X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=src%2FRoots%2FSimple.hs;h=3237d60217aeb9e94bafe6983cf8f6a5dd353727;hb=c5da1efa77844ae6159dfc781ed886fdffbbf4d1;hp=5aed7a1f4af210ea393033dd8bcf2f8b9c0f1923;hpb=d3b5d9259dd9f0650d51447d7f57ed6d782dfdeb;p=numerical-analysis.git diff --git a/src/Roots/Simple.hs b/src/Roots/Simple.hs index 5aed7a1..3237d60 100644 --- a/src/Roots/Simple.hs +++ b/src/Roots/Simple.hs @@ -215,40 +215,51 @@ secant_method f epsilon x0 x1 -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 - - -- | Find a fixed point of the function @f@ with the search starting --- at x0. This will find the first element in the chain f(x0), --- f(f(x0)),... such that the magnitude of the difference between it --- and the next element is less than epsilon. +-- at x0. We delegate to the version that returns the number of +-- iterations and simply discard the number of iterations. -- -fixed_point :: (Num a, Vector a, RealFrac b) +fixed_point :: (Vector a, RealFrac b) => (a -> a) -- ^ The function @f@ to iterate. -> b -- ^ The tolerance, @epsilon@. -> a -- ^ The initial value @x0@. -> a -- ^ The fixed point. fixed_point f epsilon x0 = - fst winning_pair - where - xn = fixed_point_iterations f x0 - xn_plus_one = tail $ fixed_point_iterations f x0 + snd $ F.fixed_point_with_iterations f epsilon x0 - abs_diff v w = norm (v - w) - -- The nth entry in this list is the absolute value of x_{n} - - -- x_{n+1}. - differences = zipWith abs_diff xn xn_plus_one +-- | Return the number of iterations required to find a fixed point of +-- the function @f@ with the search starting at x0 and tolerance +-- @epsilon@. We delegate to the version that returns the number of +-- iterations and simply discard the fixed point. +fixed_point_iteration_count :: (Vector a, RealFrac b) + => (a -> a) -- ^ The function @f@ to iterate. + -> b -- ^ The tolerance, @epsilon@. + -> a -- ^ The initial value @x0@. + -> Int -- ^ The fixed point. +fixed_point_iteration_count f epsilon x0 = + fst $ F.fixed_point_with_iterations f epsilon x0 - -- A list of pairs, (xn, |x_{n} - x_{n+1}|). - pairs = zip xn differences - -- The pair (xn, |x_{n} - x_{n+1}|) with - -- |x_{n} - x_{n+1}| < epsilon. The pattern match on 'Just' is - -- "safe" since the list is infinite. We'll succeed or loop - -- forever. - Just winning_pair = find (\(_, diff) -> diff < epsilon) pairs +-- | Returns a list of ratios, +-- +-- ||x^{*} - x_{n+1}|| / ||x^{*} - x_{n}||^{p} +-- +-- of fixed point iterations for the function @f@ with initial guess +-- @x0@ and @p@ some positive power. +-- +-- This is used to determine the rate of convergence. +-- +fixed_point_error_ratios :: (Vector a, RealFrac b) + => (a -> a) -- ^ The function @f@ to iterate. + -> a -- ^ The initial value @x0@. + -> a -- ^ The true solution, @x_star@. + -> Integer -- ^ The power @p@. + -> [b] -- ^ The resulting sequence of x_{n}. +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_plus_one = tail en + en_exp = map (^p) en