[12807] | 1 | #region License Information
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| 2 | /* HeuristicLab
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| 3 | * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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| 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | using System;
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| 23 | using System.Collections.Generic;
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[13141] | 24 | using System.Collections.ObjectModel;
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[12807] | 25 | using System.Linq;
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| 26 | using System.Linq.Expressions;
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| 27 | using System.Reflection;
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| 28 | using HeuristicLab.Common;
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| 29 | using HeuristicLab.Core;
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| 30 | using HeuristicLab.Data;
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| 31 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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| 32 | using HeuristicLab.Parameters;
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| 33 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 34 |
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| 35 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic {
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| 36 | [StorableClass]
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| 37 | [Item("SymbolicDataAnalysisExpressionCompiledTreeInterpreter", "Interpreter that converts the tree into a Linq.Expression then compiles it.")]
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| 38 | public sealed class SymbolicDataAnalysisExpressionCompiledTreeInterpreter : ParameterizedNamedItem, ISymbolicDataAnalysisExpressionTreeInterpreter {
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| 39 | private const string CheckExpressionsWithIntervalArithmeticParameterName = "CheckExpressionsWithIntervalArithmetic";
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| 40 | private const string EvaluatedSolutionsParameterName = "EvaluatedSolutions";
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| 41 |
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| 42 | #region method info for the commonly called functions
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| 43 | private static readonly MethodInfo Sin = typeof(Math).GetMethod("Sin", new[] { typeof(double) });
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| 44 | private static readonly MethodInfo Cos = typeof(Math).GetMethod("Cos", new[] { typeof(double) });
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| 45 | private static readonly MethodInfo Tan = typeof(Math).GetMethod("Tan", new[] { typeof(double) });
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| 46 | private static readonly MethodInfo Sqrt = typeof(Math).GetMethod("Sqrt", new[] { typeof(double) });
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| 47 | private static readonly MethodInfo Floor = typeof(Math).GetMethod("Floor", new[] { typeof(double) });
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| 48 | private static readonly MethodInfo Exp = typeof(Math).GetMethod("Exp", new[] { typeof(double) });
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| 49 | private static readonly MethodInfo Log = typeof(Math).GetMethod("Log", new[] { typeof(double) });
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| 50 | private static readonly MethodInfo IsNaN = typeof(double).GetMethod("IsNaN");
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| 51 | private static readonly MethodInfo Gamma = typeof(alglib).GetMethod("gammafunction", new[] { typeof(double) });
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| 52 | private static readonly MethodInfo Psi = typeof(alglib).GetMethod("psi", new[] { typeof(double) });
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| 53 | private static readonly MethodInfo DawsonIntegral = typeof(alglib).GetMethod("dawsonintegral", new[] { typeof(double) });
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| 54 | private static readonly MethodInfo ExponentialIntegralEi = typeof(alglib).GetMethod("exponentialintegralei", new[] { typeof(double) });
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| 55 | private static readonly MethodInfo SineCosineIntegrals = typeof(alglib).GetMethod("sinecosineintegrals", new[] { typeof(double), typeof(double).MakeByRefType(), typeof(double).MakeByRefType() });
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| 56 | private static readonly MethodInfo HyperbolicSineCosineIntegrals = typeof(alglib).GetMethod("hyperbolicsinecosineintegrals", new[] { typeof(double), typeof(double).MakeByRefType(), typeof(double).MakeByRefType() });
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| 57 | private static readonly MethodInfo FresnelIntegral = typeof(alglib).GetMethod("fresnelintegral", new[] { typeof(double), typeof(double).MakeByRefType(), typeof(double).MakeByRefType() });
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| 58 | private static readonly MethodInfo Airy = typeof(alglib).GetMethod("airy", new[] { typeof(double), typeof(double).MakeByRefType(), typeof(double).MakeByRefType(), typeof(double).MakeByRefType(), typeof(double).MakeByRefType() });
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| 59 | private static readonly MethodInfo NormalDistribution = typeof(alglib).GetMethod("normaldistribution", new[] { typeof(double) });
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| 60 | private static readonly MethodInfo ErrorFunction = typeof(alglib).GetMethod("errorfunction", new[] { typeof(double) });
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| 61 | private static readonly MethodInfo Bessel = typeof(alglib).GetMethod("besseli0", new[] { typeof(double) });
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| 62 | #endregion
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| 63 |
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[13141] | 64 | private static readonly Func<ReadOnlyCollection<double>, IList<double>> ReadOnlyCollectionRetrieveList = GetField<ReadOnlyCollection<double>, IList<double>>("list"); // retrieve underlying field of type IList<double> from a ReadOnlyCollection<double>
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| 65 | private static readonly Func<List<double>, double[]> ListRetrieveItems = GetField<List<double>, double[]>("_items"); // retrieve underlying field of type double[] from a List<double>
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| 66 | private static MethodInfo listGetValue = typeof(IList<double>).GetProperty("Item", new Type[] { typeof(int) }).GetGetMethod();
