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accumulate.jl
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accumulate.jl
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# This file is a part of Julia. License is MIT: https://julialang.org/license
# accumulate_pairwise slightly slower then accumulate, but more numerically
# stable in certain situations (e.g. sums).
# it does double the number of operations compared to accumulate,
# though for cheap operations like + this does not have much impact (20%)
function _accumulate_pairwise!(op::Op, c::AbstractVector{T}, v::AbstractVector, s, i1, n)::T where {T,Op}
@inbounds if n < 128
s_ = v[i1]
c[i1] = op(s, s_)
for i = i1+1:i1+n-1
s_ = op(s_, v[i])
c[i] = op(s, s_)
end
else
n2 = n >> 1
s_ = _accumulate_pairwise!(op, c, v, s, i1, n2)
s_ = op(s_, _accumulate_pairwise!(op, c, v, op(s, s_), i1+n2, n-n2))
end
return s_
end
function accumulate_pairwise!(op::Op, result::AbstractVector, v::AbstractVector) where Op
li = LinearIndices(v)
li != LinearIndices(result) && throw(DimensionMismatch("input and output array sizes and indices must match"))
n = length(li)
n == 0 && return result
i1 = first(li)
@inbounds result[i1] = v1 = reduce_first(op,v[i1])
n == 1 && return result
_accumulate_pairwise!(op, result, v, v1, i1+1, n-1)
return result
end
function accumulate_pairwise(op, v::AbstractVector{T}) where T
out = similar(v, promote_op(op, T, T))
return accumulate_pairwise!(op, out, v)
end
"""
cumsum!(B, A; dims::Integer)
Cumulative sum of `A` along the dimension `dims`, storing the result in `B`. See also [`cumsum`](@ref).
"""
cumsum!(B::AbstractArray{T}, A; dims::Integer) where {T} =
accumulate!(add_sum, B, A, dims=dims)
function cumsum!(out::AbstractArray, v::AbstractVector; dims::Integer=1)
# we dispatch on the possibility of numerical stability issues
_cumsum!(out, v, dims, ArithmeticStyle(eltype(out)))
end
function _cumsum!(out::AbstractArray{T}, v, dim, ::ArithmeticRounds) where {T}
dim == 1 ? accumulate_pairwise!(add_sum, out, v) : copyto!(out, v)
end
function _cumsum!(out::AbstractArray, v, dim, ::ArithmeticUnknown)
_cumsum!(out, v, dim, ArithmeticRounds())
end
function _cumsum!(out::AbstractArray{T}, v, dim, ::ArithmeticStyle) where {T}
dim == 1 ? accumulate!(add_sum, out, v) : copyto!(out, v)
end
"""
cumsum(A; dims::Integer)
Cumulative sum along the dimension `dims`. See also [`cumsum!`](@ref)
to use a preallocated output array, both for performance and to control the precision of the
output (e.g. to avoid overflow).
# Examples
```jldoctest
julia> a = [1 2 3; 4 5 6]
2×3 Array{Int64,2}:
1 2 3
4 5 6
julia> cumsum(a, dims=1)
2×3 Array{Int64,2}:
1 2 3
5 7 9
julia> cumsum(a, dims=2)
2×3 Array{Int64,2}:
1 3 6
4 9 15
```
"""
function cumsum(A::AbstractArray{T}; dims::Integer) where T
out = similar(A, promote_op(add_sum, T, T))
cumsum!(out, A, dims=dims)
end
"""
cumsum(x::AbstractVector)
Cumulative sum a vector. See also [`cumsum!`](@ref)
to use a preallocated output array, both for performance and to control the precision of the
output (e.g. to avoid overflow).
# Examples
```jldoctest
julia> cumsum([1, 1, 1])
3-element Array{Int64,1}:
1
2
3
julia> cumsum([fill(1, 2) for i in 1:3])
3-element Array{Array{Int64,1},1}:
[1, 1]
[2, 2]
[3, 3]
```
"""
cumsum(x::AbstractVector) = cumsum(x, dims=1)
"""
cumprod!(B, A; dims::Integer)
Cumulative product of `A` along the dimension `dims`, storing the result in `B`.
See also [`cumprod`](@ref).
