// 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 toward zero. /// /// @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 + remainder > 0 ? delta : 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 192e18 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 > 0 ? remainder : 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 toward zero. /// /// 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: /// /// $$ /// log_2{x} = n + log_2{y}, \text{ where } y = x*2^{-n}, \ y \in [1, 2) /// $$ /// /// For $0 \leq x \lt 1$, the input is inverted: /// /// $$ /// log_2{x} = -log_2{\frac{1}{x}} /// $$ /// /// @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. 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; // Calculate $y = x * 2^{-n}$. 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; // Halve y, which 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 toward zero. /// /// 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)); } }