) , s ~ Needle s, s ~ Interior s, s ~ Scalar s, s ~ DualVector s ) discretisePathIn :: (WithField ℝ Manifold y, SimpleSpace (Needle y)) => Int -- ^ Limit the number of steps taken in either direction. Note this will not cap the resolution but /length/ of the discretised path. -> ℝInterval -- ^ Parameter interval of interest. -> (RieMetric ℝ, RieMetric y) -- ^ Inaccuracy allowance /ε/. -> (Differentiable ℝ ℝ y) -- ^ Path specification. -> [(ℝ,y)] -- ^ Trail of points along the path, such that a linear interpolation deviates nowhere by more as /ε/. discretisePathIn nLim (xl, xr) (mx,my) (Differentiable f) = reverse (tail . take nLim $ traceFwd xl xm (-1)) ++ take nLim (traceFwd xr xm 1) where traceFwd xlim x₀ dir | signum (x₀-xlim) == signum dir = [(xlim, fxlim)] | otherwise = (x₀, fx₀) : traceFwd xlim (x₀+xstep) dir where (fx₀, jf, δx²) = f x₀ εx = my fx₀ `relaxNorm` [jf $ normalLength $ mx x₀] χ = δx² εx |$| 1 xstep = dir * min (abs x₀+1) (recip χ) (fxlim, _, _) = f xlim xm = (xr + xl) / 2 type ℝInterval = (ℝ,ℝ) continuityRanges :: WithField ℝ Manifold y => Int -- ^ Max number of exploration steps per region -> RieMetric ℝ -- ^ Needed resolution of boundaries -> RWDiffable ℝ ℝ y -- ^ Function to investigate -> ([ℝInterval], [ℝInterval]) -- ^ Subintervals on which the function is guaranteed continuous. continuityRanges nLim δbf (RWDiffable f) | (GlobalRegion, _) <- f xc = ([], [(-huge,huge)]) | otherwise = glueMid (go xc (-1)) (go xc 1) where go x₀ dir | yq₀ <= abs ((jq₀$1) * step₀) = go (x₀ + step₀/2) dir | RealSubray PositiveHalfSphere xl' <- rangeHere = let stepl' = dir/(δbf xl'|$| 2) in if dir>0 then if definedHere then [(max (xl'+stepl') x₀, huge)] else [] else if definedHere && x₀ > xl'+stepl' then (xl'+stepl',x₀) : go (xl'-stepl') dir else go (xl'-stepl') dir | RealSubray NegativeHalfSphere xr' <- rangeHere = let stepr' = dir/(δbf xr'|$| 2) in if dir<0 then if definedHere then [(-huge, min (xr'-stepr') x₀)] else [] else if definedHere && x₀ < xr'-stepr' then (x₀,xr'-stepr') : go (xr'+stepr') dir else go (xr'+stepr') dir | otherwise = exit nLim dir x₀ where (rangeHere, fq₀) = f x₀ (PreRegion (Differentiable r₀)) = genericisePreRegion rangeHere (yq₀, jq₀, δyq₀) = r₀ x₀ step₀ = dir/(δbf x₀|$| 1) exit 0 _ xq | not definedHere = [] | xq < xc = [(xq,x₀)] | otherwise = [(x₀,xq)] exit nLim' dir' xq | yq₁<0 || as_devεδ δyq yq₁=abs stepp , resoHere stepp<1 = (if definedHere then ((min x₀ xq₁, max x₀ xq₁):) else id) $ go xq₂ dir | otherwise = exit (nLim'-1) dir xq₁ where (yq, jq, δyq) = r₀ xq xq₁ = xq + stepp xq₂ = xq₁ + stepp yq₁ = yq + f'x*stepp yq₂ = yq₁ + f'x*stepp f'x = jq $ 1 stepp | f'x*dir < 0 = -0.9 * abs dir' * yq/f'x | otherwise = dir' * as_devεδ δyq yq -- TODO: memoise in `exit` recursion resoHere = normSq $ δbf xq resoStep = dir/sqrt(resoHere 1) definedHere = case fq₀ of Just _ -> True Nothing -> False glueMid ((l,le):ls) ((re,r):rs) | le==re = (ls, (l,r):rs) glueMid l r = (l,r) huge = exp $ fromIntegral nLim xc = 0 discretisePathSegs :: (WithField ℝ Manifold y, SimpleSpace (Needle y)) => Int -- ^ Maximum number of path segments and/or points per segment. -> ( RieMetric ℝ , RieMetric y ) -- ^ Inaccuracy allowance /δ/ for arguments -- (mostly relevant for resolution of discontinuity boundaries – -- consider it a “safety margin from singularities”), -- and /ε/ for results in the target space. -> RWDiffable ℝ ℝ y -- ^ Path specification. It is recommended that this -- function be limited to a compact interval (e.g. with -- '?>', '?<' and '?->'). For many functions the discretisation -- will even work on an infinite interval: the point density -- is exponentially decreased towards the infinities. But -- this is still pretty bad for performance. -> ([[(ℝ,y)]], [[(ℝ,y)]]) -- ^ Discretised paths: continuous segments in either direction discretisePathSegs nLim (mx,my) f@(RWDiffable ff) = ( map discretise ivsL, map discretise ivsR ) where (ivsL, ivsR) = continuityRanges nLim mx f discretise rng@(l,r) = discretisePathIn nLim rng (mx,my) fr where (_, Just fr) = ff $ (l+r)/2 analyseLocalBehaviour :: RWDiffable ℝ ℝ ℝ -> ℝ -- ^ /x/₀ value. -> Maybe ( (ℝ,ℝ) , ℝ->Maybe ℝ ) -- ^ /f/ /x/₀, derivative (i.e. Taylor-1-coefficient), -- and reverse propagation of /O/ (/δ/²) bound. analyseLocalBehaviour (RWDiffable f) x₀ = case f x₀ of (r, Just (Differentiable fd)) | inRegion r x₀ -> return $ let (fx, j, δf) = fd x₀ epsprop ε | ε>0 = case (δf $ spanNorm [recip ε])|$| 1 of 0 -> empty δ' -> return $ recip δ' | otherwise = pure 0 in ((fx, j $ 1), epsprop) _ -> empty where -- This check shouldn't really be necessary, -- because the initial value lies by definition inRegion GlobalRegion _ = True -- in its domain. inRegion (PreRegion (Differentiable rf)) x | (yr,_,_) <- rf x = yr>0 inRegion (RealSubray PositiveHalfSphere xl) x = x>xl inRegion (RealSubray NegativeHalfSphere xr) x = x Region ℝ q -> Differentiable ℝ q ℝ smoothIndicator (Region _ r₀) = let (PreRegion r) = genericisePreRegion r₀ in r regionOfContinuityAround :: RWDiffable ℝ q x -> q -> Region ℝ q regionOfContinuityAround (RWDiffable f) q = Region q . fst . f $ q intervalImages :: Int -- ^ Max number of exploration steps per region -> (RieMetric ℝ, RieMetric ℝ) -- ^ Needed resolution in (x,y) direction -> RWDiffable ℝ ℝ ℝ -- ^ Function to investigate -> ( [(ℝInterval,ℝInterval)] , [(ℝInterval,ℝInterval)] ) -- ^ (XInterval, YInterval) rectangles in which -- the function graph lies. intervalImages nLim (mx,my) f@(RWDiffable fd) = (map (id&&&ivimg) domsL, map (id&&&ivimg) domsR) where (domsL, domsR) = continuityRanges nLim mx f ivimg (xl,xr) = go xl 1 i₀ ∪ go xr (-1) i₀ where (_, Just fdd@(Differentiable fddd)) = second (fmap genericiseDifferentiable) $ fd xc xc = (xl+xr)/2 i₀ = minimum&&&maximum $ [fdd$xl, fdd$xc, fdd$xr] go x dir (a,b) | dir>0 && x>xc = (a,b) | dir<0 && x b-resoHere = go (x + dir/χ) dir (a,y) | otherwise = go (x + safeStep stepOut₀) dir (a,b) where (y, j, δε) = fddd x y' = j $ 1 εx = my y resoHere = normalLength εx χ = δε εx|$| 1 safeStep s₀ | as_devεδ δε (safetyMarg s₀) > abs s₀ = s₀ | otherwise = safeStep (s₀*0.5) stepOut₀ | y'*dir>0 = 0.5 * (b-y)/y' | otherwise = -0.5 * (y-a)/y' safetyMarg stp = minimum [y-a, y+stp*y'-a, b-y, b-y-stp*y'] infixl 3 ∪ (a,b) ∪ (c,d) = (min a c, max b d) hugeℝVal :: ℝ hugeℝVal = 1e+100 unsafe_dev_ε_δ :: ∀ a . RealDimension a => String -> (a -> a) -> LinDevPropag a a unsafe_dev_ε_δ = case ( linearManifoldWitness :: LinearManifoldWitness a , closedScalarWitness :: ClosedScalarWitness a ) of (LinearManifoldWitness _, ClosedScalarWitness) -> \errHint f d -> let ε'² = normSq d 1 in if ε'²>0 then let δ = f . sqrt $ recip ε'² in if δ > 0 then spanNorm [recip δ] else error $ "ε-δ propagator function for " ++errHint++", with ε=" ++show(sqrt $ recip ε'²) ++ " gives non-positive δ="++show δ++"." else mempty dev_ε_δ :: ∀ a . RealDimension a => (a -> a) -> Metric a -> Maybe (Metric a) dev_ε_δ = case ( linearManifoldWitness :: LinearManifoldWitness a , closedScalarWitness :: ClosedScalarWitness a ) of (LinearManifoldWitness _, ClosedScalarWitness) -> \f d -> let ε'² = normSq d 1 in if ε'²>0 then let δ = f . sqrt $ recip ε'² in if δ > 0 then pure (spanNorm [recip δ]) else empty else pure mempty as_devεδ :: ∀ a . RealDimension a => LinDevPropag a a -> a -> a as_devεδ = asdevεδ linearManifoldWitness closedScalarWitness where asdevεδ :: LinearManifoldWitness a -> ClosedScalarWitness a -> LinDevPropag a a -> a -> a asdevεδ (LinearManifoldWitness _) ClosedScalarWitness ldp ε | ε>0 , δ'² <- normSq (ldp $ spanNorm [recip ε]) 1 , δ'² > 0 = sqrt $ recip δ'² | otherwise = 0 genericiseDifferentiable :: (LocallyScalable s d, LocallyScalable s c) => Differentiable s d c -> Differentiable s d c genericiseDifferentiable (AffinDiffable _ af) = Differentiable $ \x -> let (y₀, ϕ) = evalAffine af x in (y₀, ϕ, const mempty) genericiseDifferentiable f = f instance RealFrac' s => Category (Differentiable s) where type Object (Differentiable s) o = LocallyScalable s o id = Differentiable $ \x -> (x, id, const mempty) Differentiable f . Differentiable g = Differentiable $ \x -> let (y, g', devg) = g x (z, f', devf) = f y devfg δz = let δy = transformNorm f' δz εy = devf δz in transformNorm g' εy <> devg δy <> devg εy in (z, f' . g', devfg) AffinDiffable ef f . AffinDiffable eg g = AffinDiffable (ef . eg) (f . g) f . g = genericiseDifferentiable f . genericiseDifferentiable g -- instance (RealDimension s) => EnhancedCat (Differentiable s) (Affine s) where -- arr (Affine co ao sl) = actuallyAffineEndo (ao .-^ lapply sl co) sl instance (RealDimension s) => EnhancedCat (->) (Differentiable s) where arr (Differentiable f) x = let (y,_,_) = f x in y arr (AffinDiffable _ f) x = f $ x instance (RealFrac' s) => Cartesian (Differentiable s) where type UnitObject (Differentiable s) = ZeroDim s swap = Differentiable $ \(x,y) -> ((y,x), swap, const mempty) attachUnit = Differentiable $ \x -> ((x, Origin), attachUnit, const mempty) detachUnit = Differentiable $ \(x, Origin) -> (x, detachUnit, const mempty) regroup = Differentiable $ \(x,(y,z)) -> (((x,y),z), regroup, const mempty) regroup' = Differentiable $ \((x,y),z) -> ((x,(y,z)), regroup', const mempty) instance (RealFrac' s) => Morphism (Differentiable s) where Differentiable f *** Differentiable g = Differentiable h where h (x,y) = ((fx, gy), f'***g', devfg) where (fx, f', devf) = f x (gy, g', devg) = g y devfg δs = transformNorm fst δx <> transformNorm snd δy where δx = devf $ transformNorm (id&&&zeroV) δs δy = devg $ transformNorm (zeroV&&&id) δs AffinDiffable IsDiffableEndo f *** AffinDiffable IsDiffableEndo g = AffinDiffable IsDiffableEndo $ f *** g AffinDiffable _ f *** AffinDiffable _ g = AffinDiffable NotDiffableEndo $ f *** g f *** g = genericiseDifferentiable f *** genericiseDifferentiable g instance (RealFrac' s) => PreArrow (Differentiable s) where terminal = Differentiable $ \_ -> (Origin, zeroV, const mempty) fst = Differentiable $ \(x,_) -> (x, fst, const mempty) snd = Differentiable $ \(_,y) -> (y, snd, const mempty) Differentiable f &&& Differentiable g = Differentiable h where h x = ((fx, gx), f'&&&g', devfg) where (fx, f', devf) = f x (gx, g', devg) = g x devfg δs = (devf $ transformNorm (id&&&zeroV) δs) <> (devg $ transformNorm (zeroV&&&id) δs) f &&& g = genericiseDifferentiable f &&& genericiseDifferentiable g instance (RealFrac' s) => WellPointed (Differentiable s) where unit = Tagged Origin globalElement x = Differentiable $ \Origin -> (x, zeroV, const mempty) const x = Differentiable $ \_ -> (x, zeroV, const mempty) type DfblFuncValue s = GenericAgent (Differentiable s) instance (RealFrac' s) => HasAgent (Differentiable s) where alg = genericAlg ($~) = genericAgentMap instance ∀ s . (RealFrac' s) => CartesianAgent (Differentiable s) where alg1to2 = genericAlg1to2 alg2to1 = a2t1 where a2t1 :: ∀ α β γ . (LocallyScalable s α, LocallyScalable s β) => (∀ q . LocallyScalable s q => DfblFuncValue s q α -> DfblFuncValue s q β -> DfblFuncValue s q γ ) -> Differentiable s (α,β) γ a2t1 = case ( dualSpaceWitness :: DualSpaceWitness (Needle α) , dualSpaceWitness :: DualSpaceWitness (Needle β) ) of (DualSpaceWitness, DualSpaceWitness) -> genericAlg2to1 alg2to2 = a2t1 where a2t1 :: ∀ α β γ δ . ( LocallyScalable s α, LocallyScalable s β , LocallyScalable s γ, LocallyScalable s δ ) => (∀ q . LocallyScalable s q => DfblFuncValue s q α -> DfblFuncValue s q β -> (DfblFuncValue s q γ, DfblFuncValue s q δ) ) -> Differentiable s (α,β) (γ,δ) a2t1 = case ( dualSpaceWitness :: DualSpaceWitness (Needle α) , dualSpaceWitness :: DualSpaceWitness (Needle β) , dualSpaceWitness :: DualSpaceWitness (Needle γ) , dualSpaceWitness :: DualSpaceWitness (Needle δ) ) of (DualSpaceWitness, DualSpaceWitness, DualSpaceWitness, DualSpaceWitness) -> genericAlg2to2 instance (RealFrac' s) => PointAgent (DfblFuncValue s) (Differentiable s) a x where point = genericPoint actuallyLinearEndo :: (Object (Affine s) x, Object (LinearMap s) x) => (x+>x) -> Differentiable s x x actuallyLinearEndo = AffinDiffable IsDiffableEndo . arr actuallyAffineEndo :: (Object (Affine s) x, Object (LinearMap s) x) => x -> (x+>Needle x) -> Differentiable s x x actuallyAffineEndo y₀ f = AffinDiffable IsDiffableEndo $ fromOffsetSlope y₀ f actuallyLinear :: ( Object (Affine s) x, Object (Affine s) y , Object (LinearMap s) x, Object (LinearMap s) y ) => (x+>y) -> Differentiable s x y actuallyLinear = AffinDiffable NotDiffableEndo . arr actuallyAffine :: ( Object (Affine s) x, Object (Affine