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Advanced Java BigDecimal math functions (pow, sqrt, log, sin, ...) using arbitrary precision.

License: MIT License

Java 99.91% Shell 0.09%
mathematical-functions precision taylor-series newton-raphson bigdecimal arbitrary-precision complex-numbers big-math

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agdturner avatar breandan avatar dependabot[bot] avatar eobermuhlner avatar gitter-badger avatar kspalaiologos avatar modestas-4finance avatar theswapnilsaste avatar uklimaschewski avatar vova7878 avatar wireless4024 avatar

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big-math's Issues

sqrt rounding

BigDecimalMath.sqrtrounding isn't always correct. Three examples:

// OpenJDK 15
BigDecimal x;
MathContext mc10 = new MathContext(10, RoundingMode.HALF_UP);
MathContext mc30 = new MathContext(30, RoundingMode.DOWN);
MathContext mc40 = new MathContext(40, RoundingMode.HALF_UP);
MathContext mc60 = new MathContext(60, RoundingMode.DOWN);

System.out.println("MathContext(10, RoundingMode.HALF_UP)");
System.out.println();

x = new BigDecimal("400000005");
System.out.println("BigDecimal sqrt:      " + x.sqrt(mc10));
System.out.println("BigDecimalMath sqrt:  " + BigDecimalMath.sqrt(x, mc10));
System.out.println("Reference value:      " + BigDecimalMath.sqrt(x, mc30) + "...");
System.out.println();

x = new BigDecimal("63999999");
System.out.println("BigDecimal sqrt:      " + x.sqrt(mc10));
System.out.println("BigDecimalMath sqrt:  " + BigDecimalMath.sqrt(x, mc10));
System.out.println("Reference value:      " + BigDecimalMath.sqrt(x, mc30) + "...");
System.out.println();

System.out.println("MathContext(40, RoundingMode.HALF_UP)");
System.out.println();

x = new BigDecimal("1000000000001");
System.out.println("BigDecimal sqrt:      " + x.sqrt(mc40));
System.out.println("BigDecimalMath sqrt:  " + BigDecimalMath.sqrt(x, mc40));
System.out.println("Reference value:      " + BigDecimalMath.sqrt(x, mc60) + "...");
System.out.println();


MathContext(10, RoundingMode.HALF_UP)

BigDecimal sqrt:      20000.00012
BigDecimalMath sqrt:  20000.00013
Reference value:      20000.0001249999996093750024414...

BigDecimal sqrt:      7999.999937
BigDecimalMath sqrt:  7999.999938
Reference value:      7999.99993749999975585937309265...

MathContext(40, RoundingMode.HALF_UP)

BigDecimal sqrt:      1000000.000000499999999999875000000000062
BigDecimalMath sqrt:  1000000.000000499999999999875000000000063
Reference value:      1000000.00000049999999999987500000000006249999999996093750000...

Prepare release 2.2.1

  • add release number header to release note
  • rename release note
  • create empty release note for next release from template_release_note.md
  • change version in build.gradle
  • upload artifacts to maven central
    • run ./gradlew clean
    • run ./gradlew :ch.obermuhlner.math.big:uploadArchives
    • go to https://oss.sonatype.org/
    • in tab 'Staging Repositories' locate own Repository (typically at the end of the list)
    • verify content of own Repository (version number!)
    • Close own Repository
    • Refresh until Release becomes enabled
    • Release own Repository
  • create github release from same artifacts
    • Create new draft release
    • Copy content of release note into draft release
    • Add artefacts from gradle build to draft release
      • big-math-*.jar
      • big-math-*-javadoc.jar
      • big-math-*-sources.jar
    • Verify all changes are committed and pushed
    • Publish release
  • update readme
  • add generated javadoc to docs/javadoc
  • update docs/index.md
  • update dependent projects
  • create regression project for new release
    • edit new build.gradle to use new release library
    • edit settings.gradle to add new regression project
    • run ./gradlew :regression.v2_2_1:run (verify version number) with standard machine
    • edit analysis/*.csv files to add new release numbers
    • run csv2chart --property chart=line *.csv in directory regression/analysis

Optimize performance of `log()`

In release 2.0.0 the calculation precision was improved at the cost of calculation performance.

