X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=src%2FRoots%2FSimple.hs;h=2906d95839c69daab27580863d8d61bb5f14ccc6;hb=5c0366134e8e1c12772cb685ac14b70d22d6ffed;hp=44d3d62112d2c4f339fa16b65c143e65ed5bb83a;hpb=fe73028041fe3becce6ce1ff268181d55d54a011;p=numerical-analysis.git diff --git a/src/Roots/Simple.hs b/src/Roots/Simple.hs index 44d3d62..2906d95 100644 --- a/src/Roots/Simple.hs +++ b/src/Roots/Simple.hs @@ -1,4 +1,5 @@ {-# LANGUAGE RebindableSyntax #-} +{-# LANGUAGE ScopedTypeVariables #-} -- | The Roots.Simple module contains root-finding algorithms. That -- is, procedures to (numerically) find solutions to the equation, @@ -8,19 +9,34 @@ -- where f is assumed to be continuous on the interval of interest. -- -module Roots.Simple +module Roots.Simple ( + bisect, + fixed_point, + fixed_point_error_ratios, + fixed_point_iteration_count, + has_root, + newtons_method, + secant_method, + trisect ) where import Data.List (find) +import NumericPrelude hiding ( abs ) +import Algebra.Absolute ( abs ) +import qualified Algebra.Additive as Additive ( C ) +import qualified Algebra.Algebraic as Algebraic ( C ) +import qualified Algebra.Field as Field ( C ) +import qualified Algebra.RealField as RealField ( C ) +import qualified Algebra.RealRing as RealRing ( C ) -import Normed +import Normed ( Normed(..) ) +import qualified Roots.Fast as F ( + bisect, + fixed_point_iterations, + fixed_point_with_iterations, + has_root, + trisect ) -import qualified Roots.Fast as F - -import NumericPrelude hiding (abs) -import Algebra.Absolute -import Algebra.Field -import Algebra.Ring -- | Does the (continuous) function @f@ have a root on the interval -- [a,b]? If f(a) <] 0 and f(b) ]> 0, we know that there's a root in @@ -41,11 +57,7 @@ import Algebra.Ring -- >>> has_root cos (-2) 2 (Just 0.001) -- True -- -has_root :: (Algebra.Field.C a, - Ord a, - Algebra.Ring.C b, - Algebra.Absolute.C b, - Ord b) +has_root :: (RealField.C a, RealRing.C b) => (a -> b) -- ^ The function @f@ -> a -- ^ The \"left\" endpoint, @a@ -> a -- ^ The \"right\" endpoint, @b@ @@ -57,7 +69,7 @@ has_root f a b epsilon = -- | We are given a function @f@ and an interval [a,b]. The bisection --- method checks finds a root by splitting [a,b] in half repeatedly. +-- method finds a root by splitting [a,b] in half repeatedly. -- -- If one is found within some prescribed tolerance @epsilon@, it is -- returned. Otherwise, the interval [a,b] is split into two @@ -69,17 +81,17 @@ has_root f a b epsilon = -- -- Examples: -- --- >>> bisect cos 1 2 0.001 --- Just 1.5712890625 +-- >>> let actual = 1.5707963267948966 +-- >>> let Just root = bisect cos 1 2 0.001 +-- >>> root +-- 1.5712890625 +-- >>> abs (root - actual) < 0.001 +-- True -- -- >>> bisect sin (-1) 1 0.001 -- Just 0.0 -- -bisect :: (Algebra.Field.C a, - Ord a, - Algebra.Ring.C b, - Algebra.Absolute.C b, - Ord b) +bisect :: (RealField.C a, RealRing.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@ @@ -89,14 +101,45 @@ bisect f a b epsilon = F.bisect f a b epsilon Nothing Nothing +-- | We are given a function @f@ and an interval [a,b]. The trisection +-- method finds a root by splitting [a,b] into three +-- subintervals repeatedly. +-- +-- If one is found within some prescribed tolerance @epsilon@, it is +-- returned. Otherwise, the interval [a,b] is split into two +-- subintervals [a,c] and [c,b] of equal length which are then both +-- checked via the same process. +-- +-- Returns 'Just' the value x for which f(x) == 0 if one is found, +-- or Nothing if one of the preconditions is violated. +-- +-- Examples: +-- +-- >>> let actual = 1.5707963267948966 +-- >>> let Just root = trisect cos 1 2 0.001 +-- >>> root +-- 1.5713305898491083 +-- >>> abs (root - actual) < 0.001 +-- True +-- +-- >>> trisect sin (-1) 1 0.001 +-- Just 0.0 +-- +trisect :: (RealField.C a, RealRing.