Mercurial > emacs
annotate lisp/calc/calcalg3.el @ 59994:3e0903b0d56d
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author | Kim F. Storm <storm@cua.dk> |
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date | Tue, 08 Feb 2005 23:50:46 +0000 |
parents | 5c599b26887e |
children | a27ed02e5a65 f2ebccfa87d4 |
rev | line source |
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1 ;;; calcalg3.el --- more algebraic functions for Calc |
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2 |
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3 ;; Copyright (C) 1990, 1991, 1992, 1993, 2001 Free Software Foundation, Inc. |
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4 |
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5 ;; Author: David Gillespie <daveg@synaptics.com> |
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6 ;; Maintainer: Jay Belanger <belanger@truman.edu> |
40785 | 7 |
8 ;; This file is part of GNU Emacs. | |
9 | |
10 ;; GNU Emacs is distributed in the hope that it will be useful, | |
11 ;; but WITHOUT ANY WARRANTY. No author or distributor | |
12 ;; accepts responsibility to anyone for the consequences of using it | |
13 ;; or for whether it serves any particular purpose or works at all, | |
14 ;; unless he says so in writing. Refer to the GNU Emacs General Public | |
15 ;; License for full details. | |
16 | |
17 ;; Everyone is granted permission to copy, modify and redistribute | |
18 ;; GNU Emacs, but only under the conditions described in the | |
19 ;; GNU Emacs General Public License. A copy of this license is | |
20 ;; supposed to have been given to you along with GNU Emacs so you | |
21 ;; can know your rights and responsibilities. It should be in a | |
22 ;; file named COPYING. Among other things, the copyright notice | |
23 ;; and this notice must be preserved on all copies. | |
24 | |
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25 ;;; Commentary: |
40785 | 26 |
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27 ;;; Code: |
40785 | 28 |
29 ;; This file is autoloaded from calc-ext.el. | |
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30 |
40785 | 31 (require 'calc-ext) |
32 (require 'calc-macs) | |
33 | |
34 (defun calc-find-root (var) | |
35 (interactive "sVariable(s) to solve for: ") | |
36 (calc-slow-wrapper | |
37 (let ((func (if (calc-is-hyperbolic) 'calcFunc-wroot 'calcFunc-root))) | |
38 (if (or (equal var "") (equal var "$")) | |
39 (calc-enter-result 2 "root" (list func | |
40 (calc-top-n 3) | |
41 (calc-top-n 1) | |
42 (calc-top-n 2))) | |
43 (let ((var (if (and (string-match ",\\|[^ ] +[^ ]" var) | |
44 (not (string-match "\\[" var))) | |
45 (math-read-expr (concat "[" var "]")) | |
46 (math-read-expr var)))) | |
47 (if (eq (car-safe var) 'error) | |
48 (error "Bad format in expression: %s" (nth 1 var))) | |
49 (calc-enter-result 1 "root" (list func | |
50 (calc-top-n 2) | |
51 var | |
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52 (calc-top-n 1)))))))) |
40785 | 53 |
54 (defun calc-find-minimum (var) | |
55 (interactive "sVariable(s) to minimize over: ") | |
56 (calc-slow-wrapper | |
57 (let ((func (if (calc-is-inverse) | |
58 (if (calc-is-hyperbolic) | |
59 'calcFunc-wmaximize 'calcFunc-maximize) | |
60 (if (calc-is-hyperbolic) | |
61 'calcFunc-wminimize 'calcFunc-minimize))) | |
62 (tag (if (calc-is-inverse) "max" "min"))) | |
63 (if (or (equal var "") (equal var "$")) | |
64 (calc-enter-result 2 tag (list func | |
65 (calc-top-n 3) | |
66 (calc-top-n 1) | |
67 (calc-top-n 2))) | |
68 (let ((var (if (and (string-match ",\\|[^ ] +[^ ]" var) | |
69 (not (string-match "\\[" var))) | |
70 (math-read-expr (concat "[" var "]")) | |
71 (math-read-expr var)))) | |
72 (if (eq (car-safe var) 'error) | |
73 (error "Bad format in expression: %s" (nth 1 var))) | |
74 (calc-enter-result 1 tag (list func | |
75 (calc-top-n 2) | |
76 var | |
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77 (calc-top-n 1)))))))) |
40785 | 78 |
79 (defun calc-find-maximum (var) | |
80 (interactive "sVariable to maximize over: ") | |
81 (calc-invert-func) | |
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82 (calc-find-minimum var)) |
40785 | 83 |
84 | |
85 (defun calc-poly-interp (arg) | |
86 (interactive "P") | |
87 (calc-slow-wrapper | |
88 (let ((data (calc-top 2))) | |
89 (if (or (consp arg) (eq arg 0) (eq arg 2)) | |
90 (setq data (cons 'vec (calc-top-list 2 2))) | |
91 (or (null arg) | |
92 (error "Bad prefix argument"))) | |
93 (if (calc-is-hyperbolic) | |
94 (calc-enter-result 1 "rati" (list 'calcFunc-ratint data (calc-top 1))) | |
95 (calc-enter-result 1 "poli" (list 'calcFunc-polint data | |
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96 (calc-top 1))))))) |
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98 ;; The variables calc-curve-nvars, calc-curve-varnames, calc-curve-model and calc-curve-coefnames are local to calc-curve-fit, but are |
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99 ;; used by calc-get-fit-variables which is called by calc-curve-fit. |
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100 (defvar calc-curve-nvars) |
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101 (defvar calc-curve-varnames) |
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102 (defvar calc-curve-model) |
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103 (defvar calc-curve-coefnames) |
40785 | 104 |
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105 (defun calc-curve-fit (arg &optional calc-curve-model |
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106 calc-curve-coefnames calc-curve-varnames) |
