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Math.sol
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Math.sol
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// SPDX-License-Identifier: MIT
pragma solidity >=0.8.19;
import "../Common.sol" as Common;
import "./Errors.sol" as Errors;
import { wrap } from "./Casting.sol";
import {
uEXP_MAX_INPUT,
uEXP2_MAX_INPUT,
uHALF_UNIT,
uLOG2_10,
uLOG2_E,
uMAX_UD60x18,
uMAX_WHOLE_UD60x18,
UNIT,
uUNIT,
uUNIT_SQUARED,
ZERO
} from "./Constants.sol";
import { UD60x18 } from "./ValueType.sol";
/*//////////////////////////////////////////////////////////////////////////
MATHEMATICAL FUNCTIONS
//////////////////////////////////////////////////////////////////////////*/
/// @notice Calculates the arithmetic average of x and y using the following formula:
///
/// $$
/// avg(x, y) = (x & y) + ((xUint ^ yUint) / 2)
/// $$
//
/// In English, this is what this formula does:
///
/// 1. AND x and y.
/// 2. Calculate half of XOR x and y.
/// 3. Add the two results together.
///
/// This technique is known as SWAR, which stands for "SIMD within a register". You can read more about it here:
/// https://devblogs.microsoft.com/oldnewthing/20220207-00/?p=106223
///
/// @dev Notes:
/// - The result is rounded down.
///
/// @param x The first operand as a UD60x18 number.
/// @param y The second operand as a UD60x18 number.
/// @return result The arithmetic average as a UD60x18 number.
/// @custom:smtchecker abstract-function-nondet
function avg(UD60x18 x, UD60x18 y) pure returns (UD60x18 result) {
uint256 xUint = x.unwrap();
uint256 yUint = y.unwrap();
unchecked {
result = wrap((xUint & yUint) + ((xUint ^ yUint) >> 1));
}
}
/// @notice Yields the smallest whole number greater than or equal to x.
///
/// @dev This is optimized for fractional value inputs, because for every whole value there are (1e18 - 1) fractional
/// counterparts. See https://en.wikipedia.org/wiki/Floor_and_ceiling_functions.
///
/// Requirements:
/// - x must be less than or equal to `MAX_WHOLE_UD60x18`.
///
/// @param x The UD60x18 number to ceil.
/// @param result The smallest whole number greater than or equal to x, as a UD60x18 number.
/// @custom:smtchecker abstract-function-nondet
function ceil(UD60x18 x) pure returns (UD60x18 result) {
uint256 xUint = x.unwrap();
if (xUint > uMAX_WHOLE_UD60x18) {
revert Errors.PRBMath_UD60x18_Ceil_Overflow(x);
}
assembly ("memory-safe") {
// Equivalent to `x % UNIT`.
let remainder := mod(x, uUNIT)
// Equivalent to `UNIT - remainder`.
let delta := sub(uUNIT, remainder)
// Equivalent to `x + delta * (remainder > 0 ? 1 : 0)`.
result := add(x, mul(delta, gt(remainder, 0)))
}
}
/// @notice Divides two UD60x18 numbers, returning a new UD60x18 number.
///
/// @dev Uses {Common.mulDiv} to enable overflow-safe multiplication and division.
///
/// Notes:
/// - Refer to the notes in {Common.mulDiv}.
///
/// Requirements:
/// - Refer to the requirements in {Common.mulDiv}.
///
/// @param x The numerator as a UD60x18 number.
/// @param y The denominator as a UD60x18 number.
/// @param result The quotient as a UD60x18 number.
/// @custom:smtchecker abstract-function-nondet
function div(UD60x18 x, UD60x18 y) pure returns (UD60x18 result) {
result = wrap(Common.mulDiv(x.unwrap(), uUNIT, y.unwrap()));
}
/// @notice Calculates the natural exponent of x using the following formula:
///
/// $$
/// e^x = 2^{x * log_2{e}}
/// $$
///
/// @dev Requirements:
/// - x must be less than 133_084258667509499441.
///
/// @param x The exponent as a UD60x18 number.
/// @return result The result as a UD60x18 number.
/// @custom:smtchecker abstract-function-nondet
function exp(UD60x18 x) pure returns (UD60x18 result) {
uint256 xUint = x.unwrap();
// This check prevents values greater than 192 from being passed to {exp2}.
if (xUint > uEXP_MAX_INPUT) {
revert Errors.PRBMath_UD60x18_Exp_InputTooBig(x);
}
unchecked {
// Inline the fixed-point multiplication to save gas.
uint256 doubleUnitProduct = xUint * uLOG2_E;
result = exp2(wrap(doubleUnitProduct / uUNIT));
}
}
/// @notice Calculates the binary exponent of x using the binary fraction method.
