LogarithmicNumbers.jl

A logarithmic number system for Julia.

Provides the types ULogarithmic, Logarithmic and CLogarithmic for representing non-negative real numbers, real numbers and complex numbers in log-space.

This is useful when numbers are too big or small to fit accurately into a Float64 and you only really care about magnitude.

For example, it can be useful to represent probabilities in this form, and you don't need to worry about getting zero when multiplying many of them together.

Installation

] add LogarithmicNumbers

Example

julia> using LogarithmicNumbers

julia> ULogarithmic(2.7)
exp(0.9932517730102834)

julia> float(ans)
2.7

julia> x = exp(ULogarithmic, 1000) - exp(ULogarithmic, 998)
exp(999.8545865421312)

julia> float(x) # overflows
Inf

julia> log(x)
999.8545865421312

Documentation

Three main types are exported:

Type ULogarithmic{T}, which represents a non-negative real number by its logarithm of type T.
Type Logarithmic{T}, which represents a real number by its absolute value as a ULogarithmic{T} and a sign bit.
Type CLogarithmic{T}, which represents a complex number by its absolute value as a ULogarithmic{T} and an angle of type T.

Also exports type aliases ULogFloat64, LogFloat64, CLogFloat64, ULogFloat32, LogFloat32, CLogFloat32, ULogFloat16, LogFloat16, CLogFloat16, ULogBigFloat, LogBigFloat, CLogBigFloat.

Features:

ULogarithmic(x) (and Logarithmic(x), etc.) represents the number x.
exp(ULogarithmic, x) represents exp(x) (and x can be huge).
Arithmetic: +, -, *, /, ^, inv, log, prod, sum.
Comparisons: equality, ordering, cmp, isless.
Random: rand(ULogarithmic) is a random number in the unit interval.
Other functions: float, big, unsigned (converts ULogarithmic to Logarithmic), signed (vice versa), widen, typemin, typemax, zero, one, iszero, isone, isinf, isfinite, isnan, sign, signbit, abs, nextfloat, prevfloat, write, read.

Interoperability with other packages

StatsFuns.jl

Calling normcdf(ULogarithmic, ...) is like calling normcdf(...) but returns the answer as a ULogarithmic (and calls normlogcdf(...) internally).

Similarly there is normpdf(ULogarithmic, ...) and normccdf(ULogarithmic, ...) and equivalents for other distributions.

Distributions.jl

Calling cdf(ULogarithmic, ...) is like calling cdf(...) but returns the answer as a ULogarithmic (and calls logcdf(...) internally).

Similarly there is ccdf(ULogarithmic, ...) and pdf(ULogarithmic, ...).