feat: add erf and hyperbolic functions

mimizh2418 · Dec 4, 2024 · 23962a6 · 23962a6
1 parent 952cbb1
commit 23962a6
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Showing 6 changed files with 350 additions and 9 deletions.
diff --git a/include/suboptimal/autodiff/Expression.h b/include/suboptimal/autodiff/Expression.h
@@ -133,11 +133,22 @@ ExpressionPtr log(const ExpressionPtr& x);
 ExpressionPtr pow(const ExpressionPtr& base, const ExpressionPtr& exponent);
 ExpressionPtr hypot(const ExpressionPtr& x, const ExpressionPtr& y);
 
+ExpressionPtr erf(const ExpressionPtr& x);
+
 ExpressionPtr sin(const ExpressionPtr& x);
 ExpressionPtr cos(const ExpressionPtr& x);
 ExpressionPtr tan(const ExpressionPtr& x);
+
 ExpressionPtr asin(const ExpressionPtr& x);
 ExpressionPtr acos(const ExpressionPtr& x);
 ExpressionPtr atan(const ExpressionPtr& x);
 ExpressionPtr atan2(const ExpressionPtr& y, const ExpressionPtr& x);
+
+ExpressionPtr sinh(const ExpressionPtr& x);
+ExpressionPtr cosh(const ExpressionPtr& x);
+ExpressionPtr tanh(const ExpressionPtr& x);
+
+ExpressionPtr asinh(const ExpressionPtr& x);
+ExpressionPtr acosh(const ExpressionPtr& x);
+ExpressionPtr atanh(const ExpressionPtr& x);
 }  // namespace suboptimal
diff --git a/include/suboptimal/autodiff/Variable.h b/include/suboptimal/autodiff/Variable.h
@@ -213,9 +213,12 @@ Variable hypot(const X& x, const Y& y) {
   }
 }
 
+Variable erf(const Variable& x);
+
 Variable sin(const Variable& x);
 Variable cos(const Variable& x);
 Variable tan(const Variable& x);
+
 Variable asin(const Variable& x);
 Variable acos(const Variable& x);
 Variable atan(const Variable& x);
@@ -232,6 +235,14 @@ Variable atan2(const Y& y, const X& x) {
   }
 }
 
+Variable sinh(const Variable& x);
+Variable cosh(const Variable& x);
+Variable tanh(const Variable& x);
+
+Variable asinh(const Variable& x);
+Variable acosh(const Variable& x);
+Variable atanh(const Variable& x);
+
 /**
  * Returns a matrix holding the values of the Variables in the input matrix
  * @param var_mat the input matrix of Variables

diff --git a/src/autodiff/Expression.cpp b/src/autodiff/Expression.cpp
@@ -386,6 +386,26 @@ ExpressionPtr hypot(const ExpressionPtr& x, const ExpressionPtr& y) {
       x, y);
 }
 
