Пример #1
0
def simulateHestonModel( T, N, R, mu, kappa, vBar, sigmaV, rho, x0, v0 ) :

    deltaT = T / (float)(N - 1)

    x = [af.constant(x0, R, dtype=af.Dtype.f32), af.constant(0, R, dtype=af.Dtype.f32)]
    v = [af.constant(v0, R, dtype=af.Dtype.f32), af.constant(0, R, dtype=af.Dtype.f32)]

    sqrtDeltaT = math.sqrt(deltaT)
    sqrtOneMinusRhoSquare = math.sqrt(1-rho**2)

    m = af.constant(0, 2, dtype=af.Dtype.f32)
    m[0] = rho
    m[1] = sqrtOneMinusRhoSquare
    zeroArray = af.constant(0, R, 1, dtype=af.Dtype.f32)

    for t in range(1, N) :
        tPrevious = (t + 1) % 2
        tCurrent =  t % 2

        dBt = af.randn(R, 2, dtype=af.Dtype.f32) * sqrtDeltaT

        vLag = af.maxof(v[tPrevious], zeroArray)
        sqrtVLag = af.sqrt(vLag)

        x[tCurrent] = x[tPrevious] + (mu - 0.5 * vLag) * deltaT + sqrtVLag * dBt[:, 0]
        v[tCurrent] = vLag + kappa * (vBar - vLag) * deltaT + sigmaV * (sqrtVLag * af.matmul(dBt, m))

    return (x[tCurrent], af.maxof(v[tCurrent], zeroArray))
Пример #2
0
def relu(image):
    #TODO: Remove assumption of image.dims()[3] == 1
    if len(image.dims()) is 1:
        return af.maxof(image, af.constant(0, image.dims()[0]))
    elif len(image.dims()) is 3:
        d0, d1, d2 =  image.dims()
        return af.maxof(image, af.constant(0, d0, d1, d2))
    print "error, bad val num dims"
    return
Пример #3
0
def main():
    T = 1
    nT = 20 * T
    R_first = 1000
    R = 5000000

    x0 = 0  # initial log stock price
    v0 = 0.087**2  # initial volatility
    r = math.log(1.0319)  # risk-free rate
    rho = -0.82  # instantaneous correlation between Brownian motions
    sigmaV = 0.14  # variance of volatility
    kappa = 3.46  # mean reversion speed
    vBar = 0.008  # mean variance
    k = math.log(0.95)  # strike price

    # first run
    (x, v) = simulateHestonModel(T, nT, R_first, r, kappa, vBar, sigmaV, rho,
                                 x0, v0)

    # Price plain vanilla call option
    tic = time.time()
    (x, v) = simulateHestonModel(T, nT, R, r, kappa, vBar, sigmaV, rho, x0, v0)
    af.sync()
    toc = time.time() - tic
    K = math.exp(k)
    zeroConstant = af.constant(0, R, dtype=af.Dtype.f32)
    C_CPU = math.exp(-r * T) * af.mean(af.maxof(af.exp(x) - K, zeroConstant))
    print("Time elapsed = {} secs".format(toc))
    print("Call price = {}".format(C_CPU))
    print(af.mean(v))
Пример #4
0
def monte_carlo_options(N,
                        K,
                        t,
                        vol,
                        r,
                        strike,
                        steps,
                        use_barrier=True,
                        B=None,
                        ty=af.Dtype.f32):
    payoff = af.constant(0, N, 1, dtype=ty)

    dt = t / float(steps - 1)
    s = af.constant(strike, N, 1, dtype=ty)

    randmat = af.randn(N, steps - 1, dtype=ty)
    randmat = af.exp((r - (vol * vol * 0.5)) * dt +
                     vol * math.sqrt(dt) * randmat)