40785 | 107 (interactive "P") |
108 (calc-slow-wrapper | |
109 (setq calc-aborted-prefix nil) | |
110 (let ((func (if (calc-is-inverse) 'calcFunc-xfit | |
111 (if (calc-is-hyperbolic) 'calcFunc-efit | |
112 'calcFunc-fit))) | |
113 key (which 0) | |
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114 n calc-curve-nvars temp data |
40785 | 115 (homog nil) |
116 (msgs '( "(Press ? for help)" | |
117 "1 = linear or multilinear" | |
118 "2-9 = polynomial fits; i = interpolating polynomial" | |
119 "p = a x^b, ^ = a b^x" | |
120 "e = a exp(b x), x = exp(a + b x), l = a + b ln(x)" | |
121 "E = a 10^(b x), X = 10^(a + b x), L = a + b log10(x)" | |
122 "q = a + b (x-c)^2" | |
123 "g = (a/b sqrt(2 pi)) exp(-0.5*((x-c)/b)^2)" | |
124 "h prefix = homogeneous model (no constant term)" | |
125 "' = alg entry, $ = stack, u = Model1, U = Model2"))) | |
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126 (while (not calc-curve-model) |
40785 | 127 (message "Fit to model: %s:%s" |
128 (nth which msgs) | |
129 (if homog " h" "")) | |
130 (setq key (read-char)) | |
131 (cond ((= key ?\C-g) | |
132 (keyboard-quit)) | |
133 ((= key ??) | |
134 (setq which (% (1+ which) (length msgs)))) | |
135 ((memq key '(?h ?H)) | |
136 (setq homog (not homog))) | |
137 ((progn | |
138 (if (eq key ?\$) | |
139 (setq n 1) | |
140 (setq n 0)) | |
141 (cond ((null arg) | |
142 (setq n (1+ n) | |
143 data (calc-top n))) | |
144 ((or (consp arg) (eq arg 0)) | |
145 (setq n (+ n 2) | |
146 data (calc-top n) | |
147 data (if (math-matrixp data) | |
148 (append data (list (calc-top (1- n)))) | |
149 (list 'vec data (calc-top (1- n)))))) | |
150 ((> (setq arg (prefix-numeric-value arg)) 0) | |
151 (setq data (cons 'vec (calc-top-list arg (1+ n))) | |
152 n (+ n arg))) | |
153 (t (error "Bad prefix argument"))) | |
154 (or (math-matrixp data) (not (cdr (cdr data))) | |
155 (error "Data matrix is not a matrix!")) | |
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156 (setq calc-curve-nvars (- (length data) 2) |
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157 calc-curve-coefnames nil |
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158 calc-curve-varnames nil) |
40785 | 159 nil)) |
160 ((= key ?1) ; linear or multilinear | |
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161 (calc-get-fit-variables calc-curve-nvars |
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162 (1+ calc-curve-nvars) (and homog 0)) |
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163 (setq calc-curve-model (math-mul calc-curve-coefnames |
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164 (cons 'vec (cons 1 (cdr calc-curve-varnames)))))) |
40785 | 165 ((and (>= key ?2) (<= key ?9)) ; polynomial |
166 (calc-get-fit-variables 1 (- key ?0 -1) (and homog 0)) | |
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167 (setq calc-curve-model |
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168 (math-build-polynomial-expr (cdr calc-curve-coefnames) |
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169 (nth 1 calc-curve-varnames)))) |
40785 | 170 ((= key ?i) ; exact polynomial |
171 (calc-get-fit-variables 1 (1- (length (nth 1 data))) | |
172 (and homog 0)) | |
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173 (setq calc-curve-model |
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174 (math-build-polynomial-expr (cdr calc-curve-coefnames) |
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175 (nth 1 calc-curve-varnames)))) |
40785 | 176 ((= key ?p) ; power law |
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177 (calc-get-fit-variables calc-curve-nvars |
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178 (1+ calc-curve-nvars) (and homog 1)) |
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179 (setq calc-curve-model (math-mul (nth 1 calc-curve-coefnames) |
40785 | 180 (calcFunc-reduce |
181 '(var mul var-mul) | |
182 (calcFunc-map | |
183 '(var pow var-pow) | |
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184 calc-curve-varnames |
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185 (cons 'vec (cdr (cdr calc-curve-coefnames)))))))) |
40785 | 186 ((= key ?^) ; exponential law |
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187 (calc-get-fit-variables calc-curve-nvars |
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188 (1+ calc-curve-nvars) (and homog 1)) |
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189 (setq calc-curve-model (math-mul (nth 1 calc-curve-coefnames) |
40785 | 190 (calcFunc-reduce |
191 '(var mul var-mul) | |
192 (calcFunc-map | |
193 '(var pow var-pow) | |
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194 (cons 'vec (cdr (cdr calc-curve-coefnames))) |
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195 calc-curve-varnames))))) |
40785 | 196 ((memq key '(?e ?E)) |
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197 (calc-get-fit-variables calc-curve-nvars |
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198 (1+ calc-curve-nvars) (and homog 1)) |
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199 (setq calc-curve-model (math-mul (nth 1 calc-curve-coefnames) |
40785 | 200 (calcFunc-reduce |
201 '(var mul var-mul) | |
202 (calcFunc-map | |
203 (if (eq key ?e) | |
204 '(var exp var-exp) | |
205 '(calcFunc-lambda | |
206 (var a var-a) | |
207 (^ 10 (var a var-a)))) | |
208 (calcFunc-map | |
209 '(var mul var-mul) | |
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210 (cons 'vec (cdr (cdr calc-curve-coefnames))) |
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211 calc-curve-varnames)))))) |
