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Yet more Math Functions - a proposal for TR2
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Paul A Bristow
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PostPosted: Sat Jul 17, 2004 3:14 pm    Post subject: Yet more Math Functions - a proposal for TR2 Reply with quote



I am presenting a draft of proposals for math functions which are needed for
even most elementary statistics.

I have been encouraged to submit this to both the C and C++ Standard Library
groups at the same time. (They seem to speaking more than in the past).

These are additions to the list drawn up by Walter Brown accepted into TR-1.
The style and format follows his closely even though there were some
opposition to them from the C++ community. However I think we have to
accept that C and C++ compatibility are valued more than C++ 'ideality', and
not try to re-open this area of dissent.

The draft has been uploaded as "MoreMathFunctions.pdf" 220 kb to several
locations:

1 Boost Yahoo groups (requires Yahoo groups membership)

http://f3.grp.yahoofs.com/v1/gBLwQJA1uNRMqdORVu9i0YNtHZ_ip9BL9UBRj4z9T372IUCvfR7sATpadQip9ZAgWdzedUNRhaeLQ7J6sTtvqgBkQ3qs7DrMGw/Math%20functions/More%20Mathematical%20Functions.pdf

aka http://tinyurl.com/357a6

2 Boost CVS sandbox

http://cvs.sourceforge.net/viewcvs.py/boost-sandbox/boost-sandbox/libs/math_functions/

aka http://tinyurl.com/6hjqs

3 My personal web site www.hetp.u-net.com

http://www.hetp.u-net.com/public/moremathfunctions.pdf

aka

http://tinyurl.com/45xk3

It would be useful to have comments on

1 Typographical mistakes.
2 Mathematical mistakes (prepared by someone with seriously rusty math!).
3 The choice of functions, espcially if there are any you feel strongly are
missing, or are not needed (say why).
4 The choice of names. Clarity is preferred to curtness.
5 The choice of names for derivatives like the inverse and complement. I
have added suffixes _inc and _c (or _com?).
(for C there will be suffixes f and l for the float and long double
versions).

and of course any other issues.

Thank you.

Paul

Paul A Bristow
Prizet Farmhouse, Kendal, Cumbria UK LA8 8AB
+44 1539 561830 +44 7714 330204
mailto: [email]pbristow (AT) hetp (DOT) u-net.com[/email]


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Jonathan Leffler
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PostPosted: Sun Jul 18, 2004 12:13 am    Post subject: Re: Yet more Math Functions - a proposal for TR2 Reply with quote



Paul A Bristow wrote:

Quote:
I am presenting a draft of proposals for math functions which are needed for
even most elementary statistics.

2 Boost CVS sandbox [...] aka http://tinyurl.com/6hjqs

3 My personal web site [...] aka http://tinyurl.com/45xk3

It would be useful to have comments on

1 Typographical mistakes.

On p6.

Presumably your fisher_distribution_cinv() should end _c_inv as stated
in the principles section and confirmed by gamma_incomplete_c_inv(),
amongst others.

The entry for 'double gamma(double x);' is tagged onto the end of the
comment of the prior function, gamma_incomplete_c_inv().

Quote:
2 Mathematical mistakes (prepared by someone with seriously rusty math!).
3 The choice of functions, espcially if there are any you feel strongly are
missing, or are not needed (say why).
4 The choice of names. Clarity is preferred to curtness.

I have a feeling that a consistent set of abbreviations - such as
'dist' for 'distribution' - might be better, but (even if I were in
voting position) I would not vote it down for the longer names.

Quote:
5 The choice of names for derivatives like the inverse and complement. I
have added suffixes _inc and _c (or _com?).
(for C there will be suffixes f and l for the float and long double
versions).

Leading to fisher_distribution_c_invf() and
fisher_distribution_c_invl(). I guess that is necessary because of
the precedents - it is much easier to be systematic about it and live
with any infelicities than to document (and eventually remember) the
deviations from the system.

Quote:
and of course any other issues.

Is this to be a core requirement, or would an implementation be
permitted to advertise somehow whether or not it supports this.
Judging from the preamble, the Cephes implementation by Moshier
provides a sufficiently good working prototype that it is assumed that
the implementation cost is not so great as to make the addition an
unreasonable burden on implementors?

