Portability | portable (with CPP, FFI) |
---|---|
Stability | stable |
Maintainer | wren@community.haskell.org |
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 Data.Number.LogFloat.Signed
for doing signed log-domain calculations.
- module Data.Number.Transfinite
- module Data.Number.RealToFrac
- data LogFloat
- logFloat :: (Real a, RealToFrac a Double) => a -> LogFloat
- fromLogFloat :: (Fractional a, Transfinite a, RealToFrac Double a) => LogFloat -> a
- logToLogFloat :: (Real a, RealToFrac a Double) => a -> LogFloat
- logFromLogFloat :: (Fractional a, Transfinite a, RealToFrac Double a) => LogFloat -> a
- log1p :: Double -> Double
- expm1 :: Double -> Double
Exceptional numeric values
module Data.Number.Transfinite
module Data.Number.RealToFrac
LogFloat
data type
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!
Isomorphism to normal-domain
logFloat :: (Real a, RealToFrac a Double) => a -> LogFloatSource
Constructor which does semantic conversion from normal-domain to log-domain. Throws errors on negative input.
fromLogFloat :: (Fractional a, Transfinite a, RealToFrac Double a) => LogFloat -> aSource
Return our log-domain value back into normal-domain. Beware of overflow/underflow.
Isomorphism to log-domain
logToLogFloat :: (Real a, RealToFrac a Double) => a -> LogFloatSource
Constructor which assumes the argument is already in the
log-domain. Throws errors on notANumber
input.
logFromLogFloat :: (Fractional a, Transfinite a, RealToFrac Double a) => LogFloat -> aSource
Return the log-domain value itself without conversion.
Accurate versions of logarithm/exponentiation
log1p :: Double -> DoubleSource
Definition: log1p == log . (1+)
. The C language provides a
special definition for log1p
which is more accurate than doing
the naive thing, especially for very small arguments. For example,
the naive version underflows around 2 ** -53
, whereas the
specialized version underflows around 2 ** -1074
. This function
is used by (+
) and (-
) on LogFloat
.
This installation was compiled to use the specialized version.
expm1 :: Double -> DoubleSource
Definition: expm1 == (subtract 1) . exp
. The C language
provides a special definition for expm1
which is more accurate
than doing the naive thing, especially for very small arguments.
This function isn't needed internally, but is provided for
symmetry with log1p
.
This installation was compiled to use the specialized version.