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 a +trisect f a b epsilon = + F.trisect f a b epsilon Nothing Nothing + + -- | Find a fixed point of the function @f@ with the search starting -- at x0. We delegate to the version that returns the number of -- iterations and simply discard the number of iterations. -- -fixed_point :: (Normed a, - Algebra.Field.C b, - Algebra.Absolute.C b, - Ord b) +fixed_point :: (Normed a, Additive.C a, Algebraic.C b, RealField.C b) => (a -> a) -- ^ The function @f@ to iterate. -> b -- ^ The tolerance, @epsilon@. -> a -- ^ The initial value @x0@. @@ -110,9 +153,9 @@ fixed_point f epsilon x0 = -- @epsilon@. We delegate to the version that returns the number of -- iterations and simply discard the fixed point. fixed_point_iteration_count :: (Normed a, - Algebra.Field.C b, - Algebra.Absolute.C b, - Ord b) + 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@. @@ -130,10 +173,10 @@ fixed_point_iteration_count f epsilon x0 = -- -- This is used to determine the rate of convergence. -- -fixed_point_error_ratios :: (Normed a, - Algebra.Field.C b, - Algebra.Absolute.C b, - Ord b) +fixed_point_error_ratios :: forall a b. (Normed a, + Additive.C a, + RealField.C b, + Algebraic.C b) => (a -> a) -- ^ The function @f@ to iterate. -> a -- ^ The initial value @x0@. -> a -- ^ The true solution, @x_star@. @@ -143,7 +186,7 @@ fixed_point_error_ratios f x0 x_star p = zipWith (/) en_plus_one en_exp where xn = F.fixed_point_iterations f x0 - en = map (\x -> norm (x_star - x)) xn + en = map (\x -> norm (x_star - x)) xn :: [b] en_plus_one = tail en en_exp = map (^p) en @@ -155,18 +198,19 @@ fixed_point_error_ratios f x0 x_star p = -- Examples: -- -- Atkinson, p. 60. +-- -- >>> let f x = x^6 - x - 1 -- >>> let f' x = 6*x^5 - 1 -- >>> tail $ take 4 $ newton_iterations f f' 2 -- [1.6806282722513088,1.4307389882390624,1.2549709561094362] -- -newton_iterations :: (Algebra.Field.C a) +newton_iterations :: (Field.C a) => (a -> a) -- ^ The function @f@ whose root we seek -> (a -> a) -- ^ The derivative of @f@ -> a -- ^ Initial guess, x-naught -> [a] -newton_iterations f f' x0 = - iterate next x0 +newton_iterations f f' = + iterate next where next xn = xn - ( (f xn) / (f' xn) ) @@ -195,7 +239,7 @@ newton_iterations f f' x0 = -- >>> abs (f root) < eps -- True -- -newtons_method :: (Algebra.Field.C a, Algebra.Absolute.C a, Ord a) +newtons_method :: (RealField.C a) => (a -> a) -- ^ The function @f@ whose root we seek -> (a -> a) -- ^ The derivative of @f@ -> a -- ^ The tolerance epsilon @@ -241,17 +285,18 @@ iterate2 f x0 x1 = -- Examples: -- -- Atkinson, p. 67. +-- -- >>> let f x = x^6 - x - 1 -- >>> take 4 $ secant_iterations f 2 1 -- [2.0,1.0,1.0161290322580645,1.190577768676638] -- -secant_iterations :: (Algebra.Field.C a) +secant_iterations :: (Field.C a) => (a -> a) -- ^ The function @f@ whose root we seek -> a -- ^ Initial guess, x-naught -> a -- ^ Second initial guess, x-one -> [a] -secant_iterations f x0 x1 = - iterate2 g x0 x1 +secant_iterations f = + iterate2 g where g prev2 prev1 = let x_change = prev1 - prev2 @@ -266,6 +311,7 @@ secant_iterations f x0 x1 = -- Examples: -- -- Atkinson, p. 67. +-- -- >>> let f x = x^6 - x - 1 -- >>> let Just root = secant_method f (1/10^9) 2 1 -- >>> root @@ -273,7 +319,7 @@ secant_iterations f x0 x1 = -- >>> abs (f root) < (1/10^9) -- True -- -secant_method :: (Algebra.Field.C a, Algebra.Absolute.C a, Ord a) +secant_method :: (RealField.C a) => (a -> a) -- ^ The function @f@ whose root we seek -> a -- ^ The tolerance epsilon -> a -- ^ Initial guess, x-naught