    S = af.product(af.join(1, s, randmat), 1)

    if (use_barrier):
        S = S * af.all_true(S < B, 1)

    payoff = af.maxof(0, S - K)
    return af.mean(payoff) * math.exp(-r * t)
Пример #5
0
def main():
    T = 1
    nT = 20 * T
    R_first = 1000
    R = 5000000

    x0 = 0 # initial log stock price
    v0 = 0.087**2 # initial volatility
    r = math.log(1.0319) # risk-free rate
    rho = -0.82 # instantaneous correlation between Brownian motions
    sigmaV = 0.14 # variance of volatility
    kappa = 3.46 # mean reversion speed
    vBar = 0.008 # mean variance
    k = math.log(0.95) # strike price

    # first run
    ( x, v ) = simulateHestonModel( T, nT, R_first, r, kappa, vBar, sigmaV, rho, x0, v0 )

    # Price plain vanilla call option
    tic = time.time()
    ( x, v ) = simulateHestonModel( T, nT, R, r, kappa, vBar, sigmaV, rho, x0, v0 )
    af.sync()
    toc = time.time() - tic
    K = math.exp(k)
    zeroConstant = af.constant(0, R, dtype=af.Dtype.f32)
    C_CPU = math.exp(-r * T) * af.mean(af.maxof(af.exp(x) - K, zeroConstant))
    print("Time elapsed = {} secs".format(toc))
    print("Call price = {}".format(C_CPU))
    print(af.mean(v))
def forward(nn_np, data):
    """
    Given a dictionary representing a feed forward neural net and an input data matrix compute the network's output and store it within the dictionary
    :param nn: neural network dictionary
    :param data: a numpy n by m matrix where m in the number of input units in nn
    :return: the output layer activations
    """
    nn = nn_np
    nn['activations'] = []
    
    #prct = []
    #prct.append(data[0][0])
    #prct.append(data[1][0])
    
    #src = data.astype(float)
    
    nsrc = data#af.Array(prct)
    
    nn['activations'].append(nsrc)
    #(af.Array(src.ctypes.data, src.shape, src.dtype.char)) 
    
    nn['zs'] = []
    for w, s, b in map(None, nn['weights'], nn['nonlin'], nn['biases']):
	
	#:wq
	#print af.transpose(nn['activations'][-1])



	#print(type(nn['activations'][0]))
	#print(nn['activations'][0])
	
	
	
        z = af.matmul(w, nn['activations'][-1])
        
	
	
	#for i in range(w.shape[1]-1):
	#	newB = af.join(1,newB,b)
	
	


	p = z.T + b
	
	nn['zs'].append(p.T)
	if len(p.shape) == 2:
		maxVal = af.constant(1e-5,p.shape[0],p.shape[1]).T
	else:
		maxVal = af.constant(1e-5,p.shape[0]).T
	q = af.maxof(p.T,1e-5)#p(i) = 1e-5
	
        nn['activations'].append(q)
	
    return nn['activations'][-1]
Пример #7
0
def simulateHestonModel(T, N, R, mu, kappa, vBar, sigmaV, rho, x0, v0):

    deltaT = T / (float)(N - 1)

    x = [
        af.constant(x0, R, dtype=af.Dtype.f32),
        af.constant(0, R, dtype=af.Dtype.f32)
    ]
    v = [
        af.constant(v0, R, dtype=af.Dtype.f32),
        af.constant(0, R, dtype=af.Dtype.f32)
    ]

    sqrtDeltaT = math.sqrt(deltaT)
    sqrtOneMinusRhoSquare = math.sqrt(1 - rho**2)

    m = af.constant(0, 2, dtype=af.Dtype.f32)
    m[0] = rho
    m[1] = sqrtOneMinusRhoSquare
    zeroArray = af.constant(0, R, 1, dtype=af.Dtype.f32)

    for t in range(1, N):
        tPrevious = (t + 1) % 2
        tCurrent = t % 2

        dBt = af.randn(R, 2, dtype=af.Dtype.f32) * sqrtDeltaT

        vLag = af.maxof(v[tPrevious], zeroArray)
        sqrtVLag = af.sqrt(vLag)

