59: Added `MulAdd` and `MulAddAssign` traits r=cuviper a=regexident

Both `f32` and `f64` implement fused multiply-add, which computes `(self * a) + b` with only one rounding error. This produces a more accurate result with better performance than a separate multiplication operation followed by an add:

```rust
fn mul_add(self, a: f32, b: f32) -> f32[src]
```

It is however not possible to make use of this in a generic context by abstracting over a trait.

My concrete use-case is machine learning, [gradient descent](https://en.wikipedia.org/wiki/Gradient_descent) to be specific,  
where the core operation of updating the gradient could make use of `mul_add` for both its `weights: Vector` as well as its `bias: f32`:

```rust
struct Perceptron {
  weights: Vector,
  bias: f32,
}

impl MulAdd<f32, Self> for Vector {
  // ...
}

impl Perceptron {
  fn learn(&mut self, example: Vector, expected: f32, learning_rate: f32) {
    let alpha = self.error(example, expected, learning_rate);
    self.weights = example.mul_add(alpha, self.weights);
    self.bias = self.bias.mul_add(alpha, self.bias)
  }
}
```

(The actual impl of `Vector` would be generic over its value type: `Vector<T>`, thus requiring the trait.)

Co-authored-by: Vincent Esche <regexident@gmail.com>
Co-authored-by: Josh Stone <cuviper@gmail.com>
This commit is contained in:
bors[bot] 2018-05-04 19:12:41 +00:00
commit a49013e338
3 changed files with 148 additions and 0 deletions

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@ -37,6 +37,7 @@ pub use ops::inv::Inv;
pub use ops::checked::{CheckedAdd, CheckedSub, CheckedMul, CheckedDiv, pub use ops::checked::{CheckedAdd, CheckedSub, CheckedMul, CheckedDiv,
CheckedRem, CheckedNeg, CheckedShl, CheckedShr}; CheckedRem, CheckedNeg, CheckedShl, CheckedShr};
pub use ops::wrapping::{WrappingAdd, WrappingMul, WrappingSub}; pub use ops::wrapping::{WrappingAdd, WrappingMul, WrappingSub};
pub use ops::mul_add::{MulAdd, MulAddAssign};
pub use ops::saturating::Saturating; pub use ops::saturating::Saturating;
pub use sign::{Signed, Unsigned, abs, abs_sub, signum}; pub use sign::{Signed, Unsigned, abs, abs_sub, signum};
pub use cast::{AsPrimitive, FromPrimitive, ToPrimitive, NumCast, cast}; pub use cast::{AsPrimitive, FromPrimitive, ToPrimitive, NumCast, cast};

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@ -2,3 +2,4 @@ pub mod saturating;
pub mod checked; pub mod checked;
pub mod wrapping; pub mod wrapping;
pub mod inv; pub mod inv;
pub mod mul_add;

146
src/ops/mul_add.rs Normal file
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@ -0,0 +1,146 @@
/// The fused multiply-add operation.
/// Computes (self * a) + b with only one rounding error.
/// This produces a more accurate result with better performance
/// than a separate multiplication operation followed by an add.
///
/// Note that `A` and `B` are `Self` by default, but this is not mandatory.
///
/// # Example
///
/// ```
/// use std::f32;
///
/// let m = 10.0_f32;
/// let x = 4.0_f32;
/// let b = 60.0_f32;
///
/// // 100.0
/// let abs_difference = (m.mul_add(x, b) - (m*x + b)).abs();
///
/// assert!(abs_difference <= f32::EPSILON);
/// ```
pub trait MulAdd<A = Self, B = Self> {
/// The resulting type after applying the fused multiply-add.
type Output;
/// Performs the fused multiply-add operation.
fn mul_add(self, a: A, b: B) -> Self::Output;
}
/// The fused multiply-add assignment operation.
pub trait MulAddAssign<A = Self, B = Self> {
/// Performs the fused multiply-add operation.
fn mul_add_assign(&mut self, a: A, b: B);
}
#[cfg(feature = "std")]
impl MulAdd<f32, f32> for f32 {
type Output = Self;
#[inline]
fn mul_add(self, a: Self, b: Self) -> Self::Output {
f32::mul_add(self, a, b)
}
}
#[cfg(feature = "std")]
impl MulAdd<f64, f64> for f64 {
type Output = Self;
#[inline]
fn mul_add(self, a: Self, b: Self) -> Self::Output {
f64::mul_add(self, a, b)
}
}
macro_rules! mul_add_impl {
($trait_name:ident for $($t:ty)*) => {$(
impl $trait_name for $t {
type Output = Self;
#[inline]
fn mul_add(self, a: Self, b: Self) -> Self::Output {
(self * a) + b
}
}
)*}
}
mul_add_impl!(MulAdd for isize usize i8 u8 i16 u16 i32 u32 i64 u64);
#[cfg(feature = "std")]
impl MulAddAssign<f32, f32> for f32 {
#[inline]
fn mul_add_assign(&mut self, a: Self, b: Self) {
*self = f32::mul_add(*self, a, b)
}
}
#[cfg(feature = "std")]
impl MulAddAssign<f64, f64> for f64 {
#[inline]
fn mul_add_assign(&mut self, a: Self, b: Self) {
*self = f64::mul_add(*self, a, b)
}
}
macro_rules! mul_add_assign_impl {
($trait_name:ident for $($t:ty)*) => {$(
impl $trait_name for $t {
#[inline]
fn mul_add_assign(&mut self, a: Self, b: Self) {
*self = (*self * a) + b
}
}
)*}
}
mul_add_assign_impl!(MulAddAssign for isize usize i8 u8 i16 u16 i32 u32 i64 u64);
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn mul_add_integer() {
macro_rules! test_mul_add {
($($t:ident)+) => {
$(
{
let m: $t = 2;
let x: $t = 3;
let b: $t = 4;
assert_eq!(MulAdd::mul_add(m, x, b), (m*x + b));
}
)+
};
}
test_mul_add!(usize u8 u16 u32 u64 isize i8 i16 i32 i64);
}
#[test]
#[cfg(feature = "std")]
fn mul_add_float() {
macro_rules! test_mul_add {
($($t:ident)+) => {
$(
{
use core::$t;
let m: $t = 12.0;
let x: $t = 3.4;
let b: $t = 5.6;
let abs_difference = (MulAdd::mul_add(m, x, b) - (m*x + b)).abs();
assert!(abs_difference <= $t::EPSILON);
}
)+
};
}
test_mul_add!(f32 f64);
}
}