I have a feeling that I will not be using many of these. It just
doesn't impact my line of work. That's not to say it is not important
to some constituencies - just that I'm not in one of those
constituencies. OTOH, having the functions readily available would
permit people to write simple commands to access them - replacing
books of statistical tables. (I answered a question on a Student's T
test in comp.databases.informix last week; I had to go to the web to
get the correct values - roll on Google! That, however, was the first
time in (ugh) 15+ years I've needed to get that serious about statistics.)

--
Jonathan Leffler #include <disclaimer.h>
Email: [email]jleffler (AT) earthlink (DOT) net[/email], [email]jleffler (AT) us (DOT) ibm.com[/email]
Guardian of DBD::Informix v2003.04 -- http://dbi.perl.org/

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Douglas A. Gwyn
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PostPosted: Mon Jul 19, 2004 6:04 am    Post subject: Re: Yet more Math Functions - a proposal for TR2 Reply with quote



Paul A Bristow wrote:
Quote:
I am presenting a draft of proposals for math functions which are needed for
even most elementary statistics.

There are of course many statistics software packages
already in existence, including one that I generally
use whenever I'm doing heavy-duty data analysis.
These packages typically provide entire environments,
such as higher-level programming languages, graphics,
and data bases. I'm wondering how big the "customer"
base would be for a standardized C statistical
function library. If there is indeed sufficient
interest then it might be pursued as a work project
with production of a technical report as its first
main goal.

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Eric Backus
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PostPosted: Tue Jul 20, 2004 5:51 pm    Post subject: Re: Yet more Math Functions - a proposal for TR2 Reply with quote

""Paul A Bristow"" <pbristow (AT) hetp (DOT) u-net.com> wrote

Quote:
I am presenting a draft of proposals for math functions which are needed
for
even most elementary statistics.

I have been encouraged to submit this to both the C and C++ Standard
Library
groups at the same time. (They seem to speaking more than in the past).

These are additions to the list drawn up by Walter Brown accepted into
TR-1.
The style and format follows his closely even though there were some
opposition to them from the C++ community. However I think we have to
accept that C and C++ compatibility are valued more than C++ 'ideality',
and
not try to re-open this area of dissent.

The functions you propose appear to concentrate on those needed for
statistics. Which is fine, but there are other special functions that might
also be good to add, if we're going to add math functions.

One that I have in mind is the modified Bessel function I0. This function
is occasionally useful in digital filter design and digital signal analysis,
and is relatively easy to compute. Is there any chance this could be added?

--
Eric Backus
R&D Design Engineer
Agilent Technologies, Inc.
425-356-6010 Tel


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beliavsky@aol.com
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PostPosted: Tue Jul 20, 2004 5:52 pm    Post subject: Re: Yet more Math Functions - a proposal for TR2 Reply with quote

[email]pbristow (AT) hetp (DOT) u-net.com[/email] ("Paul A Bristow") wrote in message news:<4z6Kc.123$5_.50 (AT) newsr2 (DOT) u-net.net>...
Quote:
I am presenting a draft of proposals for math functions which are needed for
even most elementary statistics.

I am skeptical of the whole idea. Where does it stop? In the future,
will singular value decomposition and Fast Fourier Transforms be built
in to the language? The compiler should not try to do what can easily
be done with external source code. Also, the more tricky the function
is to calculate, the more I want to be able to see the source code,
rather than trust a compiler "black box".

Instead of adding the "asymmetric Student t" distribution and other
esoteric functions that less than 1% of C or C++ programmers will ever
use, why not improve some of the functions that already exist? For
example, could the 'pow' function be overloaded so that pow(x,4) where
'n' is an integer gives exactly x*x*x*x? I almost always use integer,
not real, powers, and I find that the Fortran ** operator works well,
handling either real or integer powers correctly.