///
/// @dev See https://ethereum.stackexchange.com/q/79903/24693
///
/// Requirements:
/// - x must be less than 192e18.
/// - The result must fit in UD60x18.
///
/// @param x The exponent as a UD60x18 number.
/// @return result The result as a UD60x18 number.
/// @custom:smtchecker abstract-function-nondet
function exp2(UD60x18 x) pure returns (UD60x18 result) {
uint256 xUint = x.unwrap();
// Numbers greater than or equal to 192e18 don't fit in the 192.64-bit format.
if (xUint > uEXP2_MAX_INPUT) {
revert Errors.PRBMath_UD60x18_Exp2_InputTooBig(x);
}
// Convert x to the 192.64-bit fixed-point format.
uint256 x_192x64 = (xUint << 64) / uUNIT;
// Pass x to the {Common.exp2} function, which uses the 192.64-bit fixed-point number representation.
result = wrap(Common.exp2(x_192x64));
}
/// @notice Yields the greatest whole number less than or equal to x.
/// @dev Optimized for fractional value inputs, because every whole value has (1e18 - 1) fractional counterparts.
/// See https://en.wikipedia.org/wiki/Floor_and_ceiling_functions.
/// @param x The UD60x18 number to floor.
/// @param result The greatest whole number less than or equal to x, as a UD60x18 number.
/// @custom:smtchecker abstract-function-nondet
function floor(UD60x18 x) pure returns (UD60x18 result) {
assembly ("memory-safe") {
// Equivalent to `x % UNIT`.
let remainder := mod(x, uUNIT)
// Equivalent to `x - remainder * (remainder > 0 ? 1 : 0)`.
result := sub(x, mul(remainder, gt(remainder, 0)))
}
}
/// @notice Yields the excess beyond the floor of x using the odd function definition.
/// @dev See https://en.wikipedia.org/wiki/Fractional_part.
/// @param x The UD60x18 number to get the fractional part of.
/// @param result The fractional part of x as a UD60x18 number.
/// @custom:smtchecker abstract-function-nondet
function frac(UD60x18 x) pure returns (UD60x18 result) {
assembly ("memory-safe") {
result := mod(x, uUNIT)
}
}
/// @notice Calculates the geometric mean of x and y, i.e. $\sqrt{x * y}$, rounding down.
///
/// @dev Requirements:
/// - x * y must fit in UD60x18.
///
/// @param x The first operand as a UD60x18 number.
/// @param y The second operand as a UD60x18 number.
/// @return result The result as a UD60x18 number.
/// @custom:smtchecker abstract-function-nondet
function gm(UD60x18 x, UD60x18 y) pure returns (UD60x18 result) {
uint256 xUint = x.unwrap();
uint256 yUint = y.unwrap();
if (xUint == 0 || yUint == 0) {
return ZERO;
}
unchecked {
// Checking for overflow this way is faster than letting Solidity do it.
uint256 xyUint = xUint * yUint;
if (xyUint / xUint != yUint) {
revert Errors.PRBMath_UD60x18_Gm_Overflow(x, y);
}
// We don't need to multiply the result by `UNIT` here because the x*y product picked up a factor of `UNIT`
// during multiplication. See the comments in {Common.sqrt}.
result = wrap(Common.sqrt(xyUint));
}
}
/// @notice Calculates the inverse of x.
///
/// @dev Notes:
/// - The result is rounded down.
///
/// Requirements:
/// - x must not be zero.
///
/// @param x The UD60x18 number for which to calculate the inverse.
/// @return result The inverse as a UD60x18 number.
/// @custom:smtchecker abstract-function-nondet
function inv(UD60x18 x) pure returns (UD60x18 result) {
unchecked {
result = wrap(uUNIT_SQUARED / x.unwrap());
}
}
/// @notice Calculates the natural logarithm of x using the following formula:
///
/// $$
/// ln{x} = log_2{x} / log_2{e}
/// $$
///
/// @dev Notes:
/// - Refer to the notes in {log2}.
/// - The precision isn't sufficiently fine-grained to return exactly `UNIT` when the input is `E`.
///
/// Requirements:
/// - Refer to the requirements in {log2}.
///
/// @param x The UD60x18 number for which to calculate the natural logarithm.
