From 06bde5687b214a97c72e41ee40ac76ad837a3d7d Mon Sep 17 00:00:00 2001
From: Lester Solbakken <lesters@oath.com>
Date: Thu, 18 Jun 2020 19:25:35 +0200
Subject: Add erf (the error function)

---
 vespajlib/abi-spec.json                            | 17 +++++++++++++++
 .../yahoo/tensor/functions/ScalarFunctions.java    | 25 ++++++++++++++++++++++
 2 files changed, 42 insertions(+)

(limited to 'vespajlib')

diff --git a/vespajlib/abi-spec.json b/vespajlib/abi-spec.json
index d9467a41f78..154b6871392 100644
--- a/vespajlib/abi-spec.json
+++ b/vespajlib/abi-spec.json
@@ -2075,6 +2075,22 @@
     ],
     "fields": []
   },
+  "com.yahoo.tensor.functions.ScalarFunctions$Erf": {
+    "superClass": "java.lang.Object",
+    "interfaces": [
+      "java.util.function.DoubleUnaryOperator"
+    ],
+    "attributes": [
+      "public"
+    ],
+    "methods": [
+      "public void <init>()",
+      "public double applyAsDouble(double)",
+      "public java.lang.String toString()",
+      "public static double erf(double)"
+    ],
+    "fields": []
+  },
   "com.yahoo.tensor.functions.ScalarFunctions$Exp": {
     "superClass": "java.lang.Object",
     "interfaces": [
@@ -2506,6 +2522,7 @@
       "public static java.util.function.DoubleUnaryOperator square()",
       "public static java.util.function.DoubleUnaryOperator tan()",
       "public static java.util.function.DoubleUnaryOperator tanh()",
+      "public static java.util.function.DoubleUnaryOperator erf()",
       "public static java.util.function.DoubleUnaryOperator elu()",
       "public static java.util.function.DoubleUnaryOperator elu(double)",
       "public static java.util.function.DoubleUnaryOperator leakyrelu()",
diff --git a/vespajlib/src/main/java/com/yahoo/tensor/functions/ScalarFunctions.java b/vespajlib/src/main/java/com/yahoo/tensor/functions/ScalarFunctions.java
index d9204e24d68..c19b07cf96f 100644
--- a/vespajlib/src/main/java/com/yahoo/tensor/functions/ScalarFunctions.java
+++ b/vespajlib/src/main/java/com/yahoo/tensor/functions/ScalarFunctions.java
@@ -50,6 +50,7 @@ public class ScalarFunctions {
     public static DoubleUnaryOperator square() { return new Square(); }
     public static DoubleUnaryOperator tan() { return new Tan(); }
     public static DoubleUnaryOperator tanh() { return new Tanh(); }
+    public static DoubleUnaryOperator erf() { return new Erf(); }
 
     public static DoubleUnaryOperator elu() { return new Elu(); }
     public static DoubleUnaryOperator elu(double alpha) { return new Elu(alpha); }
@@ -330,6 +331,30 @@ public class ScalarFunctions {
         public String toString() { return "f(a)(tanh(a))"; }
     }
 
+    public static class Erf implements DoubleUnaryOperator {
+        @Override
+        public double applyAsDouble(double operand) { return erf(operand); }
+        @Override
+        public String toString() { return "f(a)(erf(a))"; }
+
+        // Use Horner's method
+        // From https://introcs.cs.princeton.edu/java/21function/ErrorFunction.java.html
+        public static double erf(double v) {
+            double t = 1.0 / (1.0 + 0.5 * Math.abs(v));
+            double ans = 1 - t * Math.exp(-v*v - 1.26551223 +
+                                           t * ( 1.00002368 +
+                                           t * ( 0.37409196 +
+                                           t * ( 0.09678418 +
+                                           t * (-0.18628806 +
+                                           t * ( 0.27886807 +
+                                           t * (-1.13520398 +
+                                           t * ( 1.48851587 +
+                                           t * (-0.82215223 +
+                                           t * ( 0.17087277))))))))));
+            if (v >= 0) return  ans;
+            else        return -ans;
+        }
+    }
 
     // Variable-length operators -----------------------------------------------------------------------------
 
-- 
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