remove the libraries for frexp and ldexp and inline the functions (#16)

Author: rochdev

LICENSE-3rdparty.csv

@@ -8,6 +8,6 @@ dev,jest,MIT,Facebook
 dev,prettier,MIT,James Long
 dev,ts-jest,MIT,Kulshekhar Kabra
 dev,typescript,Apache-2.0,Copyright Microsoft Corporation
-import,@stdlib/math-base-special-frexp,Apache-2.0,Copyright 2016-2021 The Stdlib Authors
-import,@stdlib/math-base-special-ldexp,Apache-2.0,Copyright 2016-2021 The Stdlib Authors
+float64-frexp,https://github.com/math-io/float64-frexp,MIT,The Compute.io Authors
+float64-ldexp,https://github.com/math-io/float64-ldexp,MIT,The Compute.io Authors
 import,protobufjs,BSD-3-Clause,Daniel Wirtz

package.json

@@ -32,8 +32,6 @@
     "generate:proto": "pbjs -t static-module -w commonjs -o src/ddsketch/proto/compiled.js src/ddsketch/proto/DDSketch.proto && pbts -o src/ddsketch/proto/compiled.d.ts src/ddsketch/proto/compiled.js"
   },
   "dependencies": {
-    "@stdlib/math-base-special-frexp": "^0.0.4",
-    "@stdlib/math-base-special-ldexp": "^0.0.4",
     "protobufjs": "^6.10.2"
   },
   "devDependencies": {

src/ddsketch/mapping/CubicallyInterpolatedMapping.ts

@@ -6,8 +6,7 @@
  */
 
 import { KeyMapping } from './KeyMapping';
-import frexp from '@stdlib/math-base-special-frexp';
-import ldexp from '@stdlib/math-base-special-ldexp';
+import { frexp, ldexp } from '../math';
 import { IndexMapping as IndexMappingProto } from '../proto/compiled';
 
 /**

src/ddsketch/mapping/LinearlyInterpolatedMapping.ts

@@ -6,8 +6,7 @@
  */
 
 import { KeyMapping } from './KeyMapping';
-import frexp from '@stdlib/math-base-special-frexp';
-import ldexp from '@stdlib/math-base-special-ldexp';
+import { frexp, ldexp } from '../math';
 import { IndexMapping as IndexMappingProto } from '../proto/compiled';
 
 /**

src/ddsketch/math.ts

@@ -0,0 +1,51 @@
+/*
+ * Unless explicitly stated otherwise all files in this repository are licensed
+ * under the Apache 2.0 license (see LICENSE).
+ * This product includes software developed at Datadog (https://www.datadoghq.com/).
+ * Copyright 2020 Datadog, Inc.
+ */
+
+/**
+ * Splits a double-precision floating-point number into a normalized fraction
+ * and an integer power of two.
+ */
+export function frexp(value: number): [number, number] {
+    if (value === 0 || !Number.isFinite(value)) return [value, 0];
+
+    const absValue = Math.abs(value);
+
+    let exponent = Math.max(-1023, Math.floor(Math.log2(absValue)) + 1);
+    let mantissa = absValue * Math.pow(2, -exponent);
+
+    while (mantissa < 0.5) {
+        mantissa *= 2;
+        exponent--;
+    }
+
+    while (mantissa >= 1) {
+        mantissa *= 0.5;
+        exponent++;
+    }
+
+    if (value < 0) {
+        mantissa = -mantissa;
+    }
+
+    return [mantissa, exponent];
+}
+
+/**
+ * Multiplies a double-precision floating-point number by an integer power of
+ * two; i.e., x = frac * 2^exp.
+ */
+export function ldexp(mantissa: number, exponent: number): number {
+    const iterations = Math.min(3, Math.ceil(Math.abs(exponent) / 1023));
+
+    let result = mantissa;
+
+    for (let i = 0; i < iterations; i++) {
+        result *= Math.pow(2, Math.floor((exponent + i) / iterations));
+    }
+
+    return result;
+}