+ExpressionPtr erf(const ExpressionPtr& x) {
+  if (x->constEquals(0.0)) {
+    return x;
+  }
+  if (x->isConstant()) {
+    return std::make_shared<Expression>(std::erf(x->value));
+  }
+
+  return std::make_shared<Expression>(
+      Linearity::Nonlinear, [](const double val, double) { return std::erf(val); },
+      [](const double val, double, const double parent_adjoint) {
+        return parent_adjoint * 2.0 * std::exp(-val * val) / std::sqrt(std::numbers::pi);
+      },
+      [](const ExpressionPtr& expr, const ExpressionPtr&, const ExpressionPtr& parent_adjoint) {
+        return parent_adjoint * std::make_shared<Expression>(2.0) * suboptimal::exp(-expr * expr) /
+               std::make_shared<Expression>(std::sqrt(std::numbers::pi));
+      },
+      x);
+}
+
 ExpressionPtr sin(const ExpressionPtr& x) {
   if (x->constEquals(0.0)) {
     return x;
@@ -508,4 +528,105 @@ ExpressionPtr atan2(const ExpressionPtr& y, const ExpressionPtr& x) {
       },
       y, x);
 }
+
+ExpressionPtr sinh(const ExpressionPtr& x) {
+  if (x->constEquals(0.0)) {
+    return x;
+  }
+  if (x->isConstant()) {
+    return std::make_shared<Expression>(std::sinh(x->value));
+  }
+
+  return std::make_shared<Expression>(
+      Linearity::Nonlinear, [](const double val, double) { return std::sinh(val); },
+      [](const double val, double, const double parent_adjoint) { return parent_adjoint * std::cosh(val); },
+      [](const ExpressionPtr& expr, const ExpressionPtr&, const ExpressionPtr& parent_adjoint) {
+        return parent_adjoint * suboptimal::cosh(expr);
+      },
+      x);
+}
+
+ExpressionPtr cosh(const ExpressionPtr& x) {
+  if (x->isConstant()) {
+    return std::make_shared<Expression>(std::cosh(x->value));
+  }
+
+  return std::make_shared<Expression>(
+      Linearity::Nonlinear, [](const double val, double) { return std::cosh(val); },
+      [](const double val, double, const double parent_adjoint) { return parent_adjoint * std::sinh(val); },
+      [](const ExpressionPtr& expr, const ExpressionPtr&, const ExpressionPtr& parent_adjoint) {
+        return parent_adjoint * suboptimal::sinh(expr);
+      },
+      x);
+}
+
+ExpressionPtr tanh(const ExpressionPtr& x) {
+  if (x->constEquals(0.0)) {
+    return x;
+  }
+  if (x->isConstant()) {
+    return std::make_shared<Expression>(std::tanh(x->value));
+  }
+
+  return std::make_shared<Expression>(
+      Linearity::Nonlinear, [](const double val, double) { return std::tanh(val); },
+      [](const double val, double, const double parent_adjoint) {
+        return parent_adjoint * (1 - std::tanh(val) * std::tanh(val));
+      },
+      [](const ExpressionPtr& expr, const ExpressionPtr&, const ExpressionPtr& parent_adjoint) {
+        return parent_adjoint * (std::make_shared<Expression>(1.0) - suboptimal::tanh(expr) * suboptimal::tanh(expr));
+      },
+      x);
+}
+
+ExpressionPtr asinh(const ExpressionPtr& x) {
+  if (x->constEquals(0.0)) {
+    return x;
+  }
+  if (x->isConstant()) {
+    return std::make_shared<Expression>(std::asinh(x->value));
+  }
+
+  return std::make_shared<Expression>(
+      Linearity::Nonlinear, [](const double val, double) { return std::asinh(val); },
+      [](const double val, double, const double parent_adjoint) { return parent_adjoint / std::sqrt(1 + val * val); },
+      [](const ExpressionPtr& expr, const ExpressionPtr&, const ExpressionPtr& parent_adjoint) {
+        return parent_adjoint / suboptimal::sqrt(std::make_shared<Expression>(1.0) + expr * expr);
+      },
+      x);
+}
+
+ExpressionPtr acosh(const ExpressionPtr& x) {
+  if (x->isConstant()) {
+    return std::make_shared<Expression>(std::acosh(x->value));
+  }
+
+  return std::make_shared<Expression>(
+      Linearity::Nonlinear, [](const double val, double) { return std::acosh(val); },
+      [](const double val, double, const double parent_adjoint) {
+        return parent_adjoint / (std::sqrt(val - 1) * std::sqrt(val + 1));
+      },
+      [](const ExpressionPtr& expr, const ExpressionPtr&, const ExpressionPtr& parent_adjoint) {
+        return parent_adjoint / (suboptimal::sqrt(expr - std::make_shared<Expression>(1.0)) *
+                                 suboptimal::sqrt(expr + std::make_shared<Expression>(1.0)));
+      },
+      x);
+}
+
+ExpressionPtr atanh(const ExpressionPtr& x) {
+  if (x->constEquals(0.0)) {
+    return x;
+  }
+  if (x->isConstant()) {
+    return std::make_shared<Expression>(std::atanh(x->value));
+  }
+
+  return std::make_shared<Expression>(
+      Linearity::Nonlinear, [](const double val, double) { return std::atanh(val); },
+      [](const double val, double, const double parent_adjoint) { return parent_adjoint / (1 - val * val); },
+      [](const ExpressionPtr& expr, const ExpressionPtr&, const ExpressionPtr& parent_adjoint) {
+        return parent_adjoint / (std::make_shared<Expression>(1.0) - expr * expr);
+      },
+      x);
+}
 }  // namespace suboptimal
diff --git a/src/autodiff/Variable.cpp b/src/autodiff/Variable.cpp
@@ -61,6 +61,10 @@ Variable log(const Variable& x) {
   return log(x.expr);
 }
 
