feat(osmomath): Exp2 function

CHANGELOG.md

@@ -49,6 +49,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 * [#3677](https://github.com/osmosis-labs/osmosis/pull/3677) Add methods for cloning and mutative multiplication on osmomath.BigDec.
 * [#3676](https://github.com/osmosis-labs/osmosis/pull/3676) implement `PowerInteger` function on `osmomath.BigDec` 
 * [#3678](https://github.com/osmosis-labs/osmosis/pull/3678) implement mutative `PowerIntegerMut` function on `osmomath.BigDec`.
+* [#3708](https://github.com/osmosis-labs/osmosis/pull/3708) `Exp2` function to compute 2^decimal.
 * [#3693](https://github.com/osmosis-labs/osmosis/pull/3693) Add `EstimateSwapExactAmountOut` query to stargate whitelist
 
 ### Bug fixes

osmomath/exp2.go

@@ -0,0 +1,94 @@
+package osmomath
+
+import "fmt"
+
+var (
+	// Truncated at precision end.
+	// See scripts/approximations/main.py exponent_approximation_choice function for details.
+	numeratorCoefficients13Param = []BigDec{
+		MustNewDecFromStr("1.000000000000000000000044212244679434"),
+		MustNewDecFromStr("0.352032455817400196452603772766844426"),
+		MustNewDecFromStr("0.056507868883666405413116800969512484"),
+		MustNewDecFromStr("0.005343900728213034434757419480319916"),
+		MustNewDecFromStr("0.000317708814342353603087543715930732"),
+		MustNewDecFromStr("0.000011429747507407623028722262874632"),
+		MustNewDecFromStr("0.000000198381965651614980168744540366"),
+	}
+
+	// Rounded up at precision end.
+	// See scripts/approximations/main.py exponent_approximation_choice function for details.
+	denominatorCoefficients13Param = []BigDec{
+		OneDec(),
+		MustNewDecFromStr("0.341114724742545112949699755780593311").Neg(),
+		MustNewDecFromStr("0.052724071627342653404436933178482287"),
+		MustNewDecFromStr("0.004760950735524957576233524801866342").Neg(),
+		MustNewDecFromStr("0.000267168475410566529819971616894193"),
+		MustNewDecFromStr("0.000008923715368802211181557353097439").Neg(),
+		MustNewDecFromStr("0.000000140277233177373698516010555916"),
+	}
+
+	// maxSupportedExponent = 2^10. The value is chosen by benchmarking
+	// when the underlying internal functions overflow.
+	// If needed in the future, Exp2 can be reimplemented to allow for greater exponents.
+	maxSupportedExponent = MustNewDecFromStr("2").PowerInteger(9)
+)
+
+// Exp2 takes 2 to the power of a given non-negative decimal exponent
+// and returns the result.
+// The computation is performed by using th following property:
+// 2^decimal_exp = 2^{integer_exp + fractional_exp} = 2^integer_exp * 2^fractional_exp
+// The max supported exponent is defined by the global maxSupportedExponent.
+// If a greater exponent is given, the function panics.
+// Panics if the exponent is negative.
+func Exp2(exponent BigDec) BigDec {
+	if exponent.Abs().GT(maxSupportedExponent) {
+		panic(fmt.Sprintf("integer exponent %s is too large, max (%s)", exponent, maxSupportedExponent))
+	}
+	if exponent.IsNegative() {
+		panic(fmt.Sprintf("negative exponent %s is not supported", exponent))
+	}
+
+	integerExponentDec := exponent.TruncateDec()
+	integerExponent := integerExponentDec.TruncateInt()
+	integerResult := twoBigDec.PowerInteger(integerExponent.Uint64())
+
+	fractionalExponent := exponent.Sub(integerExponentDec)
+	fractionalResult := exp2ChebyshevRationalApprox(fractionalExponent)
+
+	result := integerResult.Mul(fractionalResult)
+
+	return result
+}
+
+// exp2ChebyshevRationalApprox takes 2 to the power of a given decimal exponent.
+// The result is approximated by a 13 parameter Chebyshev rational approximation.
+// f(x) = h(x) / p(x) (7, 7) terms. We set the first term of p(x) to 1.
+// As a result, this ends up being 7 + 6 = 13 parameters.
+// The numerator coefficients are truncated at precision end. The denominator
+// coefficients are rounded up at precision end.
+// See scripts/approximations/README.md for details of the scripts used
+// to compute the coefficients.
+// CONTRACT: exponent must be in the range [0, 1], panics if not.
+func exp2ChebyshevRationalApprox(x BigDec) BigDec {
+	if x.LT(ZeroDec()) || x.GT(OneDec()) {
+		panic(fmt.Sprintf("exponent must be in the range [0, 1], got %s", x))
+	}
+	if x.IsZero() {
+		return OneDec()
+	}
+	if x.Equal(OneDec()) {
+		return twoBigDec
+	}
+
+	h_x := numeratorCoefficients13Param[0].Clone()
+	p_x := denominatorCoefficients13Param[0].Clone()
+	x_exp_i := OneDec()
+	for i := 1; i < len(numeratorCoefficients13Param); i++ {
+		x_exp_i.MulMut(x)
+
+		h_x = h_x.Add(numeratorCoefficients13Param[i].Mul(x_exp_i))
+		p_x = p_x.Add(denominatorCoefficients13Param[i].Mul(x_exp_i))
+	}
+
+	return h_x.Quo(p_x)
+}