        x[tCurrent] = x[tPrevious] + (
            mu - 0.5 * vLag) * deltaT + sqrtVLag * dBt[:, 0]
        v[tCurrent] = vLag + kappa * (vBar - vLag) * deltaT + sigmaV * (
            sqrtVLag * af.matmul(dBt, m))

    return (x[tCurrent], af.maxof(v[tCurrent], zeroArray))
def monte_carlo_options(N, K, t, vol, r, strike, steps, use_barrier = True, B = None, ty = af.Dtype.f32):
    payoff = af.constant(0, N, 1, dtype = ty)

    dt = t / float(steps - 1)
    s = af.constant(strike, N, 1, dtype = ty)

    randmat = af.randn(N, steps - 1, dtype = ty)
    randmat = af.exp((r - (vol * vol * 0.5)) * dt + vol * math.sqrt(dt) * randmat);

    S = af.product(af.join(1, s, randmat), 1)

    if (use_barrier):
        S = S * af.all_true(S < B, 1)

    payoff = af.maxof(0, S - K)
    return af.mean(payoff) * math.exp(-r * t)
Пример #9
0
def forward(nn_np, data):
    """
    Given a dictionary representing a feed forward neural net and an input data matrix compute the network's output and store it within the dictionary
    :param nn: neural network dictionary
    :param data: a numpy n by m matrix where m in the number of input units in nn
    :return: the output layer activations
    """
    nn = nn_np
    nn['activations'] = []

    #prct = []
    #prct.append(data[0][0])
    #prct.append(data[1][0])

    #src = data.astype(float)

    nsrc = data  #af.Array(prct)

    nn['activations'].append(nsrc)
    #(af.Array(src.ctypes.data, src.shape, src.dtype.char))

    nn['zs'] = []
    for w, s, b in map(None, nn['weights'], nn['nonlin'], nn['biases']):

        #:wq
        #print af.transpose(nn['activations'][-1])

        #print(type(nn['activations'][0]))
        #print(nn['activations'][0])

        z = af.matmul(w, nn['activations'][-1])

        #for i in range(w.shape[1]-1):
        #	newB = af.join(1,newB,b)

        p = z.T + b

        nn['zs'].append(p.T)
        if len(p.shape) == 2:
            maxVal = af.constant(1e-5, p.shape[0], p.shape[1]).T
        else:
            maxVal = af.constant(1e-5, p.shape[0]).T
        q = af.maxof(p.T, 1e-5)  #p(i) = 1e-5

        nn['activations'].append(q)

    return nn['activations'][-1]
Пример #10
0
def mandelbrot(data, it, maxval):
    C = data
    Z = data
    mag = af.constant(0, *C.dims())

    for ii in range(1, 1 + it):
        # Doing the calculation
        Z = Z * Z + C

        # Get indices where abs(Z) crosses maxval
        cond = ((af.abs(Z) > maxval)).as_type(af.Dtype.f32)
        mag = af.maxof(mag, cond * ii)

        C = C * (1 - cond)
        Z = Z * (1 - cond)

        af.eval(C)
        af.eval(Z)

    return mag / maxval
Пример #11
0
def mandelbrot(data, it, maxval):
    C = data
    Z = data
    mag = af.constant(0, *C.dims())

    for ii in range(1, 1 + it):
        # Doing the calculation
        Z = Z * Z + C

        # Get indices where abs(Z) crosses maxval
        cond = ((af.abs(Z) > maxval)).as_type(af.Dtype.f32)
        mag = af.maxof(mag, cond * ii)