"""
cumprod!(B::AbstractArray{T}, A; dims::Integer) where {T} =
accumulate!(mul_prod, B, A, dims=dims)
"""
cumprod!(y::AbstractVector, x::AbstractVector)
Cumulative product of a vector `x`, storing the result in `y`.
See also [`cumprod`](@ref).
"""
cumprod!(y::AbstractVector, x::AbstractVector) = cumprod!(y, x, dims=1)
"""
cumprod(A; dims::Integer)
Cumulative product along the dimension `dim`. See also
[`cumprod!`](@ref) to use a preallocated output array, both for performance and
to control the precision of the output (e.g. to avoid overflow).
# Examples
```jldoctest
julia> a = [1 2 3; 4 5 6]
2×3 Array{Int64,2}:
1 2 3
4 5 6
julia> cumprod(a, dims=1)
2×3 Array{Int64,2}:
1 2 3
4 10 18
julia> cumprod(a, dims=2)
2×3 Array{Int64,2}:
1 2 6
4 20 120
```
"""
function cumprod(A::AbstractArray; dims::Integer)
return accumulate(mul_prod, A, dims=dims)
end
"""
cumprod(x::AbstractVector)
Cumulative product of a vector. See also
[`cumprod!`](@ref) to use a preallocated output array, both for performance and
to control the precision of the output (e.g. to avoid overflow).
# Examples
```jldoctest
julia> cumprod(fill(1//2, 3))
3-element Array{Rational{Int64},1}:
1//2
1//4
1//8
julia> cumprod([fill(1//3, 2, 2) for i in 1:3])
3-element Array{Array{Rational{Int64},2},1}:
[1//3 1//3; 1//3 1//3]
[2//9 2//9; 2//9 2//9]
[4//27 4//27; 4//27 4//27]
```
"""
cumprod(x::AbstractVector) = cumprod(x, dims=1)
"""
accumulate(op, A; dims::Integer, [init])
Cumulative operation `op` along the dimension `dims` of `A` (providing `dims` is optional
for vectors). An initial value `init` may optionally be provided by a keyword argument. See
also [`accumulate!`](@ref) to use a preallocated output array, both for performance and
to control the precision of the output (e.g. to avoid overflow). For common operations
there are specialized variants of `accumulate`, see: [`cumsum`](@ref), [`cumprod`](@ref)
# Examples
```jldoctest
julia> accumulate(+, [1,2,3])
3-element Array{Int64,1}:
1
3
6
julia> accumulate(*, [1,2,3])
3-element Array{Int64,1}:
1
2
6
julia> accumulate(+, [1,2,3]; init=100)
3-element Array{Int64,1}:
101
103
106
julia> accumulate(min, [1,2,-1]; init=0)
3-element Array{Int64,1}:
0
0
-1
julia> accumulate(+, fill(1, 3, 3), dims=1)
3×3 Array{Int64,2}:
1 1 1
2 2 2
3 3 3
julia> accumulate(+, fill(1, 3, 3), dims=2)
3×3 Array{Int64,2}:
1 2 3
1 2 3
1 2 3
```
"""
function accumulate(op, A; dims::Union{Nothing,Integer}=nothing, kw...)
nt = kw.data
if nt isa NamedTuple{()}
out = similar(A, promote_op(op, eltype(A), eltype(A)))
elseif nt isa NamedTuple{(:init,)}
out = similar(A, promote_op(op, typeof(nt.init), eltype(A)))
else
throw(ArgumentError("acccumulate does not support the keyword arguments $(setdiff(keys(nt), (:init,)))"))
end
accumulate!(op, out, A; dims=dims, kw...)
end
"""
accumulate!(op, B, A; [dims], [init])
Cumulative operation `op` on `A` along the dimension `dims`, storing the result in `B`.
Providing `dims` is optional for vectors. If the keyword argument `init` is given, its
value is used to instantiate the accumulation. See also [`accumulate`](@ref).