Optimize performance of log() without sacrificing calculation precision.

`BigRational.toIntegerRationalString()` with small negative numbers

Negative rational numbers smaller than 1 are printed without - sign.

For example:

BigRational v = valueOf(-1, 2);
System.out.println("small negative rational toString(): " + v);
System.out.println("small negative rational toIntegerRationalString(): " + v);

prints:

small negative rational toString(): -0.5
small negative rational toIntegerRationalString(): 1/2

root(x, n) with large n is very slow

The BigDecimalMath.root(BigDecimal, BigDecimal, MathContext) function converges very slowly for larger values of n.

This is due to a bad initial value for the Newton-Raphson approximation.
Use double calculations for the initial value with a fallback to pow(x, 1/n).

Prepare release 2.3.0

  • add release number header to release note
  • rename release note
  • create empty release note for next release from template_release_note.md
  • change version in build.gradle
  • change version in pom.xml
  • upload artifacts to maven central
    • run ./gradlew clean
    • run ./gradlew :ch.obermuhlner.math.big:uploadArchives
    • go to https://oss.sonatype.org/
    • in tab 'Staging Repositories' locate own Repository (typically at the end of the list)
    • verify content of own Repository (version number!)
    • Close own Repository
    • Refresh until Release becomes enabled
    • Release own Repository
  • create github release from same artifacts
    • Create new draft release
    • Copy content of release note into draft release
    • Add artefacts from gradle build to draft release
      • big-math-*.jar
      • big-math-*-javadoc.jar
      • big-math-*-sources.jar
    • Verify all changes are committed and pushed
    • Publish release
  • update readme
  • add generated javadoc to docs/javadoc
  • update docs/index.md
  • update dependent projects
  • create regression project for new release
    • edit new build.gradle to use new release library
    • edit settings.gradle to add new regression project
    • run ./run_regression_analysis.sh

BigDecimalMath.log(new BigDecimal("1E-399"), MC) fails

java.lang.NumberFormatException
	at java.math.BigDecimal.<init>(BigDecimal.java:494)
	at java.math.BigDecimal.<init>(BigDecimal.java:383)
	at java.math.BigDecimal.<init>(BigDecimal.java:806)
	at java.math.BigDecimal.valueOf(BigDecimal.java:1274)
	at ch.obermuhlner.math.big.BigDecimalMath.logUsingNewton(BigDecimalMath.java:525)
	at ch.obermuhlner.math.big.BigDecimalMath.log(BigDecimalMath.java:478)

Issue with larger scales?

I'm currently working on using your excellent library for my EvalEx project.
While porting the acos() function, I came to some kind of rounding problems, I guess.
Given this code:

    MathContext mathContext = new MathContext(68, RoundingMode.HALF_EVEN);
    BigDecimal x = new BigDecimal("1", mathContext);
    BigDecimal acos = BigDecimalMath.acos(x, mathContext);

    System.out.println(acos.toPlainString());

it will not print 0 as expected, but it prints out 0.0000000000000000000000000000000000000000000000000000000000000000000000001

This only happens, when I use a scale >= 60 in the MathContext.

Is this a problem of big-math or BigDecimal?

