From 9cf297db313db52a236916e71456265633091890 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Mos=C3=A8=20Giordano?= Date: Fri, 30 Oct 2020 11:22:02 +0000 Subject: [PATCH] Switch to FiniteDifferences for `@uncertain` --- Project.toml | 4 +- benchmark/Manifest.toml | 144 ++++++++++++++++------------------------ docs/Project.toml | 2 +- src/Measurements.jl | 3 - src/math.jl | 10 ++- test/runtests.jl | 14 ++-- 6 files changed, 75 insertions(+), 102 deletions(-) diff --git a/Project.toml b/Project.toml index 99e2813c..af07d336 100644 --- a/Project.toml +++ b/Project.toml @@ -4,14 +4,14 @@ authors = ["Mosè Giordano "] version = "2.7.1" [deps] -Calculus = "49dc2e85-a5d0-5ad3-a950-438e2897f1b9" +FiniteDifferences = "26cc04aa-876d-5657-8c51-4c34ba976000" LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e" Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7" RecipesBase = "3cdcf5f2-1ef4-517c-9805-6587b60abb01" Requires = "ae029012-a4dd-5104-9daa-d747884805df" [compat] -Calculus = "0.4.1, 0.5" +FiniteDifferences = "0.11.5, 0.12" RecipesBase = "0.6.0, 0.7, 0.8, 1.0" Requires = "0.5.0, 1" julia = "1" diff --git a/benchmark/Manifest.toml b/benchmark/Manifest.toml index 560ac837..baa402f2 100644 --- a/benchmark/Manifest.toml +++ b/benchmark/Manifest.toml @@ -15,34 +15,28 @@ uuid = "56f22d72-fd6d-98f1-02f0-08ddc0907c33" uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f" [[BenchmarkCI]] -deps = ["Base64", "BenchmarkTools", "CpuId", "Dates", "GitHub", "JSON", "LinearAlgebra", "Logging", "Markdown", "Pkg", "PkgBenchmark", "Setfield", "Tar", "UnPack", "Zstd_jll"] -git-tree-sha1 = "12f462ed9007e1838ccde5f65a7370564600438f" +deps = ["CpuId", "JSON", "LinearAlgebra", "Logging", "Markdown", "PkgBenchmark", "Setfield"] +git-tree-sha1 = "edf762b6746a0bf1ea1326ae3bcc760454a9f07b" uuid = "20533458-34a3-403d-a444-e18f38190b5b" -version = "0.1.7" +version = "0.1.3" [[BenchmarkTools]] deps = ["JSON", "Logging", "Printf", "Statistics", "UUIDs"] -git-tree-sha1 = "9e62e66db34540a0c919d72172cc2f642ac71260" +git-tree-sha1 = "068fda9b756e41e6c75da7b771e6f89fa8a43d15" uuid = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf" -version = "0.5.0" - -[[Calculus]] -deps = ["LinearAlgebra"] -git-tree-sha1 = "f641eb0a4f00c343bbc32346e1217b86f3ce9dad" -uuid = "49dc2e85-a5d0-5ad3-a950-438e2897f1b9" -version = "0.5.1" +version = "0.7.0" [[ChainRulesCore]] deps = ["Compat", "LinearAlgebra", "SparseArrays"] -git-tree-sha1 = "42e3c181483fbd2c416087a0a93838803e358358" +git-tree-sha1 = "4b28f88cecf5d9a07c85b9ce5209a361ecaff34a" uuid = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4" -version = "0.9.38" +version = "0.9.45" [[Compat]] deps = ["Base64", "Dates", "DelimitedFiles", "Distributed", "InteractiveUtils", "LibGit2", "Libdl", "LinearAlgebra", "Markdown", "Mmap", "Pkg", "Printf", "REPL", "Random", "SHA", "Serialization", "SharedArrays", "Sockets", "SparseArrays", "Statistics", "Test", "UUIDs", "Unicode"] -git-tree-sha1 = "ac4132ad78082518ec2037ae5770b6e796f7f956" +git-tree-sha1 = "e4e2b39db08f967cc1360951f01e8a75ec441cab" uuid = "34da2185-b29b-5c13-b0c7-acf172513d20" -version = "3.27.0" +version = "3.30.0" [[CompilerSupportLibraries_jll]] deps = ["Artifacts", "Libdl"] @@ -50,15 +44,15 @@ uuid = "e66e0078-7015-5450-92f7-15fbd957f2ae" [[ConstructionBase]] deps = ["LinearAlgebra"] -git-tree-sha1 = "48920211c95a6da1914a06c44ec94be70e84ffff" +git-tree-sha1 = "1dc43957fb9a1574fa1b7a449e101bd1fd3a9fb7" uuid = "187b0558-2788-49d3-abe0-74a17ed4e7c9" -version = "1.1.0" +version = "1.2.1" [[CpuId]] -deps = ["Markdown"] -git-tree-sha1 = "32d125af0fb8ec3f8935896122c5e345709909e5" +deps = ["Markdown", "Test"] +git-tree-sha1 = "f0464e499ab9973b43c20f8216d088b61fda80c6" uuid = "adafc99b-e345-5852-983c-f28acb93d879" -version = "0.3.0" +version = "0.2.2" [[DataStructures]] deps = ["Compat", "InteractiveUtils", "OrderedCollections"] @@ -78,32 +72,26 @@ uuid = "8bb1440f-4735-579b-a4ab-409b98df4dab" deps = ["Random", "Serialization", "Sockets"] uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b" +[[DocStringExtensions]] +deps = ["LibGit2", "Markdown", "Pkg", "Test"] +git-tree-sha1 = "9d4f64f79012636741cf01133158a54b24924c32" +uuid = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae" +version = "0.8.4" + [[Downloads]] deps = ["ArgTools", "LibCURL", "NetworkOptions"] uuid = "f43a241f-c20a-4ad4-852c-f6b1247861c6" +[[FiniteDifferences]] +deps = ["ChainRulesCore", "LinearAlgebra", "Printf", "Random", "Richardson", "StaticArrays"] +git-tree-sha1 = "ea447b6add17fae86c07b2cd7f8ab3faed23dbb6" +uuid = "26cc04aa-876d-5657-8c51-4c34ba976000" +version = "0.12.11" + [[Future]] deps = ["Random"] uuid = "9fa8497b-333b-5362-9e8d-4d0656e87820" -[[GitHub]] -deps = ["Base64", "Dates", "HTTP", "JSON", "MbedTLS", "Sockets", "SodiumSeal"] -git-tree-sha1 = "a4f61fc1b1724e6eec1d9333eac2d4b01d8fcc8f" -uuid = "bc5e4493-9b4d-5f90-b8aa-2b2bcaad7a26" -version = "5.4.0" - -[[HTTP]] -deps = ["Base64", "Dates", "IniFile", "MbedTLS", "NetworkOptions", "Sockets", "URIs"] -git-tree-sha1 = "c9f380c76d8aaa1fa7ea9cf97bddbc0d5b15adc2" -uuid = "cd3eb016-35fb-5094-929b-558a96fad6f3" -version = "0.9.5" - -[[IniFile]] -deps = ["Test"] -git-tree-sha1 = "098e4d2c533924c921f9f9847274f2ad89e018b8" -uuid = "83e8ac13-25f8-5344-8a64-a9f2b223428f" -version = "0.5.0" - [[InteractiveUtils]] deps = ["Markdown"] uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240" @@ -149,6 +137,12 @@ uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb" deps = ["Libdl"] uuid = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e" +[[LogExpFunctions]] +deps = ["DocStringExtensions", "LinearAlgebra"] +git-tree-sha1 = "1ba664552f1ef15325e68dc4c05c3ef8c2d5d885" +uuid = "2ab3a3ac-af41-5b50-aa03-7779005ae688" +version = "0.2.4" + [[Logging]] uuid = "56ddb016-857b-54e1-b83d-db4d58db5568" @@ -162,18 +156,12 @@ version = "0.5.6" deps = ["Base64"] uuid = "d6f4376e-aef5-505a-96c1-9c027394607a" -[[MbedTLS]] -deps = ["Dates", "MbedTLS_jll", "Random", "Sockets"] -git-tree-sha1 = "1c38e51c3d08ef2278062ebceade0e46cefc96fe" -uuid = "739be429-bea8-5141-9913-cc70e7f3736d" -version = "1.0.3" - [[MbedTLS_jll]] deps = ["Artifacts", "Libdl"] uuid = "c8ffd9c3-330d-5841-b78e-0817d7145fa1" [[Measurements]] -deps = ["Calculus", "LinearAlgebra", "Printf", "RecipesBase", "Requires"] +deps = ["FiniteDifferences", "LinearAlgebra", "Printf", "RecipesBase", "Requires"] path = ".." uuid = "eff96d63-e80a-5855-80a2-b1b0885c5ab7" version = "2.6.0" @@ -189,14 +177,14 @@ uuid = "ca575930-c2e3-43a9-ace4-1e988b2c1908" [[OpenSpecFun_jll]] deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "Pkg"] -git-tree-sha1 = "9db77584158d0ab52307f8c04f8e7c08ca76b5b3" +git-tree-sha1 = "b9b8b8ed236998f91143938a760c2112dceeb2b4" uuid = "efe28fd5-8261-553b-a9e1-b2916fc3738e" -version = "0.5.3+4" +version = "0.5.4+0" [[OrderedCollections]] -git-tree-sha1 = "4fa2ba51070ec13fcc7517db714445b4ab986bdf" +git-tree-sha1 = "85f8e6578bf1f9ee0d11e7bb1b1456435479d47c" uuid = "bac558e1-5e72-5ebc-8fee-abe8a469f55d" -version = "1.4.0" +version = "1.4.1" [[Parsers]] deps = ["Dates"] @@ -210,15 +198,15 @@ uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f" [[PkgBenchmark]] deps = ["BenchmarkTools", "Dates", "InteractiveUtils", "JSON", "LibGit2", "Logging", "Pkg", "Printf", "TerminalLoggers", "UUIDs"] -git-tree-sha1 = "6e2856f677f8dcab289ded9c3ffb018fad38f29c" +git-tree-sha1 = "5953fd82c49b5d07497d7a92435545d6e6d7b907" uuid = "32113eaa-f34f-5b0d-bd6c-c81e245fc73d" -version = "0.2.10" +version = "0.2.11" [[Preferences]] deps = ["TOML"] -git-tree-sha1 = "ea79e4c9077208cd3bc5d29631a26bc0cff78902" +git-tree-sha1 = "00cfd92944ca9c760982747e9a1d0d5d86ab1e5a" uuid = "21216c6a-2e73-6563-6e65-726566657250" -version = "1.2.1" +version = "1.2.2" [[Printf]] deps = ["Unicode"] @@ -255,6 +243,12 @@ git-tree-sha1 = "4036a3bd08ac7e968e27c203d45f5fff15020621" uuid = "ae029012-a4dd-5104-9daa-d747884805df" version = "1.1.3" +[[Richardson]] +deps = ["LinearAlgebra"] +git-tree-sha1 = "e03ca566bec93f8a3aeb059c8ef102f268a38949" +uuid = "708f8203-808e-40c0-ba2d-98a6953ed40d" +version = "1.4.0" + [[SHA]] uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce" @@ -263,9 +257,9 @@ uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b" [[Setfield]] deps = ["ConstructionBase", "Future", "MacroTools", "Requires"] -git-tree-sha1 = "d5640fc570fb1b6c54512f0bd3853866bd298b3e" +git-tree-sha1 = "7a151f918819326a6003dba451dabe65f8c0f6fb" uuid = "efcf1570-3423-57d1-acb7-fd33fddbac46" -version = "0.7.0" +version = "0.6.0" [[SharedArrays]] deps = ["Distributed", "Mmap", "Random", "Serialization"] @@ -274,21 +268,21 @@ uuid = "1a1011a3-84de-559e-8e89-a11a2f7dc383" [[Sockets]] uuid = "6462fe0b-24de-5631-8697-dd941f90decc" -[[SodiumSeal]] -deps = ["Base64", "Libdl", "libsodium_jll"] -git-tree-sha1 = "80cef67d2953e33935b41c6ab0a178b9987b1c99" -uuid = "2133526b-2bfb-4018-ac12-889fb3908a75" -version = "0.1.1" - [[SparseArrays]] deps = ["LinearAlgebra", "Random"] uuid = "2f01184e-e22b-5df5-ae63-d93ebab69eaf" [[SpecialFunctions]] -deps = ["ChainRulesCore", "OpenSpecFun_jll"] -git-tree-sha1 = "5919936c0e92cff40e57d0ddf0ceb667d42e5902" +deps = ["ChainRulesCore", "LogExpFunctions", "OpenSpecFun_jll"] +git-tree-sha1 = "371204984184315ed7228bcc604d08e1bbc18f31" uuid = "276daf66-3868-5448-9aa4-cd146d93841b" -version = "1.3.0" +version = "1.4.2" + +[[StaticArrays]] +deps = ["LinearAlgebra", "Random", "Statistics"] +git-tree-sha1 = "42378d3bab8b4f57aa1ca443821b752850592668" +uuid = "90137ffa-7385-5640-81b9-e52037218182" +version = "1.2.2" [[Statistics]] deps = ["LinearAlgebra", "SparseArrays"] @@ -312,20 +306,10 @@ version = "0.1.3" deps = ["InteractiveUtils", "Logging", "Random", "Serialization"] uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40" -[[URIs]] -git-tree-sha1 = "7855809b88d7b16e9b029afd17880930626f54a2" -uuid = "5c2747f8-b7ea-4ff2-ba2e-563bfd36b1d4" -version = "1.2.0" - [[UUIDs]] deps = ["Random", "SHA"] uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4" -[[UnPack]] -git-tree-sha1 = "387c1f73762231e86e0c9c5443ce3b4a0a9a0c2b" -uuid = "3a884ed6-31ef-47d7-9d2a-63182c4928ed" -version = "1.0.2" - [[Unicode]] uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5" @@ -333,18 +317,6 @@ uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5" deps = ["Libdl"] uuid = "83775a58-1f1d-513f-b197-d71354ab007a" -[[Zstd_jll]] -deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] -git-tree-sha1 = "2c1332c54931e83f8f94d310fa447fd743e8d600" -uuid = "3161d3a3-bdf6-5164-811a-617609db77b4" -version = "1.4.8+0" - -[[libsodium_jll]] -deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] -git-tree-sha1 = "848ab3d00fe39d6fbc2a8641048f8f272af1c51e" -uuid = "a9144af2-ca23-56d9-984f-0d03f7b5ccf8" -version = "1.0.20+0" - [[nghttp2_jll]] deps = ["Artifacts", "Libdl"] uuid = "8e850ede-7688-5339-a07c-302acd2aaf8d" diff --git a/docs/Project.toml b/docs/Project.toml index 770a9a87..f10ff4e3 100644 --- a/docs/Project.toml +++ b/docs/Project.toml @@ -1,8 +1,8 @@ [deps] AutoGrad = "6710c13c-97f1-543f-91c5-74e8f7d95b35" -Calculus = "49dc2e85-a5d0-5ad3-a950-438e2897f1b9" Cuba = "8a292aeb-7a57-582c-b821-06e4c11590b1" Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4" +FiniteDifferences = "26cc04aa-876d-5657-8c51-4c34ba976000" QuadGK = "1fd47b50-473d-5c70-9696-f719f8f3bcdc" SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b" Unitful = "1986cc42-f94f-5a68-af5c-568840ba703d" diff --git a/src/Measurements.jl b/src/Measurements.jl index 2087fbf6..bc7f5926 100644 --- a/src/Measurements.jl +++ b/src/Measurements.jl @@ -21,9 +21,6 @@ __precompile__() module Measurements -# Calculus is used