mirror of
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5f0141ca4c
Changes made in dsp/fourier/internal/fftpack break the formatting used there, so these are reverted. There will be complaints in CI. [git-generate] gofmt -w . go generate gonum.org/v1/gonum/blas go generate gonum.org/v1/gonum/blas/gonum go generate gonum.org/v1/gonum/unit go generate gonum.org/v1/gonum/unit/constant go generate gonum.org/v1/gonum/graph/formats/dot go generate gonum.org/v1/gonum/graph/formats/rdf go generate gonum.org/v1/gonum/stat/card git checkout -- dsp/fourier/internal/fftpack
348 lines
8.7 KiB
Go
348 lines
8.7 KiB
Go
// Copyright ©2018 The Gonum Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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// Derived from code by Jeffrey A. Fike at http://adl.stanford.edu/hyperdual/
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// The MIT License (MIT)
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//
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// Copyright (c) 2006 Jeffrey A. Fike
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//
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// Permission is hereby granted, free of charge, to any person obtaining a copy
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// of this software and associated documentation files (the "Software"), to deal
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// in the Software without restriction, including without limitation the rights
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// to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the Software is
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// furnished to do so, subject to the following conditions:
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//
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// The above copyright notice and this permission notice shall be included in
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// all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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// IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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// AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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// OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
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// THE SOFTWARE.
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package hyperdual
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import "math"
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// PowReal returns x**p, the base-x exponential of p.
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//
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// Special cases are (in order):
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//
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// PowReal(NaN+xϵ₁+yϵ₂, ±0) = 1+NaNϵ₁+NaNϵ₂+NaNϵ₁ϵ₂ for any x and y
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// PowReal(x, ±0) = 1 for any x
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// PowReal(1+xϵ₁+yϵ₂, z) = 1+xzϵ₁+yzϵ₂+2xyzϵ₁ϵ₂ for any z
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// PowReal(NaN+xϵ₁+yϵ₂, 1) = NaN+xϵ₁+yϵ₂+NaNϵ₁ϵ₂ for any x
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// PowReal(x, 1) = x for any x
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// PowReal(NaN+xϵ₁+xϵ₂, y) = NaN+NaNϵ₁+NaNϵ₂+NaNϵ₁ϵ₂
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// PowReal(x, NaN) = NaN+NaNϵ₁+NaNϵ₂+NaNϵ₁ϵ₂
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// PowReal(±0, y) = ±Inf for y an odd integer < 0
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// PowReal(±0, -Inf) = +Inf
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// PowReal(±0, +Inf) = +0
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// PowReal(±0, y) = +Inf for finite y < 0 and not an odd integer
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// PowReal(±0, y) = ±0 for y an odd integer > 0
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// PowReal(±0, y) = +0 for finite y > 0 and not an odd integer
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// PowReal(-1, ±Inf) = 1
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// PowReal(x+0ϵ₁+0ϵ₂, +Inf) = +Inf+NaNϵ₁+NaNϵ₂+NaNϵ₁ϵ₂ for |x| > 1
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// PowReal(x+xϵ₁+yϵ₂, +Inf) = +Inf+Infϵ₁+Infϵ₂+NaNϵ₁ϵ₂ for |x| > 1
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// PowReal(x, -Inf) = +0+NaNϵ₁+NaNϵ₂+NaNϵ₁ϵ₂ for |x| > 1
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// PowReal(x+yϵ₁+zϵ₂, +Inf) = +0+NaNϵ₁+NaNϵ₂+NaNϵ₁ϵ₂ for |x| < 1
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// PowReal(x+0ϵ₁+0ϵ₂, -Inf) = +Inf+NaNϵ₁+NaNϵ₂+NaNϵ₁ϵ₂ for |x| < 1
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// PowReal(x, -Inf) = +Inf-Infϵ₁-Infϵ₂+NaNϵ₁ϵ₂ for |x| < 1
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// PowReal(+Inf, y) = +Inf for y > 0
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// PowReal(+Inf, y) = +0 for y < 0
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// PowReal(-Inf, y) = Pow(-0, -y)
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// PowReal(x, y) = NaN+NaNϵ₁+NaNϵ₂+NaNϵ₁ϵ₂ for finite x < 0 and finite non-integer y
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func PowReal(d Number, p float64) Number {
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const tol = 1e-15
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r := d.Real
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if math.Abs(r) < tol {
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if r >= 0 {
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r = tol
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}
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if r < 0 {
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r = -tol
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}
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}
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deriv := p * math.Pow(r, p-1)
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return Number{
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Real: math.Pow(d.Real, p),
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E1mag: d.E1mag * deriv,
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E2mag: d.E2mag * deriv,
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E1E2mag: d.E1E2mag*deriv + p*(p-1)*d.E1mag*d.E2mag*math.Pow(r, (p-2)),
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}
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}
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// Pow returns x**p, the base-x exponential of p.