s) y , Object (LinearMap s) x, Object (LinearMap s) (Needle y) ) => y -> (x+>Needle y) -> Differentiable s x y actuallyAffine y₀ f = AffinDiffable NotDiffableEndo $ fromOffsetSlope y₀ f -- affinPoint :: (WithField s LinearManifold c, WithField s LinearManifold d) -- => c -> DfblFuncValue s d c -- affinPoint p = GenericAgent (AffinDiffable (const p)) dfblFnValsFunc :: ( LocallyScalable s c, LocallyScalable s c', LocallyScalable s d , v ~ Needle c, v' ~ Needle c' , ε ~ Norm v, ε ~ Norm v' , RealFrac' s ) => (c' -> (c, v'+>v, ε->ε)) -> DfblFuncValue s d c' -> DfblFuncValue s d c dfblFnValsFunc f = (Differentiable f $~) dfblFnValsCombine :: forall d c c' c'' v v' v'' ε ε' ε'' s. ( LocallyScalable s c, LocallyScalable s c', LocallyScalable s c'' , LocallyScalable s d , v ~ Needle c, v' ~ Needle c', v'' ~ Needle c'' , ε ~ Norm v , ε' ~ Norm v' , ε'' ~ Norm v'', ε~ε', ε~ε'' , RealFrac' s ) => ( c' -> c'' -> (c, (v',v'')+>v, ε -> (ε',ε'')) ) -> DfblFuncValue s d c' -> DfblFuncValue s d c'' -> DfblFuncValue s d c dfblFnValsCombine cmb (GenericAgent (Differentiable f)) (GenericAgent (Differentiable g)) = GenericAgent . Differentiable $ \d -> let (c', jf, devf) = f d (c'', jg, devg) = g d (c, jh, devh) = cmb c' c'' jhl = jh . (id&&&zeroV); jhr = jh . (zeroV&&&id) in ( c , jh <<< jf&&&jg , \εc -> let εc' = transformNorm jhl εc εc'' = transformNorm jhr εc (δc',δc'') = devh εc in devf εc' <> devg εc'' <> transformNorm jf δc' <> transformNorm jg δc'' ) dfblFnValsCombine cmb (GenericAgent fa) (GenericAgent ga) = dfblFnValsCombine cmb (GenericAgent $ genericiseDifferentiable fa) (GenericAgent $ genericiseDifferentiable ga) instance ∀ v s a . (LinearSpace v, Scalar v ~ s, LocallyScalable s a, RealFloat' s) => AdditiveGroup (DfblFuncValue s a v) where zeroV = case ( linearManifoldWitness :: LinearManifoldWitness v , dualSpaceWitness :: DualSpaceWitness v ) of (LinearManifoldWitness _, DualSpaceWitness) -> point zeroV (^+^) = case ( linearManifoldWitness :: LinearManifoldWitness v , dualSpaceWitness :: DualSpaceWitness v ) of (LinearManifoldWitness _, DualSpaceWitness) -> curry $ \case (GenericAgent (AffinDiffable ef f), GenericAgent (AffinDiffable eg g)) -> GenericAgent $ AffinDiffable (ef<>eg) (f^+^g) (α,β) -> dfblFnValsCombine (\a b -> (a^+^b, arr addV, const mempty)) α β negateV = case ( linearManifoldWitness :: LinearManifoldWitness v , dualSpaceWitness :: DualSpaceWitness v ) of (LinearManifoldWitness _, DualSpaceWitness) -> \case (GenericAgent (AffinDiffable ef f)) -> GenericAgent $ AffinDiffable ef (negateV f) α -> dfblFnValsFunc (\a -> (negateV a, negateV id, const mempty)) α instance ∀ n a . (RealDimension n, LocallyScalable n a) => Num (DfblFuncValue n a n) where fromInteger = case ( linearManifoldWitness :: LinearManifoldWitness n , closedScalarWitness :: ClosedScalarWitness n ) of (LinearManifoldWitness _, ClosedScalarWitness) -> point . fromInteger (+) = case closedScalarWitness :: ClosedScalarWitness n of ClosedScalarWitness -> (^+^) (*) = case ( linearManifoldWitness :: LinearManifoldWitness n , closedScalarWitness :: ClosedScalarWitness n ) of (LinearManifoldWitness _, ClosedScalarWitness) -> dfblFnValsCombine $ \a b -> ( a*b , arr $ addV <<< (scale $ a)***(scale $ b) , unsafe_dev_ε_δ(show a++"*"++show b) (sqrt :: n->n) >>> \d¹₂ -> (d¹₂,d¹₂) -- ε δa δb = (a+δa)·(b+δb) - (a·b + (a·δa + b·δb)) -- = δa·δb -- so choose δa = δb = √ε ) negate = case closedScalarWitness :: ClosedScalarWitness n of ClosedScalarWitness -> negateV abs = mkabs linearManifoldWitness closedScalarWitness where mkabs :: LinearManifoldWitness n -> ClosedScalarWitness n -> DfblFuncValue n a n -> DfblFuncValue n a n mkabs (LinearManifoldWitness _) ClosedScalarWitness = dfblFnValsFunc dfblAbs where dfblAbs a | a>0 = (a, id, unsafe_dev_ε_δ("abs "++show a) $ \ε -> a + ε/2) | a<0 = (-a, negateV id, unsafe_dev_ε_δ("abs "++show a) $ \ε -> ε/2 - a) | otherwise = (0, zeroV, scaleNorm (sqrt 0.5)) signum = mksgn linearManifoldWitness closedScalarWitness where mksgn :: LinearManifoldWitness n -> ClosedScalarWitness n -> DfblFuncValue n a n -> DfblFuncValue n a n mksgn (LinearManifoldWitness _) ClosedScalarWitness = dfblFnValsFunc dfblSgn where dfblSgn a | a>0 = (1, zeroV, unsafe_dev_ε_δ("signum "++show a) $ const a) | a<0 = (-1, zeroV, unsafe_dev_ε_δ("signum "++show a) $ \_ -> -a) | otherwise = (0, zeroV, const $ spanNorm [1]) -- VectorSpace instance is more problematic than you'd think: multiplication -- requires the allowed-deviation backpropagators to be split as square -- roots, but the square root of a nontrivial-vector-space metric requires -- an eigenbasis transform, which we have not implemented yet. -- -- instance (WithField s LinearManifold v, LocallyScalable s a, Floating s) -- => VectorSpace (DfblFuncValue s a v) where -- type Scalar (DfblFuncValue s a v) = DfblFuncValue s a (Scalar v) -- (*^) = dfblFnValsCombine $ \μ v -> (μ*^v, lScl, \ε -> (ε ^* sqrt 2, ε ^* sqrt 2)) -- where lScl = linear $ uncurry (*^) -- | Important special operator needed to compute intersection of 'Region's. minDblfuncs :: ∀ s m . (LocallyScalable s m, RealDimension s) => Differentiable s m s -> Differentiable s m s -> Differentiable s m s minDblfuncs (Differentiable f) (Differentiable g) = Differentiable $ h linearManifoldWitness closedScalarWitness where h :: LinearManifoldWitness s -> ClosedScalarWitness s -> m -> (s, Needle m+>Needle s, LinDevPropag m s) h (LinearManifoldWitness _) ClosedScalarWitness x | fx < gx = ( fx, jf , \d -> devf d <> devg d <> transformNorm δj (spanNorm [recip $ recip(d|$|1) + gx - fx]) ) | fx > gx = ( gx, jg , \d -> devf d <> devg d <> transformNorm δj (spanNorm [recip $ recip(d|$|1) + fx - gx]) ) | otherwise = ( fx, (jf^+^jg)^/2 , \d -> devf d <> devg d <> transformNorm δj d ) where (fx, jf, devf) = f x (gx, jg, devg) = g x δj = jf ^-^ jg postEndo :: ∀ c a b . (HasAgent c, Object c a, Object c b) => c a a -> GenericAgent c b a -> GenericAgent c b a postEndo = genericAgentMap genericisePreRegion :: ∀ s m . (RealDimension s, LocallyScalable s m) => PreRegion s m -> PreRegion s m genericisePreRegion GlobalRegion = case ( linearManifoldWitness :: LinearManifoldWitness s , closedScalarWitness :: ClosedScalarWitness s ) of (LinearManifoldWitness _, ClosedScalarWitness) -> PreRegion $ const 1 genericisePreRegion (RealSubray PositiveHalfSphere xl) = preRegionToInfFrom' xl genericisePreRegion (RealSubray NegativeHalfSphere xr) = preRegionFromMinInfTo' xr genericisePreRegion r = r -- | Set-intersection of regions would not be guaranteed to yield a connected result -- or even have the reference point of one region contained in the other. This -- combinator assumes (unchecked) that the references are in a connected -- sub-intersection, which is used as the result. unsafePreRegionIntersect :: (RealDimension s, LocallyScalable s a) => PreRegion s a -> PreRegion s a -> PreRegion s a unsafePreRegionIntersect GlobalRegion r = r unsafePreRegionIntersect r GlobalRegion = r unsafePreRegionIntersect (RealSubray PositiveHalfSphere xl) (RealSubray PositiveHalfSphere xl') = RealSubray PositiveHalfSphere $ max xl xl' unsafePreRegionIntersect (RealSubray NegativeHalfSphere xr) (RealSubray NegativeHalfSphere xr') = RealSubray NegativeHalfSphere $ min xr xr' unsafePreRegionIntersect (PreRegion ra) (PreRegion rb) = PreRegion $ minDblfuncs ra rb unsafePreRegionIntersect ra rb = unsafePreRegionIntersect (genericisePreRegion ra) (genericisePreRegion rb) -- | Cartesian product of two regions. regionProd :: (RealDimension s, LocallyScalable s a, LocallyScalable s b) => Region s a -> Region s b -> Region s (a,b) regionProd (Region a₀ ra) (Region b₀ rb) = Region (a₀,b₀) (preRegionProd ra rb) -- | Cartesian product of two pre-regions. preRegionProd :: ∀ s a b . (RealDimension s, LocallyScalable s a, LocallyScalable s b) => PreRegion s a -> PreRegion s b -> PreRegion s (a,b) preRegionProd = prp linearManifoldWitness closedScalarWitness where prp :: LinearManifoldWitness s -> ClosedScalarWitness s -> PreRegion s a -> PreRegion s b -> PreRegion s (a,b) prp _ _ GlobalRegion GlobalRegion = GlobalRegion prp (LinearManifoldWitness _) ClosedScalarWitness GlobalRegion (PreRegion rb) = PreRegion $ rb . snd prp (LinearManifoldWitness _) ClosedScalarWitness (PreRegion ra) GlobalRegion = PreRegion $ ra . fst prp (LinearManifoldWitness _) ClosedScalarWitness (PreRegion ra) (PreRegion rb) = PreRegion $ minDblfuncs (ra.fst) (rb.snd) prp _ _ ra rb = preRegionProd (genericisePreRegion ra) (genericisePreRegion rb) positivePreRegion, negativePreRegion :: (RealDimension s) => PreRegion s s positivePreRegion = RealSubray PositiveHalfSphere 0 negativePreRegion = RealSubray NegativeHalfSphere 0 positivePreRegion', negativePreRegion' :: ∀ s . (RealDimension s) => PreRegion s s positivePreRegion' = PreRegion . Differentiable $ prr linearManifoldWitness closedScalarWitness where prr :: LinearManifoldWitness s -> ClosedScalarWitness s -> s -> (s, Needle s+>Needle s, LinDevPropag s s) prr (LinearManifoldWitness _) ClosedScalarWitness x = ( 1 - 1/xp1 , (1/xp1²) *^ id , unsafe_dev_ε_δ("positivePreRegion@"++show x) δ ) -- ε = (1 − 1/(1+x)) + (-δ · 1/(x+1)²) − (1 − 1/(1+x−δ)) -- = 1/(1+x−δ) − 1/(1+x) − δ · 1/(x+1)² -- -- ε·(1+x−δ) = 1 − (1+x−δ)/(1+x) − δ·(1+x-δ)/(x+1)² -- ε·(1+x) − ε·δ = 1 − 1/(1+x) − x/(1+x) + δ/(1+x) -- − δ/(x+1)² − δ⋅x/(x+1)² + δ²/(x+1)² -- = 1 − (1+x)/(1+x) + ((x+1) − 1)⋅δ/(x+1)² -- − δ⋅x/(x+1)² + δ²/(x+1)² -- = 1 − 1 + x⋅δ/(x+1)² − δ⋅x/(x+1)² + δ²/(x+1)² -- = δ²/(x+1)² -- -- ε·(x+1)⋅(x+1)² − ε·δ⋅(x+1)² = δ² -- 0 = δ² + ε·(x+1)²·δ − ε·(x+1)³ -- -- δ = let μ = ε·(x+1)²/2 -- Exact form -- in -μ + √(μ² + ε·(x+1)³) -- (not overflow save) -- -- Safe approximation for large x: -- ε = 1/(1+x−δ) − 1/(1+x) − δ · 1/(x+1)² -- ≤ 1/(1+x−δ) − 1/(1+x) -- -- ε⋅(1+x−δ)⋅(1+x) ≤ 1+x − (1+x−δ) = δ -- -- δ ≥ ε + ε⋅x − ε⋅δ + ε⋅x + ε⋅x² − ε⋅δ⋅x -- -- δ⋅(1 + ε + ε⋅x) ≥ ε + ε⋅x + ε⋅x + ε⋅x² ≥ ε⋅x² -- -- δ ≥ ε⋅x²/(1 + ε + ε⋅x) -- = ε⋅x/(1/x + ε/x + ε) where δ ε | x<100 = let μ = ε*xp1²/2 in sqrt(μ^2 + ε * xp1² * xp1) - μ | otherwise = ε * x / ((1+ε)/x + ε) xp1 = (x+1) xp1² = xp1 ^ 2 negativePreRegion' = npr (linearManifoldWitness :: LinearManifoldWitness s) (closedScalarWitness :: ClosedScalarWitness s) where npr (LinearManifoldWitness BoundarylessWitness) (ClosedScalarWitness :: ClosedScalarWitness s) = PreRegion $ ppr . ngt where PreRegion ppr = positivePreRegion' :: PreRegion s s ngt = actuallyLinearEndo $ negateV id preRegionToInfFrom, preRegionFromMinInfTo :: RealDimension s => s -> PreRegion s s preRegionToInfFrom = RealSubray PositiveHalfSphere preRegionFromMinInfTo = RealSubray NegativeHalfSphere preRegionToInfFrom', preRegionFromMinInfTo' :: ∀ s . RealDimension s => s -> PreRegion s s preRegionToInfFrom' = prif (linearManifoldWitness :: LinearManifoldWitness s) (closedScalarWitness :: ClosedScalarWitness s) where prif (LinearManifoldWitness BoundarylessWitness) (ClosedScalarWitness :: ClosedScalarWitness s) xs = PreRegion $ ppr . trl where PreRegion ppr = positivePreRegion' :: PreRegion s s trl = actuallyAffineEndo (-xs) id preRegionFromMinInfTo' = prif (linearManifoldWitness :: LinearManifoldWitness s) (closedScalarWitness :: ClosedScalarWitness s) where prif (LinearManifoldWitness BoundarylessWitness) (ClosedScalarWitness :: ClosedScalarWitness s) xe = PreRegion $ ppr . flp where PreRegion ppr = positivePreRegion' :: PreRegion s s flp = actuallyAffineEndo xe (negateV id) intervalPreRegion :: ∀ s . RealDimension s => (s,s) -> PreRegion s s intervalPreRegion (lb,rb) = PreRegion . Differentiable $ prr linearManifoldWitness closedScalarWitness where m = lb + radius; radius = (rb - lb)/2 prr :: LinearManifoldWitness s -> ClosedScalarWitness s -> s -> (s, Needle s+>Needle s, LinDevPropag s s) prr (LinearManifoldWitness _) ClosedScalarWitness x = ( 1 - ((x-m)/radius)^2 , (2*(m-x)/radius^2) *^ id , unsafe_dev_ε_δ("intervalPreRegion@"++show x) $ (*radius) . sqrt ) instance (RealDimension s) => Category (RWDiffable s) where type Object (RWDiffable s) o = (LocallyScalable s o, Manifold o, SimpleSpace (Needle o)) id = RWDiffable $ \x -> (GlobalRegion, pure id) RWDiffable f . RWDiffable g = RWDiffable h where h x₀ = case g x₀ of ( rg, Just gr'@(AffinDiffable IsDiffableEndo gr) ) -> let (y₀, ϕg) = evalAffine gr x₀ in case f y₀ of (GlobalRegion, Just (AffinDiffable fe fr)) -> (rg, Just (AffinDiffable fe (fr.gr))) (GlobalRegion, fhr) -> (rg, fmap (. gr') fhr) (RealSubray diry yl, fhr) -> let hhr = fmap (. gr') fhr in case ϕg $ 1 of y' | y'>0 -> ( unsafePreRegionIntersect rg $ RealSubray diry (x₀ + (yl-y₀)/y') -- y'⋅(xl−x₀) + y₀ ≝ yl , hhr ) | y'<0 -> ( unsafePreRegionIntersect rg $ RealSubray (otherHalfSphere diry) (x₀ + (yl-y₀)/y') , hhr ) | otherwise -> (rg, hhr) (PreRegion ry, fhr) -> ( PreRegion $ ry . gr', fmap (. gr') fhr ) ( rg, Just gr'@(AffinDiffable _ gr) ) -> error "( rg, Just gr'@(AffinDiffable gr) )" (GlobalRegion, Just gr@(Differentiable grd)) -> let (y₀,_,_) = grd x₀ in case f y₀ of (GlobalRegion, Nothing) -> (GlobalRegion, notDefinedHere) (GlobalRegion, Just fr) -> (GlobalRegion, pure (fr . gr)) (r, Nothing) | PreRegion ry <- genericisePreRegion r -> ( PreRegion $ ry . gr, notDefinedHere ) (r, (Just fr)) | PreRegion ry <- genericisePreRegion r -> ( PreRegion $ ry . gr, pure (fr . gr) ) (rg@(RealSubray _ _), Just gr@(Differentiable grd)) -> let (y₀,_,_) = grd x₀ in case f y₀ of (GlobalRegion, Nothing) -> (rg, notDefinedHere) (GlobalRegion, Just fr) -> (rg, pure (fr . gr)) (rf, Nothing) | PreRegion rx <- genericisePreRegion rg , PreRegion ry <- genericisePreRegion rf -> ( PreRegion $ minDblfuncs (ry . gr) rx , notDefinedHere ) (rf, Just fr) | PreRegion rx <- genericisePreRegion rg , PreRegion ry <- genericisePreRegion rf -> ( PreRegion $ minDblfuncs (ry . gr) rx , pure (fr . gr) ) (PreRegion rx, Just gr@(Differentiable grd)) -> let (y₀,_,_) = grd x₀ in case f y₀ of (GlobalRegion, Nothing) -> (PreRegion rx, notDefinedHere) (GlobalRegion, Just fr) -> (PreRegion rx, pure (fr . gr)) (r, Nothing) | PreRegion ry <- genericisePreRegion r -> ( PreRegion $ minDblfuncs (ry . gr) rx , notDefinedHere ) (r, Just fr) | PreRegion ry <- genericisePreRegion r -> ( PreRegion $ minDblfuncs (ry . gr) rx , pure (fr . gr) ) (r, Nothing) -> (r, notDefinedHere) globalDiffable' :: Differentiable s a b -> RWDiffable s a b globalDiffable' f = RWDiffable $ const (GlobalRegion, pure f) instance (RealDimension s) => EnhancedCat (RWDiffable s) (Differentiable s) where arr = globalDiffable' instance (RealDimension s) => Cartesian (RWDiffable s) where type UnitObject (RWDiffable s) = ZeroDim s swap = globalDiffable' swap attachUnit = globalDiffable' attachUnit detachUnit = globalDiffable' detachUnit regroup = globalDiffable' regroup regroup' = globalDiffable' regroup' instance (RealDimension s) => Morphism (RWDiffable s) where RWDiffable f *** RWDiffable g = RWDiffable h where h (x,y) = (preRegionProd rfx rgy, liftA2 (***) dff dfg) where (rfx, dff) = f x (rgy, dfg) = g y instance (RealDimension s) => PreArrow (RWDiffable s) where RWDiffable f &&& RWDiffable g = RWDiffable h where h x = (unsafePreRegionIntersect rfx rgx, liftA2 (&&&) dff dfg) where (rfx, dff) = f x (rgx, dfg) = g x terminal = globalDiffable' terminal fst = globalDiffable' fst snd = globalDiffable' snd instance (RealDimension s) => WellPointed (RWDiffable s) where unit = Tagged Origin globalElement x = RWDiffable $ \Origin -> (GlobalRegion, pure (globalElement x)) const x = RWDiffable $ \_ -> (GlobalRegion, pure (const x)) data RWDfblFuncValue s d c where ConstRWDFV :: c -> RWDfblFuncValue s d c RWDFV_IdVar :: RWDfblFuncValue s c c GenericRWDFV :: RWDiffable s d c -> RWDfblFuncValue s d c genericiseRWDFV :: ( RealDimension s , LocallyScalable s c, SimpleSpace (Needle c) , LocallyScalable s d, SimpleSpace (Needle d) , Manifold d, Manifold c ) => RWDfblFuncValue s d c -> RWDfblFuncValue s d c genericiseRWDFV (ConstRWDFV c) = GenericRWDFV $ const c genericiseRWDFV RWDFV_IdVar = GenericRWDFV id genericiseRWDFV v = v instance RealDimension s => HasAgent (RWDiffable s) where type AgentVal (RWDiffable s) d c = RWDfblFuncValue s d c alg fq = case fq RWDFV_IdVar of GenericRWDFV f -> f ConstRWDFV c -> const c RWDFV_IdVar -> id ($~) = postCompRW instance RealDimension s => CartesianAgent (RWDiffable s) where alg1to2 fgq = case fgq RWDFV_IdVar of (GenericRWDFV f, GenericRWDFV g) -> f &&& g alg2to1 fq = case fq (GenericRWDFV fst) (GenericRWDFV snd) of GenericRWDFV f -> f alg2to2 fgq = case fgq (GenericRWDFV fst) (GenericRWDFV snd) of (GenericRWDFV f, GenericRWDFV g) -> f &&& g instance (RealDimension s) => PointAgent (RWDfblFuncValue s) (RWDiffable s) a x where point = ConstRWDFV grwDfblFnValsFunc :: ( RealDimension s , LocallyScalable s c, LocallyScalable s c', LocallyScalable s d , Manifold d, Manifold c, Manifold c' , v ~ Needle c, v' ~ Needle c' , SimpleSpace v, SimpleSpace (Needle d) , ε ~ Norm v, ε ~ Norm v' ) => (c' -> (c, v'+>v, ε->ε)) -> RWDfblFuncValue s d c' -> RWDfblFuncValue s d c grwDfblFnValsFunc f = (RWDiffable (\_ -> (GlobalRegion, pure (Differentiable f))) $~) grwDfblFnValsCombine :: forall d c c' c'' v v' v'' ε ε' ε'' s. ( LocallyScalable s c, LocallyScalable s c', LocallyScalable s c'' , LocallyScalable s d, RealDimension s , Manifold d, Manifold c', Manifold c'' , v ~ Needle c, v' ~ Needle c', v'' ~ Needle c'' , SimpleSpace v, SimpleSpace (Needle d) , ε ~ Norm v , ε' ~ Norm v' , ε'' ~ Norm v'', ε~ε', ε~ε'' ) => ( c' -> c'' -> (c, (v',v'')+>v, ε -> (ε',ε'')) ) -> RWDfblFuncValue s d c' -> RWDfblFuncValue s d c'' -> RWDfblFuncValue s d c grwDfblFnValsCombine cmb (GenericRWDFV (RWDiffable fpcs)) (GenericRWDFV (RWDiffable gpcs)) = GenericRWDFV . RWDiffable $ \d₀ -> let (rc', fmay) = fpcs d₀ (rc'',gmay) = gpcs d₀ in (unsafePreRegionIntersect rc' rc'',) $ case (genericiseDifferentiable<$>fmay, genericiseDifferentiable<$>gmay) of (Just(Differentiable f), Just(Differentiable g)) -> pure . Differentiable $ \d -> let (c', jf, devf) = f d (c'',jg, devg) = g d (c, jh, devh) = cmb c' c'' jhl = jh . (id&&&zeroV); jhr = jh . (zeroV&&&id) in ( c , jh <<< jf&&&jg , \εc -> let εc' = transformNorm jhl εc εc'' = transformNorm jhr εc (δc',δc'') = devh εc in devf εc' <> devg εc'' <> transformNorm jf δc' <> transformNorm jg δc'' ) _ -> notDefinedHere grwDfblFnValsCombine cmb fv gv = grwDfblFnValsCombine cmb (genericiseRWDFV fv) (genericiseRWDFV gv) rwDfbl_plus :: ∀ s a v . ( WithField s Manifold a , LinearSpace v, Scalar v ~ s , RealDimension s ) => RWDiffable s a v -> RWDiffable s a v -> RWDiffable s a v rwDfbl_plus (RWDiffable f) (RWDiffable g) = RWDiffable $ h linearManifoldWitness dualSpaceWitness where h :: LinearManifoldWitness v -> DualSpaceWitness v -> a -> (PreRegion s a, Maybe (Differentiable s a v)) h (LinearManifoldWitness _) DualSpaceWitness x₀ = (rh, liftA2 fgplus ff gf) where (rf, ff) = f x₀ (rg, gf) = g x₀ rh = unsafePreRegionIntersect rf rg fgplus :: Differentiable s a v -> Differentiable s a v -> Differentiable s a v fgplus (Differentiable fd) (Differentiable gd) = Differentiable hd where hd x = (fx^+^gx, jf^+^jg, \ε -> δf(scaleNorm 2 ε) <> δg(scaleNorm 2 ε)) where (fx, jf, δf) = fd x (gx, jg, δg) = gd x fgplus (Differentiable fd) (AffinDiffable _ ga) = Differentiable hd where hd x = (fx^+^gx, jf^+^ϕg, δf) where (fx, jf, δf) = fd x (gx, ϕg) = evalAffine ga x fgplus (AffinDiffable _ fa) (Differentiable gd) = Differentiable hd where hd x = (fx^+^gx, ϕf^+^jg, δg) where (gx, jg, δg) = gd x (fx, ϕf) = evalAffine fa x fgplus (AffinDiffable fe fa) (AffinDiffable ge ga) = AffinDiffable (fe<>ge) (fa^+^ga) rwDfbl_negateV :: ∀ s a v . ( WithField s Manifold a , LinearSpace v, Scalar v ~ s , RealDimension s ) => RWDiffable s a v -> RWDiffable s a v rwDfbl_negateV (RWDiffable f) = RWDiffable $ h linearManifoldWitness dualSpaceWitness where h :: LinearManifoldWitness v -> DualSpaceWitness v -> a -> (PreRegion s a, Maybe (Differentiable s a v)) h (LinearManifoldWitness _) DualSpaceWitness x₀ = (rf, fmap fneg ff) where (rf, ff) = f x₀ fneg :: Differentiable s a v -> Differentiable s a v fneg (Differentiable fd) = Differentiable hd where hd x = (negateV fx, negateV jf, δf) where (fx, jf, δf) = fd x fneg (AffinDiffable ef af) = AffinDiffable ef $ negateV af postCompRW :: ( RealDimension s , LocallyScalable s a, LocallyScalable s b, LocallyScalable s c , Manifold a, Manifold b, Manifold c , SimpleSpace (Needle a), SimpleSpace (Needle b), SimpleSpace (Needle c) ) => RWDiffable s b c -> RWDfblFuncValue s a b -> RWDfblFuncValue s a c postCompRW (RWDiffable f) (ConstRWDFV x) = case f x of (_, Just fd) -> ConstRWDFV $ fd $ x postCompRW f RWDFV_IdVar = GenericRWDFV f postCompRW f (GenericRWDFV g) = GenericRWDFV $ f . g instance ∀ s a v . ( WithField s Manifold a, SimpleSpace (Needle a) , Atlas v, HasTrie (ChartIndex v), SimpleSpace v, Scalar v ~ s , RealDimension s ) => AdditiveGroup (RWDfblFuncValue s a v) where zeroV = case ( linearManifoldWitness :: LinearManifoldWitness v , dualSpaceWitness :: DualSpaceWitness v ) of (LinearManifoldWitness BoundarylessWitness, DualSpaceWitness) -> point zeroV (^+^) = case ( linearManifoldWitness :: LinearManifoldWitness v , dualSpaceWitness :: DualSpaceWitness v ) of (LinearManifoldWitness BoundarylessWitness, DualSpaceWitness) -> curry $ \case (ConstRWDFV c₁, ConstRWDFV c₂) -> ConstRWDFV (c₁^+^c₂) (ConstRWDFV c₁, RWDFV_IdVar) -> GenericRWDFV $ globalDiffable' (actuallyAffineEndo c₁ id) (RWDFV_IdVar, ConstRWDFV c₂) -> GenericRWDFV $ globalDiffable' (actuallyAffineEndo c₂ id) (ConstRWDFV c₁, GenericRWDFV g) -> GenericRWDFV $ globalDiffable' (actuallyAffineEndo c₁ id) . g (GenericRWDFV f, ConstRWDFV c₂) -> GenericRWDFV $ globalDiffable' (actuallyAffineEndo c₂ id) . f (fa, ga) | GenericRWDFV f <- genericiseRWDFV fa , GenericRWDFV g <- genericiseRWDFV ga -> GenericRWDFV $ rwDfbl_plus f g negateV = case ( linearManifoldWitness :: LinearManifoldWitness v , dualSpaceWitness :: DualSpaceWitness v ) of (LinearManifoldWitness BoundarylessWitness, DualSpaceWitness) -> \case (ConstRWDFV c) -> ConstRWDFV (negateV c) RWDFV_IdVar -> GenericRWDFV $ globalDiffable' (actuallyLinearEndo $ negateV id) (GenericRWDFV f) -> GenericRWDFV $ rwDfbl_negateV f dualCoCoProduct :: ∀ v w s . ( SimpleSpace v, HilbertSpace v , SimpleSpace w, Scalar v ~ s, Scalar w ~ s ) => LinearMap s w v -> LinearMap s w v -> Norm w dualCoCoProduct = dccp (dualSpaceWitness::DualSpaceWitness w) where dccp DualSpaceWitness s t = Norm $ (tSpread*sSpread) *^ t²Ps²M where t' = adjoint $ t :: LinearMap s v (DualVector w) s' = adjoint $ s :: LinearMap s v (DualVector w) tSpread = sum . map recip_t²PLUSs² $ snd (decomposeLinMap t') [] sSpread = sum . map recip_t²PLUSs² $ snd (decomposeLinMap s') [] t²PLUSs²@(Norm t²Ps²M) = transformNorm t euclideanNorm <> transformNorm s euclideanNorm :: Norm w recip_t²PLUSs² = normSq (dualNorm t²PLUSs²) :: DualVector w -> s instance ( RealDimension n, WithField n Manifold a , LocallyScalable n a, SimpleSpace (Needle a)) => Num (RWDfblFuncValue n a n) where fromInteger i = point $ fromInteger i (+) = (^+^) ConstRWDFV c₁ * ConstRWDFV c₂ = ConstRWDFV (c₁*c₂) ConstRWDFV c₁ * RWDFV_IdVar = GenericRWDFV $ globalDiffable' (actuallyLinearEndo . arr $ scale $ c₁) RWDFV_IdVar * ConstRWDFV c₂ = GenericRWDFV $ globalDiffable' (actuallyLinearEndo . arr $ scale $ c₂) ConstRWDFV c₁ * GenericRWDFV g = GenericRWDFV $ globalDiffable' (actuallyLinearEndo . arr $ scale $ c₁) . g GenericRWDFV f * ConstRWDFV c₂ = GenericRWDFV $ globalDiffable' (actuallyLinearEndo . arr $ scale $ c₂) . f f*g = genericiseRWDFV f ⋅ genericiseRWDFV g where (⋅) :: ∀ n a . (RealDimension n, LocallyScalable n a, SimpleSpace (Needle a)) => RWDfblFuncValue n a n -> RWDfblFuncValue n a n -> RWDfblFuncValue n a n GenericRWDFV (RWDiffable fpcs) ⋅ GenericRWDFV (RWDiffable gpcs) = GenericRWDFV . RWDiffable $ \d₀ -> let (rc₁, fmay) = fpcs d₀ (rc₂,gmay) = gpcs d₀ in (unsafePreRegionIntersect rc₁ rc₂, mulDi <$> fmay <*> gmay) where mulDi :: Differentiable n a n -> Differentiable n a n -> Differentiable n a n mulDi f@(AffinDiffable ef af) g@(AffinDiffable eg ag) = case ef<>eg of IsDiffableEndo -> {- let f' = lapply slf 1; g' = lapply slg 1 in case f'*g' of 0 -> AffinDiffableEndo $ const (aof*aog) f'g' -> -} Differentiable $ \d -> let (fd,ϕf) = evalAffine af d (gd,ϕg) = evalAffine ag d jf = ϕf $ 1; jg = ϕg $ 1 invf'g' = recip $ jf*jg in ( fd*gd , arr $ scale $ fd*jg + gd*jf , unsafe_dev_ε_δ "*" $ sqrt . (*invf'g') ) _ -> mulDi (genericiseDifferentiable f) (genericiseDifferentiable g) mulDi (Differentiable f) (Differentiable g) = Differentiable $ \d -> let (c₁, jf, devf) = f d (c₂, jg, devg) = g d c = c₁*c₂; c₁² = c₁^2; c₂² = c₂^2 h' = c₁*^jg ^+^ c₂*^jf in ( c , h' , \εc -> let rε = εc|$|1 c₁worst = sqrt $ c₁² + recip(1 + c₂²*rε^2) c₂worst = sqrt $ c₂² + recip(1 + c₁²*rε^2) in scaleNorm (2*rε) (dualCoCoProduct jf jg) <> devf (scaleNorm (2*c₂worst) εc) <> devg (scaleNorm (2*c₁worst) εc) -- TODO: add formal proof for this (or, if necessary, the correct form) ) mulDi f g = mulDi (genericiseDifferentiable f) (genericiseDifferentiable g) negate = negateV abs = (RWDiffable absPW $~) where absPW a₀ | a₀<0 = (negativePreRegion, pure desc) | otherwise = (positivePreRegion, pure asc) desc = actuallyLinearEndo $ negateV id asc = actuallyLinearEndo id signum = (RWDiffable sgnPW $~) where sgnPW a₀ | a₀<0 = (negativePreRegion, pure (const $ -1)) | otherwise = (positivePreRegion, pure (const 1)) instance ( RealDimension n, WithField n Manifold a , LocallyScalable n a, SimpleSpace (Needle a)) => Fractional (RWDfblFuncValue n a n) where fromRational i = point $ fromRational i recip = postCompRW . RWDiffable $ \a₀ -> if a₀<0 then (negativePreRegion, pure (Differentiable negp)) else (positivePreRegion, pure (Differentiable posp)) where negp x = (x'¹, (- x'¹^2) *^ id, unsafe_dev_ε_δ("1/"++show x) δ) -- ε = 1/x − δ/x² − 1/(x+δ) -- ε·x + ε·δ = 1 + δ/x − δ/x − δ²/x² − 1 -- = -δ²/x² -- 0 = δ² + ε·x²·δ + ε·x³ -- δ = let mph = -ε·x²/2 in mph + sqrt (mph² − ε·x³) where δ ε = let mph = -ε*x^2/2 δ₀ = mph + sqrt (mph^2 - ε*x^3) in if δ₀ > 0 then δ₀ else - x -- numerical underflow of εx³ vs mph -- ≡ ε*x^3 / (2*mph) (Taylor-expansion of the root) x'¹ = recip x posp x = (x'¹, (- x'¹^2) *^ id, unsafe_dev_ε_δ("1/"++show x) δ) where δ ε = let mph = ε*x^2/2 δ₀ = sqrt (mph^2 + ε*x^3) - mph in if δ₀>0 then δ₀ else x x'¹ = recip x instance ∀ n a . ( RealDimension n, WithField n Manifold a , LocallyScalable n a, SimpleSpace (Needle a) ) => Floating (RWDfblFuncValue n a n) where pi = point pi exp = grwDfblFnValsFunc $ \x -> let ex = exp x in if ex*2 == ex -- numerical trouble... then if x<0 then ( 0, zeroV, unsafe_dev_ε_δ("exp "++show x) $ \ε -> log ε - x ) else ( ex, ex*^id , unsafe_dev_ε_δ("exp "++show x) $ \_ -> 1e-300 :: n ) else ( ex, ex *^ id, unsafe_dev_ε_δ("exp "++show x) $ \ε -> case acosh(ε/(2*ex) + 1) of δ | δ==δ -> δ | otherwise -> log ε - x ) -- ε = e^(x+δ) − eˣ − eˣ·δ -- = eˣ·(e^δ − 1 − δ) -- ≤ eˣ · (e^δ − 1 + e^(-δ) − 1) -- = eˣ · 2·(cosh(δ) − 1) -- cosh(δ) ≥ ε/(2·eˣ) + 1 -- δ ≥ acosh(ε/(2·eˣ) + 1) log = postCompRW . RWDiffable $ \x -> if x>0 then (positivePreRegion, pure (Differentiable lnPosR)) else (negativePreRegion, notDefinedHere) where lnPosR x = ( log x, recip x *^ id, unsafe_dev_ε_δ("log "++show x) $ \ε -> x * sqrt(1 - exp(-ε)) ) -- ε = ln x + (-δ)/x − ln(x−δ) -- = ln (x / ((x−δ) · exp(δ/x))) -- x/e^ε = (x−δ) · exp(δ/x) -- let γ = δ/x ∈ [0,1[ -- exp(-ε) = (1−γ) · e^γ -- ≥ (1−γ) · (1+γ) -- = 1 − γ² -- γ ≥ sqrt(1 − exp(-ε)) -- δ ≥ x · sqrt(1 − exp(-ε)) sqrt = postCompRW . RWDiffable $ \x -> if x>0 then (positivePreRegion, pure (Differentiable sqrtPosR)) else (negativePreRegion, notDefinedHere) where sqrtPosR x = ( sx, id ^/ (2*sx), unsafe_dev_ε_δ("sqrt "++show x) $ \ε -> 2 * (s2 * sqrt sx^3 * sqrt ε + signum (ε*2-sx) * sx * ε) ) where sx = sqrt x; s2 = sqrt 2 -- Exact inverse of O(δ²) remainder. sin = grwDfblFnValsFunc sinDfb where sinDfb x = ( sx, cx *^ id, unsafe_dev_ε_δ("sin "++show x) δ ) where sx = sin x; cx = cos x sx² = sx^2; cx² = cx^2 sx' = abs sx; cx' = abs cx sx'³ = sx'*sx²; cx⁴ = cx²*cx² δ ε = (ε*(1.8 + ε^2/(cx' + (2+40*cx⁴)/ε)) + σ₃³*sx'³)**(1/3) - σ₃*sx' + σ₂*sqrt ε/(σ₂+cx²) -- Carefully fine-tuned to give everywhere a good and safe bound. -- The third root makes it pretty slow too, but since tight -- deviation bounds can dramatically reduce the number of evaluations -- needed in the first place, this is probably worthwhile. σ₂ = 1.4; σ₃ = 1.75; σ₃³ = σ₃^3 -- Safety margins for overlap between quadratic and cubic model -- (these aren't naturally compatible to be used both together) cos = sin . (globalDiffable' (actuallyAffineEndo (pi/2) id) $~) sinh x = (exp x - exp (-x))/2 {- = grwDfblFnValsFunc sinhDfb where sinhDfb x = ( sx, cx *^ idL, unsafe_dev_ε_δ δ ) where sx = sinh x; cx = cosh x δ ε = undefined -} -- ε = sinh x + δ · cosh x − sinh(x+δ) -- = ½ · ( eˣ − e⁻ˣ + δ · (eˣ + e⁻ˣ) − exp(x+δ) + exp(-x−δ) ) -- = ½·e⁻ˣ · ( e²ˣ − 1 + δ · (e²ˣ + 1) − e²ˣ·e^δ + e^-δ ) -- = ½ · ( eˣ − e⁻ˣ + δ · (eˣ + e⁻ˣ) − exp(x+δ) + exp(-x−δ) ) cosh x = (exp x + exp (-x))/2 tanh = grwDfblFnValsFunc tanhDfb where tanhDfb x = ( tnhx, id ^/ (cosh x^2), unsafe_dev_ε_δ("tan "++show x) δ ) where tnhx = tanh x c = (tnhx*2/pi)^2 p = 1 + abs x/(2*pi) δ ε = p * (sqrt ε + ε * c) -- copied from 'atan' definition. Empirically works safely, in fact -- with quite a big margin. TODO: find a tighter definition. atan = grwDfblFnValsFunc atanDfb where atanDfb x = ( atnx, id ^/ (1+x^2), unsafe_dev_ε_δ("atan "++show x) δ ) where atnx = atan x c = (atnx*2/pi)^2 p = 1 + abs x/(2*pi) δ ε = p * (sqrt ε + ε * c) -- Semi-empirically obtained: with the epsEst helper, -- it is observed that this function is (for xc≥0) a lower bound -- to the arctangent. The growth of the p coefficient makes sense -- and holds for arbitrarily large xc, because those move us linearly -- away from the only place where the function is not virtually constant -- (around 0). asin = postCompRW . RWDiffable $ \x -> if | x < (-1) -> (preRegionFromMinInfTo (-1), notDefinedHere) | x > 1 -> (preRegionToInfFrom 1, notDefinedHere) | otherwise -> (intervalPreRegion (-1,1), pure (Differentiable asinDefdR)) where asinDefdR x = ( asinx, asin'x *^ id, unsafe_dev_ε_δ("asin "++show x) δ ) where asinx = asin x; asin'x = recip (sqrt $ 1 - x^2) c = 1 - x^2 δ ε = sqrt ε * c -- Empirical, with epsEst upper bound. acos = postCompRW . RWDiffable $ \x -> if | x < (-1) -> (preRegionFromMinInfTo (-1), notDefinedHere) | x > 1 -> (preRegionToInfFrom 1, notDefinedHere) | otherwise -> (intervalPreRegion (-1,1), pure (Differentiable acosDefdR)) where acosDefdR x = ( acosx, acos'x *^ id, unsafe_dev_ε_δ("acos "++show x) δ ) where acosx = acos x; acos'x = - recip (sqrt $ 1 - x^2) c = 1 - x^2 δ ε = sqrt ε * c -- Like for asin – it's just a translation/reflection. asinh = grwDfblFnValsFunc asinhDfb where asinhDfb x = ( asinhx, id ^/ sqrt(1+x^2), unsafe_dev_ε_δ("asinh "++show x) δ ) where asinhx = asinh x δ ε = abs x * sqrt((1 - exp(-ε))*0.8 + ε^2/(3*abs x + 1)) + sqrt(ε/(abs x+0.5)) -- Empirical, modified from log function (the area hyperbolic sine -- resembles two logarithmic lobes), with epsEst-checked lower bound. acosh = postCompRW . RWDiffable $ \x -> if x>1 then (preRegionToInfFrom 1, pure (Differentiable