        C = C * (1 - cond)
        Z = Z * (1 - cond)

        af.eval(C)
        af.eval(Z)

    return mag / maxval
Пример #12
0
def simple_arith(verbose = False):
    display_func = _util.display_func(verbose)
    print_func   = _util.print_func(verbose)

    a = af.randu(3,3,dtype=af.Dtype.u32)
    b = af.constant(4, 3, 3, dtype=af.Dtype.u32)
    display_func(a)
    display_func(b)

    c = a + b
    d = a
    d += b

    display_func(c)
    display_func(d)
    display_func(a + 2)
    display_func(3 + a)


    c = a - b
    d = a
    d -= b

    display_func(c)
    display_func(d)
    display_func(a - 2)
    display_func(3 - a)

    c = a * b
    d = a
    d *= b

    display_func(c * 2)
    display_func(3 * d)
    display_func(a * 2)
    display_func(3 * a)

    c = a / b
    d = a
    d /= b

    display_func(c / 2.0)
    display_func(3.0 / d)
    display_func(a / 2)
    display_func(3 / a)

    c = a % b
    d = a
    d %= b

    display_func(c % 2.0)
    display_func(3.0 % d)
    display_func(a % 2)
    display_func(3 % a)

    c = a ** b
    d = a
    d **= b

    display_func(c ** 2.0)
    display_func(3.0 ** d)
    display_func(a ** 2)
    display_func(3 ** a)

    display_func(a < b)
    display_func(a < 0.5)
    display_func(0.5 < a)

    display_func(a <= b)
    display_func(a <= 0.5)
    display_func(0.5 <= a)

    display_func(a > b)
    display_func(a > 0.5)
    display_func(0.5 > a)

    display_func(a >= b)
    display_func(a >= 0.5)
    display_func(0.5 >= a)

    display_func(a != b)
    display_func(a != 0.5)
    display_func(0.5 != a)

    display_func(a == b)
    display_func(a == 0.5)
    display_func(0.5 == a)

    display_func(a & b)
    display_func(a & 2)
    c = a
    c &= 2
    display_func(c)

    display_func(a | b)
    display_func(a | 2)
    c = a
    c |= 2
    display_func(c)

    display_func(a >> b)
    display_func(a >> 2)
    c = a
    c >>= 2
    display_func(c)

    display_func(a << b)
    display_func(a << 2)
    c = a
    c <<= 2
    display_func(c)

    display_func(-a)
    display_func(+a)
    display_func(~a)
    display_func(a)

    display_func(af.cast(a, af.Dtype.c32))
    display_func(af.maxof(a,b))
    display_func(af.minof(a,b))
    display_func(af.rem(a,b))

    a = af.randu(3,3) - 0.5
    b = af.randu(3,3) - 0.5

    display_func(af.abs(a))
    display_func(af.arg(a))
    display_func(af.sign(a))
    display_func(af.round(a))
    display_func(af.trunc(a))
    display_func(af.floor(a))
    display_func(af.ceil(a))
    display_func(af.hypot(a, b))
    display_func(af.sin(a))
    display_func(af.cos(a))
    display_func(af.tan(a))
    display_func(af.asin(a))
    display_func(af.acos(a))
    display_func(af.atan(a))
    display_func(af.atan2(a, b))

    c = af.cplx(a)
    d = af.cplx(a,b)
    display_func(c)
    display_func(d)
    display_func(af.real(d))
    display_func(af.imag(d))
    display_func(af.conjg(d))

    display_func(af.sinh(a))
    display_func(af.cosh(a))
    display_func(af.tanh(a))
    display_func(af.asinh(a))
    display_func(af.acosh(a))
    display_func(af.atanh(a))

    a = af.abs(a)
    b = af.abs(b)

    display_func(af.root(a, b))
    display_func(af.pow(a, b))
    display_func(af.pow2(a))
    display_func(af.exp(a))
    display_func(af.expm1(a))
    display_func(af.erf(a))
    display_func(af.erfc(a))
    display_func(af.log(a))
    display_func(af.log1p(a))
    display_func(af.log10(a))
    display_func(af.log2(a))
    display_func(af.sqrt(a))
    display_func(af.cbrt(a))

    a = af.round(5 * af.randu(3,3) - 1)
    b = af.round(5 * af.randu(3,3) - 1)

    display_func(af.factorial(a))
    display_func(af.tgamma(a))
    display_func(af.lgamma(a))
    display_func(af.iszero(a))
    display_func(af.isinf(a/b))
    display_func(af.isnan(a/a))

    a = af.randu(5, 1)
    b = af.randu(1, 5)
    c = af.broadcast(lambda x,y: x+y, a, b)
    display_func(a)
    display_func(b)
    display_func(c)

