water.util

Class MathUtils

java.lang.Object

water.util.MathUtils

public class MathUtils
extends java.lang.Object

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	MathUtils.BasicStats Wrapper around weighted paralell basic stats computation (mean, variance)
static class	MathUtils.ComputeAbsDiff
static class	MathUtils.DCT
static class	MathUtils.Norm
static class	MathUtils.SquareError

Field Summary

Fields

Modifier and Type	Field and Description
static long[]	PRIMES

Constructor Summary

Constructors

Constructor and Description
MathUtils()

Method Summary

Methods

Modifier and Type	Method and Description
static double	approxExp(double x) Fast approximate exp
static double	approxInvSqrt(double x) Fast approximate 1./sqrt
static float	approxInvSqrt(float x) Fast approximate 1./sqrt
static double	approxLog(double x) Fast approximate log for values greater than 1, otherwise exact
static double	approxSqrt(double x) Fast approximate sqrt
static float	approxSqrt(float x) Fast approximate sqrt
static float	approxSumSquares(float[] a, int from, int to) Approximate sumSquares
static boolean	compare(double a, double b, double abseps, double releps) Compare 2 doubles within a tolerance
static int	compare(long x, long y) Compare signed longs
static int	compareUnsigned(long a, long b) Copmarision of unsigned longs.
static int	compareUnsigned(long hiA, long loA, long hiB, long loB) Comparision of 128bit unsigned values represented by 2 longs
static double	computeWeightedQuantile(Vec weight, Vec values, double alpha)
static double[]	div(double[] nums, double n)
static float[]	div(float[] nums, float n)
static boolean	equalsWithinOneSmallUlp(double a, double b)
static boolean	equalsWithinOneSmallUlp(float a, float b) Compare two numbers to see if they are within one ulp of the smaller decade.
static boolean	equalsWithinRecSumErr(double actual, double expected, int n, double absum)
static double	innerProduct(double[] x, double[] y)
static double	l1norm(double[] x)
static double	l2norm(double[] x)
static double	l2norm2(double[] x)
static int	log2(int n) Fast calculation of log base 2 for integers.
static int	log2(long n)
static double	logFactorial(long y)
static double	logloss(double err) Logloss
static double[]	min_max_mean_stddev(long[] counts)
static double	roundToNDigits(double d, int n)
static double	sign(double d)
static double	sum(double[] from)
static float	sum(float[] from)
static float	sumSquares(float[] a)
static float	sumSquares(float[] a, int from, int to)
static double[]	wadd(double[] x, double[] y, double w)
static double	weightedSigma(long nobs, double wsum, double xSum, double xxSum)
static double	y_log_y(double y, double mu)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

PRIMES

public static final long[] PRIMES

Constructor Detail

MathUtils

public MathUtils()

Method Detail

weightedSigma

public static double weightedSigma(long nobs,
                   double wsum,
                   double xSum,
                   double xxSum)

logFactorial

public static double logFactorial(long y)

computeWeightedQuantile

public static double computeWeightedQuantile(Vec weight,
                             Vec values,
                             double alpha)

approxSqrt

public static double approxSqrt(double x)

Fast approximate sqrt

Returns:

sqrt(x) with up to 5% relative error

approxSqrt

public static float approxSqrt(float x)

Fast approximate sqrt

Returns:

sqrt(x) with up to 5% relative error

approxInvSqrt

public static double approxInvSqrt(double x)

Fast approximate 1./sqrt

Returns:

1./sqrt(x) with up to 2% relative error

approxInvSqrt

public static float approxInvSqrt(float x)

Fast approximate 1./sqrt

Returns:

1./sqrt(x) with up to 2% relative error

approxExp

public static double approxExp(double x)

Fast approximate exp

Returns:

exp(x) with up to 5% relative error

approxLog

public static double approxLog(double x)

Fast approximate log for values greater than 1, otherwise exact

Returns:

log(x) with up to 0.1% relative error

log2

public static int log2(int n)

Fast calculation of log base 2 for integers.

Returns:

log base 2 of n

log2

public static int log2(long n)

div

public static float[] div(float[] nums,
          float n)

div

public static double[] div(double[] nums,
           double n)

sum

public static float sum(float[] from)

sum

public static double sum(double[] from)

sumSquares

public static float sumSquares(float[] a)

approxSumSquares

public static float approxSumSquares(float[] a,
                     int from,
                     int to)

Approximate sumSquares

Parameters:

a - Array with numbers

from - starting index (inclusive)

to - ending index (exclusive)

Returns:

approximate sum of squares based on a sample somewhere in the middle of the array (pos determined by bits of a[0])

sumSquares

public static float sumSquares(float[] a,
               int from,
               int to)

equalsWithinOneSmallUlp

public static boolean equalsWithinOneSmallUlp(float a,
                              float b)

Compare two numbers to see if they are within one ulp of the smaller decade. Order of the arguments does not matter.

Parameters:

a - First number

b - Second number

Returns:

true if a and b are essentially equal, false otherwise.

equalsWithinOneSmallUlp

public static boolean equalsWithinOneSmallUlp(double a,
                              double b)

equalsWithinRecSumErr

public static boolean equalsWithinRecSumErr(double actual,
                            double expected,
                            int n,
                            double absum)

compare

public static boolean compare(double a,
              double b,
              double abseps,
              double releps)

Compare 2 doubles within a tolerance

Parameters:

a - double

b - double

abseps - - Absolute allowed tolerance

releps - - Relative allowed tolerance

Returns:

true if equal within tolerances

innerProduct

public static double innerProduct(double[] x,
                  double[] y)

l2norm2

public static double l2norm2(double[] x)

l1norm

public static double l1norm(double[] x)

l2norm

public static double l2norm(double[] x)

wadd

public static double[] wadd(double[] x,
            double[] y,
            double w)

roundToNDigits

public static double roundToNDigits(double d,
                    int n)

min_max_mean_stddev

public static double[] min_max_mean_stddev(long[] counts)

sign

public static double sign(double d)

y_log_y

public static double y_log_y(double y,
             double mu)

compare

public static int compare(long x,
          long y)

Compare signed longs

compareUnsigned

public static int compareUnsigned(long a,
                  long b)

Copmarision of unsigned longs.

compareUnsigned

public static int compareUnsigned(long hiA,
                  long loA,
                  long hiB,
                  long loB)

Comparision of 128bit unsigned values represented by 2 longs

logloss

public static double logloss(double err)

Logloss

Parameters:

err - prediction error (between 0 and 1)

Returns:

logloss