For numerical work, what C and C++ really need is multdimensional
array functionality comparable to Fortran 90/95/2003 or Matlab. This
is a nontrivial feature that SHOULD be implemented by the compiler,
not the application programmer. The absence of convenient
multdimensional arrays, not the lack of some special functions that I
can grab from Netlib when needed, is what make C and C++ cumbersome
languages for numerical work IMO.

Btw, many of the links were broken when I tried them.

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P.J. Plauger
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PostPosted: Tue Jul 20, 2004 6:51 pm    Post subject: Re: Yet more Math Functions - a proposal for TR2 Reply with quote

""Eric Backus"" <eric_backus (AT) alum (DOT) mit.edu> wrote


Quote:
The functions you propose appear to concentrate on those needed for
statistics. Which is fine, but there are other special functions that
might
also be good to add, if we're going to add math functions.

One that I have in mind is the modified Bessel function I0. This function
is occasionally useful in digital filter design and digital signal
analysis,
and is relatively easy to compute. Is there any chance this could be
added?


Already in TR1, for arbitrary n, not just n == 0. (But we do handle
this case specially, for greater speed and precision.)

P.J. Plauger
Dinkumware, Ltd.
http://www.dinkumware.com


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P.J. Plauger
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PostPosted: Wed Jul 21, 2004 2:29 pm    Post subject: Re: Yet more Math Functions - a proposal for TR2 Reply with quote

<beliavsky (AT) aol (DOT) com> wrote


Quote:
Instead of adding the "asymmetric Student t" distribution and other
esoteric functions that less than 1% of C or C++ programmers will ever
use, why not improve some of the functions that already exist? For
example, could the 'pow' function be overloaded so that pow(x,4) where
'n' is an integer gives exactly x*x*x*x? I almost always use integer,
not real, powers, and I find that the Fortran ** operator works well,
handling either real or integer powers correctly.

Adding pow(double, int) causes all sorts of problems. (It was in the
C++ Standard, and in the field, for a spell.) But it's easy enough
to pick up this optimization without that overload.

P.J. Plauger
Dinkumware, Ltd.
http://www.dinkumware.com


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beliavsky@aol.com
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PostPosted: Wed Jul 21, 2004 2:31 pm    Post subject: Re: Yet more Math Functions - a proposal for TR2 Reply with quote

[email]pbristow (AT) hetp (DOT) u-net.com[/email] ("Paul A Bristow") wrote in message news:<4z6Kc.123$5_.50 (AT) newsr2 (DOT) u-net.net>...
Quote:
I am presenting a draft of proposals for math functions which are needed for
even most elementary statistics.

Why should functions such as

double log1p (double x); // log1p(x) = log(1+x) in C99.
double exp1m (double x); // expm1(x) = exp(x) - 1 in C99.
double cos1m (double x); // cosm1(x) = cos(x) - 1 in C99.

be in C or C++? They are obviously not essential, and a programmer
should not have to remember the names of too many obscure functions
specific to C and C++. In almost any imperative language one can write
'y = cos(x) - 1', and one should not write "C-only" code without a
good reason.

If one wanted to parody a committee that was adding needless language
features, it would be hard to beat defining a function 'cos(x) - 1'.

I am glad to see that 'pow' will be extended to handle integer powers.

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jacob navia
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PostPosted: Wed Jul 21, 2004 2:32 pm    Post subject: Re: Yet more Math Functions - a proposal for TR2 Reply with quote


<beliavsky (AT) aol (DOT) com> a écrit dans le message de
news:3064b51d.0407200633.53619e6b (AT) posting (DOT) google.com...
Quote:
pbristow (AT) hetp (DOT) u-net.com ("Paul A Bristow") wrote in message
news:<4z6Kc.123$5_.50 (AT) newsr2 (DOT) u-net.net>...
I am presenting a draft of proposals for math functions which are needed
for
even most elementary statistics.

For numerical work, what C and C++ really need is multdimensional
array functionality comparable to Fortran 90/95/2003 or Matlab. This
is a nontrivial feature that SHOULD be implemented by the compiler,
not the application programmer. The absence of convenient
multdimensional arrays, not the lack of some special functions that I
can grab from Netlib when needed, is what make C and C++ cumbersome
languages for numerical work IMO.