osmomath/exp2_test.go

@@ -0,0 +1,296 @@
+package osmomath_test
+
+import (
+	"testing"
+
+	sdk "github.com/cosmos/cosmos-sdk/types"
+	"github.com/stretchr/testify/require"
+
+	"github.com/osmosis-labs/osmosis/v13/app/apptesting/osmoassert"
+	"github.com/osmosis-labs/osmosis/v13/osmomath"
+	"github.com/osmosis-labs/osmosis/v13/osmoutils"
+)
+
+var (
+	// minDecTolerance minimum tolerance for sdk.Dec, given its precision of 18.
+	minDecTolerance = sdk.MustNewDecFromStr("0.000000000000000001")
+)
+
+func TestExp2ChebyshevRationalApprox(t *testing.T) {
+	smallValue := osmomath.MustNewDecFromStr("0.00001")
+	smallerValue := osmomath.MustNewDecFromStr("0.00000000000000000001")
+
+	tests := map[string]struct {
+		exponent       osmomath.BigDec
+		expectedResult osmomath.BigDec
+		errTolerance   osmoutils.ErrTolerance
+		expectPanic    bool
+	}{
+		"exp2(0.5)": {
+			exponent: osmomath.MustNewDecFromStr("0.5"),
+			// https://www.wolframalpha.com/input?i=2%5E0.5+37+digits
+			expectedResult: osmomath.MustNewDecFromStr("1.414213562373095048801688724209698079"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       minDecTolerance,
+				MultiplicativeTolerance: minDecTolerance,
+				RoundingDir:             osmomath.RoundDown,
+			},
+		},
+		"exp2(0)": {
+			exponent:       osmomath.ZeroDec(),
+			expectedResult: osmomath.OneDec(),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       sdk.ZeroDec(),
+				MultiplicativeTolerance: sdk.ZeroDec(),
+				RoundingDir:             osmomath.RoundDown,
+			},
+		},
+		"exp2(1)": {
+			exponent:       osmomath.OneDec(),
+			expectedResult: osmomath.MustNewDecFromStr("2"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       sdk.ZeroDec(),
+				MultiplicativeTolerance: sdk.ZeroDec(),
+				RoundingDir:             osmomath.RoundDown,
+			},
+		},
+		"exp2(0.00001)": {
+			exponent: smallValue,
+			// https://www.wolframalpha.com/input?i=2%5E0.00001+37+digits
+			expectedResult: osmomath.MustNewDecFromStr("1.000006931495828305653209089800561681"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       minDecTolerance,
+				MultiplicativeTolerance: minDecTolerance,
+				// TODO: confirm if rounding behavior is acceptable.
+				// Note, that a Python estimate passes RoundDown but not Wolfram.
+				RoundingDir: osmomath.RoundUnconstrained,
+			},
+		},
+		"exp2(0.99999)": {
+			exponent: osmomath.OneDec().Sub(smallValue),
+			// https://www.wolframalpha.com/input?i=2%5E0.99999+37+digits
+			expectedResult: osmomath.MustNewDecFromStr("1.999986137104433991477606830496602898"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       sdk.MustNewDecFromStr("0.00000000000000007"),
+				MultiplicativeTolerance: minDecTolerance.Mul(sdk.NewDec(100)),
+				RoundingDir:             osmomath.RoundDown,
+			},
+		},
+		"exp2(0.99999...)": {
+			exponent: osmomath.OneDec().Sub(smallerValue),
+			// https://www.wolframalpha.com/input?i=2%5E%281+-+0.00000000000000000001%29+37+digits
+			expectedResult: osmomath.MustNewDecFromStr("1.999999999999999999986137056388801094"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       minDecTolerance,
+				MultiplicativeTolerance: minDecTolerance,
+				RoundingDir:             osmomath.RoundDown,
+			},
+		},
+		"exp2(0.0000...1)": {
+			exponent: osmomath.ZeroDec().Add(smallerValue),
+			// https://www.wolframalpha.com/input?i=2%5E0.00000000000000000001+37+digits
+			expectedResult: osmomath.MustNewDecFromStr("1.000000000000000000006931471805599453"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       minDecTolerance,
+				MultiplicativeTolerance: minDecTolerance,
+				RoundingDir:             osmomath.RoundUnconstrained, // TODO: confirm if this is acceptable.
+			},
+		},
+		"exp2(0.3334567)": {
+			exponent: osmomath.MustNewDecFromStr("0.3334567"),
+			// https://www.wolframalpha.com/input?i=2%5E0.3334567+37+digits