Doesn't work for the code below

BigDecimal number = new BigDecimal("-68.42");

BigDecimal otherNumber = new BigDecimal("0.30274591");

BigDecimalMath.pow(number,otherNumber,new MathContext(100));

The Android's calculator can handle such an expression:

whatsapp image 2018-09-02 at 16 00 36

PS.: version: 2.0.1

might has issue with MathContext.UNLIMITED

here is MathContext.UNLIMITED
public static final MathContext UNLIMITED = new MathContext(0, RoundingMode.HALF_UP);
precision is zero then
public static BigDecimal pow(BigDecimal x, long y, MathContext mathContext) { MathContext mc = new MathContext(mathContext.getPrecision() + 10, mathContext.getRoundingMode());
it changed form Unlimited to 10 digits precision
maybe change it to
MathContext mc = new MathContext(mathContext.getPrecision()==0?65535/*<<some big number?*/:mathContext.getPrecision(), mathContext.getRoundingMode());
maybe
if(mathContext.getPrecision()==0) throw new UnsupportedOperationException("Unlimited MathContext is not supported");

Prepare release 2.0.1

  • add release number header to release note
  • rename release note
  • change version in build.gradle
  • upload artifacts to maven central
    • uncomment task uploadArtifacts in build.gradle
    • run ./gradlew :ch.obermuhlner.math.big:uploadArchives
    • go to https://oss.sonatype.org/
    • in tab 'Staging Repositories' locate own Repository (typically at the end of the list)
    • verify content of own Repository (version number!)
    • Close own Repository
    • Refresh
    • Release own Repository
  • create github release from same artifacts
    • Create new draft release
    • Copy content of release note into draft release
    • Add artefacts from gradle build to draft release
      • big-math-*.jar
      • big-math-*-javadoc.jar
      • big-math-*-sources.jar
    • Publish release
  • update readme
  • add generated javadoc to docs/javadoc
  • update docs/index.md
  • update dependent projects
  • create empty release note for next release

Prepare release 2.2.0

  • run performance benchmarks, create png, commit
  • add release number header to release note
  • rename release note
  • change version in build.gradle
  • upload artifacts to maven central
    • uncomment task uploadArtifacts in build.gradle
    • run ./gradlew clean
    • run ./gradlew :ch.obermuhlner.math.big:uploadArchives
    • comment task uploadArtifacts in build.gradle
    • go to https://oss.sonatype.org/
    • in tab 'Staging Repositories' locate own Repository (typically at the end of the list)
    • verify content of own Repository (version number!)
    • Close own Repository
    • Refresh until Release becomes enabled
    • Release own Repository
  • create github release from same artifacts
    • Create new draft release
    • Copy content of release note into draft release
    • Add artefacts from gradle build to draft release
      • big-math-*.jar
      • big-math-*-javadoc.jar
      • big-math-*-sources.jar
    • Publish release
  • update readme
  • add generated javadoc to docs/javadoc
  • update docs/index.md
  • update dependent projects
  • create empty release note for next release

Support OSGi

The MANIFEST.MF must contain the necessary OSGi headers

BigRational toFloat() can fail in a slightly unexpected way

Consider the following example which shows why the method fails and an alternative (Float.valueOf(x.toBigDecimal().toString())) that works more how I expected, but would fail if x could not be represented as a BigDecimal.
BigRational x = BigRational.valueOf("8.804462619980757911125181749462772084351754080848495898653087767533866267556634");
System.out.println(x.toRationalString());
System.out.println(x.toFloat());
System.out.println(Float.valueOf(x.toBigDecimal().toString()));
System.out.println(new BigDecimal("1000000000000000000000000000000000000000000000000000000000000000000000000000000").floatValue());

Publish to Maven

Hey, i'm working on a project and got in a situation where a i need the log function over a BigDecimal, found your project and seems great you have done a excellent work, but the limitation for me is that i can only add dependencies which are in a Maven repository, it would be great if you could publish it even if is in a beta stage, Thank you! and keep the good work!.

Provide a solution where MathContext does not need to be passed to all methods

Copy paste from blog comment:

At the moment, BigDecimalMath requires you to submit a java.math.MathContext
every single time. Is it possible for you to add the option to omit that,
or have the situation so that users might submit or overwrite a MAthContext
once at the beginning, and include only the number parameters for the functions
inside BigDecimalMath?

