Numeric error propagation
# cache of independent sources so we can make them all the same length.
# (Because Raku does not yet have a longest-zip metaoperator.)
my @INDEP;
class Approx does Numeric {
has Real $.x; # The mean.
has $.c; # The components of error.
multi method Str { sprintf "%g±%.3g", $!x, $.σ }
multi method Bool { abs($!x) > $.σ }
method variance { [+] @.c X** 2 }
method σ { sqrt self.variance }
}
multi approx($x,$c) { Approx.new: :$x, :$c }
multi approx($x) { Approx.new: :$x, :c[0 xx +@INDEP] }
# Each ± gets its own source slot.
multi infix:<±>($a, $b) {
.push: 0 for @INDEP; # lengthen older component lists
my $c = [ flat 0 xx @INDEP, $b ];
@INDEP.push: $c; # add new component list
approx $a, $c;
}
multi prefix:<->(Approx $a) { approx -$a.x, [$a.c.map: -*] }
multi infix:<+>($a, Approx $b) { approx($a) + $b }
multi infix:<+>(Approx $a, $b) { $a + approx($b) }
multi infix:<+>(Approx $a, Approx $b) { approx $a.x + $b.x, [$a.c Z+ $b.c] }
multi infix:<->($a, Approx $b) { approx($a) - $b }
multi infix:<->(Approx $a, $b) { $a - approx($b) }
multi infix:<->(Approx $a, Approx $b) { approx $a.x - $b.x, [$a.c Z- $b.c] }
multi covariance(Real $a, Real $b) { 0 }
multi covariance(Approx $a, Approx $b) { [+] $a.c Z* $b.c }
multi infix:«<=>»(Approx $a, Approx $b) { $a.x <=> $b.x }
multi infix:<cmp>(Approx $a, Approx $b) { $a.x <=> $b.x }
multi infix:<*>($a, Approx $b) { approx($a) * $b }
multi infix:<*>(Approx $a, $b) { $a * approx($b) }
multi infix:<*>(Approx $a, Approx $b) {
approx $a.x * $b.x,
[$a.c.map({$b.x * $_}) Z+ $b.c.map({$a.x * $_})];
}
multi infix:</>($a, Approx $b) { approx($a) / $b }
multi infix:</>(Approx $a, $b) { $a / approx($b) }
multi infix:</>(Approx $a, Approx $b) {
approx $a.x / $b.x,
[ $a.c.map({ $_ / $b.x }) Z+ $b.c.map({ $a.x * $_ / $b.x / $b.x }) ];
}
multi sqrt(Approx $a) {
my $x = sqrt($a.x);
approx $x, [ $a.c.map: { $_ / 2 / $x } ];
}
multi infix:<**>(Approx $a, Real $b) { $a ** approx($b) }
multi infix:<**>(Approx $a is copy, Approx $b) {
my $ax = $a.x;
my $bx = $b.x;
my $fbx = floor $b.x;
if $ax < 0 {
if $fbx != $bx or $fbx +& 1 {
die "Can't take power of negative number $ax";
}
$a = -$a;
}
exp($b * log $a);
}
multi exp(Approx $a) {
my $x = exp($a.x);
approx $x, [ $a.c.map: { $x * $_ } ];
}
multi log(Approx $a) {
my $x0 = $a.x;
approx log($x0), [ $a.c.map: { $_ / $x0 }];
}
# Each ± sets up an independent source component.
my $x1 = 100 ± 1.1;
my $x2 = 200 ± 2.2;
my $y1 = 50 ± 1.2;
my $y2 = 100 ± 2.3;
# The standard task.
my $z1 = sqrt(($x1 - $x2) ** 2 + ($y1 - $y2) ** 2);
say "distance: $z1\n";
# Just showing off.
my $a = $x1 + $x2;
my $b = $y1 - 2 * $x2;
say "covariance between $a and $b: ", covariance($a,$b);
Output:
distance: 111.803±2.49
covariance between 300±2.46 and -350±4.56: -9.68
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