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[12807] | 67 |
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| 68 | public override bool CanChangeName { get { return false; } }
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| 69 |
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| 70 | public override bool CanChangeDescription { get { return false; } }
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| 71 |
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| 72 | #region parameter properties
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[13141] | 73 | public IFixedValueParameter<BoolValue> CheckExpressionsWithIntervalArithmeticParameter {
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| 74 | get { return (IFixedValueParameter<BoolValue>)Parameters[CheckExpressionsWithIntervalArithmeticParameterName]; }
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[12807] | 75 | }
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| 76 |
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[13141] | 77 | public IFixedValueParameter<IntValue> EvaluatedSolutionsParameter {
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| 78 | get { return (IFixedValueParameter<IntValue>)Parameters[EvaluatedSolutionsParameterName]; }
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[12807] | 79 | }
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| 80 | #endregion
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| 81 |
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| 82 | #region properties
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[13141] | 83 | public bool CheckExpressionsWithIntervalArithmetic {
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| 84 | get { return CheckExpressionsWithIntervalArithmeticParameter.Value.Value; }
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| 85 | set { CheckExpressionsWithIntervalArithmeticParameter.Value.Value = value; }
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[12807] | 86 | }
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[13141] | 87 | public int EvaluatedSolutions {
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| 88 | get { return EvaluatedSolutionsParameter.Value.Value; }
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| 89 | set { EvaluatedSolutionsParameter.Value.Value = value; }
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[12807] | 90 | }
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| 91 | #endregion
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| 92 |
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| 93 | public override IDeepCloneable Clone(Cloner cloner) {
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| 94 | return new SymbolicDataAnalysisExpressionCompiledTreeInterpreter(this, cloner);
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| 95 | }
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| 96 |
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| 97 | private SymbolicDataAnalysisExpressionCompiledTreeInterpreter(SymbolicDataAnalysisExpressionCompiledTreeInterpreter original, Cloner cloner)
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| 98 | : base(original, cloner) {
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| 99 | }
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| 100 |
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| 101 | [StorableConstructor]
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| 102 | private SymbolicDataAnalysisExpressionCompiledTreeInterpreter(bool deserializing)
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| 103 | : base(deserializing) {
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| 104 | }
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| 105 |
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[13141] | 106 | public SymbolicDataAnalysisExpressionCompiledTreeInterpreter() :
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| 107 | base("SymbolicDataAnalysisExpressionCompiledTreeInterpreter", "Interpreter which compiles the tree into a lambda") {
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| 108 | Parameters.Add(new FixedValueParameter<BoolValue>(CheckExpressionsWithIntervalArithmeticParameterName,
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| 109 | "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression.", new BoolValue(false)));
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| 110 | Parameters.Add(new FixedValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
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[12807] | 111 | }
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| 112 |
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[13141] | 113 | public SymbolicDataAnalysisExpressionCompiledTreeInterpreter(string name, string description) :
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| 114 | base(name, description) {
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| 115 | Parameters.Add(new FixedValueParameter<BoolValue>(CheckExpressionsWithIntervalArithmeticParameterName,
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| 116 | "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression.", new BoolValue(false)));
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| 117 | Parameters.Add(new FixedValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
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| 118 | }
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| 119 |
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| 120 | [StorableHook(HookType.AfterDeserialization)]
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| 121 | private void AfterDeserialization() {
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| 122 | Parameters.Remove(EvaluatedSolutionsParameterName);
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| 123 | Parameters.Add(new FixedValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
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| 124 |
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| 125 | Parameters.Remove(CheckExpressionsWithIntervalArithmeticParameterName);
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| 126 | Parameters.Add(new FixedValueParameter<BoolValue>(CheckExpressionsWithIntervalArithmeticParameterName,
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| 127 | "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression.", new BoolValue(false)));
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| 128 | }
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| 129 |
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[12807] | 130 | public void InitializeState() {
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[13141] | 131 | EvaluatedSolutions = 0;