40785 | 212 ((memq key '(?x ?X)) |
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213 (calc-get-fit-variables calc-curve-nvars |
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214 (1+ calc-curve-nvars) (and homog 0)) |
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215 (setq calc-curve-model (math-mul calc-curve-coefnames |
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216 (cons 'vec (cons 1 (cdr calc-curve-varnames))))) |
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217 (setq calc-curve-model (if (eq key ?x) |
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218 (list 'calcFunc-exp calc-curve-model) |
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219 (list '^ 10 calc-curve-model)))) |
40785 | 220 ((memq key '(?l ?L)) |
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221 (calc-get-fit-variables calc-curve-nvars |
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222 (1+ calc-curve-nvars) (and homog 0)) |
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223 (setq calc-curve-model (math-mul calc-curve-coefnames |
40785 | 224 (cons 'vec |
225 (cons 1 (cdr (calcFunc-map | |
226 (if (eq key ?l) | |
227 '(var ln var-ln) | |
228 '(var log10 | |
229 var-log10)) | |
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230 calc-curve-varnames))))))) |
40785 | 231 ((= key ?q) |
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232 (calc-get-fit-variables calc-curve-nvars |
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233 (1+ (* 2 calc-curve-nvars)) (and homog 0)) |
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234 (let ((c calc-curve-coefnames) |
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235 (v calc-curve-varnames)) |
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236 (setq calc-curve-model (nth 1 c)) |
40785 | 237 (while (setq v (cdr v) c (cdr (cdr c))) |
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238 (setq calc-curve-model (math-add |
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239 calc-curve-model |
40785 | 240 (list '* |
241 (car c) | |
242 (list '^ | |
243 (list '- (car v) (nth 1 c)) | |
244 2))))))) | |
245 ((= key ?g) | |
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246 (setq calc-curve-model |
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247 (math-read-expr "(AFit / BFit sqrt(2 pi)) exp(-0.5 * ((XFit - CFit) / BFit)^2)") |
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248 calc-curve-varnames '(vec (var XFit var-XFit)) |
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249 calc-curve-coefnames '(vec (var AFit var-AFit) |
40785 | 250 (var BFit var-BFit) |
251 (var CFit var-CFit))) | |
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252 (calc-get-fit-variables 1 (1- (length calc-curve-coefnames)) |
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253 (and homog 1))) |
40785 | 254 ((memq key '(?\$ ?\' ?u ?U)) |
255 (let* ((defvars nil) | |
256 (record-entry nil)) | |
257 (if (eq key ?\') | |
258 (let* ((calc-dollar-values calc-arg-values) | |
259 (calc-dollar-used 0) | |
260 (calc-hashes-used 0)) | |
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261 (setq calc-curve-model (calc-do-alg-entry "" "Model formula: ")) |
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262 (if (/= (length calc-curve-model) 1) |
40785 | 263 (error "Bad format")) |
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264 (setq calc-curve-model (car calc-curve-model) |
40785 | 265 record-entry t) |
266 (if (> calc-dollar-used 0) | |
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267 (setq calc-curve-coefnames |
40785 | 268 (cons 'vec |
269 (nthcdr (- (length calc-arg-values) | |
270 calc-dollar-used) | |
271 (reverse calc-arg-values)))) | |
272 (if (> calc-hashes-used 0) | |
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273 (setq calc-curve-coefnames |
40785 | 274 (cons 'vec (calc-invent-args |
275 calc-hashes-used)))))) | |
276 (progn | |
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277 (setq calc-curve-model (cond ((eq key ?u) |
40785 | 278 (calc-var-value 'var-Model1)) |
279 ((eq key ?U) | |
280 (calc-var-value 'var-Model2)) | |
281 (t (calc-top 1)))) | |
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282 (or calc-curve-model (error "User model not yet defined")) |
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283 (if (math-vectorp calc-curve-model) |
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284 (if (and (memq (length calc-curve-model) '(3 4)) |
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285 (not (math-objvecp (nth 1 calc-curve-model))) |
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286 (math-vectorp (nth 2 calc-curve-model)) |
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287 (or (null (nth 3 calc-curve-model)) |
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288 (math-vectorp (nth 3 calc-curve-model)))) |
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289 (setq calc-curve-varnames (nth 2 calc-curve-model) |
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290 calc-curve-coefnames |
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291 (or (nth 3 calc-curve-model) |
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292 (cons 'vec |
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293 (math-all-vars-but |
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294 calc-curve-model calc-curve-varnames))) |
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295 calc-curve-model (nth 1 calc-curve-model)) |