    @af.broadcast
    def test_add(aa, bb):
        return aa + bb

    display_func(test_add(a, b))
Пример #13
0
def simple_arith(verbose=False):
    display_func = _util.display_func(verbose)
    print_func = _util.print_func(verbose)

    a = af.randu(3, 3)
    b = af.constant(4, 3, 3)
    display_func(a)
    display_func(b)

    c = a + b
    d = a
    d += b

    display_func(c)
    display_func(d)
    display_func(a + 2)
    display_func(3 + a)

    c = a - b
    d = a
    d -= b

    display_func(c)
    display_func(d)
    display_func(a - 2)
    display_func(3 - a)

    c = a * b
    d = a
    d *= b

    display_func(c * 2)
    display_func(3 * d)
    display_func(a * 2)
    display_func(3 * a)

    c = a / b
    d = a
    d /= b

    display_func(c / 2.0)
    display_func(3.0 / d)
    display_func(a / 2)
    display_func(3 / a)

    c = a % b
    d = a
    d %= b

    display_func(c % 2.0)
    display_func(3.0 % d)
    display_func(a % 2)
    display_func(3 % a)

    c = a**b
    d = a
    d **= b

    display_func(c**2.0)
    display_func(3.0**d)
    display_func(a**2)
    display_func(3**a)

    display_func(a < b)
    display_func(a < 0.5)
    display_func(0.5 < a)

    display_func(a <= b)
    display_func(a <= 0.5)
    display_func(0.5 <= a)

    display_func(a > b)
    display_func(a > 0.5)
    display_func(0.5 > a)

    display_func(a >= b)
    display_func(a >= 0.5)
    display_func(0.5 >= a)

    display_func(a != b)
    display_func(a != 0.5)
    display_func(0.5 != a)

    display_func(a == b)
    display_func(a == 0.5)
    display_func(0.5 == a)

    a = af.randu(3, 3, dtype=af.Dtype.u32)
    b = af.constant(4, 3, 3, dtype=af.Dtype.u32)

    display_func(a & b)
    display_func(a & 2)
    c = a
    c &= 2
    display_func(c)

    display_func(a | b)
    display_func(a | 2)
    c = a
    c |= 2
    display_func(c)

    display_func(a >> b)
    display_func(a >> 2)
    c = a
    c >>= 2
    display_func(c)

    display_func(a << b)
    display_func(a << 2)
    c = a
    c <<= 2
    display_func(c)

    display_func(-a)
    display_func(+a)
    display_func(~a)
    display_func(a)

    display_func(af.cast(a, af.Dtype.c32))
    display_func(af.maxof(a, b))
    display_func(af.minof(a, b))
    display_func(af.rem(a, b))

    a = af.randu(3, 3) - 0.5
    b = af.randu(3, 3) - 0.5

    display_func(af.abs(a))
    display_func(af.arg(a))
    display_func(af.sign(a))
    display_func(af.round(a))
    display_func(af.trunc(a))
    display_func(af.floor(a))
    display_func(af.ceil(a))
    display_func(af.hypot(a, b))
    display_func(af.sin(a))
    display_func(af.cos(a))
    display_func(af.tan(a))
    display_func(af.asin(a))
    display_func(af.acos(a))
    display_func(af.atan(a))
    display_func(af.atan2(a, b))

    c = af.cplx(a)
    d = af.cplx(a, b)
    display_func(c)
    display_func(d)
    display_func(af.real(d))
    display_func(af.imag(d))
    display_func(af.conjg(d))

    display_func(af.sinh(a))
    display_func(af.cosh(a))
    display_func(af.tanh(a))
    display_func(af.asinh(a))
    display_func(af.acosh(a))
    display_func(af.atanh(a))

    a = af.abs(a)
    b = af.abs(b)