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[12807] | 132 | }
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| 133 |
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| 134 | public void ClearState() {
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| 135 | }
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| 136 |
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| 137 | public IEnumerable<double> GetSymbolicExpressionTreeValues(ISymbolicExpressionTree tree, IDataset dataset, IEnumerable<int> rows) {
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[13141] | 138 | if (CheckExpressionsWithIntervalArithmetic)
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[12807] | 139 | throw new NotSupportedException("Interval arithmetic is not yet supported in the symbolic data analysis interpreter.");
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| 140 |
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[13141] | 141 | lock (EvaluatedSolutionsParameter.Value) {
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| 142 | EvaluatedSolutions++; // increment the evaluated solutions counter
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[12807] | 143 | }
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[13141] | 144 | // var columns = dataset.DoubleVariables.Select(x => ListRetrieveItems((List<double>)ReadOnlyCollectionRetrieveList(dataset.GetReadOnlyDoubleValues(x)))).ToArray();
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| 145 | var columns = dataset.DoubleVariables.Select(x => (List<double>)dataset.GetDoubleValues(x)).ToArray();
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[12807] | 146 | var compiled = CompileTree(tree, dataset);
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[13140] | 147 | return rows.Select(x => compiled(x, columns));
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[12807] | 148 | }
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| 149 |
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[13141] | 150 | public static Func<int, List<double>[], double> CompileTree(ISymbolicExpressionTree tree, IDataset dataset) {
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[12807] | 151 | var row = Expression.Parameter(typeof(int));
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[13141] | 152 | var columns = Expression.Parameter(typeof(List<double>[]));
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[13140] | 153 | var variableIndices = dataset.DoubleVariables.Select((x, i) => new { x, i }).ToDictionary(e => e.x, e => e.i);
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| 154 | var expr = MakeExpr(tree, variableIndices, row, columns);
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[13141] | 155 | var lambda = Expression.Lambda<Func<int, List<double>[], double>>(expr, row, columns);
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[12807] | 156 | return lambda.Compile();
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| 157 | }
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| 158 |
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[13141] | 159 | private static Expression MakeExpr(ISymbolicExpressionTree tree, Dictionary<string, int> variableIndices, Expression row, Expression columns) {
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[12807] | 160 | var actualRoot = tree.Root.GetSubtree(0).GetSubtree(0);
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[13140] | 161 | return MakeExpr(actualRoot, variableIndices, row, columns);
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[12807] | 162 | }
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| 163 |
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[13141] | 164 | private static Expression MakeExpr(ISymbolicExpressionTreeNode node, Dictionary<string, int> variableIndices, Expression row, Expression columns) {
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[12807] | 165 | var opcode = OpCodes.MapSymbolToOpCode(node);
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[13141] | 166 | #region switch opcode
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[12807] | 167 | switch (opcode) {
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| 168 | case OpCodes.Constant:
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| 169 | {
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| 170 | var constantTreeNode = (ConstantTreeNode)node;
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| 171 | return Expression.Constant(constantTreeNode.Value);
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| 172 | }
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| 173 | case OpCodes.Variable:
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| 174 | {
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| 175 | var variableTreeNode = (VariableTreeNode)node;
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| 176 | var variableWeight = Expression.Constant(variableTreeNode.Weight);
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[13140] | 177 | var variableName = variableTreeNode.VariableName;
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| 178 | var indexExpr = Expression.Constant(variableIndices[variableName]);
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| 179 | var valuesExpr = Expression.ArrayIndex(columns, indexExpr);
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[13141] | 180 | var variableValue = Expression.ArrayIndex(Expression.Field(valuesExpr, "_items"), row);
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| 181 | // var variableValue = Expression.Property(valuesExpr, Indexer, row);
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[12807] | 182 | return Expression.Multiply(variableWeight, variableValue);
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| 183 | }
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| 184 | case OpCodes.Add:
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| 185 | {
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[13140] | 186 | Expression result = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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[12807] | 187 | for (int i = 1; i < node.SubtreeCount; ++i) {
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[13140] | 188 | result = Expression.Add(result, MakeExpr(node.GetSubtree(i), variableIndices, row, columns));
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[12807] | 189 | }
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| 190 | return result;
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| 191 | }
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| 192 | case OpCodes.Sub:
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| 193 | {
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[13140] | 194 | Expression result = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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[12807] | 195 | if (node.SubtreeCount == 1)