I would underline this. The arrays of C are completely broken. There is no
concept of rank of arrays, compatibility of arrays, extending scalar to
arrays,
etc!

It would be a BIG step forward if we got a reasonable array implementation
in the language.

The same could be done for lists, and other data structures.

Of course there are many libraries that implement lists, but all of them
are incompatible and there exist millions of separated list implementations

If there was a single API list usage, data structures usage would be
simplified.
The portability of the language would reach a more elaborate level.



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jacob navia
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PostPosted: Wed Jul 21, 2004 5:59 pm    Post subject: Re: Yet more Math Functions - a proposal for TR2 Reply with quote

In the proposal the function "normal_distribution" and the function
"normal_probability" are identical. Is this intended?

Besides, they are the same as the C99 function "erf". The intention was
to add an alias?

Thanks for clarifying

jacob



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Dan Pop
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PostPosted: Wed Jul 21, 2004 6:00 pm    Post subject: Re: Yet more Math Functions - a proposal for TR2 Reply with quote

In <cdjq6e$jn4$1 (AT) news-reader1 (DOT) wanadoo.fr> [email]jacob (AT) jacob (DOT) remcomp.fr[/email] ("jacob navia") writes:

Quote:
It would be a BIG step forward if we got a reasonable array implementation
in the language. ^^^^^^^^^^^^^^

You must be talking about getting reasonable array support in the language
not about an array implementation.

C being what it currently is, I guess that the only reasonable solution
is adding a new array type to the language, while leaving the existing one
as it is.

One possible syntax for this new type could be:

int arr{2, 3};

which defines arr as a "new array" with 2 lines and 3 columns. For better
Fortran compatibility, the indexing should be 1-based by default but
the user should be able to specify his own indexing ranges, as in:

int arr{0:1, 0:2};

OTOH, people who need Fortran know where to find it...

Dan
--
Dan Pop
DESY Zeuthen, RZ group
Email: [email]Dan.Pop (AT) ifh (DOT) de[/email]

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Falk Tannhäuser
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PostPosted: Wed Jul 21, 2004 6:00 pm    Post subject: Re: Yet more Math Functions - a proposal for TR2 Reply with quote

Quote:
Why should functions such as

double log1p (double x); // log1p(x) = log(1+x) in C99.
double exp1m (double x); // expm1(x) = exp(x) - 1 in C99.
double cos1m (double x); // cosm1(x) = cos(x) - 1 in C99.

be in C or C++? They are obviously not essential, and a programmer
should not have to remember the names of too many obscure functions
specific to C and C++. In almost any imperative language one can write
'y = cos(x) - 1', and one should not write "C-only" code without a
good reason.

If one wanted to parody a committee that was adding needless language
features, it would be hard to beat defining a function 'cos(x) - 1'.

What do you expect to be the result of, let's say 'cos(1e-50) - 1.0'?
(Hint: on usual implementations, it yields 0.0)
Are you sure the precision of the result is sufficient for anybody?
'cos1m(1e-50)' hopefully yields a more precise result (something
close to -0.5e-100). Same for the other aforementioned functions.
Depending on the context, the difference between 0.0 and -0.5e-100
may be quite significant...

Falk

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Peter L. Montgomery
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PostPosted: Wed Jul 21, 2004 6:01 pm    Post subject: Re: Yet more Math Functions - a proposal for TR2 Reply with quote

In article <3064b51d.0407210439.20e50827 (AT) posting (DOT) google.com> [email]beliavsky (AT) aol (DOT) com[/email] writes:
Quote:
pbristow (AT) hetp (DOT) u-net.com ("Paul A Bristow")
wrote in message news:<4z6Kc.123$5_.50 (AT) newsr2 (DOT) u-net.net>...
I am presenting a draft of proposals for math functions which are needed for
even most elementary statistics.

Why should functions such as

double log1p (double x); // log1p(x) = log(1+x) in C99.
double exp1m (double x); // expm1(x) = exp(x) - 1 in C99.
double cos1m (double x); // cosm1(x) = cos(x) - 1 in C99.

be in C or C++? They are obviously not essential, and a programmer
should not have to remember the names of too many obscure functions
specific to C and C++. In almost any imperative language one can write
'y = cos(x) - 1', and one should not write "C-only" code without a
good reason.