40785 | 296 (error "Incorrect model specifier"))))) |
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297 (or calc-curve-varnames |
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298 (let ((with-y (eq (car-safe calc-curve-model) 'calcFunc-eq))) |
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299 (if calc-curve-coefnames |
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300 (calc-get-fit-variables |
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301 (if with-y (1+ calc-curve-nvars) calc-curve-nvars) |
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302 (1- (length calc-curve-coefnames)) |
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303 (math-all-vars-but |
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304 calc-curve-model calc-curve-coefnames) |
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305 nil with-y) |
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306 (let* ((coefs (math-all-vars-but calc-curve-model nil)) |
40785 | 307 (vars nil) |
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308 (n (- (length coefs) calc-curve-nvars (if with-y 2 1))) |
40785 | 309 p) |
310 (if (< n 0) | |
311 (error "Not enough variables in model")) | |
312 (setq p (nthcdr n coefs)) | |
313 (setq vars (cdr p)) | |
314 (setcdr p nil) | |
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315 (calc-get-fit-variables |
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316 (if with-y (1+ calc-curve-nvars) calc-curve-nvars) |
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317 (length coefs) |
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318 vars coefs with-y))))) |
40785 | 319 (if record-entry |
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320 (calc-record (list 'vec calc-curve-model |
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321 calc-curve-varnames calc-curve-coefnames) |
40785 | 322 "modl")))) |
323 (t (beep)))) | |
324 (let ((calc-fit-to-trail t)) | |
325 (calc-enter-result n (substring (symbol-name func) 9) | |
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326 (list func calc-curve-model |
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327 (if (= (length calc-curve-varnames) 2) |
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328 (nth 1 calc-curve-varnames) |
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329 calc-curve-varnames) |
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330 (if (= (length calc-curve-coefnames) 2) |
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331 (nth 1 calc-curve-coefnames) |
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332 calc-curve-coefnames) |
40785 | 333 data)) |
334 (if (consp calc-fit-to-trail) | |
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335 (calc-record (calc-normalize calc-fit-to-trail) "parm")))))) |
40785 | 336 |
337 (defun calc-invent-independent-variables (n &optional but) | |
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338 (calc-invent-variables n but '(x y z t) "x")) |
40785 | 339 |
340 (defun calc-invent-parameter-variables (n &optional but) | |
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341 (calc-invent-variables n but '(a b c d) "a")) |
40785 | 342 |
343 (defun calc-invent-variables (num but names base) | |
344 (let ((vars nil) | |
345 (n num) (nn 0) | |
346 var) | |
347 (while (and (> n 0) names) | |
348 (setq var (math-build-var-name (if (consp names) | |
349 (car names) | |
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350 (concat base (int-to-string |
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351 (setq nn (1+ nn))))))) |
40785 | 352 (or (math-expr-contains (cons 'vec but) var) |
353 (setq vars (cons var vars) | |
354 n (1- n))) | |
355 (or (symbolp names) (setq names (cdr names)))) | |
356 (if (= n 0) | |
357 (nreverse vars) | |
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358 (calc-invent-variables num but t base)))) |
40785 | 359 |
360 (defun calc-get-fit-variables (nv nc &optional defv defc with-y homog) | |
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361 (or (= nv (if with-y (1+ calc-curve-nvars) calc-curve-nvars)) |
40785 | 362 (error "Wrong number of data vectors for this type of model")) |
363 (if (integerp defv) | |
364 (setq homog defv | |
365 defv nil)) | |
366 (if homog | |
367 (setq nc (1- nc))) | |
368 (or defv | |
369 (setq defv (calc-invent-independent-variables nv))) | |
370 (or defc | |
371 (setq defc (calc-invent-parameter-variables nc defv))) | |
372 (let ((vars (read-string (format "Fitting variables: (default %s; %s) " | |
373 (mapconcat 'symbol-name | |
374 (mapcar (function (lambda (v) | |
375 (nth 1 v))) | |
376 defv) | |
377 ",") | |
378 (mapconcat 'symbol-name | |
379 (mapcar (function (lambda (v) | |
380 (nth 1 v))) | |
381 defc) | |
382 ",")))) | |
383 (coefs nil)) | |
384 (setq vars (if (string-match "\\[" vars) | |
385 (math-read-expr vars) | |
386 (math-read-expr (concat "[" vars "]")))) | |
387 (if (eq (car-safe vars) 'error) | |
388 (error "Bad format in expression: %s" (nth 2 vars))) | |
389 (or (math-vectorp vars) | |
390 (error "Expected a variable or vector of variables")) | |
391 (if (equal vars '(vec)) | |
392 (setq vars (cons 'vec defv) | |
393 coefs (cons 'vec defc)) | |
394 (if (math-vectorp (nth 1 vars)) | |
395 (if (and (= (length vars) 3) | |
396 (math-vectorp (nth 2 vars))) | |
397 (setq coefs (nth 2 vars) | |
398 vars (nth 1 vars)) | |
399 (error | |
400 "Expected independent variables vector, then parameters vector")) | |
401 (setq coefs (cons 'vec defc)))) | |
402 (or (= nv (1- (length vars))) | |