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| 196 | return Expression.Negate(result);
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| 197 | for (int i = 1; i < node.SubtreeCount; ++i) {
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[13140] | 198 | result = Expression.Subtract(result, MakeExpr(node.GetSubtree(i), variableIndices, row, columns));
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[12807] | 199 | }
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| 200 | return result;
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| 201 | }
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| 202 | case OpCodes.Mul:
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| 203 | {
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[13140] | 204 | Expression result = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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[12807] | 205 | for (int i = 1; i < node.SubtreeCount; ++i) {
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[13140] | 206 | result = Expression.Multiply(result, MakeExpr(node.GetSubtree(i), variableIndices, row, columns));
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[12807] | 207 | }
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| 208 | return result;
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| 209 | }
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| 210 | case OpCodes.Div:
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| 211 | {
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[13140] | 212 | Expression result = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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[12807] | 213 | if (node.SubtreeCount == 1)
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| 214 | return Expression.Divide(Expression.Constant(1.0), result);
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| 215 | for (int i = 1; i < node.SubtreeCount; ++i) {
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[13140] | 216 | result = Expression.Divide(result, MakeExpr(node.GetSubtree(i), variableIndices, row, columns));
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[12807] | 217 | }
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| 218 | return result;
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| 219 | }
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| 220 | case OpCodes.Average:
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| 221 | {
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[13140] | 222 | Expression result = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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[12807] | 223 | for (int i = 1; i < node.SubtreeCount; ++i) {
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[13140] | 224 | result = Expression.Add(result, MakeExpr(node.GetSubtree(i), variableIndices, row, columns));
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[12807] | 225 | }
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| 226 | return Expression.Divide(result, Expression.Constant((double)node.SubtreeCount));
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| 227 | }
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| 228 | case OpCodes.Cos:
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| 229 | {
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[13140] | 230 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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[12807] | 231 | return Expression.Call(Cos, arg);
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| 232 | }
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| 233 | case OpCodes.Sin:
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| 234 | {
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[13140] | 235 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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[12807] | 236 | return Expression.Call(Sin, arg);
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| 237 | }
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| 238 | case OpCodes.Tan:
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| 239 | {
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[13140] | 240 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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[12807] | 241 | return Expression.Call(Tan, arg);
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| 242 | }
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| 243 | case OpCodes.Square:
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| 244 | {
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[13140] | 245 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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[12807] | 246 | return Expression.Power(arg, Expression.Constant(2));
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| 247 | }
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| 248 | case OpCodes.Power:
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| 249 | {
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[13140] | 250 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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| 251 | var power = MakeExpr(node.GetSubtree(1), variableIndices, row, columns);
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[12807] | 252 | return Expression.Power(arg, Expression.Call(Floor, power));
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| 253 | }
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| 254 | case OpCodes.SquareRoot:
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| 255 | {
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[13140] | 256 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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[12807] | 257 | return Expression.Call(Sqrt, arg);
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| 258 | }
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| 259 | case OpCodes.Root:
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| 260 | {
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[13140] | 261 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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| 262 | var power = MakeExpr(node.GetSubtree(1), variableIndices, row, columns);
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[12807] | 263 | return Expression.Power(arg, Expression.Divide(Expression.Constant(1.0), power));
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| 264 | }
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| 265 | case OpCodes.Exp:
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| 266 | {