+Variable erf(const Variable& x) {
+  return erf(x.expr);
+}
+
 Variable sin(const Variable& x) {
   return sin(x.expr);
 }
@@ -83,4 +87,29 @@ Variable acos(const Variable& x) {
 Variable atan(const Variable& x) {
   return atan(x.expr);
 }
+
+Variable sinh(const Variable& x) {
+  return sinh(x.expr);
+}
+
+Variable cosh(const Variable& x) {
+  return cosh(x.expr);
+}
+
+Variable tanh(const Variable& x) {
+  return tanh(x.expr);
+}
+
+Variable asinh(const Variable& x) {
+  return asinh(x.expr);
+}
+
+Variable acosh(const Variable& x) {
+  return acosh(x.expr);
+
+}
+
+Variable atanh(const Variable& x) {
+  return atanh(x.expr);
+}
 }  // namespace suboptimal
diff --git a/test/autodiff/Variable_test.cpp b/test/autodiff/Variable_test.cpp
@@ -54,7 +54,7 @@ TEST_CASE("Autodiff - Variable basic arithmetic", "[autodiff]") {
   }
 }
 
-TEST_CASE("Autodiff - Variable STL functions", "[autodiff]") {
+TEST_CASE("Autodiff - Basic Variable STL functions", "[autodiff]") {
   Variable x{};
   Variable y{};
   Variable f{};
@@ -66,17 +66,16 @@ TEST_CASE("Autodiff - Variable STL functions", "[autodiff]") {
     x.setValue(x_val);
     y.setValue(y_val);
 
-    f = suboptimal::sin(x) + suboptimal::cos(y) +
-        suboptimal::atan2(x, 5) * suboptimal::sqrt(y) / (suboptimal::exp(x) + suboptimal::hypot(suboptimal::log(x), y));
+    f = suboptimal::erf(suboptimal::sqrt(suboptimal::abs(-suboptimal::pow(x, 3.0)))) / suboptimal::exp(x) +
+        suboptimal::hypot(suboptimal::log(x), y);
     const double f_val =
-        std::sin(x_val) + std::cos(y_val) +
-        std::atan2(x_val, 5) * std::sqrt(y_val) / (std::exp(x_val) + std::hypot(std::log(x_val), y_val));
+        std::erf(std::sqrt(std::abs(-std::pow(x_val, 3.0)))) / std::exp(x_val) + std::hypot(std::log(x_val), y_val);
     CHECK_THAT(f.getValue(), Catch::Matchers::WithinAbs(f_val, 1e-9));
   }
 
   SECTION("Value update") {
-    f = suboptimal::sin(x) + suboptimal::cos(y) +
-        suboptimal::atan2(x, 5) * suboptimal::sqrt(y) / (suboptimal::exp(x) + suboptimal::hypot(suboptimal::log(x), y));
+    f = suboptimal::erf(suboptimal::sqrt(suboptimal::abs(-suboptimal::pow(x, 3.0)))) / suboptimal::exp(x) +
+        suboptimal::hypot(suboptimal::log(x), y);
 
     const double x_val = GENERATE(take(5, random(0.0, 100.0)));
     const double y_val = GENERATE(take(5, random(0.0, 100.0)));
@@ -85,8 +84,123 @@ TEST_CASE("Autodiff - Variable STL functions", "[autodiff]") {
     y.setValue(y_val);
 