403 (and (not with-y) (= (1+ nv) (1- (length vars)))) | |
404 (error "Expected %d independent variable%s" nv (if (= nv 1) "" "s"))) | |
405 (or (= nc (1- (length coefs))) | |
406 (error "Expected %d parameter variable%s" nc (if (= nc 1) "" "s"))) | |
407 (if homog | |
408 (setq coefs (cons 'vec (cons homog (cdr coefs))))) | |
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409 (if calc-curve-varnames |
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410 (setq calc-curve-model (math-multi-subst calc-curve-model (cdr calc-curve-varnames) (cdr vars)))) |
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411 (if calc-curve-coefnames |
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412 (setq calc-curve-model (math-multi-subst calc-curve-model (cdr calc-curve-coefnames) (cdr coefs)))) |
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413 (setq calc-curve-varnames vars |
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414 calc-curve-coefnames coefs))) |
40785 | 415 |
416 | |
417 | |
418 | |
419 ;;; The following algorithms are from Numerical Recipes chapter 9. | |
420 | |
421 ;;; "rtnewt" with safety kludges | |
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422 |
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423 (defvar var-DUMMY) |
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424 |
40785 | 425 (defun math-newton-root (expr deriv guess orig-guess limit) |
426 (math-working "newton" guess) | |
427 (let* ((var-DUMMY guess) | |
428 next dval) | |
429 (setq next (math-evaluate-expr expr) | |
430 dval (math-evaluate-expr deriv)) | |
431 (if (and (Math-numberp next) | |
432 (Math-numberp dval) | |
433 (not (Math-zerop dval))) | |
434 (progn | |
435 (setq next (math-sub guess (math-div next dval))) | |
436 (if (math-nearly-equal guess (setq next (math-float next))) | |
437 (progn | |
438 (setq var-DUMMY next) | |
439 (list 'vec next (math-evaluate-expr expr))) | |
440 (if (Math-lessp (math-abs-approx (math-sub next orig-guess)) | |
441 limit) | |
442 (math-newton-root expr deriv next orig-guess limit) | |
443 (math-reject-arg next "*Newton's method failed to converge")))) | |
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444 (math-reject-arg next "*Newton's method encountered a singularity")))) |
40785 | 445 |
446 ;;; Inspired by "rtsafe" | |
447 (defun math-newton-search-root (expr deriv guess vguess ostep oostep | |
448 low vlow high vhigh) | |
449 (let ((var-DUMMY guess) | |
450 (better t) | |
451 pos step next vnext) | |
452 (if guess | |
453 (math-working "newton" (list 'intv 0 low high)) | |
454 (math-working "bisect" (list 'intv 0 low high)) | |
455 (setq ostep (math-mul-float (math-sub-float high low) | |
456 '(float 5 -1)) | |
457 guess (math-add-float low ostep) | |
458 var-DUMMY guess | |
459 vguess (math-evaluate-expr expr)) | |
460 (or (Math-realp vguess) | |
461 (progn | |
462 (setq ostep (math-mul-float ostep '(float 6 -1)) | |
463 guess (math-add-float low ostep) | |
464 var-DUMMY guess | |
465 vguess (math-evaluate-expr expr)) | |
466 (or (math-realp vguess) | |
467 (progn | |
468 (setq ostep (math-mul-float ostep '(float 123456 -5)) | |
469 guess (math-add-float low ostep) | |
470 var-DUMMY guess | |
471 vguess nil)))))) | |
472 (or vguess | |
473 (setq vguess (math-evaluate-expr expr))) | |
474 (or (Math-realp vguess) | |
475 (math-reject-arg guess "*Newton's method encountered a singularity")) | |
476 (setq vguess (math-float vguess)) | |
477 (if (eq (Math-negp vlow) (setq pos (Math-posp vguess))) | |
478 (setq high guess | |
479 vhigh vguess) | |
480 (if (eq (Math-negp vhigh) pos) | |
481 (setq low guess | |
482 vlow vguess) | |
483 (setq better nil))) | |
484 (if (or (Math-zerop vguess) | |
485 (math-nearly-equal low high)) | |
486 (list 'vec guess vguess) | |
487 (setq step (math-evaluate-expr deriv)) | |
488 (if (and (Math-realp step) | |
489 (not (Math-zerop step)) | |
490 (setq step (math-div-float vguess (math-float step)) | |
491 next (math-sub-float guess step)) | |
492 (not (math-lessp-float high next)) | |
493 (not (math-lessp-float next low))) | |
494 (progn | |
495 (setq var-DUMMY next | |
496 vnext (math-evaluate-expr expr)) | |
497 (if (or (Math-zerop vnext) | |
498 (math-nearly-equal next guess)) | |
499 (list 'vec next vnext) | |
500 (if (and better | |
501 (math-lessp-float (math-abs (or oostep | |
502 (math-sub-float | |
503 high low))) | |
504 (math-abs | |
505 (math-mul-float '(float 2 0) | |
506 step)))) | |
507 (math-newton-search-root expr deriv nil nil nil ostep | |
508 low vlow high vhigh) | |
509 (math-newton-search-root expr deriv next vnext step ostep | |
510 low vlow high vhigh)))) | |
511 (if (or (and (Math-posp vlow) (Math-posp vhigh)) | |
512 (and (Math-negp vlow) (Math-negp vhigh))) | |
513 (math-search-root expr deriv low vlow high vhigh) | |
514 (math-newton-search-root expr deriv nil nil nil ostep | |
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515 low vlow high vhigh)))))) |
40785 | 516 |
517 ;;; Search for a root in an interval with no overt zero crossing. | |
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518 |
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519 ;; The variable math-root-widen is local to math-find-root, but |
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520 ;; is used by math-search-root, which is called (directly and |
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521 ;; indirectly) by math-find-root. |
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522 (defvar math-root-widen) |
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523 |