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func Pow(d, p Number) Number {
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return Exp(Mul(p, Log(d)))
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}
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// Sqrt returns the square root of d.
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//
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// Special cases are:
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//
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// Sqrt(+Inf) = +Inf
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// Sqrt(±0) = (±0+Infϵ₁+Infϵ₂-Infϵ₁ϵ₂)
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// Sqrt(x < 0) = NaN
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// Sqrt(NaN) = NaN
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func Sqrt(d Number) Number {
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if d.Real <= 0 {
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if d.Real == 0 {
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return Number{
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Real: d.Real,
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E1mag: math.Inf(1),
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E2mag: math.Inf(1),
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E1E2mag: math.Inf(-1),
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}
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}
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return Number{
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Real: math.NaN(),
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E1mag: math.NaN(),
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E2mag: math.NaN(),
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E1E2mag: math.NaN(),
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}
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}
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return PowReal(d, 0.5)
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}
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// Exp returns e**q, the base-e exponential of d.
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//
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// Special cases are:
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//
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// Exp(+Inf) = +Inf
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// Exp(NaN) = NaN
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//
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// Very large values overflow to 0 or +Inf.
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// Very small values underflow to 1.
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func Exp(d Number) Number {
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exp := math.Exp(d.Real) // exp is also the derivative.
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return Number{
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Real: exp,
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E1mag: exp * d.E1mag,
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E2mag: exp * d.E2mag,
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E1E2mag: exp * (d.E1E2mag + d.E1mag*d.E2mag),
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}
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}
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// Log returns the natural logarithm of d.
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//
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// Special cases are:
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//
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// Log(+Inf) = (+Inf+0ϵ₁+0ϵ₂-0ϵ₁ϵ₂)
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// Log(0) = (-Inf±Infϵ₁±Infϵ₂-Infϵ₁ϵ₂)
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// Log(x < 0) = NaN
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// Log(NaN) = NaN
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func Log(d Number) Number {
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switch d.Real {
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case 0:
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return Number{
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Real: math.Log(d.Real),
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E1mag: math.Copysign(math.Inf(1), d.Real),
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E2mag: math.Copysign(math.Inf(1), d.Real),
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E1E2mag: math.Inf(-1),
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}
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case math.Inf(1):
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return Number{
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Real: math.Log(d.Real),
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E1mag: 0,
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E2mag: 0,
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E1E2mag: negZero,
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}
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}
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if d.Real < 0 {
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return Number{
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Real: math.NaN(),
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E1mag: math.NaN(),
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E2mag: math.NaN(),
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E1E2mag: math.NaN(),
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}
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}
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deriv1 := d.E1mag / d.Real
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deriv2 := d.E2mag / d.Real
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return Number{
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Real: math.Log(d.Real),
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E1mag: deriv1,
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E2mag: deriv2,
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E1E2mag: d.E1E2mag/d.Real - (deriv1 * deriv2),
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}
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}
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// Sin returns the sine of d.
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//
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// Special cases are:
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//
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// Sin(±0) = (±0+Nϵ₁+Nϵ₂∓0ϵ₁ϵ₂)
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// Sin(±Inf) = NaN
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// Sin(NaN) = NaN
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func Sin(d Number) Number {
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if d.Real == 0 {
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return Number{
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Real: d.Real,
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E1mag: d.E1mag,
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E2mag: d.E2mag,
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E1E2mag: -d.Real,
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}
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}
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fn := math.Sin(d.Real)
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deriv := math.Cos(d.Real)
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return Number{
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Real: fn,
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E1mag: deriv * d.E1mag,
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E2mag: deriv * d.E2mag,
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E1E2mag: deriv*d.E1E2mag - fn*d.E1mag*d.E2mag,
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}
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}
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// Cos returns the cosine of d.
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//
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// Special cases are:
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//
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// Cos(±Inf) = NaN
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// Cos(NaN) = NaN
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func Cos(d Number) Number {
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fn := math.Cos(d.Real)
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deriv := -math.Sin(d.Real)
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return Number{
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Real: fn,
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E1mag: deriv * d.E1mag,
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E2mag: deriv * d.E2mag,
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E1E2mag: deriv*d.E1E2mag - fn*d.E1mag*d.E2mag,
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}
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}
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// Tan returns the tangent of d.