Pow throws Overflow in special case

The next code throws Overflow error
BigDecimalMath.pow(new BigDecimal("85"), new BigDecimal("483379540.5878915618046344614959831"), MathContext.DECIMAL128)

expected result
new BigDecimal("8.191399333915731143433650968385840E+932641633")

In attachment you can find the fix (Intellij IDEA patch file)
bugfix_pow_special_case_overflow.patch

Prepare release 2.0.0

  • rename release note
  • change version in gradle.build
  • build and commit javadoc
  • upload artifacts to maven central
    • uncomment task uploadArchives in gradle.build
    • run ./gradlew uploadArchives
    • go to https://oss.sonatype.org/
    • in tab 'Staging Repositories' locate own Repository (typically at the end of the list)
    • verify content of own Repository (version number!)
    • Close own Repository
    • Refresh
    • Release own Repository
  • create github release from same artifacts
    • Create new draft release
    • Copy content of release note into draft release
    • Add artefacts from gradle build to draft release
    • Publish release
  • update readme
  • update docs/index.md
  • update dependent projects
  • create empty release note for next release

Prepare release 1.3.0

  • rename release note
  • change version in gradle.build
  • upload artifacts to maven central
    • uncomment task uploadArtifacts in gradle.build
    • run ./gradlew uploadArtifacts
    • go to https://oss.sonatype.org/
    • in tab 'Staging Profiles' locate own Repository (typically at the end of the list)
    • verify content of own Repository (version number!)
    • Close own Repository
    • Refresh
    • Release own Repository
  • create github release from same artifacts
    • Create new draft release
    • Copy content of release note into draft release
    • Add artefacts from gradle build to draft release
    • Publish release
  • update readme
  • update dependent projects
  • create empty release note for next release

[question] Double.POSITIVE_INFINITE, isNAN functions available?

This is some kind of library! good stuff.

I have a question about having representation of following Double only related JDK functions:

  • POSITIVE_INFINITE,
  • isNan()

I have especially problem with positive_infinite representation in BigDecimal...

What do you think to add this constant from Double into your library as method with mathcontext as additional parameter for precision config.

Use BigDecimal.compareTo() insted of BigDecimal.equals()

The java.math.BigDecimal.equals() method compares this BigDecimal with the specified Object for equality. Unlike compareTo, this method considers two BigDecimal objects equal only if they are equal in value and scale (thus 2.0 is not equal to 2.00 when compared by this method).

doubleValue performance

I know that this is not related to the code on this repo, but I just wanted to ask if there is a way to implement a function that returns the double value approximation of a bigdecimal. The original implementation (at least for java 8 uses string operations in order to construct that representation which makes it incredibly slow).

If nothing can be done, then please go ahead and close this ticket.

Thank you very much

Prepare release 2.3.1

  • add release number header to release note
  • rename release note
  • create empty release note for next release from template_release_note.md
  • change version in build.gradle of big-math subproject
  • change version in pom.xml
  • upload artifacts to maven central
    • run ./gradlew clean
    • run ./gradlew :ch.obermuhlner.math.big:uploadArchives
    • go to https://oss.sonatype.org/
    • in tab 'Staging Repositories' locate own Repository (typically at the end of the list)
    • verify content of own Repository (version number!)
    • Close own Repository
    • Refresh until Release becomes enabled
    • Release own Repository
  • create github release from same artifacts
    • Create new draft release
    • Copy content of release note into draft release
    • Add artefacts from gradle build to draft release
      • big-math-*.jar
      • big-math-*-javadoc.jar
      • big-math-*-sources.jar
    • Verify all changes are committed and pushed
    • Create a new tag in release
    • Publish release
  • update readme
  • add generated javadoc to docs/javadoc
  • update docs/index.md
  • update dependent projects
  • create regression project for new release
    • edit new build.gradle to use new release library
    • edit settings.gradle to add new regression project
    • run ./run_regression_analysis.sh