    display_func(af.root(a, b))
    display_func(af.pow(a, b))
    display_func(af.pow2(a))
    display_func(af.sigmoid(a))
    display_func(af.exp(a))
    display_func(af.expm1(a))
    display_func(af.erf(a))
    display_func(af.erfc(a))
    display_func(af.log(a))
    display_func(af.log1p(a))
    display_func(af.log10(a))
    display_func(af.log2(a))
    display_func(af.sqrt(a))
    display_func(af.cbrt(a))

    a = af.round(5 * af.randu(3, 3) - 1)
    b = af.round(5 * af.randu(3, 3) - 1)

    display_func(af.factorial(a))
    display_func(af.tgamma(a))
    display_func(af.lgamma(a))
    display_func(af.iszero(a))
    display_func(af.isinf(a / b))
    display_func(af.isnan(a / a))

    a = af.randu(5, 1)
    b = af.randu(1, 5)
    c = af.broadcast(lambda x, y: x + y, a, b)
    display_func(a)
    display_func(b)
    display_func(c)

    @af.broadcast
    def test_add(aa, bb):
        return aa + bb

    display_func(test_add(a, b))
Пример #14
0
# Copyright (c) 2015, ArrayFire
# All rights reserved.
#
# This file is distributed under 3-clause BSD license.
# The complete license agreement can be obtained at:
# http://arrayfire.com/licenses/BSD-3-Clause
########################################################

import arrayfire as af

af.info()

ITERATIONS = 200
POINTS = int(10.0 * ITERATIONS)

Z = 1 + af.range(POINTS) / ITERATIONS

win = af.Window(800, 800, "3D Plot example using ArrayFire")

t = 0.1
while not win.close():
    X = af.cos(Z * t + t) / Z
    Y = af.sin(Z * t + t) / Z

    X = af.maxof(af.minof(X, 1), -1)
    Y = af.maxof(af.minof(Y, 1), -1)

    Pts = af.join(1, X, Y, Z)
    win.plot3(Pts)
    t = t + 0.01
Пример #15
0
c >>= 2
af.display(c)

af.display(a << b)
af.display(a << 2)
c = a
c <<= 2
af.display(c)

af.display(-a)
af.display(+a)
af.display(~a)
af.display(a)

af.display(af.cast(a, af.c32))
af.display(af.maxof(a, b))
af.display(af.minof(a, b))
af.display(af.rem(a, b))

a = af.randu(3, 3) - 0.5
b = af.randu(3, 3) - 0.5

af.display(af.abs(a))
af.display(af.arg(a))
af.display(af.sign(a))
af.display(af.round(a))
af.display(af.trunc(a))
af.display(af.floor(a))
af.display(af.ceil(a))
af.display(af.hypot(a, b))
af.display(af.sin(a))
def advection_step(u, v):
    '''
    done - Matching u_new and v_new
    '''
    u_w_bc, v_w_bc = add_boundary_conditions(u, v)
    u = af.moddims(u_w_bc, params.n, params.n)
    v = af.moddims(v_w_bc, params.n, params.n)

    u_tile = u[1:-1, 1:-1]
    v_tile = v[1:-1, 1:-1]

    u_new = af.np_to_af_array(np.zeros([params.n, params.n]))
    v_new = af.np_to_af_array(np.zeros([params.n, params.n]))

    x0_tile = af.tile(af.np_to_af_array(np.linspace(0, 1, params.n)), 1,
                      params.n)[1:-1, 1:-1]
    y0_tile = af.transpose(x0_tile)

    reference_0_tile = af.constant(0,
                                   params.n - 2,
                                   params.n - 2,
                                   dtype=af.Dtype.f64)
    reference_1_tile = af.constant(1,
                                   params.n - 2,
                                   params.n - 2,
                                   dtype=af.Dtype.f64)

    x1_tile = af.minof(
        af.maxof(x0_tile - params.delta_t * u_tile, reference_0_tile),
        reference_1_tile)
    y1_tile = af.minof(
        af.maxof(y0_tile - params.delta_t * v_tile, reference_0_tile),
        reference_1_tile)

