use runmat_builtins::{
BuiltinCompletionPolicy, BuiltinDescriptor, BuiltinErrorDescriptor, BuiltinOutputMode,
BuiltinParamArity, BuiltinParamDescriptor, BuiltinParamType, BuiltinSignatureDescriptor,
};
use runmat_builtins::{StructValue, Value};
use runmat_macros::runtime_builtin;
use crate::builtins::common::spec::{
BroadcastSemantics, BuiltinFusionSpec, BuiltinGpuSpec, ConstantStrategy, GpuOpKind,
ReductionNaN, ResidencyPolicy, ShapeRequirements,
};
use crate::builtins::math::optim::brent::{brent_zero, BrentParams, BrentZeroBracket};
use crate::builtins::math::optim::common::{
call_scalar_function, option_f64, option_string, option_usize,
};
use crate::builtins::math::optim::type_resolvers::scalar_root_type;
use crate::{build_runtime_error, BuiltinResult, RuntimeError};
const NAME: &str = "fzero";
const DEFAULT_TOL_X: f64 = 1.0e-6;
const DEFAULT_MAX_ITER: usize = 400;
const DEFAULT_MAX_FUN_EVALS: usize = 500;
const FZERO_OUTPUT_ROOT: [BuiltinParamDescriptor; 1] = [BuiltinParamDescriptor {
name: "x",
ty: BuiltinParamType::NumericScalar,
arity: BuiltinParamArity::Required,
default: None,
description: "Estimated root location.",
}];
const FZERO_INPUTS_CORE: [BuiltinParamDescriptor; 2] = [
BuiltinParamDescriptor {
name: "fun",
ty: BuiltinParamType::Any,
arity: BuiltinParamArity::Required,
default: None,
description: "Scalar-valued callback.",
},
BuiltinParamDescriptor {
name: "x0",
ty: BuiltinParamType::Any,
arity: BuiltinParamArity::Required,
default: None,
description: "Initial point or two-element bracket.",
},
];
const FZERO_INPUTS_WITH_OPTIONS: [BuiltinParamDescriptor; 3] = [
BuiltinParamDescriptor {
name: "fun",
ty: BuiltinParamType::Any,
arity: BuiltinParamArity::Required,
default: None,
description: "Scalar-valued callback.",
},
BuiltinParamDescriptor {
name: "x0",
ty: BuiltinParamType::Any,
arity: BuiltinParamArity::Required,
default: None,
description: "Initial point or two-element bracket.",
},
BuiltinParamDescriptor {
name: "options",
ty: BuiltinParamType::Any,
arity: BuiltinParamArity::Optional,
default: None,
description: "Options struct from optimset.",
},
];
const FZERO_SIGNATURES: [BuiltinSignatureDescriptor; 2] = [
BuiltinSignatureDescriptor {
label: "x = fzero(fun, x0)",
inputs: &FZERO_INPUTS_CORE,
outputs: &FZERO_OUTPUT_ROOT,
},
BuiltinSignatureDescriptor {
label: "x = fzero(fun, x0, options)",
inputs: &FZERO_INPUTS_WITH_OPTIONS,
outputs: &FZERO_OUTPUT_ROOT,
},
];
const FZERO_ERROR_INVALID_ARGUMENT: BuiltinErrorDescriptor = BuiltinErrorDescriptor {
code: "RM.FZERO.INVALID_ARGUMENT",
identifier: Some("RunMat:fzero:InvalidArgument"),
when: "Argument grammar/options struct are invalid.",
message: "fzero: invalid argument",
};
const FZERO_ERROR_INVALID_INPUT: BuiltinErrorDescriptor = BuiltinErrorDescriptor {
code: "RM.FZERO.INVALID_INPUT",
identifier: Some("RunMat:fzero:InvalidInput"),
when: "Callback/bracket/initial-point semantics are invalid.",
message: "fzero: invalid input",
};
const FZERO_ERRORS: [BuiltinErrorDescriptor; 2] =
[FZERO_ERROR_INVALID_ARGUMENT, FZERO_ERROR_INVALID_INPUT];
pub const FZERO_DESCRIPTOR: BuiltinDescriptor = BuiltinDescriptor {
signatures: &FZERO_SIGNATURES,
output_mode: BuiltinOutputMode::Fixed,
completion_policy: BuiltinCompletionPolicy::Public,