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//
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// Special cases are:
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//
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// Tan(±0) = (±0+Nϵ₁+Nϵ₂±0ϵ₁ϵ₂)
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// Tan(±Inf) = NaN
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// Tan(NaN) = NaN
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func Tan(d Number) Number {
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if d.Real == 0 {
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return Number{
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Real: d.Real,
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E1mag: d.E1mag,
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E2mag: d.E2mag,
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E1E2mag: d.Real,
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}
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}
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fn := math.Tan(d.Real)
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deriv := 1 + fn*fn
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return Number{
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Real: fn,
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E1mag: deriv * d.E1mag,
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E2mag: deriv * d.E2mag,
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E1E2mag: deriv*d.E1E2mag + d.E1mag*d.E2mag*(2*fn*deriv),
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}
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}
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// Asin returns the inverse sine of d.
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//
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// Special cases are:
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//
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// Asin(±0) = (±0+Nϵ₁+Nϵ₂±0ϵ₁ϵ₂)
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// Asin(±1) = (±Inf+Infϵ₁+Infϵ₂±Infϵ₁ϵ₂)
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// Asin(x) = NaN if x < -1 or x > 1
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func Asin(d Number) Number {
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if d.Real == 0 {
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return Number{
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Real: d.Real,
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E1mag: d.E1mag,
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E2mag: d.E2mag,
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E1E2mag: d.Real,
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}
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} else if m := math.Abs(d.Real); m >= 1 {
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if m == 1 {
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return Number{
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Real: math.Asin(d.Real),
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E1mag: math.Inf(1),
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E2mag: math.Inf(1),
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E1E2mag: math.Copysign(math.Inf(1), d.Real),
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}
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}
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return Number{
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Real: math.NaN(),
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E1mag: math.NaN(),
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E2mag: math.NaN(),
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E1E2mag: math.NaN(),
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}
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}
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fn := math.Asin(d.Real)
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deriv1 := 1 - d.Real*d.Real
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deriv := 1 / math.Sqrt(deriv1)
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return Number{
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Real: fn,
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E1mag: deriv * d.E1mag,
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E2mag: deriv * d.E2mag,
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E1E2mag: deriv*d.E1E2mag + d.E1mag*d.E2mag*(d.Real*math.Pow(deriv1, -1.5)),
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}
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}
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// Acos returns the inverse cosine of d.
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//
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// Special cases are:
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//
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// Acos(-1) = (Pi-Infϵ₁-Infϵ₂+Infϵ₁ϵ₂)
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// Acos(1) = (0-Infϵ₁-Infϵ₂-Infϵ₁ϵ₂)
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// Acos(x) = NaN if x < -1 or x > 1
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func Acos(d Number) Number {
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if m := math.Abs(d.Real); m >= 1 {
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if m == 1 {
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return Number{
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Real: math.Acos(d.Real),
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E1mag: math.Inf(-1),
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E2mag: math.Inf(-1),
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E1E2mag: math.Copysign(math.Inf(1), -d.Real),
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}
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}
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return Number{
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Real: math.NaN(),
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E1mag: math.NaN(),
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E2mag: math.NaN(),
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E1E2mag: math.NaN(),
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}
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}
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fn := math.Acos(d.Real)
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deriv1 := 1 - d.Real*d.Real
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deriv := -1 / math.Sqrt(deriv1)
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return Number{
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Real: fn,
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E1mag: deriv * d.E1mag,
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E2mag: deriv * d.E2mag,
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E1E2mag: deriv*d.E1E2mag + d.E1mag*d.E2mag*(-d.Real*math.Pow(deriv1, -1.5)),
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}
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}
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// Atan returns the inverse tangent of d.
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//
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// Special cases are:
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//
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// Atan(±0) = (±0+Nϵ₁+Nϵ₂∓0ϵ₁ϵ₂)
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// Atan(±Inf) = (±Pi/2+0ϵ₁+0ϵ₂∓0ϵ₁ϵ₂)
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func Atan(d Number) Number {
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if d.Real == 0 {
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return Number{
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Real: d.Real,
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E1mag: d.E1mag,
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E2mag: d.E2mag,
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E1E2mag: -d.Real,
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}
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}
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fn := math.Atan(d.Real)
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deriv1 := 1 + d.Real*d.Real
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deriv := 1 / deriv1
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return Number{
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Real: fn,
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E1mag: deriv * d.E1mag,
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E2mag: deriv * d.E2mag,
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E1E2mag: deriv*d.E1E2mag + d.E1mag*d.E2mag*(-2*d.Real/(deriv1*deriv1)),
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}
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}
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