source: branches/HeuristicLab.Problems.GaussianProcessTuning/ILNumerics.2.14.4735.573/Functions/builtin/eps.cs @ 11194

///
///    This file is part of ILNumerics Community Edition.
///
///    ILNumerics Community Edition - high performance computing for applications.
///    Copyright (C) 2006 - 2012 Haymo Kutschbach, http://ilnumerics.net
///
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///    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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///    You should have received a copy of the GNU General Public License
///    along with ILNumerics Community Edition. See the file License.txt in the root
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///
///    In addition this software uses the following components and/or licenses: 
///
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///    Copyright (c) 2006 - 2009 the Open Toolkit library.
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///    in the Software without restriction, including without limitation the rights to 
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using System;
using System.Collections.Generic;
using System.Text;
using ILNumerics.Storage;
using ILNumerics.Misc;
using ILNumerics.Exceptions;

namespace ILNumerics {

    public partial class ILMath {
        /// <summary>
        /// Double precision epsilon - the smallest difference from 1.0
        /// </summary>
        public static double eps {
            get {
                return MachineParameterDouble.eps;
            }
        }
        /// <summary>
        /// Single precision epsilon - the smalles difference from 1.0f
        /// </summary>
        public static float epsf {
            get {
                return MachineParameterSingle.eps;
            }
        }
    }

    /// <summary>
    /// Extensive numerical machine parameter infos - single precision
    /// </summary>
    public struct MachineParameterSingle {
        /// <summary>
        /// Radix
        /// </summary>
        public int ibeta; 
        /// <summary>
        /// Number of base digits(bits) in the mantissa
        /// </summary>
        public int it;
        /// <summary>
        /// Rounding and underflow information.  
        /// </summary>
        /// <remarks><list type="bullet"><listheader>Rounding properties</listheader>
        /// <item>2,5: IEEE rounding conform </item>
        /// <item>1,4: not IEEE conform rounding </item>
        /// <item>0,3: truncating - no rounding </item></list>
        /// <list type="bullet"><listheader>Under-/ Overflow. numbers below xmin will be interpreted as... </listheader>
        /// <item>0,1,2: zero</item>
        /// <item>3,4,5: xmin (IEEE conform)</item></list></remarks>
        public int irnd; 
        /// <summary>
        /// Number of guard digits in the product of 2 mantissas
        /// </summary>
        public int ngrd; 
        /// <summary>
        /// Exponent of the smalles number ibeta^machep &gt; 1.0
        /// </summary>
        public int machep; 
        /// <summary>
        /// Exponent of smallest number ibeta^negep wich may be substracted from 1.0, giving a result not equal to 1.0
        /// </summary>
        public int negep; 
        /// <summary>
        /// Number of exponent bits 
        /// </summary>
        public int iexp; 
        /// <summary>
        /// Smallest power of ibeta without leading zeros in the mantissa
        /// </summary>
        public int minexp; 
        /// <summary>
        /// Smallest power of ibeta where overflow occours
        /// </summary>
        public int maxexp; 
        /// <summary>
        /// Distance between the smallest number &gt; 1.0, distinguishable from 1.0 and 1.0
        /// </summary>
        /// <remarks>This number is computed by ibeta <sup>machep</sup>.</remarks>
        public float eps; 
        /// <summary>
        /// Alternative eps. ibeta <sup>negep</sup>
        /// </summary>
        public float epsneg; 
        /// <summary>
        /// Smallest floating point number
        /// </summary>
        public float xmin; 
        /// <summary>
        /// Largest floating point number
        /// </summary>
        public float xmax;
    }
    /// <summary>
    /// Extensive numerical machine parameter infos - double precision
    /// </summary>
    public struct MachineParameterDouble {
        /// <summary>
        /// Radix
        /// </summary>
        public int ibeta; 
        /// <summary>
        /// Number of base digits(bits) in the mantissa
        /// </summary>
        public int it;
        /// <summary>
        /// Rounding and underflow information.  
        /// </summary>
        /// <remarks><list type="bullet"><listheader>Rounding properties</listheader>
        /// <item>2,5: IEEE rounding conform </item>
        /// <item>1,4: not IEEE conform rounding </item>
        /// <item>0,3: truncating - no rounding </item></list>
        /// <list type="bullet"><listheader>Under-/ Overflow. numbers below xmin will be interpreted as... </listheader>
        /// <item>0,1,2: zero</item>
        /// <item>3,4,5: xmin (IEEE conform)</item></list></remarks>
        public int irnd; 
        /// <summary>
        /// Number of guard digits in the product of 2 mantissas
        /// </summary>
        public int ngrd; 
        /// <summary>
        /// Exponent of the smalles number ibeta^machep &gt; 1.0
        /// </summary>
        public int machep; 
        /// <summary>
        /// Exponent of smallest number ibeta^negep wich may be substracted from 1.0, giving a result not equal to 1.0
        /// </summary>
        public int negep; 
        /// <summary>
        /// Number of exponent bits 
        /// </summary>
        public int iexp; 
        /// <summary>
        /// Smallest power of ibeta without leading zeros in the mantissa
        /// </summary>
        public int minexp; 
        /// <summary>
        /// Smallest power of ibeta where overflow occours
        /// </summary>
        public int maxexp; 
        /// <summary>
        /// Distance between the smallest number &gt; 1.0, distinguishable from 1.0 and 1.0
        /// </summary>
        /// <remarks>This number is computed by ibeta <sup>machep</sup>.</remarks>
        public double eps; 
        /// <summary>
        /// Alternative eps. ibeta <sup>negep</sup>
        /// </summary>
        public double epsneg; 
        /// <summary>
        /// Smallest floating point number
        /// </summary>
        public double xmin; 
        /// <summary>
        /// Largest floating point number
        /// </summary>
        public double xmax;
    }
}


