math/example/estrin_vs_horner_accuracy.cpp
Nick 4aac532a88
Add Estrin's method for polynomial evaluation (#932)
* Add Estrin's method for polynomial evaluation

N.B.: This is a slightly modified version of the code provided by Thomas Dybdahl Ahle in a github issue.

[CI SKIP] [ci skip]

* Add comparisons to Horner with std::array.
[CI SKIP]

* Add Estrin's method for polynomial evaluation

N.B.: This is a slightly modified version of the code provided by Thomas Dybdahl Ahle in a github issue.

[CI SKIP] [ci skip]

* Fix hang in n=0 case.

* Fix out of bounds access in test.

* Fix endsect for estrin.qbk.

* Apply clang-format to make the 'inspect' stage happy.

* Add type_traits header to includes.

* Add ulp plot.

* Document decreased accuracy of Estrin's method.

* Add assertion for size of scratch pad

* Remove std::size since it is C++17

* Add C++14 testing

* estrin -> evaluate_polynomial_estrin.

---------

Co-authored-by: jzmaddock <john@johnmaddock.co.uk>
Co-authored-by: Matt Borland <matt@mattborland.com>
2023-02-04 10:32:06 -08:00

49 lines
1.7 KiB
C++

/*
* Copyright Thomas Dybdahl Ahle, Nick Thompson, Matt Borland, John Maddock, 2023
* Use, modification and distribution are subject to the
* Boost Software License, Version 1.0. (See accompanying file
* LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#include <boost/math/tools/estrin.hpp>
#include <boost/math/tools/rational.hpp>
#include <boost/math/tools/ulps_plot.hpp>
using boost::math::tools::evaluate_polynomial_estrin;
using boost::math::tools::evaluate_polynomial;
using boost::math::tools::ulps_plot;
void estrin_vs_horner(size_t n) {
std::random_device rd;
auto seed = rd();
std::mt19937_64 gen(seed);
std::uniform_real_distribution<float> dis(-1, 1);
std::vector<float> coeffs_float(n);
std::vector<double> coeffs_double(n);
for (size_t i = 0; i < n; ++i) {
coeffs_float[i] = dis(gen);
coeffs_double[i] = coeffs_float[i];
}
auto hi_acc = [&](double x) {
return evaluate_polynomial(coeffs_double.data(), x, coeffs_double.size());
};
auto estrin_float = [&](float x) { return evaluate_polynomial_estrin(coeffs_float, x); };
auto horner_float = [&](float x) {
return evaluate_polynomial(coeffs_float.data(), x, coeffs_float.size());
};
auto plot = ulps_plot<decltype(hi_acc), double, float>(hi_acc, float(-2.0),
float(2.0), 20000);
plot.ulp_envelope(true);
plot.add_fn(estrin_float, "steelblue");
plot.add_fn(horner_float, "orange");
plot.clip(10);
plot.title("Horner (orange) vs Estrin (blue) accuracy for a polynomial of degree " + std::to_string(n));
plot.write("horner_vs_estrin.svg");
}
int main() {
size_t n = 30;
estrin_vs_horner(n);
return 0;
}