feat(osmomath): Exp2 function (backport #3708)

CHANGELOG.md

@@ -47,6 +47,7 @@ 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`.
+<<<<<<< HEAD
 
 ### Features
 
@@ -66,6 +67,10 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 ## v13.1.0
 
 * Correctly apply DragonBerry IBC patch
+=======
+* [#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
+>>>>>>> 89bf6068 (feat(osmomath): Exp2 function (#3708))
 
 ### API breaks
 

osmomath/exp2.go

@@ -0,0 +1,101 @@
+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.
+// The answer is correct up to a factor of 10^-18.
+// Meaning, result = result * k for k in [1 - 10^(-18), 1 + 10^(-18)]
+// Note: our Python script plots show accuracy up to a factor of 10^22.
+// However, in Go tests we only test up to 10^18. Therefore, this is the guarantee.
+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))
+	}
+
+	integerExponent := exponent.TruncateDec()
+
+	fractionalExponent := exponent.Sub(integerExponent)
+	fractionalResult := exp2ChebyshevRationalApprox(fractionalExponent)
+
+	// Left bit shift is equivalent to multiplying by 2^integerExponent.
+	fractionalResult.i = fractionalResult.i.Lsh(fractionalResult.i, uint(integerExponent.TruncateInt().Uint64()))
+
+	return fractionalResult
+}
+
+// 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.
+// The answer is correct up to a factor of 10^-18.
+// Meaning, result = result * k for k in [1 - 10^(-18), 1 + 10^(-18)]
+// Note: our Python script plots show accuracy up to a factor of 10^22.
+// However, in Go tests we only test up to 10^18. Therefore, this is the guarantee.
+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)
+}