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[13140] | 267 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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[12807] | 268 | return Expression.Call(Exp, arg);
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| 269 | }
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| 270 | case OpCodes.Log:
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| 271 | {
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[13140] | 272 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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[12807] | 273 | return Expression.Call(Log, arg);
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| 274 | }
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| 275 | case OpCodes.Gamma:
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| 276 | {
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[13140] | 277 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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[12807] | 278 | var isNaN = Expression.Call(IsNaN, arg);
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| 279 | var gamma = Expression.Call(Gamma, arg);
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| 280 |
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| 281 | var result = Expression.Variable(typeof(double));
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| 282 | var expr = Expression.Block(
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| 283 | new[] { result },
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| 284 | Expression.IfThenElse(
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| 285 | isNaN,
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| 286 | Expression.Assign(result, Expression.Constant(double.NaN)),
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| 287 | Expression.Assign(result, gamma)
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| 288 | ),
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| 289 | result
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| 290 | );
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| 291 | return expr;
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| 292 | }
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| 293 | case OpCodes.Psi:
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| 294 | {
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[13140] | 295 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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[12807] | 296 | var isNaN = Expression.Call(IsNaN, arg);
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| 297 | var psi = Expression.Call(Psi, arg);
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| 298 |
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| 299 | var result = Expression.Variable(typeof(double));
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| 300 | var floor = Expression.Call(Floor, arg);
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| 301 | var expr = Expression.Block(
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| 302 | new[] { result },
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| 303 | Expression.IfThenElse(
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| 304 | isNaN,
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| 305 | Expression.Assign(result, Expression.Constant(double.NaN)),
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| 306 | Expression.IfThenElse(
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| 307 | Expression.AndAlso(Expression.LessThanOrEqual(arg, Expression.Constant(0.0)),
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| 308 | Expression.Equal(Expression.Subtract(floor, arg), Expression.Constant(0.0))),
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| 309 | Expression.Assign(result, Expression.Constant(double.NaN)),
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| 310 | Expression.Assign(result, psi))
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| 311 | ),
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| 312 | result);
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| 313 |
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| 314 | return expr;
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| 315 | }
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| 316 | case OpCodes.Dawson:
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| 317 | {
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[13140] | 318 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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[12807] | 319 | var isNaN = Expression.Call(IsNaN, arg);
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| 320 | var exprDawsonIntegral = Expression.Call(DawsonIntegral, arg);
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| 321 | var result = Expression.Variable(typeof(double));
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| 322 |
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| 323 | var expr = Expression.Block(
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| 324 | new[] { result },
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| 325 | Expression.IfThenElse(isNaN,
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| 326 | Expression.Assign(result, Expression.Constant(double.NaN)),
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| 327 | Expression.Assign(result, exprDawsonIntegral)),
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| 328 | result
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| 329 | );
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| 330 |
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| 331 | return expr;
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| 332 | }
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| 333 | case OpCodes.ExponentialIntegralEi:
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| 334 | {
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[13140] | 335 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
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[12807] | 336 | var isNaN = Expression.Call(IsNaN, arg);
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| 337 | var expIntegrapEi =
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| 338 | Expression.Call(ExponentialIntegralEi, arg);
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| 339 | var result = Expression.Variable(typeof(double));
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| 340 | var expr = Expression.Block(
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| 341 | new[] { result },
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| 342 | Expression.IfThenElse(isNaN,
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| 343 | Expression.Assign(result, Expression.Constant(double.NaN)),
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| 344 | Expression.Assign(result, expIntegrapEi)),