40785 | 524 (defun math-search-root (expr deriv low vlow high vhigh) |
525 (let (found) | |
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526 (if math-root-widen |
40785 | 527 (let ((iters 0) |
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528 (iterlim (if (eq math-root-widen 'point) |
40785 | 529 (+ calc-internal-prec 10) |
530 20)) | |
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531 (factor (if (eq math-root-widen 'point) |
40785 | 532 '(float 9 0) |
533 '(float 16 -1))) | |
534 (prev nil) vprev waslow | |
535 diff) | |
536 (while (or (and (math-posp vlow) (math-posp vhigh)) | |
537 (and (math-negp vlow) (math-negp vhigh))) | |
538 (math-working "widen" (list 'intv 0 low high)) | |
539 (if (> (setq iters (1+ iters)) iterlim) | |
540 (math-reject-arg (list 'intv 0 low high) | |
541 "*Unable to bracket root")) | |
542 (if (= iters calc-internal-prec) | |
543 (setq factor '(float 16 -1))) | |
544 (setq diff (math-mul-float (math-sub-float high low) factor)) | |
545 (if (Math-zerop diff) | |
546 (setq high (calcFunc-incr high 10)) | |
547 (if (math-lessp-float (math-abs vlow) (math-abs vhigh)) | |
548 (setq waslow t | |
549 prev low | |
550 low (math-sub low diff) | |
551 var-DUMMY low | |
552 vprev vlow | |
553 vlow (math-evaluate-expr expr)) | |
554 (setq waslow nil | |
555 prev high | |
556 high (math-add high diff) | |
557 var-DUMMY high | |
558 vprev vhigh | |
559 vhigh (math-evaluate-expr expr))))) | |
560 (if prev | |
561 (if waslow | |
562 (setq high prev vhigh vprev) | |
563 (setq low prev vlow vprev))) | |
564 (setq found t)) | |
565 (or (Math-realp vlow) | |
566 (math-reject-arg vlow 'realp)) | |
567 (or (Math-realp vhigh) | |
568 (math-reject-arg vhigh 'realp)) | |
569 (let ((xvals (list low high)) | |
570 (yvals (list vlow vhigh)) | |
571 (pos (Math-posp vlow)) | |
572 (levels 0) | |
573 (step (math-sub-float high low)) | |
574 xp yp var-DUMMY) | |
575 (while (and (<= (setq levels (1+ levels)) 5) | |
576 (not found)) | |
577 (setq xp xvals | |
578 yp yvals | |
579 step (math-mul-float step '(float 497 -3))) | |
580 (while (and (cdr xp) (not found)) | |
581 (if (Math-realp (car yp)) | |
582 (setq low (car xp) | |
583 vlow (car yp))) | |
584 (setq high (math-add-float (car xp) step) | |
585 var-DUMMY high | |
586 vhigh (math-evaluate-expr expr)) | |
587 (math-working "search" high) | |
588 (if (and (Math-realp vhigh) | |
589 (eq (math-negp vhigh) pos)) | |
590 (setq found t) | |
591 (setcdr xp (cons high (cdr xp))) | |
592 (setcdr yp (cons vhigh (cdr yp))) | |
593 (setq xp (cdr (cdr xp)) | |
594 yp (cdr (cdr yp)))))))) | |
595 (if found | |
596 (if (Math-zerop vhigh) | |
597 (list 'vec high vhigh) | |
598 (if (Math-zerop vlow) | |
599 (list 'vec low vlow) | |
600 (if deriv | |
601 (math-newton-search-root expr deriv nil nil nil nil | |
602 low vlow high vhigh) | |
603 (math-bisect-root expr low vlow high vhigh)))) | |
604 (math-reject-arg (list 'intv 3 low high) | |
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605 "*Unable to find a sign change in this interval")))) |
40785 | 606 |
607 ;;; "rtbis" (but we should be using Brent's method) | |
608 (defun math-bisect-root (expr low vlow high vhigh) | |
609 (let ((step (math-sub-float high low)) | |
610 (pos (Math-posp vhigh)) | |
611 var-DUMMY | |
612 mid vmid) | |
613 (while (not (or (math-nearly-equal low | |
614 (setq step (math-mul-float | |
615 step '(float 5 -1)) | |
616 mid (math-add-float low step))) | |
617 (progn | |
618 (setq var-DUMMY mid | |
619 vmid (math-evaluate-expr expr)) | |
620 (Math-zerop vmid)))) | |
621 (math-working "bisect" mid) | |
622 (if (eq (Math-posp vmid) pos) | |
623 (setq high mid | |
624 vhigh vmid) | |
625 (setq low mid | |
626 vlow vmid))) | |
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627 (list 'vec mid vmid))) |
40785 | 628 |
629 ;;; "mnewt" | |
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630 |
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631 (defvar math-root-vars [(var DUMMY var-DUMMY)]) |
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632 |
40785 | 633 (defun math-newton-multi (expr jacob n guess orig-guess limit) |
634 (let ((m -1) | |
635 (p guess) | |
636 p2 expr-val jacob-val next) | |
637 (while (< (setq p (cdr p) m (1+ m)) n) | |
638 (set (nth 2 (aref math-root-vars m)) (car p))) | |
639 (setq expr-val (math-evaluate-expr expr) | |
640 jacob-val (math-evaluate-expr jacob)) | |
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641 (unless (and (math-constp expr-val) |
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642 (math-constp jacob-val)) |
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643 (math-reject-arg guess "*Newton's method encountered a singularity")) |
40785 | 644 (setq next (math-add guess (math-div (math-float (math-neg expr-val)) |
645 (math-float jacob-val))) | |
646 p guess p2 next) | |
647 (math-working "newton" next) | |
648 (while (and (setq p (cdr p) p2 (cdr p2)) | |
649 (math-nearly-equal (car p) (car p2)))) | |
650 (if p | |
651 (if (Math-lessp (math-abs-approx (math-sub next orig-guess)) | |
652 limit) | |
653 (math-newton-multi expr jacob n next orig-guess limit) | |
654 (math-reject-arg nil "*Newton's method failed to converge")) | |
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655 (list 'vec next expr-val)))) |
40785 | 656 |
657 | |
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658 (defun math-find-root (expr var guess math-root-widen) |
40785 | 659 (if (eq (car-safe expr) 'vec) |
660 (let ((n (1- (length expr))) | |
661 (calc-symbolic-mode nil) | |
662 (var-DUMMY nil) | |