BigComplexMath.sqrt fails on non-positive real numbers

When BigComplexMath.sqrt is invoked with an argument that has a negative or zero real part and a zero imaginary part, it throws an ArithmeticException:

BigComplexMath.sqrt(BigComplex.ONE.negate(), MathContext.DECIMAL64)
Exception in thread "main" java.lang.ArithmeticException: Division undefined
	at java.base/java.math.BigDecimal.divide(BigDecimal.java:1831)
	at ch.obermuhlner.math.big.BigComplex.divide(BigComplex.java:287)
	at ch.obermuhlner.math.big.BigComplexMath.sqrt(BigComplexMath.java:289)

Expected behaviour:

BigComplexMath.sqrt should not throw an ArithmeticException but compute the result (in the above case 0 + 1i) instead.

Question about big-math .jar file.

-I can see where to to obtain the javadoc for big-math,
Where can I find a free .jar build use file for for the latest
stable version of the big-math library that will work
with Java OpenJDK 19?

Something the matter with the 2.3.1 release?

I noticed that using the 2.3.1 things like this happen:

BigDecimal pow = BigDecimalMath.pow(new BigDecimal("200"), new BigDecimal("-200"), new MathContext(6));
System.out.println("" + pow);

prints 0, which would obviously be a bug. I thought I'd look into it, and it costed me some time, but the code which is on maven central as 2.3.1 for this class doesn't seem to be right.

E.g. thispow function ends with
return roundAbsolutePrecision(result, mathContext); (which btw seems to cause the problem)

which I can't even find in the repository.

I don't know what happened, but something seems to be rather odd?

Nullpointer exception in SeriesCalculator 121 line

Hello,
I have experienced nullpointer exeption in SeriesCalculator 121 line, because factor of index 15 was not found...

Java version jre_8u201

SeriesCalculator BigDecimal calculate(BigDecimal x, MathContext mathContext) method was receiving these parameters:

BigDecimal x = 0.00027737357367408531168137439716441660398990660211765625
MathContext mathContext = new MathContext(66, RoundingMode.HALF_EVEN)

Factor array had 17 elements, and was trying to get 15th element, but it was null. Image is attached of formed factors array.

image (1)

Your library was used with this enpoint:

BigDecimal irr = new BigDecimal("1.0735999999999999999999999808121954095390385925")
BigDecimal numberOfParts = new BigDecimal("12.16666666666666666666666666666667");
BigDecimalMath.pow(irr, numberOfParts, DECIMAL128)

I cannot replicate this situation in tests locally... It is so strange... Locally using openjdk 1.8.0_201

Thank you.

Support complex numbers

Add a class BigComplex (or similar name, maybe BigDecimalComplex) with basic arithmetic support - similar design to BigDecimal.

Add a class BigComplexMath with static math functions in the complex domain.

sqrt hangs

Thanks for a great library.

Testing with OpenJDK 11 and 15, BigDecimalMath.sqrt seems to go into an infinite loop when passed any of these values when the precision and rounding mode are as follows:

MathContext mc = new MathContext(10, RoundingMode.HALF_UP);
System.out.println("Testing...");
System.out.println( BigDecimalMath.sqrt( new BigDecimal("10000000000000005"), mc ) );
System.out.println( BigDecimalMath.sqrt( new BigDecimal("10000000000000006"), mc ) );
System.out.println( BigDecimalMath.sqrt( new BigDecimal("10000000000000007"), mc ) );
System.out.println( BigDecimalMath.sqrt( new BigDecimal("10000000000000008"), mc ) );
System.out.println( BigDecimalMath.sqrt( new BigDecimal("10000000000000009"), mc ) );

Questions about the big-math library: Capabilities and Future.

-In terms of base 10 positive intetgers, is there a maximum positive integer that your library can load into memory and operate with?

-In terms of base 10 positive decimals (only), is there a minimum minute value that your library can load into memory and operate with?