errors: &FZERO_ERRORS,
};
fn fzero_error_with_detail(
error: &'static BuiltinErrorDescriptor,
detail: impl AsRef<str>,
) -> RuntimeError {
let detail = detail.as_ref();
let message = if detail.starts_with("fzero:") {
detail.to_string()
} else {
format!("{}: {detail}", error.message)
};
let mut builder = build_runtime_error(message).with_builtin(NAME);
if let Some(identifier) = error.identifier {
builder = builder.with_identifier(identifier);
}
builder.build()
}
fn fzero_map_error(err: RuntimeError, fallback: &'static BuiltinErrorDescriptor) -> RuntimeError {
if err.identifier().is_some() {
err
} else {
fzero_error_with_detail(fallback, err.message())
}
}
#[runmat_macros::register_gpu_spec(builtin_path = "crate::builtins::math::optim::fzero")]
pub const GPU_SPEC: BuiltinGpuSpec = BuiltinGpuSpec {
name: "fzero",
op_kind: GpuOpKind::Custom("scalar-root-find"),
supported_precisions: &[],
broadcast: BroadcastSemantics::None,
provider_hooks: &[],
constant_strategy: ConstantStrategy::InlineLiteral,
residency: ResidencyPolicy::GatherImmediately,
nan_mode: ReductionNaN::Include,
two_pass_threshold: None,
workgroup_size: None,
accepts_nan_mode: false,
notes: "Host iterative solver. Callback values may use GPU-aware builtins, but the root search runs on the CPU.",
};
#[runmat_macros::register_fusion_spec(builtin_path = "crate::builtins::math::optim::fzero")]
pub const FUSION_SPEC: BuiltinFusionSpec = BuiltinFusionSpec {
name: "fzero",
shape: ShapeRequirements::Any,
constant_strategy: ConstantStrategy::InlineLiteral,
elementwise: None,
reduction: None,
emits_nan: false,
notes: "Root finding repeatedly invokes user code and terminates fusion planning.",
};
#[runtime_builtin(
name = "fzero",
category = "math/optim",
summary = "Find scalar function zeros with bracketed root-finding.",
keywords = "fzero,root finding,zero,brent,optimization",
accel = "sink",
type_resolver(scalar_root_type),
descriptor(crate::builtins::math::optim::fzero::FZERO_DESCRIPTOR),
builtin_path = "crate::builtins::math::optim::fzero"
)]
async fn fzero_builtin(function: Value, x: Value, rest: Vec<Value>) -> BuiltinResult<Value> {
if rest.len() > 1 {
return Err(fzero_error_with_detail(
&FZERO_ERROR_INVALID_ARGUMENT,
"too many input arguments",
));
}
let options = parse_options(rest.first())
.map_err(|err| fzero_map_error(err, &FZERO_ERROR_INVALID_ARGUMENT))?;
let opts = FzeroOptions::from_struct(options.as_ref())
.map_err(|err| fzero_map_error(err, &FZERO_ERROR_INVALID_ARGUMENT))?;
let bracket = initial_bracket(&function, x, &opts)
.await
.map_err(|err| fzero_map_error(err, &FZERO_ERROR_INVALID_INPUT))?;
let root = brent_zero(
NAME,
&function,
BrentZeroBracket {
a: bracket.a,
b: bracket.b,
fa: bracket.fa,
fb: bracket.fb,
evals: bracket.evals,
},
BrentParams {
tol_x: opts.tol_x,
max_iter: opts.max_iter,
max_fun_evals: opts.max_fun_evals,
},
)
.await
.map_err(|err| fzero_map_error(err, &FZERO_ERROR_INVALID_INPUT))?;
Ok(Value::Num(root))
}
fn parse_options(value: Option<&Value>) -> BuiltinResult<Option<StructValue>> {
match value {
None => Ok(None),
Some(Value::Struct(options)) => Ok(Some(options.clone())),
Some(other) => Err(fzero_error_with_detail(
&FZERO_ERROR_INVALID_ARGUMENT,