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| 345 | result
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| 346 | );
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| 347 |
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| 348 | return expr;
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| 349 | }
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| 350 | case OpCodes.SineIntegral:
|
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| 351 | {
|
---|
[13140] | 352 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
[12807] | 353 | var isNaN = Expression.Call(IsNaN, arg);
|
---|
| 354 | var si = Expression.Variable(typeof(double));
|
---|
| 355 | var ci = Expression.Variable(typeof(double));
|
---|
| 356 | var sinCosIntegrals = Expression.Call(SineCosineIntegrals, arg, si, ci);
|
---|
| 357 | var block = Expression.Block(
|
---|
| 358 | new[] { si, ci },
|
---|
| 359 | sinCosIntegrals,
|
---|
| 360 | si
|
---|
| 361 | );
|
---|
| 362 | var result = Expression.Variable(typeof(double));
|
---|
| 363 | var expr = Expression.Block(new[] { result },
|
---|
| 364 | Expression.IfThenElse(isNaN,
|
---|
| 365 | Expression.Assign(result, Expression.Constant(double.NaN)),
|
---|
| 366 | Expression.Assign(result, block)),
|
---|
| 367 | result
|
---|
| 368 | );
|
---|
| 369 |
|
---|
| 370 | return expr;
|
---|
| 371 | }
|
---|
| 372 | case OpCodes.CosineIntegral:
|
---|
| 373 | {
|
---|
[13140] | 374 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
[12807] | 375 | var isNaN = Expression.Call(IsNaN, arg);
|
---|
| 376 | var si = Expression.Variable(typeof(double));
|
---|
| 377 | var ci = Expression.Variable(typeof(double));
|
---|
| 378 | var sinCosIntegrals = Expression.Call(SineCosineIntegrals, arg, si, ci);
|
---|
| 379 | var block = Expression.Block(
|
---|
| 380 | new[] { si, ci },
|
---|
| 381 | sinCosIntegrals,
|
---|
| 382 | ci
|
---|
| 383 | );
|
---|
| 384 | var result = Expression.Variable(typeof(double));
|
---|
| 385 | var expr = Expression.Block(new[] { result },
|
---|
| 386 | Expression.IfThenElse(isNaN,
|
---|
| 387 | Expression.Assign(result, Expression.Constant(double.NaN)),
|
---|
| 388 | Expression.Assign(result, block)),
|
---|
| 389 | result
|
---|
| 390 | );
|
---|
| 391 |
|
---|
| 392 | return expr;
|
---|
| 393 | }
|
---|
| 394 | case OpCodes.HyperbolicSineIntegral:
|
---|
| 395 | {
|
---|
[13140] | 396 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
[12807] | 397 | var isNaN = Expression.Call(IsNaN, arg);
|
---|
| 398 | var shi = Expression.Variable(typeof(double));
|
---|
| 399 | var chi = Expression.Variable(typeof(double));
|
---|
| 400 | var hypSinCosIntegrals = Expression.Call(HyperbolicSineCosineIntegrals, arg, shi, chi);
|
---|
| 401 | var block = Expression.Block(
|
---|
| 402 | new[] { shi, chi },
|
---|
| 403 | hypSinCosIntegrals,
|
---|
| 404 | shi
|
---|
| 405 | );
|
---|
| 406 | var result = Expression.Variable(typeof(double));
|
---|
| 407 | var expr = Expression.Block(new[] { result },
|
---|
| 408 | Expression.IfThenElse(isNaN,
|
---|
| 409 | Expression.Assign(result, Expression.Constant(double.NaN)),
|
---|
| 410 | Expression.Assign(result, block)),
|
---|
| 411 | result
|
---|
| 412 | );
|
---|
| 413 |
|
---|
| 414 | return expr;
|
---|
| 415 | }
|
---|
| 416 | case OpCodes.HyperbolicCosineIntegral:
|
---|
| 417 | {
|
---|
[13140] | 418 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
[12807] | 419 | var isNaN = Expression.Call(IsNaN, arg);
|
---|
| 420 | var shi = Expression.Variable(typeof(double));
|
---|
| 421 | var chi = Expression.Variable(typeof(double));
|
---|
| 422 | var hypSinCosIntegrals = Expression.Call(HyperbolicSineCosineIntegrals, arg, shi, chi);
|
---|
| 423 | var block = Expression.Block(
|
---|
| 424 | new[] { shi, chi },
|
---|
| 425 | hypSinCosIntegrals,
|
---|
| 426 | chi
|
---|
| 427 | );
|
---|
| 428 | var result = Expression.Variable(typeof(double));
|
---|
| 429 | var expr = Expression.Block(new[] { result },
|
---|
| 430 | Expression.IfThenElse(isNaN,
|
---|
| 431 | Expression.Assign(result, Expression.Constant(double.NaN)),
|
---|
| 432 | Expression.Assign(result, block)),
|
---|
| 433 | result
|
---|
| 434 | );
|
---|
| 435 |
|
---|
| 436 | return expr;
|
---|
| 437 | }
|
---|
| 438 | case OpCodes.FresnelSineIntegral:
|
---|
| 439 | {
|
---|
[13140] | 440 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
[12807] | 441 | var isNaN = Expression.Call(IsNaN, arg);
|
---|
| 442 | var s = Expression.Variable(typeof(double));
|
---|
| 443 | var c = Expression.Variable(typeof(double));
|
---|
| 444 | var fresnel = Expression.Call(FresnelIntegral, arg, c, s);
|
---|
| 445 | var block = Expression.Block(new[] { s, c }, fresnel, s);
|
---|
| 446 | var result = Expression.Variable(typeof(double));
|
---|
| 447 | var expr = Expression.Block(new[] { result },
|
---|
| 448 | Expression.IfThenElse(isNaN,
|
---|
| 449 | Expression.Assign(result, Expression.Constant(double.NaN)),
|
---|
| 450 | Expression.Assign(result, block)),
|
---|
| 451 | result
|
---|
| 452 | );
|
---|
| 453 |
|
---|
| 454 | return expr;
|
---|
| 455 | }
|
---|
| 456 | case OpCodes.FresnelCosineIntegral:
|
---|
| 457 | {
|
---|
[13140] | 458 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
[12807] | 459 | var isNaN = Expression.Call(IsNaN, arg);
|
---|
| 460 | var s = Expression.Variable(typeof(double));
|
---|
| 461 | var c = Expression.Variable(typeof(double));
|
---|
| 462 | var fresnel = Expression.Call(FresnelIntegral, arg, c, s);
|
---|
| 463 | var block = Expression.Block(new[] { s, c }, fresnel, c);
|
---|
| 464 | var result = Expression.Variable(typeof(double));
|
---|
| 465 | var expr = Expression.Block(new[] { result },
|
---|
| 466 | Expression.IfThenElse(isNaN,
|
---|
| 467 | Expression.Assign(result, Expression.Constant(double.NaN)),
|
---|
| 468 | Expression.Assign(result, block)),
|
---|
| 469 | result
|
---|
| 470 | );
|
---|
| 471 |
|
---|
| 472 | return expr;
|
---|
| 473 | }
|
---|
| 474 | case OpCodes.AiryA:
|
---|
| 475 | {
|
---|
[13140] | 476 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
[12807] | 477 | var isNaN = Expression.Call(IsNaN, arg);
|
---|
| 478 | var ai = Expression.Variable(typeof(double));
|
---|
| 479 | var aip = Expression.Variable(typeof(double));
|
---|
| 480 | var bi = Expression.Variable(typeof(double));
|
---|
| 481 | var bip = Expression.Variable(typeof(double));
|
---|
| 482 | var airy = Expression.Call(Airy, arg, ai, aip, bi, bip);
|
---|
| 483 | var block = Expression.Block(new[] { ai, aip, bi, bip }, airy, ai);
|
---|
| 484 | var result = Expression.Variable(typeof(double));
|
---|
| 485 | var expr = Expression.Block(new[] { result },
|
---|
| 486 | Expression.IfThenElse(isNaN,
|
---|
| 487 | Expression.Assign(result, Expression.Constant(double.NaN)),
|
---|
| 488 | Expression.Assign(result, block)),
|
---|