/// @return result The natural logarithm as a UD60x18 number.
/// @custom:smtchecker abstract-function-nondet
function ln(UD60x18 x) pure returns (UD60x18 result) {
unchecked {
// Inline the fixed-point multiplication to save gas. This is overflow-safe because the maximum value that
// {log2} can return is ~196_205294292027477728.
result = wrap(log2(x).unwrap() * uUNIT / uLOG2_E);
}
}
/// @notice Calculates the common logarithm of x using the following formula:
///
/// $$
/// log_{10}{x} = log_2{x} / log_2{10}
/// $$
///
/// However, if x is an exact power of ten, a hard coded value is returned.
///
/// @dev Notes:
/// - Refer to the notes in {log2}.
///
/// Requirements:
/// - Refer to the requirements in {log2}.
///
/// @param x The UD60x18 number for which to calculate the common logarithm.
/// @return result The common logarithm as a UD60x18 number.
/// @custom:smtchecker abstract-function-nondet
function log10(UD60x18 x) pure returns (UD60x18 result) {
uint256 xUint = x.unwrap();
if (xUint < uUNIT) {
revert Errors.PRBMath_UD60x18_Log_InputTooSmall(x);
}
// Note that the `mul` in this assembly block is the standard multiplication operation, not {UD60x18.mul}.
// prettier-ignore
assembly ("memory-safe") {
switch x
case 1 { result := mul(uUNIT, sub(0, 18)) }
case 10 { result := mul(uUNIT, sub(1, 18)) }
case 100 { result := mul(uUNIT, sub(2, 18)) }
case 1000 { result := mul(uUNIT, sub(3, 18)) }
case 10000 { result := mul(uUNIT, sub(4, 18)) }
case 100000 { result := mul(uUNIT, sub(5, 18)) }
case 1000000 { result := mul(uUNIT, sub(6, 18)) }
case 10000000 { result := mul(uUNIT, sub(7, 18)) }
case 100000000 { result := mul(uUNIT, sub(8, 18)) }
case 1000000000 { result := mul(uUNIT, sub(9, 18)) }
case 10000000000 { result := mul(uUNIT, sub(10, 18)) }
case 100000000000 { result := mul(uUNIT, sub(11, 18)) }
case 1000000000000 { result := mul(uUNIT, sub(12, 18)) }
case 10000000000000 { result := mul(uUNIT, sub(13, 18)) }
case 100000000000000 { result := mul(uUNIT, sub(14, 18)) }
case 1000000000000000 { result := mul(uUNIT, sub(15, 18)) }
case 10000000000000000 { result := mul(uUNIT, sub(16, 18)) }
case 100000000000000000 { result := mul(uUNIT, sub(17, 18)) }
case 1000000000000000000 { result := 0 }
case 10000000000000000000 { result := uUNIT }
case 100000000000000000000 { result := mul(uUNIT, 2) }
case 1000000000000000000000 { result := mul(uUNIT, 3) }
case 10000000000000000000000 { result := mul(uUNIT, 4) }
case 100000000000000000000000 { result := mul(uUNIT, 5) }
case 1000000000000000000000000 { result := mul(uUNIT, 6) }
case 10000000000000000000000000 { result := mul(uUNIT, 7) }
case 100000000000000000000000000 { result := mul(uUNIT, 8) }
case 1000000000000000000000000000 { result := mul(uUNIT, 9) }
case 10000000000000000000000000000 { result := mul(uUNIT, 10) }
case 100000000000000000000000000000 { result := mul(uUNIT, 11) }
case 1000000000000000000000000000000 { result := mul(uUNIT, 12) }
case 10000000000000000000000000000000 { result := mul(uUNIT, 13) }
case 100000000000000000000000000000000 { result := mul(uUNIT, 14) }
case 1000000000000000000000000000000000 { result := mul(uUNIT, 15) }
case 10000000000000000000000000000000000 { result := mul(uUNIT, 16) }
case 100000000000000000000000000000000000 { result := mul(uUNIT, 17) }
case 1000000000000000000000000000000000000 { result := mul(uUNIT, 18) }
case 10000000000000000000000000000000000000 { result := mul(uUNIT, 19) }
case 100000000000000000000000000000000000000 { result := mul(uUNIT, 20) }
case 1000000000000000000000000000000000000000 { result := mul(uUNIT, 21) }
case 10000000000000000000000000000000000000000 { result := mul(uUNIT, 22) }
case 100000000000000000000000000000000000000000 { result := mul(uUNIT, 23) }
case 1000000000000000000000000000000000000000000 { result := mul(uUNIT, 24) }
case 10000000000000000000000000000000000000000000 { result := mul(uUNIT, 25) }
case 100000000000000000000000000000000000000000000 { result := mul(uUNIT, 26) }
case 1000000000000000000000000000000000000000000000 { result := mul(uUNIT, 27) }
case 10000000000000000000000000000000000000000000000 { result := mul(uUNIT, 28) }
case 100000000000000000000000000000000000000000000000 { result := mul(uUNIT, 29) }
case 1000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 30) }
case 10000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 31) }
case 100000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 32) }
case 1000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 33) }
