Copyright | Copyright (c) 2007--2015 wren gayle romano |
---|---|
License | BSD3 |
Maintainer | wren@community.haskell.org |
Stability | stable |
Portability | portable (with CPP, FFI) |
Safe Haskell | None |
Language | Haskell98 |
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
- data LogFloat
- logFloat :: Double -> LogFloat
- fromLogFloat :: LogFloat -> Double
- logToLogFloat :: Double -> LogFloat
- logFromLogFloat :: LogFloat -> Double
- sum :: [LogFloat] -> LogFloat
- product :: [LogFloat] -> LogFloat
- pow :: LogFloat -> Double -> LogFloat
- log1p :: Double -> Double
- expm1 :: Double -> Double
Exceptional numeric values
module Data.Number.Transfinite
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 hence will
underflow at that point. This behavior may change in the future.
Because logFloat
performs the semantic conversion, we can use
operators which say what we *mean* rather than saying what we're
actually doing to the underlying representation. That is,
equivalences like the following are true[1] thanks to type-class
overloading:
logFloat (p + q) == logFloat p + logFloat q logFloat (p * q) == logFloat p * logFloat q
(Do note, however, that subtraction can and negation will throw
errors: since LogFloat
can only represent the positive half of
Double
. Num
is the wrong abstraction to put at the bottom
of the numeric type-class hierarchy; but alas, we're stuck with
it.)
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. Also note that, for precision, if you're
doing more than a few multiplications in the log-domain, you
should use product
rather than using '(*)' repeatedly.
Even more particularly, you should avoid addition whenever
possible. Addition is provided because sometimes we need it, and
the proper implementation is not immediately apparent. However,
between two LogFloat
s addition requires crossing the exp/log
boundary twice; with a LogFloat
and a Double
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 normal-domain operations first, do it!
- 1
- That is, true up-to underflow and floating point fuzziness. Which is, of course, the whole point of this module.
Isomorphism to normal-domain
logFloat :: Double -> LogFloat Source
Constructor which does semantic conversion from normal-domain
to log-domain. Throws errors on negative and NaN inputs. If p
is non-negative, then following equivalence holds:
logFloat p == logToLogFloat (log p)
If p
is NaN or negative, then the two sides differ only in
which error is thrown.
fromLogFloat :: LogFloat -> Double Source
Semantically convert our log-domain value back into the normal-domain. Beware of overflow/underflow. The following equivalence holds (without qualification):
fromLogFloat == exp . logFromLogFloat
Isomorphism to log-domain
logToLogFloat :: Double -> LogFloat Source
Constructor which assumes the argument is already in the
log-domain. Throws errors on notANumber
inputs.
logFromLogFloat :: LogFloat -> Double Source
Return the log-domain value itself without conversion.
Additional operations
sum :: [LogFloat] -> LogFloat Source
O(n). Compute the sum of a finite list of LogFloat
s, being
careful to avoid underflow issues. That is, the following
equivalence holds (modulo underflow and all that):
logFloat . sum == sum . map logFloat
N.B., this function requires two passes over the input. Thus, it is not amenable to list fusion, and hence will use a lot of memory when summing long lists.
Since: 0.13
product :: [LogFloat] -> LogFloat Source
O(n). Compute the product of a finite list of LogFloat
s,
being careful to avoid numerical error due to loss of precision.
That is, the following equivalence holds (modulo underflow and
all that):
logFloat . product == product . map logFloat
Since: 0.13
pow :: LogFloat -> Double -> LogFloat infixr 8 Source
O(1). Compute powers in the log-domain; that is, the following equivalence holds (modulo underflow and all that):
logFloat (p ** m) == logFloat p `pow` m
Since: 0.13
Accurate versions of logarithm/exponentiation
log1p :: Double -> Double Source
Definition: log1p == log . (1+)
. Standard C libraries provide
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
.
N.B. The statistics:Statistics.Math
module provides a pure
Haskell implementation of log1p
for those who are interested.
We do not copy it here because it relies on the vector
package
which is non-portable. If there is sufficient interest, a portable
variant of that implementation could be made. Contact the
maintainer if the FFI and naive implementations are insufficient
for your needs.
This installation was compiled to use the FFI version.
expm1 :: Double -> Double Source
Definition: expm1 == subtract 1 . exp
. Standard C libraries
provide 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 FFI version.