format!("options must be a struct, got {other:?}"),
)),
}
}
#[derive(Clone, Copy)]
struct FzeroOptions {
tol_x: f64,
max_iter: usize,
max_fun_evals: usize,
}
impl FzeroOptions {
fn from_struct(options: Option<&StructValue>) -> BuiltinResult<Self> {
let display = option_string(options, "Display", "off")?;
if !matches!(display.as_str(), "off" | "none" | "final" | "iter") {
return Err(fzero_error_with_detail(
&FZERO_ERROR_INVALID_ARGUMENT,
"option Display must be 'off', 'none', 'final', or 'iter'",
));
}
let tol_x = option_f64(NAME, options, "TolX", DEFAULT_TOL_X)?;
if tol_x <= 0.0 {
return Err(fzero_error_with_detail(
&FZERO_ERROR_INVALID_ARGUMENT,
"option TolX must be positive",
));
}
let max_iter = option_usize(NAME, options, "MaxIter", DEFAULT_MAX_ITER)?;
let max_fun_evals = option_usize(NAME, options, "MaxFunEvals", DEFAULT_MAX_FUN_EVALS)?;
Ok(Self {
tol_x,
max_iter: max_iter.max(1),
max_fun_evals: max_fun_evals.max(1),
})
}
}
#[derive(Clone, Copy)]
struct Bracket {
a: f64,
b: f64,
fa: f64,
fb: f64,
evals: usize,
}
async fn initial_bracket(
function: &Value,
x: Value,
options: &FzeroOptions,
) -> BuiltinResult<Bracket> {
let x = crate::dispatcher::gather_if_needed_async(&x).await?;
match x {
Value::Tensor(tensor) if tensor.data.len() == 2 => {
let a = tensor.data[0];
let b = tensor.data[1];
bracket_from_endpoints(function, a, b).await
}
Value::Tensor(tensor) if tensor.data.len() == 1 => {
expand_bracket(function, tensor.data[0], options).await
}
Value::Num(n) => expand_bracket(function, n, options).await,
Value::Int(i) => expand_bracket(function, i.to_f64(), options).await,
Value::Bool(b) => expand_bracket(function, if b { 1.0 } else { 0.0 }, options).await,
other => Err(fzero_error_with_detail(
&FZERO_ERROR_INVALID_INPUT,
format!("initial point must be a scalar or two-element bracket, got {other:?}"),
)),
}
}
async fn bracket_from_endpoints(function: &Value, a: f64, b: f64) -> BuiltinResult<Bracket> {
if !a.is_finite() || !b.is_finite() || a == b {
return Err(fzero_error_with_detail(
&FZERO_ERROR_INVALID_INPUT,
"bracket endpoints must be finite and distinct",
));
}
let fa = call_scalar_function(NAME, function, a).await?;
if fa == 0.0 {
return Ok(Bracket {
a,
b: a,
fa,
fb: fa,
evals: 1,
});
}
let fb = call_scalar_function(NAME, function, b).await?;
if fb == 0.0 || fa.signum() != fb.signum() {
Ok(Bracket {
a,
b,
fa,
fb,
evals: 2,
})
} else {
Err(fzero_error_with_detail(
&FZERO_ERROR_INVALID_INPUT,
"function values at bracket endpoints must differ in sign",
))
}
}
async fn expand_bracket(
function: &Value,
x0: f64,
options: &FzeroOptions,
) -> BuiltinResult<Bracket> {
if !x0.is_finite() {
return Err(fzero_error_with_detail(
&FZERO_ERROR_INVALID_INPUT,
"initial point must be finite",
));
}
let f0 = call_scalar_function(NAME, function, x0).await?;
if f0 == 0.0 {
return Ok(Bracket {
a: x0,
b: x0,
fa: f0,
fb: f0,
evals: 1,
});
}
let mut evals = 1usize;
let mut step = (x0.abs() * 0.01).max(0.01);
while evals + 2 <= options.max_fun_evals {
let a = x0 - step;
let b = x0 + step;
let fa = call_scalar_function(NAME, function, a).await?;
let fb = call_scalar_function(NAME, function, b).await?;
evals += 2;
if fa == 0.0 {
return Ok(Bracket {
a,
b: a,
fa,
fb: fa,
evals,
});
}