# Examples
```jldoctest
julia> x = [1, 0, 2, 0, 3];
julia> y = [0, 0, 0, 0, 0];
julia> accumulate!(+, y, x);
julia> y
5-element Array{Int64,1}:
1
1
3
3
6
julia> A = [1 2; 3 4];
julia> B = [0 0; 0 0];
julia> accumulate!(-, B, A, dims=1);
julia> B
2×2 Array{Int64,2}:
1 2
-2 -2
julia> accumulate!(-, B, A, dims=2);
julia> B
2×2 Array{Int64,2}:
1 -1
3 -1
```
"""
function accumulate!(op, B, A; dims::Union{Integer, Nothing} = nothing, kw...)
nt = kw.data
if nt isa NamedTuple{()}
_accumulate!(op, B, A, dims, nothing)
elseif nt isa NamedTuple{(:init,)}
_accumulate!(op, B, A, dims, Some(nt.init))
else
throw(ArgumentError("acccumulate! does not support the keyword arguments $(setdiff(keys(nt), (:init,)))"))
end
end
function _accumulate!(op, B, A, dims::Nothing, init::Union{Nothing, Some})
throw(ArgumentError("Keyword argument dims must be provided for multidimensional arrays"))
end
function _accumulate!(op, B, A::AbstractVector, dims::Nothing, init::Nothing)
isempty(A) && return B
v1 = reduce_first(op, first(A))
_accumulate1!(op, B, v1, A, 1)
end
function _accumulate!(op, B, A::AbstractVector, dims::Nothing, init::Some)
isempty(A) && return B
v1 = op(something(init), first(A))
_accumulate1!(op, B, v1, A, 1)
end
function _accumulate!(op, B, A, dims::Integer, init::Union{Nothing, Some})
dims > 0 || throw(ArgumentError("dims must be a positive integer"))
inds_t = axes(A)
axes(B) == inds_t || throw(DimensionMismatch("shape of B must match A"))
dims > ndims(A) && return copyto!(B, A)
isempty(inds_t[dims]) && return B
if dims == 1
# We can accumulate to a temporary variable, which allows
# register usage and will be slightly faster
ind1 = inds_t[1]
@inbounds for I in CartesianIndices(tail(inds_t))
if init === nothing
tmp = reduce_first(op, A[first(ind1), I])
else
tmp = op(something(init), A[first(ind1), I])
end
B[first(ind1), I] = tmp
for i_1 = first(ind1)+1:last(ind1)
tmp = op(tmp, A[i_1, I])
B[i_1, I] = tmp
end
end
else
R1 = CartesianIndices(axes(A)[1:dims-1]) # not type-stable
R2 = CartesianIndices(axes(A)[dims+1:end])
_accumulaten!(op, B, A, R1, inds_t[dims], R2, init) # use function barrier
end
return B
end
@noinline function _accumulaten!(op, B, A, R1, ind, R2, init::Nothing)
# Copy the initial element in each 1d vector along dimension `dim`
ii = first(ind)
@inbounds for J in R2, I in R1
B[I, ii, J] = reduce_first(op, A[I, ii, J])
end
# Accumulate
@inbounds for J in R2, i in first(ind)+1:last(ind), I in R1
B[I, i, J] = op(B[I, i-1, J], A[I, i, J])
end
B
end
@noinline function _accumulaten!(op, B, A, R1, ind, R2, init::Some)
# Copy the initial element in each 1d vector along dimension `dim`
ii = first(ind)
@inbounds for J in R2, I in R1
B[I, ii, J] = op(something(init), A[I, ii, J])
end
# Accumulate
@inbounds for J in R2, i in first(ind)+1:last(ind), I in R1
B[I, i, J] = op(B[I, i-1, J], A[I, i, J])
end
B
end
function _accumulate1!(op, B, v1, A::AbstractVector, dim::Integer)
dim > 0 || throw(ArgumentError("dim must be a positive integer"))
inds = LinearIndices(A)
inds == LinearIndices(B) || throw(DimensionMismatch("LinearIndices of A and B don't match"))
dim > 1 && return copyto!(B, A)
(i1, state) = iterate(inds) # We checked earlier that A isn't empty
cur_val = v1
B[i1] = cur_val
next = iterate(inds, state)
@inbounds while next !== nothing
(i, state) = next
cur_val = op(cur_val, A[i])
B[i] = cur_val
next = iterate(inds, state)
end
return B
end