namespace ILNumerics  {
    public partial class ILMath {

        /// <summary>
        /// Definition of pi
        /// </summary>
        /// <remarks>This is an convenience alias for Math.PI</remarks>
        public static readonly double pi = Math.PI;

        /// <summary>
        /// Definition of pi, single precision
        /// </summary>
        /// <remarks>This is an convenience alias for Math.PI</remarks>
        public static readonly float pif = (float)Math.PI; 

        private static MachineParameterDouble m_machparDouble; 
        /// <summary>
        /// Give extensive numerical machine parameter informations - double precision
        /// </summary>
        public static MachineParameterDouble MachineParameterDouble {
            get {
                return m_machparDouble;
            }
        }
        private static MachineParameterSingle m_machparSingle; 
        /// <summary>
        /// Give extensive numerical machine parameter informations - single precision
        /// </summary>
        public static MachineParameterSingle MachineParameterSingle {
            get {
                return m_machparSingle; 
            }
        }
        /// <summary>
        /// Prevent JIT "optimizations" - force single precision to be applied
        /// </summary>
        /// <typeparam name="T">mainly float here</typeparam>
        private class precisionHelper<T> { 
            public T V;
        }
        /// <summary>
        /// Determine machine specific parameter
        /// </summary>
        /// <remarks>Source: Numerical Recipes in C, p.892</remarks>
        internal static void macharF(ref int ibeta, ref int it, ref int irnd, ref int ngrd, ref int machep, ref int negep,
                        ref int iexp, ref int minexp, ref int maxexp, ref float eps, ref float epsneg, ref float xmin, ref float xmax) {
            int i, itemp, iz, j, k, mx, nxres; 
            precisionHelper<float> a = new precisionHelper<float>(), 
                b = new precisionHelper<float>(),
                beta = new precisionHelper<float>(),
                betah = new precisionHelper<float>(),
                betain = new precisionHelper<float>(),
                one = new precisionHelper<float>(),
                t = new precisionHelper<float>(),
                temp = new precisionHelper<float>(),
                temp1 = new precisionHelper<float>(),
                tempa = new precisionHelper<float>(),
                two = new precisionHelper<float>(),
                y = new precisionHelper<float>(),
                z = new precisionHelper<float>(),
                zero = new precisionHelper<float>();