+			expectedResult: osmomath.MustNewDecFromStr("1.260028791934303989065848870753742298"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       sdk.MustNewDecFromStr("0.00000000000000007"),
+				MultiplicativeTolerance: minDecTolerance.Mul(sdk.NewDec(10)),
+				RoundingDir:             osmomath.RoundDown,
+			},
+		},
+		"exp2(0.84864288)": {
+			exponent: osmomath.MustNewDecFromStr("0.84864288"),
+			// https://www.wolframalpha.com/input?i=2%5E0.84864288+37+digits
+			expectedResult: osmomath.MustNewDecFromStr("1.800806138872630518880998772777747572"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       sdk.MustNewDecFromStr("0.00000000000000002"),
+				MultiplicativeTolerance: minDecTolerance.Mul(sdk.NewDec(10)),
+				RoundingDir:             osmomath.RoundUnconstrained, // TODO: confirm if this is acceptable.
+			},
+		},
+		"exp2(0.999999999999999999999999999999999956)": {
+			exponent: osmomath.MustNewDecFromStr("0.999999999999999999999999999999999956"),
+			// https://www.wolframalpha.com/input?i=2%5E0.999999999999999999999999999999999956+37+digits
+			expectedResult: osmomath.MustNewDecFromStr("1.999999999999999999999999999999999939"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       minDecTolerance,
+				MultiplicativeTolerance: minDecTolerance,
+				RoundingDir:             osmomath.RoundDown,
+			},
+		},
+		// out of bounds.
+		"exponent < 0 - panic": {
+			exponent:    osmomath.ZeroDec().Sub(smallValue),
+			expectPanic: true,
+		},
+		"exponent > 1 - panic": {
+			exponent:    osmomath.OneDec().Add(smallValue),
+			expectPanic: true,
+		},
+	}
+
+	for name, tc := range tests {
+		tc := tc
+		t.Run(name, func(t *testing.T) {
+			osmoassert.ConditionalPanic(t, tc.expectPanic, func() {
+				// System under test.
+				result := osmomath.Exp2ChebyshevRationalApprox(tc.exponent)
+
+				// Reuse the same test cases for exp2 that is a wrapper around Exp2ChebyshevRationalApprox.
+				// This is done to reduce boilerplate from duplicating test cases.
+				resultExp2 := osmomath.Exp2(tc.exponent)
+				require.Equal(t, result, resultExp2)
+
+				require.Equal(t, 0, tc.errTolerance.CompareBigDec(tc.expectedResult, result))
+			})
+		})
+	}
+}
+
+func TestExp2(t *testing.T) {
+	tests := map[string]struct {
+		exponent       osmomath.BigDec
+		expectedResult osmomath.BigDec
+		errTolerance   osmoutils.ErrTolerance
+		expectPanic    bool
+	}{
+		"exp2(28.5)": {
+			exponent: osmomath.MustNewDecFromStr("28.5"),
+			// https://www.wolframalpha.com/input?i=2%5E%2828.5%29+45+digits
+			expectedResult: osmomath.MustNewDecFromStr("379625062.497006211556423566253288543343173698"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       minDecTolerance,
+				MultiplicativeTolerance: minDecTolerance,
+				RoundingDir:             osmomath.RoundUnconstrained, // TODO: confirm if this is acceptable.
+			},
+		},
+		"exp2(63.84864288)": {
+			exponent: osmomath.MustNewDecFromStr("63.84864288"),
+			// https://www.wolframalpha.com/input?i=2%5E%2863.84864288%29+56+digits
+			expectedResult: osmomath.MustNewDecFromStr("16609504985074238416.013387053450559984846024066925604094"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       sdk.MustNewDecFromStr("0.00042"),
+				MultiplicativeTolerance: minDecTolerance,
+				RoundingDir:             osmomath.RoundUnconstrained, // TODO: confirm if this is acceptable.
+			},
+		},
+		"exp2(64.5)": {
+			exponent: osmomath.MustNewDecFromStr("64.5"),
+			// https://www.wolframalpha.com/input?i=2%5E%2864.5%29+56+digits
+			expectedResult: osmomath.MustNewDecFromStr("26087635650665564424.699143612505016737766552579185717157"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       sdk.MustNewDecFromStr("0.000000000000000008"),
+				MultiplicativeTolerance: minDecTolerance,