| 489 | result
|
---|
| 490 | );
|
---|
| 491 |
|
---|
| 492 | return expr;
|
---|
| 493 | }
|
---|
| 494 | case OpCodes.AiryB:
|
---|
| 495 | {
|
---|
[13140] | 496 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
[12807] | 497 | var isNaN = Expression.Call(IsNaN, arg);
|
---|
| 498 | var ai = Expression.Variable(typeof(double));
|
---|
| 499 | var aip = Expression.Variable(typeof(double));
|
---|
| 500 | var bi = Expression.Variable(typeof(double));
|
---|
| 501 | var bip = Expression.Variable(typeof(double));
|
---|
| 502 | var airy = Expression.Call(Airy, arg, ai, aip, bi, bip);
|
---|
| 503 | var block = Expression.Block(new[] { ai, aip, bi, bip }, airy, bi);
|
---|
| 504 | var result = Expression.Variable(typeof(double));
|
---|
| 505 | var expr = Expression.Block(new[] { result },
|
---|
| 506 | Expression.IfThenElse(isNaN,
|
---|
| 507 | Expression.Assign(result, Expression.Constant(double.NaN)),
|
---|
| 508 | Expression.Assign(result, block)),
|
---|
| 509 | result
|
---|
| 510 | );
|
---|
| 511 |
|
---|
| 512 | return expr;
|
---|
| 513 | }
|
---|
| 514 | case OpCodes.Norm:
|
---|
| 515 | {
|
---|
[13140] | 516 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
[12807] | 517 | var isNaN = Expression.Call(IsNaN, arg);
|
---|
| 518 | var result = Expression.Variable(typeof(double));
|
---|
| 519 | var norm = Expression.Call(NormalDistribution, arg);
|
---|
| 520 |
|
---|
| 521 | var expr = Expression.Block(new[] { result },
|
---|
| 522 | Expression.IfThenElse(isNaN, Expression.Assign(result, Expression.Constant(double.NaN)),
|
---|
| 523 | Expression.Assign(result, norm)), result);
|
---|
| 524 |
|
---|
| 525 | return expr;
|
---|
| 526 | }
|
---|
| 527 | case OpCodes.Erf:
|
---|
| 528 | {
|
---|
[13140] | 529 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
[12807] | 530 | var isNaN = Expression.Call(IsNaN, arg);
|
---|
| 531 | var result = Expression.Variable(typeof(double));
|
---|
| 532 | var erf = Expression.Call(ErrorFunction, arg);
|
---|
| 533 |
|
---|
| 534 | var expr = Expression.Block(new[] { result },
|
---|
| 535 | Expression.IfThenElse(isNaN, Expression.Assign(result, Expression.Constant(double.NaN)),
|
---|
| 536 | Expression.Assign(result, erf)), result);
|
---|
| 537 |
|
---|
| 538 | return expr;
|
---|
| 539 | }
|
---|
| 540 | case OpCodes.Bessel:
|
---|
| 541 | {
|
---|
[13140] | 542 | var arg = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
[12807] | 543 | var isNaN = Expression.Call(IsNaN, arg);
|
---|
| 544 | var result = Expression.Variable(typeof(double));
|
---|
| 545 | var bessel = Expression.Call(Bessel, arg);
|
---|
| 546 | var expr = Expression.Block(
|
---|
| 547 | new[] { result },
|
---|
| 548 | Expression.IfThenElse(
|
---|
| 549 | isNaN,
|
---|
| 550 | Expression.Assign(result, Expression.Constant(double.NaN)),
|
---|
| 551 | Expression.Assign(result, bessel)),
|
---|
| 552 | result);
|
---|
| 553 |
|
---|
| 554 | return expr;
|
---|
| 555 | }
|
---|
| 556 | case OpCodes.IfThenElse:
|
---|
| 557 | {
|
---|
[13140] | 558 | var test = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
[12807] | 559 | var result = Expression.Variable(typeof(double));
|
---|
| 560 | var condition = Expression.IfThenElse(Expression.GreaterThan(test, Expression.Constant(0.0)),
|
---|
[13140] | 561 | Expression.Assign(result, MakeExpr(node.GetSubtree(1), variableIndices, row, columns)),
|
---|
| 562 | Expression.Assign(result, MakeExpr(node.GetSubtree(2), variableIndices, row, columns)));
|
---|
[12807] | 563 | return Expression.Block(new[] { result }, condition, result);
|
---|
| 564 | }
|
---|
| 565 | case OpCodes.AND:
|
---|
| 566 | {
|
---|
| 567 | var result = Expression.Variable(typeof(double));
|
---|
[13140] | 568 | var expr = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
[12807] | 569 |
|
---|
| 570 | for (int i = 1; i < node.SubtreeCount; ++i) {
|
---|
| 571 | expr = Expression.Block(new[] { result },
|
---|
| 572 | Expression.IfThenElse(
|
---|
| 573 | Expression.GreaterThan(expr, Expression.Constant(0.0)),
|
---|
[13140] | 574 | Expression.Assign(result, MakeExpr(node.GetSubtree(i), variableIndices, row, columns)),
|
---|
[12807] | 575 | Expression.Assign(result, expr)),
|
---|
| 576 | result
|
---|
| 577 | );
|
---|
| 578 | }
|
---|
| 579 |
|
---|
| 580 | return Expression.Block(
|
---|
| 581 | new[] { result },
|
---|
| 582 | Expression.Assign(result, expr),
|
---|
| 583 | Expression.IfThenElse(
|
---|
| 584 | Expression.GreaterThan(result, Expression.Constant(0.0)),
|
---|
| 585 | Expression.Assign(result, Expression.Constant(1.0)),
|
---|
| 586 | Expression.Assign(result, Expression.Constant(-1.0))
|
---|
| 587 | ),
|
---|
| 588 | result
|
---|
| 589 | );
|
---|
| 590 | }
|
---|
| 591 | case OpCodes.OR:
|
---|
| 592 | {
|
---|
| 593 | var result = Expression.Variable(typeof(double));
|
---|
[13140] | 594 | var expr = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
[12807] | 595 |
|
---|
| 596 | for (int i = 1; i < node.SubtreeCount; ++i) {
|
---|
| 597 | expr = Expression.Block(new[] { result },
|
---|
| 598 | Expression.IfThenElse(
|
---|
| 599 | Expression.LessThanOrEqual(expr, Expression.Constant(0.0)),
|
---|
[13140] | 600 | Expression.Assign(result, MakeExpr(node.GetSubtree(i), variableIndices, row, columns)),
|
---|
[12807] | 601 | Expression.Assign(result, expr)),
|
---|
| 602 | result
|
---|
| 603 | );
|
---|
| 604 | }
|
---|
| 605 |
|
---|
| 606 | return Expression.Block(
|
---|
| 607 | new[] { result },
|
---|
| 608 | Expression.Assign(result, expr),
|
---|
| 609 | Expression.IfThenElse(
|
---|
| 610 | Expression.GreaterThan(result, Expression.Constant(0.0)),
|
---|
| 611 | Expression.Assign(result, Expression.Constant(1.0)),
|
---|
| 612 | Expression.Assign(result, Expression.Constant(-1.0))
|
---|
| 613 | ),
|
---|
| 614 | result
|
---|
| 615 | );
|
---|
| 616 | }
|
---|
| 617 | case OpCodes.NOT:
|
---|
| 618 | {
|
---|
[13140] | 619 | var value = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
[12807] | 620 | var result = Expression.Variable(typeof(double));
|
---|
| 621 | var condition = Expression.IfThenElse(Expression.GreaterThan(value, Expression.Constant(0.0)),
|
---|
| 622 | Expression.Assign(result, Expression.Constant(-1.0)),
|
---|
| 623 | Expression.Assign(result, Expression.Constant(1.0)));
|
---|
| 624 | return Expression.Block(new[] { result }, condition, result);
|
---|
| 625 | }
|
---|
| 626 | case OpCodes.XOR:
|
---|
| 627 | {
|
---|
| 628 | var ps = Expression.Variable(typeof(int));
|
---|
| 629 | var block = Expression.Block(
|
---|
| 630 | new[] { ps },
|
---|
| 631 | Expression.Assign(ps, Expression.Constant(0)),
|
---|
| 632 | ps
|
---|
| 633 | );
|
---|
| 634 |
|
---|
| 635 | foreach (var subtree in node.Subtrees) {
|
---|
[13140] | 636 | var expr = MakeExpr(subtree, variableIndices, row, columns);
|
---|
[12807] | 637 | block = Expression.Block(