            one.V = 1f;
            two.V = one.V + one.V;
            zero.V = one.V - one.V;
            a.V = one.V; 
            do {
                a.V += a.V;
                temp.V = a.V + one.V;
                temp1.V = temp.V - a.V;
            } while (temp1.V - one.V == zero.V);
            b.V = one.V; 
            do {
                b.V += b.V;
                temp.V = a.V + b.V;
                itemp = (int)(temp.V - a.V); 
            } while (itemp == 0); 
            ibeta = itemp;
            beta.V = (float)ibeta; 
            it = 0; 
            b.V = one.V; 
            do {
                ++it;
                b.V *= beta.V;
                temp.V = b.V + one.V;
                temp1.V = temp.V - b.V;
            } while (temp1.V - one.V == zero.V);
            irnd = 0;
            betah.V = beta.V / two.V; 
            temp.V = a.V + betah.V; 
            if (temp.V-a.V != zero.V) irnd = 1; 
            tempa.V = a.V + beta.V; 
            temp.V = tempa.V + betah.V; 
            if (irnd == 0 && temp.V - tempa.V != zero.V) irnd = 2; 
            negep = it + 3; 
            betain.V = one.V / beta.V; 
            a.V = one.V; 
            for (i = 1; i <= negep; i++) a.V *= betain.V; 
            b.V = a.V; 
            for (;;) {
                temp.V = one.V -a.V; 
                if (temp.V-one.V != zero.V)  break; 
                a.V *= beta.V; 
                --negep; 
            } 
            negep = -negep; 
            epsneg = a.V; 
            machep = -it -3; 
            a.V = b.V; 
            for (;;) {
                temp.V = one.V +a.V; 
                if (temp.V - one.V != zero.V) break; 
                a.V *= beta.V; 
                ++machep; 
            }
            eps = a.V; 
            ngrd =0; 
            temp.V = one.V + eps;
            if (irnd == 0 && temp.V * one.V - one.V != zero.V) ngrd = 1;
            i = 0; 
            k = 1; 
            z.V = betain.V; 
            t.V = one.V + eps; 
            nxres = 0; 
            for (;;) {
                y.V = z.V; 
                z.V = y.V *y.V;
                a.V = z.V * one.V; 
                temp.V = z.V * t.V; 
                if (a.V + a.V == zero.V || (float)Math.Abs(z.V) >= y.V) break; 
                temp1.V = temp.V * betain.V; 
                if (temp1.V * beta.V == z.V) break; 
                ++i; 
                k += k; 
            }
            if (ibeta != 10) {
                iexp = i+1; 
                mx = k + k; 
            }else {
                iexp = 2; 
                iz = ibeta; 
                while (k >= iz) {
                    iz *= ibeta; 
                    ++iexp; 
                }
                mx = iz + iz-1; 
            }
            for (;;) {
                xmin = y.V; 
                y.V *= betain.V;
                a.V = y.V * one.V; 
                temp.V = y.V * t.V; 
                if (a.V+a.V != zero.V && (float)Math.Abs(y.V) < xmin) {
                    ++k; 
                    temp1.V = temp.V* betain.V; 
                    if (temp1.V * beta.V == y.V && temp.V != y.V) {
                        nxres = 3; 
                        xmin = y.V; 
                        break; 
                    }
                }
                else break; 
            }
            minexp = -k; 
            if (mx <= k + k - 3 && ibeta != 10) {
                mx += mx; 
                ++iexp; 
            }
            maxexp = mx + minexp; 
            irnd += nxres; 
            if (irnd >= 2) maxexp -= 2; 
            i = maxexp + minexp; 
            if (ibeta == 2 && i != 0) --maxexp; 
            if (i > 20) --maxexp; 
            if (a.V != y.V) maxexp -= 2;
            xmax = one.V -epsneg; 
            if (maxexp * one.V != xmax) xmax = one.V - beta.V * epsneg; 
            xmax /= xmin * beta.V * beta.V * beta.V; 
            i = maxexp + minexp + 3; 
            for (j = 1; j <= i; j++){ 
                if (ibeta == 2) xmax += xmax; 
                else xmax *= beta.V; 
            }
        }