case 10000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 34) }
case 100000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 35) }
case 1000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 36) }
case 10000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 37) }
case 100000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 38) }
case 1000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 39) }
case 10000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 40) }
case 100000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 41) }
case 1000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 42) }
case 10000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 43) }
case 100000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 44) }
case 1000000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 45) }
case 10000000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 46) }
case 100000000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 47) }
case 1000000000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 48) }
case 10000000000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 49) }
case 100000000000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 50) }
case 1000000000000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 51) }
case 10000000000000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 52) }
case 100000000000000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 53) }
case 1000000000000000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 54) }
case 10000000000000000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 55) }
case 100000000000000000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 56) }
case 1000000000000000000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 57) }
case 10000000000000000000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 58) }
case 100000000000000000000000000000000000000000000000000000000000000000000000000000 { result := mul(uUNIT, 59) }
default { result := uMAX_UD60x18 }
}
if (result.unwrap() == uMAX_UD60x18) {
unchecked {
// Inline the fixed-point division to save gas.
result = wrap(log2(x).unwrap() * uUNIT / uLOG2_10);
}
}
}
/// @notice Calculates the binary logarithm of x using the iterative approximation algorithm.
///
/// For $0 \leq x < 1$, the logarithm is calculated as:
///
/// $$
/// log_2{x} = -log_2{\frac{1}{x}}
/// $$
///
/// @dev See https://en.wikipedia.org/wiki/Binary_logarithm#Iterative_approximation
///
/// Notes:
/// - Due to the lossy precision of the iterative approximation, the results are not perfectly accurate to the last decimal.
///
/// Requirements:
/// - x must be greater than zero.
///
/// @param x The UD60x18 number for which to calculate the binary logarithm.
/// @return result The binary logarithm as a UD60x18 number.
/// @custom:smtchecker abstract-function-nondet
function log2(UD60x18 x) pure returns (UD60x18 result) {
uint256 xUint = x.unwrap();
if (xUint < uUNIT) {
revert Errors.PRBMath_UD60x18_Log_InputTooSmall(x);
}
unchecked {
// Calculate the integer part of the logarithm, add it to the result and finally calculate $y = x * 2^{-n}$.
uint256 n = Common.msb(xUint / uUNIT);
// This is the integer part of the logarithm as a UD60x18 number. The operation can't overflow because n
// n is at most 255 and UNIT is 1e18.
uint256 resultUint = n * uUNIT;
// This is $y = x * 2^{-n}$.
uint256 y = xUint >> n;
// If y is the unit number, the fractional part is zero.
if (y == uUNIT) {
return wrap(resultUint);
}
// Calculate the fractional part via the iterative approximation.
// The `delta >>= 1` part is equivalent to `delta /= 2`, but shifting bits is more gas efficient.
uint256 DOUBLE_UNIT = 2e18;
for (uint256 delta = uHALF_UNIT; delta > 0; delta >>= 1) {
y = (y * y) / uUNIT;
// Is y^2 >= 2e18 and so in the range [2e18, 4e18)?
if (y >= DOUBLE_UNIT) {
// Add the 2^{-m} factor to the logarithm.
resultUint += delta;
// Corresponds to z/2 in the Wikipedia article.
y >>= 1;
}
}
result = wrap(resultUint);
}
}
/// @notice Multiplies two UD60x18 numbers together, returning a new UD60x18 number.
///
/// @dev Uses {Common.mulDiv} to enable overflow-safe multiplication and division.
///
/// Notes:
/// - Refer to the notes in {Common.mulDiv}.
///
/// Requirements:
/// - Refer to the requirements in {Common.mulDiv}.
///
/// @dev See the documentation in {Common.mulDiv18}.
/// @param x The multiplicand as a UD60x18 number.
/// @param y The multiplier as a UD60x18 number.
/// @return result The product as a UD60x18 number.