|
---|
| 638 | new[] { ps },
|
---|
| 639 | Expression.Assign(ps, block),
|
---|
| 640 | Expression.IfThen(Expression.GreaterThan(expr, Expression.Constant(0.0)),
|
---|
| 641 | Expression.PostIncrementAssign(ps)),
|
---|
| 642 | ps
|
---|
| 643 | );
|
---|
| 644 | }
|
---|
| 645 |
|
---|
| 646 | var result = Expression.Variable(typeof(double));
|
---|
| 647 | var xorExpr = Expression.Block(
|
---|
| 648 | new[] { result },
|
---|
| 649 | Expression.IfThenElse(
|
---|
| 650 | Expression.Equal(Expression.Modulo(block, Expression.Constant(2)), Expression.Constant(0)),
|
---|
| 651 | Expression.Assign(result, Expression.Constant(-1.0)),
|
---|
| 652 | Expression.Assign(result, Expression.Constant(1.0))
|
---|
| 653 | ),
|
---|
| 654 | result
|
---|
| 655 | );
|
---|
| 656 | return xorExpr;
|
---|
| 657 | }
|
---|
| 658 | case OpCodes.GT:
|
---|
| 659 | {
|
---|
[13140] | 660 | var left = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
| 661 | var right = MakeExpr(node.GetSubtree(1), variableIndices, row, columns);
|
---|
[12807] | 662 | var result = Expression.Variable(typeof(double));
|
---|
| 663 |
|
---|
| 664 | var condition = Expression.IfThenElse(Expression.GreaterThan(left, right),
|
---|
| 665 | Expression.Assign(result, Expression.Constant(1.0)), Expression.Assign(result, Expression.Constant(-1.0)));
|
---|
| 666 | return Expression.Block(
|
---|
| 667 | new[] { result },
|
---|
| 668 | condition,
|
---|
| 669 | result);
|
---|
| 670 | }
|
---|
| 671 | case OpCodes.LT:
|
---|
| 672 | {
|
---|
[13140] | 673 | var left = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
| 674 | var right = MakeExpr(node.GetSubtree(1), variableIndices, row, columns);
|
---|
[12807] | 675 | var result = Expression.Variable(typeof(double));
|
---|
| 676 |
|
---|
| 677 | var condition = Expression.IfThenElse(Expression.LessThan(left, right),
|
---|
| 678 | Expression.Assign(result, Expression.Constant(1.0)), Expression.Assign(result, Expression.Constant(-1.0)));
|
---|
| 679 | return Expression.Block(new[] { result }, condition, result);
|
---|
| 680 | }
|
---|
| 681 | case OpCodes.VariableCondition:
|
---|
| 682 | {
|
---|
| 683 | var variableConditionTreeNode = (VariableConditionTreeNode)node;
|
---|
[13140] | 684 | var variableName = variableConditionTreeNode.VariableName;
|
---|
| 685 | var indexExpr = Expression.Constant(variableIndices[variableName]);
|
---|
| 686 | var valuesExpr = Expression.ArrayIndex(columns, indexExpr);
|
---|
[13141] | 687 | var variableValue = Expression.ArrayIndex(valuesExpr, row);
|
---|
[12807] | 688 | var variableThreshold = Expression.Constant(variableConditionTreeNode.Threshold);
|
---|
| 689 | var variableSlope = Expression.Constant(variableConditionTreeNode.Slope);
|
---|
| 690 |
|
---|
| 691 | var x = Expression.Subtract(variableValue, variableThreshold);
|
---|
| 692 | var xSlope = Expression.Multiply(Expression.Negate(variableSlope), x);
|
---|
| 693 | var xSlopeExp = Expression.Call(Exp, xSlope);
|
---|
| 694 | var p = Expression.Divide(Expression.Constant(1), Expression.Add(Expression.Constant(1), xSlopeExp));
|
---|
[13140] | 695 | var trueBranch = MakeExpr(node.GetSubtree(0), variableIndices, row, columns);
|
---|
| 696 | var falseBranch = MakeExpr(node.GetSubtree(1), variableIndices, row, columns);
|
---|
[12807] | 697 | return Expression.Add(
|
---|
| 698 | Expression.Multiply(trueBranch, p),
|
---|
| 699 | Expression.Multiply(falseBranch, Expression.Subtract(Expression.Constant(1), p))
|
---|
| 700 | );
|
---|
| 701 | }
|
---|
[13141] | 702 | case OpCodes.LagVariable:
|
---|
| 703 | {
|
---|
| 704 | var laggedVariableTreeNode = (LaggedVariableTreeNode)node;
|
---|
| 705 | var lag = Expression.Constant(laggedVariableTreeNode.Lag);
|
---|
| 706 | var variableWeight = Expression.Constant(laggedVariableTreeNode.Weight);
|
---|
| 707 | var variableName = laggedVariableTreeNode.VariableName;
|
---|
| 708 | var indexExpr = Expression.Constant(variableIndices[variableName]);
|
---|
| 709 | var valuesExpr = Expression.ArrayIndex(columns, indexExpr);
|
---|
| 710 | var variableValue = Expression.ArrayIndex(Expression.Field(valuesExpr, "_items"), Expression.Add(row, lag));
|
---|
| 711 | return Expression.Multiply(variableWeight, variableValue);
|
---|
| 712 | }
|
---|
| 713 | case OpCodes.TimeLag:
|
---|
| 714 | {
|
---|
| 715 | var timeLagTreeNode = (LaggedTreeNode)node;
|
---|
| 716 | var lag = Expression.Constant(timeLagTreeNode.Lag);
|
---|
| 717 | return MakeExpr(timeLagTreeNode.GetSubtree(0), variableIndices, Expression.Add(row, lag), columns);
|
---|
| 718 | }
|
---|
| 719 | case OpCodes.Integral:
|
---|
| 720 | {
|
---|
| 721 | var timeLagTreeNode = (LaggedTreeNode)node;
|
---|
| 722 | var subtree = node.GetSubtree(0);
|
---|
| 723 | var sum = MakeExpr(subtree, variableIndices, row, columns);
|
---|
| 724 | var sign = Expression.Constant(Math.Sign(timeLagTreeNode.Lag));
|
---|
| 725 | var lag = Expression.Add(row, sign);
|
---|
| 726 | for (int i = 0; i < Math.Abs(timeLagTreeNode.Lag); ++i) {
|
---|
| 727 | sum = Expression.Add(sum, MakeExpr(subtree, variableIndices, lag, columns));
|
---|
| 728 | lag = Expression.Add(lag, sign);
|
---|
| 729 | }
|
---|
| 730 | return sum;
|
---|
| 731 | }
|
---|
| 732 | case OpCodes.Derivative:
|
---|
| 733 | {
|
---|
| 734 | var subtree = node.GetSubtree(0);
|
---|
| 735 | var f0 = MakeExpr(subtree, variableIndices, row, columns);
|
---|
| 736 | var f1 = MakeExpr(subtree, variableIndices, Expression.Subtract(row, Expression.Constant(1)), columns);
|
---|
| 737 | var f3 = MakeExpr(subtree, variableIndices, Expression.Subtract(row, Expression.Constant(3)), columns);
|
---|
| 738 | var f4 = MakeExpr(subtree, variableIndices, Expression.Subtract(row, Expression.Constant(4)), columns);
|
---|
| 739 |
|
---|
| 740 | var result = f0;
|
---|
| 741 | result = Expression.Add(result, Expression.Multiply(Expression.Constant(2.0), f1));
|
---|
| 742 | result = Expression.Subtract(result, Expression.Multiply(Expression.Constant(2.0), f3));
|
---|
| 743 | result = Expression.Subtract(result, f4);
|
---|
| 744 | return Expression.Divide(result, Expression.Constant(8.0));
|
---|
| 745 | }
|
---|
[12807] | 746 | default:
|
---|
| 747 | throw new NotSupportedException("Unsupported symbol: " + node.Symbol);
|
---|
| 748 | }
|
---|
[13141] | 749 | #endregion
|
---|
[12807] | 750 | }
|
---|
| 751 | // util stuff
|
---|
| 752 | private static Func<T, R> GetField<T, R>(string fieldName) {
|
---|
| 753 | ParameterExpression param = Expression.Parameter(typeof(T), "arg");
|
---|
| 754 | MemberExpression member = Expression.Field(param, fieldName);
|
---|
| 755 | LambdaExpression lambda = Expression.Lambda(typeof(Func<T, R>), member, param);
|
---|
| 756 | Func<T, R> compiled = (Func<T, R>)lambda.Compile();
|
---|
| 757 | return compiled;
|
---|
| 758 | }
|
---|
| 759 | }
|
---|
| 760 | }
|
---|