to calculate numerical derivatives in "@uncertain" macro. -using Calculus - using Requires # Functions provided by this package and exposed to users diff --git a/src/math.jl b/src/math.jl index 142d9fe9..09dbab75 100644 --- a/src/math.jl +++ b/src/math.jl @@ -25,6 +25,9 @@ # ### Code: +# FiniteDifferences is used to calculate numerical derivatives in "@uncertain" macro. +using FiniteDifferences + export @uncertain # This function is to be used by methods of mathematical operations to produce a @@ -147,14 +150,14 @@ according to rules of linear error propagation theory. Function `f` can accept any number of real arguments. """ -macro uncertain(expr::Expr) +macro uncertain(expr::Expr, p::Int=4) f = esc(expr.args[1]) # Function name n = length(expr.args) - 1 if n == 1 a = esc(expr.args[2]) # Argument, of Measurement type return quote let x = measurement($a) - result($f(x.val), Calculus.derivative($f, x.val), x) + result($f(x.val), FiniteDifferences.central_fdm($(esc(p)), 1)($f, x.val), x) end end else @@ -164,7 +167,8 @@ macro uncertain(expr::Expr) argsval =:([]) # Build up the array of values of arguments [push!(argsval.args, :($(args.args[i]).val)) for i=1:n] # Fill the array return :( result($f($argsval...), - Calculus.gradient(x -> $f(x...), $argsval), + FiniteDifferences.grad(FiniteDifferences.central_fdm($(esc(p)), 1), + x -> $f(x...), $argsval)[1], $args) ) end end diff --git a/test/runtests.jl b/test/runtests.jl index d3eaea1f..4e0849e6 100644 --- a/test/runtests.jl +++ b/test/runtests.jl @@ -1,4 +1,4 @@ -using Measurements, SpecialFunctions, QuadGK, Calculus +using Measurements, SpecialFunctions, QuadGK, FiniteDifferences using Test, LinearAlgebra, Statistics, Unitful, Printf, Aqua Aqua.test_all(Measurements) @@ -331,7 +331,7 @@ end end end for c in (-1 ± 1, 0 ± 1, 1 ± 1) - @test sinc(c) ≈ @uncertain(sinc(c)) rtol = 1e-7 + @test sinc(c) ≈ @uncertain(sinc(c)) atol = 1e-7 @test cosc(c) ≈ @uncertain(cosc(c)) rtol = 1e-7 @test Measurements.value(sinc(c) ^ 2 + cosc(c) ^ 2) == 1 end @@ -831,16 +831,16 @@ end @test QuadGK.quadgk(cos, x, y)[1] ≈ @uncertain(((x,y) -> QuadGK.quadgk(cos, x, y)[1])(x, y)) @test QuadGK.quadgk(sin, -y, y)[1] ≈ - @uncertain((x -> QuadGK.quadgk(sin, -x, x)[1])(y)) atol = 1e-10 + @uncertain((x -> QuadGK.quadgk(sin, -x, x)[1])(y)) atol = 1.5e-10 @test QuadGK.quadgk(exp, 0.4, x)[1] ≈ @uncertain((x -> QuadGK.quadgk(exp, 0.4, x)[1])(x)) end -@testset "Calculus" begin +@testset "FiniteDifferences" begin for a in (w, x, y) - @test Calculus.derivative(exp, a + w) ≈ exp(a + w) - @test Calculus.derivative(t -> sin(t * x), a) ≈ x * cos(a * x) - @test Calculus.derivative(t -> y * cos(t), a) ≈ -y * sin(a) + @test FiniteDifferences.central_fdm(5, 1)(exp, a + w) ≈ exp(a + w) + @test FiniteDifferences.central_fdm(5, 1)(t -> sin(t * x), a) ≈ x * cos(a * x) + @test FiniteDifferences.central_fdm(5, 1)(t -> y * cos(t), a) ≈ -y * sin(a) end end