+				RoundingDir:             osmomath.RoundUnconstrained, // TODO: confirm if this is acceptable.
+			},
+		},
+		"exp2(80.5)": {
+			exponent: osmomath.MustNewDecFromStr("80.5"),
+			// https://www.wolframalpha.com/input?i=2%5E%2880.5%29+61+digits
+			expectedResult: osmomath.MustNewDecFromStr("1709679290002018430137083.075789128776926268789829515159631571"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       sdk.MustNewDecFromStr("0.0000000000006"),
+				MultiplicativeTolerance: minDecTolerance,
+				RoundingDir:             osmomath.RoundUnconstrained, // TODO: confirm if this is acceptable.
+			},
+		},
+		"exp2(100.5)": {
+			exponent: osmomath.MustNewDecFromStr("100.5"),
+			// https://www.wolframalpha.com/input?i=2%5E%28100.5%29+67+digits
+			expectedResult: osmomath.MustNewDecFromStr("1792728671193156477399422023278.661496394239222564273688025833797661"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       sdk.MustNewDecFromStr("0.0000006"),
+				MultiplicativeTolerance: minDecTolerance,
+				RoundingDir:             osmomath.RoundUnconstrained, // TODO: confirm if this is acceptable.
+			},
+		},
+		"exp2(128.5)": {
+			exponent: osmomath.MustNewDecFromStr("128.5"),
+			// https://www.wolframalpha.com/input?i=2%5E%28128.5%29+75+digits
+			expectedResult: osmomath.MustNewDecFromStr("481231938336009023090067544955250113854.229961482126296754016435255422777776"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       sdk.MustNewDecFromStr("146.5"),
+				MultiplicativeTolerance: minDecTolerance,
+				RoundingDir:             osmomath.RoundUnconstrained, // TODO: confirm if this is acceptable.
+			},
+		},
+		"exp2(127.999999999999999999999999999999999999)": {
+			exponent: osmomath.MustNewDecFromStr("127.999999999999999999999999999999999999"),
+			// https://www.wolframalpha.com/input?i=2%5E%28127.999999999999999999999999999999999999%29+75+digits
+			expectedResult: osmomath.MustNewDecFromStr("340282366920938463463374607431768211220.134236774486705862055857235845515682"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       sdk.MustNewDecFromStr("15044647266406936"),
+				MultiplicativeTolerance: minDecTolerance,
+				RoundingDir:             osmomath.RoundDown,
+			},
+		},
+		"exp2(127.84864288)": {
+			exponent: osmomath.MustNewDecFromStr("127.84864288"),
+			// https://www.wolframalpha.com/input?i=2%5E%28127.84864288%29+75+digits
+			expectedResult: osmomath.MustNewDecFromStr("306391287650667462068703337664945630660.398687487527674545778353588077174571"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       sdk.MustNewDecFromStr("7707157415597963"),
+				MultiplicativeTolerance: minDecTolerance,
+				RoundingDir:             osmomath.RoundUnconstrained,
+			},
+		},
+		"panic, too large - positive": {
+			exponent:    osmomath.MaxSupportedExponent.Add(osmomath.OneDec()),
+			expectPanic: true,
+		},
+		"panic - negative exponent": {
+			exponent:    osmomath.OneDec().Neg(),
+			expectPanic: true,
+		},
+		"at exponent boundary - positive": {
+			exponent: osmomath.MaxSupportedExponent,
+			// https://www.wolframalpha.com/input?i=2%5E%282%5E9%29
+			expectedResult: osmomath.MustNewDecFromStr("13407807929942597099574024998205846127479365820592393377723561443721764030073546976801874298166903427690031858186486050853753882811946569946433649006084096"),
+
+			errTolerance: osmoutils.ErrTolerance{
+				AdditiveTolerance:       minDecTolerance,
+				MultiplicativeTolerance: minDecTolerance,
+				RoundingDir:             osmomath.RoundDown,
+			},
+		},
+	}
+
+	for name, tc := range tests {
+		tc := tc
+		t.Run(name, func(t *testing.T) {
+			osmoassert.ConditionalPanic(t, tc.expectPanic, func() {
+
+				// System under test.
+				result := osmomath.Exp2(tc.exponent)
+
+				require.Equal(t, 0, tc.errTolerance.CompareBigDec(tc.expectedResult, result))
+			})
+		})
+	}
+}