/// @custom:smtchecker abstract-function-nondet
function mul(UD60x18 x, UD60x18 y) pure returns (UD60x18 result) {
result = wrap(Common.mulDiv18(x.unwrap(), y.unwrap()));
}
/// @notice Raises x to the power of y.
///
/// For $1 \leq x \leq \infty$, the following standard formula is used:
///
/// $$
/// x^y = 2^{log_2{x} * y}
/// $$
///
/// For $0 \leq x \lt 1$, since the unsigned {log2} is undefined, an equivalent formula is used:
///
/// $$
/// i = \frac{1}{x}
/// w = 2^{log_2{i} * y}
/// x^y = \frac{1}{w}
/// $$
///
/// @dev Notes:
/// - Refer to the notes in {log2} and {mul}.
/// - Returns `UNIT` for 0^0.
/// - It may not perform well with very small values of x. Consider using SD59x18 as an alternative.
///
/// Requirements:
/// - Refer to the requirements in {exp2}, {log2}, and {mul}.
///
/// @param x The base as a UD60x18 number.
/// @param y The exponent as a UD60x18 number.
/// @return result The result as a UD60x18 number.
/// @custom:smtchecker abstract-function-nondet
function pow(UD60x18 x, UD60x18 y) pure returns (UD60x18 result) {
uint256 xUint = x.unwrap();
uint256 yUint = y.unwrap();
// If both x and y are zero, the result is `UNIT`. If just x is zero, the result is always zero.
if (xUint == 0) {
return yUint == 0 ? UNIT : ZERO;
}
// If x is `UNIT`, the result is always `UNIT`.
else if (xUint == uUNIT) {
return UNIT;
}
// If y is zero, the result is always `UNIT`.
if (yUint == 0) {
return UNIT;
}
// If y is `UNIT`, the result is always x.
else if (yUint == uUNIT) {
return x;
}
// If x is greater than `UNIT`, use the standard formula.
if (xUint > uUNIT) {
result = exp2(mul(log2(x), y));
}
// Conversely, if x is less than `UNIT`, use the equivalent formula.
else {
UD60x18 i = wrap(uUNIT_SQUARED / xUint);
UD60x18 w = exp2(mul(log2(i), y));
result = wrap(uUNIT_SQUARED / w.unwrap());
}
}
/// @notice Raises x (a UD60x18 number) to the power y (an unsigned basic integer) using the well-known
/// algorithm "exponentiation by squaring".
///
/// @dev See https://en.wikipedia.org/wiki/Exponentiation_by_squaring.
///
/// Notes:
/// - Refer to the notes in {Common.mulDiv18}.
/// - Returns `UNIT` for 0^0.
///
/// Requirements:
/// - The result must fit in UD60x18.
///
/// @param x The base as a UD60x18 number.
/// @param y The exponent as a uint256.
/// @return result The result as a UD60x18 number.
/// @custom:smtchecker abstract-function-nondet
function powu(UD60x18 x, uint256 y) pure returns (UD60x18 result) {
// Calculate the first iteration of the loop in advance.
uint256 xUint = x.unwrap();
uint256 resultUint = y & 1 > 0 ? xUint : uUNIT;
// Equivalent to `for(y /= 2; y > 0; y /= 2)`.
for (y >>= 1; y > 0; y >>= 1) {
xUint = Common.mulDiv18(xUint, xUint);
// Equivalent to `y % 2 == 1`.
if (y & 1 > 0) {
resultUint = Common.mulDiv18(resultUint, xUint);
}
}
result = wrap(resultUint);
}
/// @notice Calculates the square root of x using the Babylonian method.
///
/// @dev See https://en.wikipedia.org/wiki/Methods_of_computing_square_roots#Babylonian_method.
///
/// Notes:
/// - The result is rounded down.
///
/// Requirements:
/// - x must be less than `MAX_UD60x18 / UNIT`.
///
/// @param x The UD60x18 number for which to calculate the square root.
/// @return result The result as a UD60x18 number.
/// @custom:smtchecker abstract-function-nondet
function sqrt(UD60x18 x) pure returns (UD60x18 result) {
uint256 xUint = x.unwrap();
unchecked {
if (xUint > uMAX_UD60x18 / uUNIT) {
revert Errors.PRBMath_UD60x18_Sqrt_Overflow(x);
}
// Multiply x by `UNIT` to account for the factor of `UNIT` picked up when multiplying two UD60x18 numbers.
// In this case, the two numbers are both the square root.
result = wrap(Common.sqrt(xUint * uUNIT));
}
}