     const double f_val =
-        std::sin(x_val) + std::cos(y_val) +
-        std::atan2(x_val, 5) * std::sqrt(y_val) / (std::exp(x_val) + std::hypot(std::log(x_val), y_val));
+        std::erf(std::sqrt(std::abs(-std::pow(x_val, 3.0)))) / std::exp(x_val) + std::hypot(std::log(x_val), y_val);
+    CHECK_THAT(f.getValue(), Catch::Matchers::WithinAbs(f_val, 1e-9));
+  }
+}
+
+TEST_CASE("Autodiff - Variable trig functions", "[autodiff]") {
+  Variable x{};
+  Variable y{};
+  Variable f{};
+
+  SECTION("Initial value") {
+    const double x_val = GENERATE(take(5, random(0.0, 100.0)));
+    const double y_val = GENERATE(take(5, random(0.0, 100.0)));
+
+    x.setValue(x_val);
+    y.setValue(y_val);
+
+    f = suboptimal::sin(x * y) + suboptimal::cos(x) + suboptimal::tan(y);
+    const double f_val = std::sin(x_val * y_val) + std::cos(x_val) + std::tan(y_val);
+    CHECK_THAT(f.getValue(), Catch::Matchers::WithinAbs(f_val, 1e-9));
+  }
+}
+
+TEST_CASE("Autodiff - Variable inverse trig functions", "[autodiff]") {
+  Variable x{};
+  Variable y{};
+  Variable f{};
+
+  SECTION("Initial value") {
+    const double x_val = GENERATE(take(5, random(-1.0, 1.0)));
+    const double y_val = GENERATE(take(5, random(-1.0, 1.0)));
+
+    x.setValue(x_val);
+    y.setValue(y_val);
+
+    f = suboptimal::asin(x) + suboptimal::acos(y) + suboptimal::atan(x * y);
+    const double f_val = std::asin(x_val) + std::acos(y_val) + std::atan(x_val * y_val);
+    CHECK_THAT(f.getValue(), Catch::Matchers::WithinAbs(f_val, 1e-9));
+  }
+
+  SECTION("Value update") {
+    f = suboptimal::asin(x) + suboptimal::acos(y) + suboptimal::atan(x * y);
+
+    const double x_val = GENERATE(take(5, random(-1.0, 1.0)));
+    const double y_val = GENERATE(take(5, random(-1.0, 1.0)));
+
+    x.setValue(x_val);
+    y.setValue(y_val);
+
+    const double f_val = std::asin(x_val) + std::acos(y_val) + std::atan(x_val * y_val);
+    CHECK_THAT(f.getValue(), Catch::Matchers::WithinAbs(f_val, 1e-9));
+  }
+}
+
+TEST_CASE("Autodiff - Variable hyperbolic trig functions", "[autodiff]") {
+  Variable x{};
+  Variable y{};
+  Variable f{};
+
+  SECTION("Initial value") {
+    const double x_val = GENERATE(take(5, random(-100.0, 100.0)));
+    const double y_val = GENERATE(take(5, random(-100.0, 100.0)));
+
+    x.setValue(x_val);
+    y.setValue(y_val);
+
+    f = suboptimal::sinh(x) + suboptimal::cosh(y) + suboptimal::tanh(x * y);
+    const double f_val = std::sinh(x_val) + std::cosh(y_val) + std::tanh(x_val * y_val);
+    CHECK_THAT(f.getValue(), Catch::Matchers::WithinAbs(f_val, 1e-9));
+  }
+
+  SECTION("Value update") {
+    f = suboptimal::sinh(x) + suboptimal::cosh(y) + suboptimal::tanh(x * y);
+
+    const double x_val = GENERATE(take(5, random(-100.0, 100.0)));
+    const double y_val = GENERATE(take(5, random(-100.0, 100.0)));
+
+    x.setValue(x_val);
+    y.setValue(y_val);
+
+    const double f_val = std::sinh(x_val) + std::cosh(y_val) + std::tanh(x_val * y_val);
+    CHECK_THAT(f.getValue(), Catch::Matchers::WithinAbs(f_val, 1e-9));
+  }
+}
+
+TEST_CASE("Autodiff - Variable inverse hyperbolic trig functions") {
+  Variable x{};
+  Variable y{};
+  Variable z{};
+  Variable f{};
+
+  SECTION("Initial value") {
+    const double x_val = GENERATE(take(5, random(-100.0, 100.0)));
+    const double y_val = GENERATE(take(5, random(1.0, 100.0)));
+    const double z_val = GENERATE(take(5, random(-1.0, 1.0)));
+
+    x.setValue(x_val);
+    y.setValue(y_val);
+    z.setValue(z_val);
+
+    f = suboptimal::asinh(x) + suboptimal::acosh(y) + suboptimal::atanh(z);
+    const double f_val = std::asinh(x_val) + std::acosh(y_val) + std::atanh(z_val);
+    CHECK_THAT(f.getValue(), Catch::Matchers::WithinAbs(f_val, 1e-9));
+  }
+
+  SECTION("Value update") {
+    f = suboptimal::asinh(x) + suboptimal::acosh(y) + suboptimal::atanh(z);
+
+    const double x_val = GENERATE(take(5, random(-100.0, 100.0)));
+    const double y_val = GENERATE(take(5, random(1.0, 100.0)));
+    const double z_val = GENERATE(take(5, random(-1.0, 1.0)));
+
+    x.setValue(x_val);
+    y.setValue(y_val);
+    z.setValue(z_val);
+
+    const double f_val = std::asinh(x_val) + std::acosh(y_val) + std::atanh(z_val);
     CHECK_THAT(f.getValue(), Catch::Matchers::WithinAbs(f_val, 1e-9));
   }
 }