X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=src%2FRoots%2FFast.hs;h=f7cde8a82a70f3f98605ab87fc94fae5a59147dc;hb=04f56a8882bb0c574b603f8c3fed9481ea934f7f;hp=d6e4d7c23f4091c7a573f01eb4d5c6572a1ca2c8;hpb=c5da1efa77844ae6159dfc781ed886fdffbbf4d1;p=numerical-analysis.git diff --git a/src/Roots/Fast.hs b/src/Roots/Fast.hs index d6e4d7c..f7cde8a 100644 --- a/src/Roots/Fast.hs +++ b/src/Roots/Fast.hs @@ -1,3 +1,5 @@ +{-# 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 @@ -8,10 +10,18 @@ where import Data.List (find) -import Vector +import Normed +import NumericPrelude hiding (abs) +import qualified Algebra.Absolute as Absolute +import qualified Algebra.Additive as Additive +import qualified Algebra.Algebraic as Algebraic +import qualified Algebra.RealRing as RealRing +import qualified Algebra.RealField as RealField -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@ @@ -51,8 +61,9 @@ has_root f a b epsilon f_of_a 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@ @@ -88,6 +99,55 @@ bisect f a b epsilon f_of_a f_of_b +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') = + if (has_root f d b (Just epsilon) (Just f_of_d') (Just f_of_b')) + then (d, b, f_of_d', f_of_b') + else + if (has_root f c d (Just epsilon) (Just f_of_c') (Just f_of_d')) + then (c, d, f_of_c', f_of_d') + else (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' = 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 + + 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. @@ -104,7 +164,10 @@ 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 +196,3 @@ 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 -