X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=src%2FRoots%2FFast.hs;h=e5321c9fa82142c55b487104b5df1ec5d1fb9b70;hb=ae914d13235a4582077a5cb2b1edd630d9c6ad62;hp=d6e4d7c23f4091c7a573f01eb4d5c6572a1ca2c8;hpb=c5da1efa77844ae6159dfc781ed886fdffbbf4d1;p=numerical-analysis.git diff --git a/src/Roots/Fast.hs b/src/Roots/Fast.hs index d6e4d7c..e5321c9 100644 --- a/src/Roots/Fast.hs +++ b/src/Roots/Fast.hs @@ -1,17 +1,34 @@ +{-# LANGUAGE RebindableSyntax #-} + -- | The Roots.Fast module contains faster implementations of the -- 'Roots.Simple' algorithms. Generally, we will pass precomputed -- values to the next iteration of a function rather than passing -- the function and the points at which to (re)evaluate it. -module Roots.Fast +module Roots.Fast ( + bisect, + fixed_point_iterations, + fixed_point_with_iterations, + has_root, + trisect ) where -import Data.List (find) +import Data.List ( find ) +import Data.Maybe ( fromMaybe ) + +import Normed ( Normed(..) ) -import Vector +import NumericPrelude hiding ( abs ) +import qualified Algebra.Absolute as Absolute ( C ) +import qualified Algebra.Additive as Additive ( C ) +import qualified Algebra.Algebraic as Algebraic ( C ) +import qualified Algebra.RealRing as RealRing ( C ) +import qualified Algebra.RealField as RealField ( C ) -has_root :: (Fractional a, Ord a, Ord b, Num b) +has_root :: (RealField.C a, + RealRing.C b, + Absolute.C b) => (a -> b) -- ^ The function @f@ -> a -- ^ The \"left\" endpoint, @a@ -> a -- ^ The \"right\" endpoint, @b@ @@ -20,39 +37,27 @@ has_root :: (Fractional a, Ord a, Ord b, Num b) -> Maybe b -- ^ Precoumpted f(a) -> Maybe b -- ^ Precoumpted f(b) -> Bool -has_root f a b epsilon f_of_a f_of_b = - if not ((signum (f_of_a')) * (signum (f_of_b')) == 1) then - -- We don't care about epsilon here, there's definitely a root! - True - else - if (b - a) <= epsilon' then - -- Give up, return false. - False - else - -- If either [a,c] or [c,b] have roots, we do too. +has_root f a b epsilon f_of_a f_of_b + | (signum (f_of_a')) * (signum (f_of_b')) /= 1 = True + | (b - a) <= epsilon' = False + | otherwise = (has_root f a c (Just epsilon') (Just f_of_a') Nothing) || (has_root f c b (Just epsilon') Nothing (Just f_of_b')) where -- If the size of the smallest subinterval is not specified, -- assume we just want to check once on all of [a,b]. - epsilon' = case epsilon of - Nothing -> (b-a) - Just eps -> eps + epsilon' = fromMaybe (b-a) epsilon -- Compute f(a) and f(b) only if needed. - f_of_a' = case f_of_a of - Nothing -> f a - Just v -> v - - f_of_b' = case f_of_b of - Nothing -> f b - Just v -> v + f_of_a' = fromMaybe (f a) f_of_a + f_of_b' = fromMaybe (f b) f_of_b c = (a + b)/2 - -bisect :: (Fractional a, Ord a, Num b, Ord b) +bisect :: (RealField.C a, + RealRing.C b, + Absolute.C b) => (a -> b) -- ^ The function @f@ whose root we seek -> a -- ^ The \"left\" endpoint of the interval, @a@ -> a -- ^ The \"right\" endpoint of the interval, @b@ @@ -76,25 +81,64 @@ bisect f a b epsilon f_of_a f_of_b else bisect f c b epsilon (Just f_of_c') (Just f_of_b') where -- Compute f(a) and f(b) only if needed. - f_of_a' = case f_of_a of - Nothing -> f a - Just v -> v - - f_of_b' = case f_of_b of - Nothing -> f b - Just v -> v + f_of_a' = fromMaybe (f a) f_of_a + f_of_b' = fromMaybe (f b) f_of_b c = (a + b) / 2 +trisect :: (RealField.C a, + RealRing.C b, + Absolute.C b) + => (a -> b) -- ^ The function @f@ whose root we seek + -> a -- ^ The \"left\" endpoint of the interval, @a@ + -> a -- ^ The \"right\" endpoint of the interval, @b@ + -> a -- ^ The tolerance, @epsilon@ + -> Maybe b -- ^ Precomputed f(a) + -> Maybe b -- ^ Precomputed f(b) + -> Maybe a +trisect f a b epsilon f_of_a f_of_b + -- We pass @epsilon@ to the 'has_root' function because if we want a + -- result within epsilon of the true root, we need to know that + -- there *is* a root within an interval of length epsilon. + | not (has_root f a b (Just epsilon) (Just f_of_a') (Just f_of_b')) = Nothing + | f_of_a' == 0 = Just a + | f_of_b' == 0 = Just b + | otherwise = + -- Use a 'prime' just for consistency. + let (a', b', fa', fb') + | has_root f d b (Just epsilon) (Just f_of_d') (Just f_of_b') = + (d, b, f_of_d', f_of_b') + | has_root f c d (Just epsilon) (Just f_of_c') (Just f_of_d') = + (c, d, f_of_c', f_of_d') + | otherwise = + (a, c, f_of_a', f_of_c') + in + if (b-a) < 2*epsilon + then Just ((b+a)/2) + else trisect f a' b' epsilon (Just fa') (Just fb') + where + -- Compute f(a) and f(b) only if needed. + f_of_a' = fromMaybe (f a) f_of_a + f_of_b' = fromMaybe (f b) f_of_b + + c = (2*a + b) / 3 + + d = (a + 2*b) / 3 + + f_of_c' = f c + f_of_d' = f d + + + -- | Iterate the function @f@ with the initial guess @x0@ in hopes of -- finding a fixed point. fixed_point_iterations :: (a -> a) -- ^ The function @f@ to iterate. -> a -- ^ The initial value @x0@. -> [a] -- ^ The resulting sequence of x_{n}. -fixed_point_iterations f x0 = - iterate f x0 +fixed_point_iterations = + iterate -- | Find a fixed point of the function @f@ with the search starting @@ -104,7 +148,10 @@ fixed_point_iterations f x0 = -- -- We also return the number of iterations required. -- -fixed_point_with_iterations :: (Vector a, RealFrac b) +fixed_point_with_iterations :: (Normed a, + Additive.C a, + RealField.C b, + Algebraic.C b) => (a -> a) -- ^ The function @f@ to iterate. -> b -- ^ The tolerance, @epsilon@. -> a -- ^ The initial value @x0@. @@ -133,4 +180,3 @@ fixed_point_with_iterations f epsilon x0 = -- "safe" since the list is infinite. We'll succeed or loop -- forever. Just winning_pair = find (\(_, diff) -> diff < epsilon) pairs -