src/types/math-float64-frexp/index.d.ts

@@ -0,0 +1,100 @@
+/*
+ * Unless explicitly stated otherwise all files in this repository are licensed
+ * under the Apache 2.0 license (see LICENSE).
+ * This product includes software developed at Datadog (https://www.datadoghq.com/).
+ * Copyright 2020 Datadog, Inc.
+ */
+
+import { frexp, ldexp } from '../src/ddsketch/math';
+
+describe('math', () => {
+    describe('frexp', () => {
+        const small = require('./fixtures/math/frexp/x_1e-200_1e-308.json');
+        const medium = require('./fixtures/math/frexp/x_-1e3_1e3.json');
+        const large = require('./fixtures/math/frexp/x_1e200_1e308.json');
+        const subnormal = require('./fixtures/math/frexp/x_1e-310_5e-324.json');
+
+        it('should split a floating-point number into a normalized fraction and an integer power of two (small `x`)', () => {
+            const expected = small.expected;
+            const x = small.x;
+
+            for (let i = 0; i < x.length; i++ ) {
+                expect(frexp(x[i])).toEqual(expected[i]);
+            }
+        });
+
+        it('should split a floating-point number into a normalized fraction and an integer power of two (medium `x`)', () => {
+            const expected = medium.expected;
+            const x = medium.x;
+
+            for (let i = 0; i < x.length; i++ ) {
+                expect(frexp(x[i])).toEqual(expected[i]);
+            }
+        });
+
+        it('should split a floating-point number into a normalized fraction and an integer power of two (large `x`)', () => {
+            const expected = large.expected;
+            const x = large.x;
+
+            for (let i = 0; i < x.length; i++ ) {
+                expect(frexp(x[i])).toEqual(expected[i]);
+            }
+        });
+
+        it('should split a floating-point number into a normalized fraction and an integer power of two (subnormal `x`)', () => {
+            const expected = subnormal.expected;
+            const x = subnormal.x;
+
+            for (let i = 0; i < x.length; i++ ) {
+                expect(frexp(x[i])).toEqual(expected[i]);
+            }
+        });
+    })
+
+    describe('ldexp', () => {
+        const small = require('./fixtures/math/ldexp/small.json');
+        const medium = require('./fixtures/math/ldexp/medium.json');
+        const large = require('./fixtures/math/ldexp/large.json');
+        const subnormal = require('./fixtures/math/ldexp/subnormal.json');
+
+        it('should multiply a number by an integer power of two (small values)', () => {
+            const expected = small.expected;
+            const frac = small.frac;
+            const exp = small.exp;
+
+            for (let i = 0; i < frac.length; i++ ) {
+                expect(ldexp(frac[i], exp[i])).toEqual(expected[i]);
+            }
+        });
+
+        it('should multiply a number by an integer power of two (medium values)', () => {
+            const expected = medium.expected;
+            const frac = medium.frac;
+            const exp = medium.exp;
+
+            for (let i = 0; i < frac.length; i++ ) {
+                expect(ldexp(frac[i], exp[i])).toEqual(expected[i]);
+            }
+        });
+
+        it('should multiply a number by an integer power of two (large values)', () => {
+            const expected = large.expected;
+            const frac = large.frac;
+            const exp = large.exp;
+
+            for (let i = 0; i < frac.length; i++ ) {
+                expect(ldexp(frac[i], exp[i])).toEqual(expected[i]);
+            }
+        });
+
+        it('should multiply a number by an integer power of two (subnormals)', () => {
+            const expected = subnormal.expected;
+            const frac = subnormal.frac;
+            const exp = subnormal.exp;
+
+            for (let i = 0; i < frac.length; i++ ) {
+                expect(ldexp(frac[i], exp[i])).toEqual(expected[i]);
+            }
+        });
+    });
+});