if fa.signum() != f0.signum() {
return Ok(Bracket {
a,
b: x0,
fa,
fb: f0,
evals,
});
}
if fb.signum() != f0.signum() {
return Ok(Bracket {
a: x0,
b,
fa: f0,
fb,
evals,
});
}
if fb == 0.0 || fa.signum() != fb.signum() {
return Ok(Bracket {
a,
b,
fa,
fb,
evals,
});
}
step *= 1.6;
}
Err(fzero_error_with_detail(
&FZERO_ERROR_INVALID_INPUT,
"could not find a sign-changing bracket around the initial point",
))
}
#[cfg(test)]
mod tests {
use super::*;
use crate::builtins::math::optim::brent::interpolation_step_accepted;
use futures::executor::block_on;
use runmat_builtins::Tensor;
use std::sync::Arc;
#[test]
fn fzero_bracketed_builtin_handle() {
let bracket = Tensor::new(vec![3.0, 4.0], vec![1, 2]).unwrap();
let root = block_on(fzero_builtin(
Value::FunctionHandle("sin".into()),
Value::Tensor(bracket),
Vec::new(),
))
.unwrap();
match root {
Value::Num(n) => assert!((n - std::f64::consts::PI).abs() < 1.0e-6),
other => panic!("unexpected value {other:?}"),
}
}
#[test]
fn fzero_scalar_initial_guess_expands_bracket() {
let root = block_on(fzero_builtin(
Value::FunctionHandle("cos".into()),
Value::Num(1.0),
Vec::new(),
))
.unwrap();
match root {
Value::Num(n) => assert!((n - std::f64::consts::FRAC_PI_2).abs() < 1.0e-6),
other => panic!("unexpected value {other:?}"),
}
}
#[test]
fn fzero_scalar_initial_guess_uses_center_sign_for_bracket() {
let root = block_on(fzero_builtin(
Value::FunctionHandle("sin".into()),
Value::Num(std::f64::consts::FRAC_PI_2),
Vec::new(),
))
.unwrap();
match root {
Value::Num(n) => assert!(n.abs() < 1.0e-6),
other => panic!("unexpected value {other:?}"),
}
}
#[test]
fn fzero_accepts_semantic_function_handle_callback() {
let _invoker = crate::user_functions::install_semantic_function_invoker(Some(Arc::new(
|function, args, requested_outputs| {
assert_eq!(function, 42);
assert_eq!(requested_outputs, 1);
let x = match &args[0] {
Value::Num(value) => *value,
other => panic!("expected scalar numeric argument, got {other:?}"),
};
Box::pin(async move { Ok(Value::Num(x - 2.0)) })
},
)));
let root = block_on(fzero_builtin(
Value::BoundFunctionHandle {
name: "root_function".to_string(),
function: 42,
},
Value::Num(0.0),
Vec::new(),
))
.unwrap();
match root {
Value::Num(n) => assert!((n - 2.0).abs() < 1.0e-6),
other => panic!("unexpected value {other:?}"),
}
}
#[test]
fn brent_interpolation_acceptance_uses_signed_q() {
assert!(!interpolation_step_accepted(1.0, -2.0, 1.0, 0.1, 10.0));
assert!(interpolation_step_accepted(1.0, -2.0, -1.0, 0.1, 10.0));
}
#[test]
fn fzero_descriptor_signatures_cover_core_forms() {
let labels: Vec<&str> = FZERO_DESCRIPTOR
.signatures
.iter()
.map(|signature| signature.label)
.collect();
assert_eq!(
labels,
vec!["x = fzero(fun, x0)", "x = fzero(fun, x0, options)"]
);
let codes: Vec<&str> = FZERO_DESCRIPTOR
.errors
.iter()
.map(|error| error.code)
.collect();
assert_eq!(
codes,
vec!["RM.FZERO.INVALID_ARGUMENT", "RM.FZERO.INVALID_INPUT"]
);
}
#[test]
fn fzero_too_many_args_uses_stable_identifier() {
let err = block_on(fzero_builtin(
Value::FunctionHandle("sin".into()),
Value::Num(0.0),
vec![
Value::Struct(StructValue::new()),
Value::Struct(StructValue::new()),
],
))
.unwrap_err();
assert_eq!(err.identifier(), Some("RunMat:fzero:InvalidArgument"));
}
}