acoshDfb)) else (preRegionFromMinInfTo 1, notDefinedHere) where acoshDfb x = ( acosh x, id ^/ sqrt(x^2 - 1), unsafe_dev_ε_δ("acosh "++show x) δ ) where δ ε = (2 - 1/sqrt x) * (s2 * sqrt sx^3 * sqrt(ε/s2) + signum (ε*s2-sx) * sx * ε/s2) sx = sqrt(x-1) s2 = sqrt 2 -- Empirical, modified from sqrt function – the area hyperbolic cosine -- strongly resembles \x -> sqrt(2 · (x-1)). atanh = postCompRW . RWDiffable $ \x -> if | x < (-1) -> (preRegionFromMinInfTo (-1), notDefinedHere) | x > 1 -> (preRegionToInfFrom 1, notDefinedHere) | otherwise -> (intervalPreRegion (-1,1), pure (Differentiable atnhDefdR)) where atnhDefdR x = ( atanh x, recip(1-x^2) *^ id, unsafe_dev_ε_δ("atanh "++show x) $ \ε -> sqrt(tanh ε)*(1-abs x) ) -- Empirical, with epsEst upper bound. -- $definitionRegionOps -- Because the agents of 'RWDiffable' aren't really values in /Hask/, you can't use -- the standard comparison operators on them, nor the built-in syntax of guards -- or if-statements. -- -- However, because this category allows functions to be undefined in some region, -- such decisions can be faked quite well: '?->' restricts a function to -- some region, by simply marking it undefined outside, and '?|:' replaces these -- regions with values from another function. -- -- Example: define a function that is compactly supported on the interval ]-1,1[, -- i.e. exactly zero everywhere outside. -- -- @ -- Graphics.Dynamic.Plot.R2> plotWindow [fnPlot (\\x -> -1 '?<' x '?<' 1 '?->' cos (x*pi/2)^2 '?|:' 0)] -- @ -- -- <> -- -- Note that it may not be necessary to restrict explicitly: for instance if a -- square root appears somewhere in an expression, then the expression is automatically -- restricted so that the root has a positive argument! -- -- @ -- Graphics.Dynamic.Plot.R2> plotWindow [fnPlot (\\x -> sqrt x '?|:' -sqrt (-x))] -- @ -- -- <> infixr 4 ?-> -- | Require the LHS to be defined before considering the RHS as result. -- This works analogously to the standard `Control.Applicative.Applicative` method -- -- @ -- ('Control.Applicative.*>') :: Maybe a -> Maybe b -> Maybe b -- Just _ 'Control.Applicative.*>' a = a -- _ 'Control.Applicative.*>' a = Nothing -- @ (?->) :: ( RealDimension n, LocallyScalable n a, LocallyScalable n b, LocallyScalable n c , Manifold b, Manifold c , SimpleSpace (Needle b), SimpleSpace (Needle c) ) => RWDfblFuncValue n c a -> RWDfblFuncValue n c b -> RWDfblFuncValue n c b ConstRWDFV _ ?-> f = f RWDFV_IdVar ?-> f = f GenericRWDFV (RWDiffable r) ?-> ConstRWDFV c = GenericRWDFV (RWDiffable s) where s x₀ = case r x₀ of (rd, Just q) -> (rd, return $ const c) (rd, Nothing) -> (rd, empty) GenericRWDFV (RWDiffable f) ?-> GenericRWDFV (RWDiffable g) = GenericRWDFV (RWDiffable h) where h x₀ = case f x₀ of (rf, Just _) | (rg, q) <- g x₀ -> (unsafePreRegionIntersect rf rg, q) (rf, Nothing) -> (rf, empty) c ?-> f = c ?-> genericiseRWDFV f positiveRegionalId :: RealDimension n => RWDiffable n n n positiveRegionalId = RWDiffable $ \x₀ -> if x₀ > 0 then (positivePreRegion, pure . AffinDiffable IsDiffableEndo $ id) else (negativePreRegion, notDefinedHere) infixl 5 ?> , ?< -- | Return the RHS, if it is less than the LHS. -- (Really the purpose is just to compare the values, but returning one of them -- allows chaining of comparison operators like in Python.) -- Note that less-than comparison is -- to less-or-equal comparison, because there is no such thing as equality. (?>) :: (RealDimension n, LocallyScalable n a, Manifold a, SimpleSpace (Needle a)) => RWDfblFuncValue n a n -> RWDfblFuncValue n a n -> RWDfblFuncValue n a n a ?> b = (positiveRegionalId $~ a-b) ?-> b -- | Return the RHS, if it is greater than the LHS. (?<) :: (RealDimension n, LocallyScalable n a, Manifold a, SimpleSpace (Needle a)) => RWDfblFuncValue n a n -> RWDfblFuncValue n a n -> RWDfblFuncValue n a n ConstRWDFV a ?< RWDFV_IdVar = GenericRWDFV . RWDiffable $ \x₀ -> if a < x₀ then ( preRegionToInfFrom a , pure . AffinDiffable IsDiffableEndo $ id) else (preRegionFromMinInfTo a, notDefinedHere) RWDFV_IdVar ?< ConstRWDFV a = GenericRWDFV . RWDiffable $ \x₀ -> if x₀ < a then ( preRegionFromMinInfTo a , pure . AffinDiffable IsDiffableEndo $ const a) else (preRegionToInfFrom a, notDefinedHere) a ?< b = (positiveRegionalId $~ b-a) ?-> b infixl 3 ?|: -- | Try the LHS, if it is undefined use the RHS. This works analogously to -- the standard `Control.Applicative.Alternative` method -- -- @ -- ('Control.Applicative.<|>') :: Maybe a -> Maybe a -> Maybe a -- Just x 'Control.Applicative.<|>' _ = Just x -- _ 'Control.Applicative.<|>' a = a -- @ -- -- Basically a weaker and agent-ised version of 'backupRegions'. (?|:) :: ( RealDimension n, LocallyScalable n a, LocallyScalable n b , Manifold a, Manifold b , SimpleSpace (Needle a), SimpleSpace (Needle b) ) => RWDfblFuncValue n a b -> RWDfblFuncValue n a b -> RWDfblFuncValue n a b ConstRWDFV c ?|: _ = ConstRWDFV c RWDFV_IdVar ?|: _ = RWDFV_IdVar GenericRWDFV (RWDiffable f) ?|: ConstRWDFV c = GenericRWDFV (RWDiffable h) where h x₀ = case f x₀ of (rd, Just q) -> (rd, Just q) (rd, Nothing) -> (rd, Just $ const c) GenericRWDFV (RWDiffable f) ?|: GenericRWDFV (RWDiffable g) = GenericRWDFV (RWDiffable h) where h x₀ = case f x₀ of (rf, Just q) -> (rf, pure q) (rf, Nothing) | (rg, q) <- g x₀ -> (unsafePreRegionIntersect rf rg, q) c ?|: f = c ?|: genericiseRWDFV f -- | Replace the regions in which the first function is undefined with values -- from the second function. backupRegions :: (RealDimension n, LocallyScalable n a, LocallyScalable n b) => RWDiffable n a b -> RWDiffable n a b -> RWDiffable n a b backupRegions (RWDiffable f) (RWDiffable g) = RWDiffable h where h x₀ = case f x₀ of (rf, q@(Just _)) -> (rf, q) (rf, Nothing) | (rg, q) <- g x₀ -> (unsafePreRegionIntersect rf rg, q) -- | Like 'Data.VectorSpace.lerp', but gives a differentiable function -- instead of a Hask one. lerp_diffable :: ∀ m s . ( LinearSpace m, Scalar m ~ s, Atlas m , HasTrie (ChartIndex m), RealDimension s ) => m -> m -> Differentiable s s m lerp_diffable = case ( linearManifoldWitness :: LinearManifoldWitness m , dualSpaceWitness :: DualSpaceWitness m ) of (LinearManifoldWitness BoundarylessWitness, DualSpaceWitness) -> \a b -> actuallyAffine a . arr $ flipBilin scale $ b.-.a