-Full completion of the project Valhalla for Java along with OpenJDK promises value types and primitive types. I have gathered that it is possible to set up mathematics with the big-math library so that every operation does not require the precision to be submitted along as well, but that can be managed from one place within scope before the beginning of mathematics. If Valhalla allows operator inclusion with its new primitive types and other new advantages, are the big-math project developers likely going to be persuaded to incorporated into big-math? Operators like +,-,*, both modes of /, %, i++, i--, --i, ++i, +=, -=, *=, /= both modes, %= ?

Prepare release 2.1.0

  • run performance benchmarks, create png, commit
  • add release number header to release note
  • rename release note
  • change version in build.gradle
  • upload artifacts to maven central
    • uncomment task uploadArtifacts in build.gradle
    • run ./gradlew :ch.obermuhlner.math.big:uploadArchives
    • go to https://oss.sonatype.org/
    • in tab 'Staging Repositories' locate own Repository (typically at the end of the list)
    • verify content of own Repository (version number!)
    • Close own Repository
    • Refresh
    • Release own Repository
  • create github release from same artifacts
    • Create new draft release
    • Copy content of release note into draft release
    • Add artefacts from gradle build to draft release
      • big-math-*.jar
      • big-math-*-javadoc.jar
      • big-math-*-sources.jar
    • Publish release
  • update readme
  • add generated javadoc to docs/javadoc
  • update docs/index.md
  • update dependent projects
  • create empty release note for next release

Problem in atan2 function

Hello

I think there may be a little typo in atan2() . On line 1033 of BigDecimalMath there is

return atan(y.divide(x, 3), mathContext);

which I think should be

return atan(y.divide(x, mc), mathContext);

Prepare release 2.3.2

  • add release number header to release note
  • rename release note
  • create empty release note for next release from template_release_note.md
  • change version in build.gradle of big-math subproject
  • change version in pom.xml
  • upload artifacts to maven central
    • run ./gradlew clean
    • run ./gradlew :ch.obermuhlner.math.big:uploadArchives
    • go to https://oss.sonatype.org/
    • in tab 'Staging Repositories' locate own Repository (typically at the end of the list)
    • verify content of own Repository (version number!)
    • Close own Repository
    • Refresh until Release becomes enabled
    • Release own Repository
  • create github release from same artifacts
    • Create new draft release
    • Create new tag "v1.2.3" (will be created when published)
    • Create new title for release e.g. "Release 1.2.3"
    • Copy content of release note into draft release (without the first header "# Release 1.2.3")
    • Add artefacts from gradle build to draft release
      • big-math-*.jar
      • big-math-*-javadoc.jar
      • big-math-*-sources.jar
    • Verify all changes are committed and pushed
    • Publish release
  • update readme
  • add generated javadoc to docs/javadoc (copy folder javadoc from build/docs and renamed to e.g. v1.2.3)
  • update docs/index.md
  • update dependent projects
  • create regression project for new release
    • edit new build.gradle to use new release library
    • edit settings.gradle to add new regression project
    • run ./run_regression_analysis.sh
  • commit and push chages

Performance issue in BigDecimalMath.pow()

The BigDecimalMath.pow() method is relying on Exception handling to recover from some corner cases.
In my profiling the BigDecimal.longValueExcact() can throw ArithmeticException("Rounding necessary") which takes a large chunk of the BigDecimalMath.pow() execution time. The time is X axis on the flame graph below - roughly 50%?

image

The issue seem to be with try/catch code below and I wonder if the exception could be mitigated with some conditions inside try/catch to avoid some common cases of the ArithmeticException?

image

license

What is the license for your code?

Factorial method has an incorrect method signature

The implementation of the factorial method provides only an integer argument, which does not match the definition found in the README documentation.

The method should use factorial(int, MathContext) rather than factorial(int), according to the documentation.

Additionally, for the sake of consistency, I think the factorial method should take a BigDecimal rather than an integer. Inputting a fractional factorial should simply use the gamma function.

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