        /// <summary>
        /// Determine machine specific parameter (double precision)
        /// </summary>
        /// <remarks>Source: Numerical Recipes in C, p.892</remarks>
        internal static void macharD(ref int ibeta, ref int it, ref int irnd, ref int ngrd, ref int machep, ref int negep,
                        ref int iexp, ref int minexp, ref int maxexp, ref double eps, ref double epsneg, ref double xmin, ref double xmax) {
            int i, itemp, iz, j, k, mx, nxres; 
            double a,b,beta,betah,betain,one,t,temp,temp1,tempa,two,y,z,zero;

            one= (double)1; 
            two = one + one; 
            zero = one - one; 
            a = one; 
            do {
                a += a; 
                temp = a+one; 
                temp1= temp-a; 
            } while (temp1-one == zero); 
            b = one; 
            do {
                b += b; 
                temp=a+b; 
                itemp=(int)(temp-a); 
            } while (itemp == 0); 
            ibeta = itemp; 
            beta = (double)ibeta; 
            it = 0; 
            b = one; 
            do {
                ++it; 
                b *= beta;
                temp = b +one; 
                temp1 = temp -b; 
            }while (temp1-one == zero);
            irnd = 0; 
            betah = beta / two; 
            temp = a + betah; 
            if (temp-a != zero) irnd = 1; 
            tempa = a + beta; 
            temp = tempa + betah; 
            if (irnd == 0 && temp - tempa != zero) irnd = 2; 
            negep = it + 3; 
            betain = one / beta; 
            a = one; 
            for (i = 1; i <= negep; i++) a *= betain; 
            b =a; 
            for (;;) {
                temp = one -a; 
                if (temp-one != zero)  break; 
                a *= beta; 
                --negep; 
            } 
            negep = -negep; 
            epsneg = a; 
            machep = -it -3; 
            a = b; 
            for (;;) {
                temp = one +a; 
                if (temp - one != zero) break; 
                a *= beta; 
                ++machep; 
            }
            eps = a; 
            ngrd =0; 
            temp = one + eps;
            if (irnd == 0 && temp * one - one != zero) ngrd = 1;
            i = 0; 
            k = 1; 
            z = betain; 
            t = one + eps; 
            nxres = 0; 
            for (;;) {
                y = z; 
                z = y *y;
                a = z * one; 
                temp = z * t; 
                if (a + a == zero || (double)Math.Abs(z) >= y) break; 
                temp1 = temp * betain; 
                if (temp1 * beta == z) break; 
                ++i; 
                k += k; 
            }
            if (ibeta != 10) {
                iexp = i+1; 
                mx = k + k; 
            }else {
                iexp = 2; 
                iz = ibeta; 
                while (k >= iz) {
                    iz *= ibeta; 
                    ++iexp; 
                }
                mx = iz + iz-1; 
            }
            for (;;) {
                xmin = y; 
                y *= betain;
                a = y * one; 
                temp = y * t; 
                if (a+a != zero && (double)Math.Abs(y) < xmin) {
                    ++k; 
                    temp1 = temp* betain; 
                    if (temp1 * beta == y && temp != y) {
                        nxres = 3; 
                        xmin = y; 
                        break; 
                    }
                }
                else break; 
            }
            minexp = -k; 
            if (mx <= k + k - 3 && ibeta != 10) {
                mx += mx; 
                ++iexp; 
            }
            maxexp = mx + minexp; 
            irnd += nxres; 
            if (irnd >= 2) maxexp -= 2; 
            i = maxexp + minexp; 
            if (ibeta == 2 && i != 0) --maxexp; 
            if (i > 20) --maxexp; 
            if (a != y) maxexp -= 2;
            xmax = one -epsneg; 
            if (maxexp * one != xmax) xmax = one - beta * epsneg; 
            xmax /= xmin * beta * beta * beta; 
            i = maxexp + minexp + 3; 
            for (j = 1; j <= i; j++){ 
                if (ibeta == 2) xmax += xmax; 
                else xmax *= beta; 
            }
        }

    }
}