663 (jacob (list 'vec)) | |
664 p p2 m row) | |
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665 (unless (eq (car-safe var) 'vec) |
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666 (math-reject-arg var 'vectorp)) |
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667 (unless (= (length var) (1+ n)) |
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668 (math-dimension-error)) |
40785 | 669 (setq expr (copy-sequence expr)) |
670 (while (>= n (length math-root-vars)) | |
671 (let ((symb (intern (concat "math-root-v" | |
672 (int-to-string | |
673 (length math-root-vars)))))) | |
674 (setq math-root-vars (vconcat math-root-vars | |
675 (vector (list 'var symb symb)))))) | |
676 (setq m -1) | |
677 (while (< (setq m (1+ m)) n) | |
678 (set (nth 2 (aref math-root-vars m)) nil)) | |
679 (setq m -1 p var) | |
680 (while (setq m (1+ m) p (cdr p)) | |
681 (or (eq (car-safe (car p)) 'var) | |
682 (math-reject-arg var "*Expected a variable")) | |
683 (setq p2 expr) | |
684 (while (setq p2 (cdr p2)) | |
685 (setcar p2 (math-expr-subst (car p2) (car p) | |
686 (aref math-root-vars m))))) | |
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687 (unless (eq (car-safe guess) 'vec) |
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688 (math-reject-arg guess 'vectorp)) |
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689 (unless (= (length guess) (1+ n)) |
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690 (math-dimension-error)) |
40785 | 691 (setq guess (copy-sequence guess) |
692 p guess) | |
693 (while (setq p (cdr p)) | |
694 (or (Math-numberp (car guess)) | |
695 (math-reject-arg guess 'numberp)) | |
696 (setcar p (math-float (car p)))) | |
697 (setq p expr) | |
698 (while (setq p (cdr p)) | |
699 (if (assq (car-safe (car p)) calc-tweak-eqn-table) | |
700 (setcar p (math-sub (nth 1 (car p)) (nth 2 (car p))))) | |
701 (setcar p (math-evaluate-expr (car p))) | |
702 (setq row (list 'vec) | |
703 m -1) | |
704 (while (< (setq m (1+ m)) n) | |
705 (nconc row (list (math-evaluate-expr | |
706 (or (calcFunc-deriv (car p) | |
707 (aref math-root-vars m) | |
708 nil t) | |
709 (math-reject-arg | |
710 expr | |
711 "*Formulas must be differentiable")))))) | |
712 (nconc jacob (list row))) | |
713 (setq m (math-abs-approx guess)) | |
714 (math-newton-multi expr jacob n guess guess | |
715 (if (math-zerop m) '(float 1 3) (math-mul m 10)))) | |
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716 (unless (eq (car-safe var) 'var) |
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717 (math-reject-arg var "*Expected a variable")) |
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718 (unless (math-expr-contains expr var) |
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719 (math-reject-arg expr "*Formula does not contain specified variable")) |
40785 | 720 (if (assq (car expr) calc-tweak-eqn-table) |
721 (setq expr (math-sub (nth 1 expr) (nth 2 expr)))) | |
722 (math-with-extra-prec 2 | |
723 (setq expr (math-expr-subst expr var '(var DUMMY var-DUMMY))) | |
724 (let* ((calc-symbolic-mode nil) | |
725 (var-DUMMY nil) | |
726 (expr (math-evaluate-expr expr)) | |
727 (deriv (calcFunc-deriv expr '(var DUMMY var-DUMMY) nil t)) | |
728 low high vlow vhigh) | |
729 (and deriv (setq deriv (math-evaluate-expr deriv))) | |
730 (setq guess (math-float guess)) | |
731 (if (and (math-numberp guess) | |
732 deriv) | |
733 (math-newton-root expr deriv guess guess | |
734 (if (math-zerop guess) '(float 1 6) | |
735 (math-mul (math-abs-approx guess) 100))) | |
736 (if (Math-realp guess) | |
737 (setq low guess | |
738 high guess | |
739 var-DUMMY guess | |
740 vlow (math-evaluate-expr expr) | |
741 vhigh vlow | |
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742 math-root-widen 'point) |
40785 | 743 (if (eq (car guess) 'intv) |
744 (progn | |
745 (or (math-constp guess) (math-reject-arg guess 'constp)) | |
746 (setq low (nth 2 guess) | |
747 high (nth 3 guess)) | |
748 (if (memq (nth 1 guess) '(0 1)) | |
749 (setq low (calcFunc-incr low 1 high))) | |
750 (if (memq (nth 1 guess) '(0 2)) | |
751 (setq high (calcFunc-incr high -1 low))) | |
752 (setq var-DUMMY low | |
753 vlow (math-evaluate-expr expr) | |
754 var-DUMMY high | |
755 vhigh (math-evaluate-expr expr))) | |
756 (if (math-complexp guess) | |
757 (math-reject-arg "*Complex root finder must have derivative") | |
758 (math-reject-arg guess 'realp)))) | |
759 (if (Math-zerop vlow) | |
760 (list 'vec low vlow) | |
761 (if (Math-zerop vhigh) | |
762 (list 'vec high vhigh) | |
763 (if (and deriv (Math-numberp vlow) (Math-numberp vhigh)) | |
764 (math-newton-search-root expr deriv nil nil nil nil | |
765 low vlow high vhigh) | |
766 (if (or (and (Math-posp vlow) (Math-posp vhigh)) | |
767 (and (Math-negp vlow) (Math-negp vhigh)) | |
768 (not (Math-numberp vlow)) | |
769 (not (Math-numberp vhigh))) | |
770 (math-search-root expr deriv low vlow high vhigh) | |
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771 (math-bisect-root expr low vlow high vhigh)))))))))) |
40785 | 772 |
773 (defun calcFunc-root (expr var guess) | |
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774 (math-find-root expr var guess nil)) |
40785 | 775 |
776 (defun calcFunc-wroot (expr var guess) | |
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777 (math-find-root expr var guess t)) |
40785 | 778 |
779 | |
780 | |
781 | |
782 ;;; The following algorithms come from Numerical Recipes, chapter 10. | |
783 | |
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784 (defvar math-min-vars [(var DUMMY var-DUMMY)]) |