    i_left_tile = af.minof(af.cast(x1_tile * (params.n - 1), af.Dtype.s64),
                           (params.n - 2) * reference_1_tile)
    i_left_flat = af.flat(i_left_tile)

    i_right_tile = i_left_tile + 1
    i_right_flat = af.flat(i_right_tile)

    j_bottom_tile = af.minof(af.cast(y1_tile * (params.n - 1), af.Dtype.s64),
                             (params.n - 2) * reference_1_tile)
    j_bottom_flat = af.flat(j_bottom_tile * params.n)

    j_top_tile = j_bottom_tile + 1
    j_top_flat = af.flat(j_top_tile * params.n)

    x_left_tile = i_left_tile / (params.n - 1)
    x_right_tile = i_right_tile / (params.n - 1)

    y_bottom_tile = j_bottom_tile / (params.n - 1)
    y_top_tile = j_top_tile / (params.n - 1)

    print(x_left_tile)

    flat_u = af.flat(u)
    flat_v = af.flat(v)

    u_top_left_tile = af.moddims(flat_u[i_left_flat + j_top_flat],
                                 params.n - 2, params.n - 2)

    u_top_right_tile = af.moddims(flat_u[i_right_flat + j_top_flat],
                                  params.n - 2, params.n - 2)

    u_bottom_left_tile = af.moddims(flat_u[i_left_flat + j_bottom_flat],
                                    params.n - 2, params.n - 2)

    u_bottom_right_tile = af.moddims(flat_u[i_right_flat + j_bottom_flat],
                                     params.n - 2, params.n - 2)

    v_top_left_tile = af.moddims(flat_v[i_left_flat + j_top_flat],
                                 params.n - 2, params.n - 2)

    v_top_right_tile = af.moddims(flat_v[i_right_flat + j_top_flat],
                                  params.n - 2, params.n - 2)

    v_bottom_left_tile = af.moddims(flat_v[i_left_flat + j_bottom_flat],
                                    params.n - 2, params.n - 2)

    v_bottom_right_tile = af.moddims(flat_v[i_right_flat + j_bottom_flat],
                                     params.n - 2, params.n - 2)


    u_upper_tile = u_top_left_tile\
                 + (u_top_right_tile - u_top_left_tile)\
                 * (x1_tile - x_left_tile) / params.delta_x


    u_lower_tile = u_bottom_right_tile\
                 + (u_bottom_left_tile - u_bottom_right_tile)\
                 * (x1_tile - x_left_tile) / params.delta_x

    u_new_tile = u_lower_tile + (u_upper_tile - u_lower_tile)\
               * (y1_tile - y_bottom_tile) / params.delta_x

    v_upper_tile = v_top_left_tile + (v_top_right_tile - v_top_left_tile)\
                 * (x1_tile - x_left_tile) / params.delta_x

    v_lower_tile = v_bottom_right_tile + (v_bottom_left_tile - v_bottom_right_tile)\
                 * (x1_tile - x_left_tile) / params.delta_x

    v_new_tile = v_lower_tile + (v_upper_tile - v_lower_tile)\
               * (y1_tile - y_bottom_tile) / params.delta_x

    u_new = af.flat(u_new_tile)
    v_new = af.flat(v_new_tile)

    return u_new, v_new
c >>= 2
af.display(c)

af.display(a << b)
af.display(a << 2)
c = a
c <<= 2
af.display(c)

af.display(-a)
af.display(+a)
af.display(~a)
af.display(a)

af.display(af.cast(a, af.c32))
af.display(af.maxof(a,b))
af.display(af.minof(a,b))
af.display(af.rem(a,b))

a = af.randu(3,3) - 0.5
b = af.randu(3,3) - 0.5

af.display(af.abs(a))
af.display(af.arg(a))
af.display(af.sign(a))
af.display(af.round(a))
af.display(af.trunc(a))
af.display(af.floor(a))
af.display(af.ceil(a))
af.display(af.hypot(a, b))
af.display(af.sin(a))