1 -- | The Roots.Simple module contains root-finding algorithms. That
2 -- is, procedures to (numerically) find solutions to the equation,
6 -- where f is assumed to be continuous on the interval of interest.
12 import Data.List (find)
14 import qualified Roots.Fast as F
16 -- | Does the (continuous) function @f@ have a root on the interval
17 -- [a,b]? If f(a) <] 0 and f(b) ]> 0, we know that there's a root in
18 -- [a,b] by the intermediate value theorem. Likewise when f(a) >= 0
24 -- >>> has_root f (-1) 1 Nothing
27 -- This fails if we don't specify an @epsilon@, because cos(-2) ==
28 -- cos(2) doesn't imply that there's a root on [-2,2].
30 -- >>> has_root cos (-2) 2 Nothing
32 -- >>> has_root cos (-2) 2 (Just 0.001)
35 has_root :: (Fractional a, Ord a, Ord b, Num b)
36 => (a -> b) -- ^ The function @f@
37 -> a -- ^ The \"left\" endpoint, @a@
38 -> a -- ^ The \"right\" endpoint, @b@
39 -> Maybe a -- ^ The size of the smallest subinterval
40 -- we'll examine, @epsilon@
42 has_root f a b epsilon =
43 F.has_root f a b epsilon Nothing Nothing
48 -- | We are given a function @f@ and an interval [a,b]. The bisection
49 -- method checks finds a root by splitting [a,b] in half repeatedly.
51 -- If one is found within some prescribed tolerance @epsilon@, it is
52 -- returned. Otherwise, the interval [a,b] is split into two
53 -- subintervals [a,c] and [c,b] of equal length which are then both
54 -- checked via the same process.
56 -- Returns 'Just' the value x for which f(x) == 0 if one is found,
57 -- or Nothing if one of the preconditions is violated.
61 -- >>> bisect cos 1 2 0.001
64 -- >>> bisect sin (-1) 1 0.001
67 bisect :: (Fractional a, Ord a, Num b, Ord b)
68 => (a -> b) -- ^ The function @f@ whose root we seek
69 -> a -- ^ The \"left\" endpoint of the interval, @a@
70 -> a -- ^ The \"right\" endpoint of the interval, @b@
71 -> a -- ^ The tolerance, @epsilon@
73 bisect f a b epsilon =
74 F.bisect f a b epsilon Nothing Nothing
78 -- | The sequence x_{n} of values obtained by applying Newton's method
79 -- on the function @f@ and initial guess @x0@.
84 -- >>> let f x = x^6 - x - 1
85 -- >>> let f' x = 6*x^5 - 1
86 -- >>> tail $ take 4 $ newton_iterations f f' 2
87 -- [1.6806282722513088,1.4307389882390624,1.2549709561094362]
89 newton_iterations :: (Fractional a, Ord a)
90 => (a -> a) -- ^ The function @f@ whose root we seek
91 -> (a -> a) -- ^ The derivative of @f@
92 -> a -- ^ Initial guess, x-naught
94 newton_iterations f f' x0 =
98 xn - ( (f xn) / (f' xn) )
102 -- | Use Newton's method to find a root of @f@ near the initial guess
103 -- @x0@. If your guess is bad, this will recurse forever!
109 -- >>> let f x = x^6 - x - 1
110 -- >>> let f' x = 6*x^5 - 1
111 -- >>> let Just root = newtons_method f f' (1/1000000) 2
113 -- 1.1347241385002211
114 -- >>> abs (f root) < 1/100000
117 newtons_method :: (Fractional a, Ord a)
118 => (a -> a) -- ^ The function @f@ whose root we seek
119 -> (a -> a) -- ^ The derivative of @f@
120 -> a -- ^ The tolerance epsilon
121 -> a -- ^ Initial guess, x-naught
123 newtons_method f f' epsilon x0
124 = find (\x -> abs (f x) < epsilon) x_n
126 x_n = newton_iterations f f' x0
130 -- | Takes a function @f@ of two arguments and repeatedly applies @f@
131 -- to the previous two values. Returns a list containing all
132 -- generated values, f(x0, x1), f(x1, x2), f(x2, x3)...
136 -- >>> let fibs = iterate2 (+) 0 1
138 -- [0,1,1,2,3,5,8,13,21,34,55,89,144,233,377]
140 iterate2 :: (a -> a -> a) -- ^ The function @f@
141 -> a -- ^ The initial value @x0@
142 -> a -- ^ The second value, @x1@
143 -> [a] -- ^ The result list, [x0, x1, ...]
148 let next = f prev2 prev1 in
151 -- | The sequence x_{n} of values obtained by applying the secant
152 -- method on the function @f@ and initial guesses @x0@, @x1@.
154 -- The recursion more or less implements a two-parameter 'iterate',
155 -- although one list is passed to the next iteration (as opposed to
156 -- one function argument, with iterate). At each step, we peel the
157 -- first two elements off the list and then compute/append elements
158 -- three, four... onto the end of the list.
163 -- >>> let f x = x^6 - x - 1
164 -- >>> take 4 $ secant_iterations f 2 1
165 -- [2.0,1.0,1.0161290322580645,1.190577768676638]
167 secant_iterations :: (Fractional a, Ord a)
168 => (a -> a) -- ^ The function @f@ whose root we seek
169 -> a -- ^ Initial guess, x-naught
170 -> a -- ^ Second initial guess, x-one
172 secant_iterations f x0 x1 =
176 let x_change = prev1 - prev2
177 y_change = (f prev1) - (f prev2)
179 (prev1 - (f prev1 * (x_change / y_change)))
182 -- | Use the secant method to find a root of @f@ near the initial guesses
183 -- @x0@ and @x1@. If your guesses are bad, this will recurse forever!
188 -- >>> let f x = x^6 - x - 1
189 -- >>> let Just root = secant_method f (1/10^9) 2 1
191 -- 1.1347241384015196
192 -- >>> abs (f root) < (1/10^9)
195 secant_method :: (Fractional a, Ord a)
196 => (a -> a) -- ^ The function @f@ whose root we seek
197 -> a -- ^ The tolerance epsilon
198 -> a -- ^ Initial guess, x-naught
199 -> a -- ^ Second initial guess, x-one
201 secant_method f epsilon x0 x1
202 = find (\x -> abs (f x) < epsilon) x_n
204 x_n = secant_iterations f x0 x1