Use log approximation in ProbabilisticScorer

Since f64::log10 exists in std but not core, unconditionally use log
approximation so --feature=no-std will compile.

Author: jkczyz

lightning/src/routing/scoring.rs

@@ -733,6 +733,28 @@ impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChanne
 	}
 }
 
+const FRACTIONAL_BITS: u32 = 4;
+const FRACTIONAL_BITMASK: u64 = (1 << FRACTIONAL_BITS) - 1;
+const LOG2_FRACTIONAL_PART: [f64; 1 << FRACTIONAL_BITS] = [
+	0.000, 0.087, 0.170, 0.248, 0.322, 0.392, 0.459, 0.524,
+	0.585, 0.644, 0.700, 0.755, 0.807, 0.858, 0.907, 0.954,
+];
+const LOG2_10: f64 = 3.322;
+
+fn log10_approx(numerator: u64, denominator: u64) -> f64 {
+	(log2_approx(numerator) - log2_approx(denominator)) / LOG2_10
+}
+
+#[inline]
+fn log2_approx(x: u64) -> f64 {
+	let leading_zeros = x.leading_zeros();
+	let integer_part = (63 - leading_zeros) as f64;
+	let fractional_part = LOG2_FRACTIONAL_PART[
+		(((x << leading_zeros) >> (63 - FRACTIONAL_BITS)) & FRACTIONAL_BITMASK) as usize
+	];
+	integer_part + fractional_part
+}
+
 impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
 	fn channel_penalty_msat(
 		&self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
@@ -749,8 +771,8 @@ impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsin
 			Probability::Zero => u64::max_value(),
 			Probability::One => 0,
 			Probability::Ratio { numerator, denominator } => {
-				let success_probability = numerator as f64 / denominator as f64;
-				(-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64
+				let log_success_probability = log10_approx(numerator, denominator);
+				(-log_success_probability * liquidity_penalty_multiplier_msat as f64) as u64
 			}
 		};
 		// Upper bound the penalty to ensure some channel is selected.
@@ -1625,18 +1647,18 @@ mod tests {
 		let source = source_node_id();
 		let target = target_node_id();
 
-		assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0);
-		assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4);
-		assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45);
-		assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 2_000);
+		assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024_000, &source, &target), 0);
+		assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 14);
+		assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 44);
+		assert_eq!(scorer.channel_penalty_msat(42, 1_024_000, 1_024_000, &source, &target), 2_000);
 
-		assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57);
-		assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
-		assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203);
-		assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
-		assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425);
-		assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
-		assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900);
+		assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
+		assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
+		assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 204);
+		assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
+		assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 425);
+		assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 602);
+		assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 903);
 	}
 
 	#[test]
@@ -1672,13 +1694,13 @@ mod tests {
 		let failed_path = payment_path_for_amount(500);
 		let successful_path = payment_path_for_amount(200);
 
-		assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+		assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 301);
 
 		scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
-		assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+		assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 301);
 
 		scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
-		assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+		assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 301);
 	}
 
 	#[test]
@@ -1692,15 +1714,15 @@ mod tests {
 		let target = target_node_id();
 		let path = payment_path_for_amount(500);
 
-		assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
-		assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
-		assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
+		assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 129);
+		assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 301);
+		assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 602);
 
 		scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
 
 		assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
 		assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
-		assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
+		assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 301);
 	}
 
 	#[test]
@@ -1714,13 +1736,13 @@ mod tests {
 		let target = target_node_id();
 		let path = payment_path_for_amount(500);
 
-		assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
-		assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
-		assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
+		assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 129);
+		assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 301);
+		assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 602);
 
 		scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
 
-		assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
+		assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 301);
 		assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
 		assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
 	}
@@ -1738,15 +1760,15 @@ mod tests {
 		let recipient = recipient_node_id();
 		let path = payment_path_for_amount(500);
 
-		assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
-		assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
-		assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 124);
+		assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 129);
+		assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 129);
+		assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 129);
 
 		scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
 
-		assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
-		assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
-		assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
+		assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 129);
+		assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 301);
+		assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 301);
 	}
 
 	#[test]
@@ -1767,20 +1789,20 @@ mod tests {
 		scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
 
 		assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
-		assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
-		assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
+		assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 96);
+		assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_408);
 		assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
 
 		SinceEpoch::advance(Duration::from_secs(9));
 		assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
-		assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
-		assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
+		assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 96);
+		assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_408);
 		assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
 
 		SinceEpoch::advance(Duration::from_secs(1));
 		assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
 		assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
-		assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_812);
+		assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_806);
 		assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000);
 
 		// Fully decay liquidity lower bound.
@@ -1813,7 +1835,7 @@ mod tests {
 		assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
 
 		scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
-		assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 281);
+		assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 274);
 
 		// An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
 		// would cause an overflow.
@@ -1835,30 +1857,30 @@ mod tests {
 		let source = source_node_id();
 		let target = target_node_id();
 
-		assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 300);
+		assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
 
 		// More knowledge gives higher confidence (256, 768), meaning a lower penalty.
 		scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
 		scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
-		assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 281);
+		assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 274);
 
 		// Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
 		SinceEpoch::advance(Duration::from_secs(10));
-		assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 293);
+		assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
 
 		// Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
 		// is closer to the upper bound, meaning a higher penalty.
 		scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
-		assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 333);
+		assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 342);
 
 		// Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
 		// is closer to the lower bound, meaning a lower penalty.
 		scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
-		assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 247);
+		assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 255);
 
 		// Further decaying affects the lower bound more than the upper bound (128, 928).
 		SinceEpoch::advance(Duration::from_secs(10));
-		assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 280);
+		assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 284);
 	}
 
 	#[test]
@@ -1876,18 +1898,18 @@ mod tests {
 		assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
 
 		SinceEpoch::advance(Duration::from_secs(10));
-		assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475);
+		assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
 
 		scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
-		assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+		assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 301);
 
 		let mut serialized_scorer = Vec::new();
 		scorer.write(&mut serialized_scorer).unwrap();
 
 		let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
 		let deserialized_scorer =
 			<ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
-		assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+		assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 301);
 	}
 
 	#[test]
@@ -1912,12 +1934,12 @@ mod tests {
 		let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
 		let deserialized_scorer =
 			<ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
-		assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475);
+		assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
 
 		scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
-		assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+		assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 301);
 
 		SinceEpoch::advance(Duration::from_secs(10));
-		assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 367);
+		assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 370);
 	}
 }