These are needed to avoid big cancellation errors
when the argument is near zero.

Recall the Taylor series

log(1 + x) = x - x^2/2 + x^3/3 - x^4/4 + ...

when |x| < 1. If x is tiny, say 10^(-20), then a floating point
add 1 + x will give 1 with 53-bit precision.
Then log(1) will return zero, whereas log(1 + 10^(-20))
should be near 10^(-20). Writing log(1 + x)
rather than log1p(x) loses all precision for this small argument.

Suppose one wants to implement sinh(x) = (exp(x) - exp(-x))/2.
Here too we must avoid cancellation. If we start with t = exp(x), and use

sinh(x) = (t - 1/t)/2 = (t - 1)*(t + 1)/(2*t),

then the subtraction t - 1 can lose much precision.
But if we start with t = expm1(x), then we use

sinh(x) = t*(t + 2)/(2*(t + 1)).

Now all values are nonegative when t >= 0, which corresponds to x >= 0.
Since sinh(x) = -sinh(-x), negative arguments are easily handled.
[A robust implementation should also avoid floating point
overflow in the t*(t + 2) product, such as using

sinh(x) = (t/2) * (1 + 1/(t + 1)) . ]

Quote:
If one wanted to parody a committee that was adding needless language
features, it would be hard to beat defining a function 'cos(x) - 1'.

This function is less important, since cos(x) - 1 = -2 * sin(x/2)^2 .


Quote:
I am glad to see that 'pow' will be extended to handle integer powers.


--
John Adams served two terms as Vice President and one as President, but lost
reelection. Later his son became President despite losing the popular vote.
That son lost his reelection attempt badly. Now history is repeating itself.
[email]pmontgom (AT) cwi (DOT) nl[/email] Microsoft Research and CWI Home: Bellevue, WA

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P.J. Plauger
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PostPosted: Wed Jul 21, 2004 7:12 pm    Post subject: Re: Yet more Math Functions - a proposal for TR2 Reply with quote

<beliavsky (AT) aol (DOT) com> wrote

Quote:
pbristow (AT) hetp (DOT) u-net.com ("Paul A Bristow") wrote in message
news:<4z6Kc.123$5_.50 (AT) newsr2 (DOT) u-net.net>...


Quote:
I am presenting a draft of proposals for math functions which are needed
for
even most elementary statistics.

Why should functions such as

double log1p (double x); // log1p(x) = log(1+x) in C99.
double exp1m (double x); // expm1(x) = exp(x) - 1 in C99.
double cos1m (double x); // cosm1(x) = cos(x) - 1 in C99.

be in C or C++? They are obviously not essential, and a programmer
should not have to remember the names of too many obscure functions
specific to C and C++. In almost any imperative language one can write
'y = cos(x) - 1', and one should not write "C-only" code without a
good reason.

If one wanted to parody a committee that was adding needless language
features, it would be hard to beat defining a function 'cos(x) - 1'.

That may be true, but cos1m *is not* in C99. The other two are,
because:

a) they're useful to serious math programmers, and

b) they're recommended as part of IEEE arithmetic support

If one wanted to parody a newsgroup poster shooting from the hip
with inadequate knowledge...

Quote:
I am glad to see that 'pow' will be extended to handle integer powers.

pow(T, int) is *already in* C++. (I misspoke in my previous posting,
but it has caused trouble on more than one occasion to unsuspecting
programmers.)

P.J. Plauger
Dinkumware, Ltd.
http://www.dinkumware.com


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John Nagle
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PostPosted: Wed Jul 21, 2004 7:13 pm    Post subject: Re: Yet more Math Functions - a proposal for TR2 Reply with quote

Paul A Bristow wrote:

Quote:
I am presenting a draft of proposals for math functions which are needed for
even most elementary statistics.

The standard should encompass only math functions for
which there is a definitive correct answer out to the
limit of machine precision. Don't standardize anything
for which one might need to choose which library is
appropriate.

John Nagle
Animats

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