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785 |
40785 | 786 (defun math-min-eval (expr a) |
787 (if (Math-vectorp a) | |
788 (let ((m -1)) | |
789 (while (setq m (1+ m) a (cdr a)) | |
790 (set (nth 2 (aref math-min-vars m)) (car a)))) | |
791 (setq var-DUMMY a)) | |
792 (setq a (math-evaluate-expr expr)) | |
793 (if (Math-ratp a) | |
794 (math-float a) | |
795 (if (eq (car a) 'float) | |
796 a | |
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797 (math-reject-arg a 'realp)))) |
40785 | 798 |
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799 (defvar math-min-or-max "minimum") |
40785 | 800 |
801 ;;; A bracket for a minimum is a < b < c where f(b) < f(a) and f(b) < f(c). | |
802 | |
803 ;;; "mnbrak" | |
804 (defun math-widen-min (expr a b) | |
805 (let ((done nil) | |
806 (iters 30) | |
807 incr c va vb vc u vu r q ulim bc ba qr) | |
808 (or b (setq b (math-mul a '(float 101 -2)))) | |
809 (setq va (math-min-eval expr a) | |
810 vb (math-min-eval expr b)) | |
811 (if (math-lessp-float va vb) | |
812 (setq u a a b b u | |
813 vu va va vb vb vu)) | |
814 (setq c (math-add-float b (math-mul-float '(float 161803 -5) | |
815 (math-sub-float b a))) | |
816 vc (math-min-eval expr c)) | |
817 (while (and (not done) (math-lessp-float vc vb)) | |
818 (math-working "widen" (list 'intv 0 a c)) | |
819 (if (= (setq iters (1- iters)) 0) | |
820 (math-reject-arg nil (format "*Unable to find a %s near the interval" | |
821 math-min-or-max))) | |
822 (setq bc (math-sub-float b c) | |
823 ba (math-sub-float b a) | |
824 r (math-mul-float ba (math-sub-float vb vc)) | |
825 q (math-mul-float bc (math-sub-float vb va)) | |
826 qr (math-sub-float q r)) | |
827 (if (math-lessp-float (math-abs qr) '(float 1 -20)) | |
828 (setq qr (if (math-negp qr) '(float -1 -20) '(float 1 -20)))) | |
829 (setq u (math-sub-float | |
830 b | |
831 (math-div-float (math-sub-float (math-mul-float bc q) | |
832 (math-mul-float ba r)) | |
833 (math-mul-float '(float 2 0) qr))) | |
834 ulim (math-add-float b (math-mul-float '(float -1 2) bc)) | |
835 incr (math-negp bc)) | |
836 (if (if incr (math-lessp-float b u) (math-lessp-float u b)) | |
837 (if (if incr (math-lessp-float u c) (math-lessp-float c u)) | |
838 (if (math-lessp-float (setq vu (math-min-eval expr u)) vc) | |
839 (setq a b va vb | |
840 b u vb vu | |
841 done t) | |
842 (if (math-lessp-float vb vu) | |
843 (setq c u vc vu | |
844 done t) | |
845 (setq u (math-add-float c (math-mul-float '(float -161803 -5) | |
846 bc)) | |
847 vu (math-min-eval expr u)))) | |
848 (if (if incr (math-lessp-float u ulim) (math-lessp-float ulim u)) | |
849 (if (math-lessp-float (setq vu (math-min-eval expr u)) vc) | |
850 (setq b c vb vc | |
851 c u vc vu | |
852 u (math-add-float c (math-mul-float | |
853 '(float -161803 -5) | |
854 (math-sub-float b c))) | |
855 vu (math-min-eval expr u))) | |
856 (setq u ulim | |
857 vu (math-min-eval expr u)))) | |
858 (setq u (math-add-float c (math-mul-float '(float -161803 -5) | |
859 bc)) | |
860 vu (math-min-eval expr u))) | |
861 (setq a b va vb | |
862 b c vb vc | |
863 c u vc vu)) | |
864 (if (math-lessp-float a c) | |
865 (list a va b vb c vc) | |
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866 (list c vc b vb a va)))) |
40785 | 867 |
868 (defun math-narrow-min (expr a c intv) | |
869 (let ((xvals (list a c)) | |
870 (yvals (list (math-min-eval expr a) | |
871 (math-min-eval expr c))) | |
872 (levels 0) | |
873 (step (math-sub-float c a)) | |
874 (found nil) | |
875 xp yp b) | |
876 (while (and (<= (setq levels (1+ levels)) 5) | |
877 (not found)) | |
878 (setq xp xvals | |
879 yp yvals | |
880 step (math-mul-float step '(float 497 -3))) | |
881 (while (and (cdr xp) (not found)) | |
882 (setq b (math-add-float (car xp) step)) | |
883 (math-working "search" b) | |
884 (setcdr xp (cons b (cdr xp))) | |
885 (setcdr yp (cons (math-min-eval expr b) (cdr yp))) | |
886 (if (and (math-lessp-float (nth 1 yp) (car yp)) | |
887 (math-lessp-float (nth 1 yp) (nth 2 yp))) | |
888 (setq found t) | |
889 (setq xp (cdr xp) | |
890 yp (cdr yp)) | |
891 (if (and (cdr (cdr yp)) | |
892 (math-lessp-float (nth 1 yp) (car yp)) | |
893 (math-lessp-float (nth 1 yp) (nth 2 yp))) | |
894 (setq found t) | |
895 (setq xp (cdr xp) | |
896 yp (cdr yp)))))) | |
897 (if found | |
898 (list (car xp) (car yp) | |
899 (nth 1 xp) (nth 1 yp) | |
900 (nth 2 xp) (nth 2 yp)) | |
901 (or (if (math-lessp-float (car yvals) (nth 1 yvals)) | |
902 (and (memq (nth 1 intv) '(2 3)) | |
903 (let ((min (car yvals))) | |
904 (while (and (setq yvals (cdr yvals)) | |
905 (math-lessp-float min (car yvals)))) | |
906 (and (not yvals) | |
907 (list (nth 2 intv) min)))) | |
908 (and (memq (nth 1 intv) '(1 3)) | |
909 (setq yvals (nreverse yvals)) | |
910 (let ((min (car yvals))) | |
911 (while (and (setq yvals (cdr yvals)) | |
912 (math-lessp-float min (car yvals)))) | |
913 (and (not yvals) | |
914 (list (nth 3 intv) min))))) | |
915 (math-reject-arg nil (format "*Unable to find a %s in the interval" | |
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916 math-min-or-max)))))) |
40785 | 917 |
918 ;;; "brent" | |
919 (defun math-brent-min (expr prec a va x vx b vb) | |
920 (let ((iters (+ 20 (* 5 prec))) | |
921 (w x) | |
922 (vw vx) | |
923 (v x) | |
924 (vv vx) | |
925 (tol (list 'float 1 (- -1 prec))) | |
926 (zeps (list 'float 1 (- -5 prec))) | |
927 (e '(float 0 0)) | |
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|
928 d u vu xm tol1 tol2 etemp p q r xv xw) |
40785 | 929 (while (progn |
930 (setq xm (math-mul-float '(float 5 -1) | |
931 (math-add-float a b)) | |
932 tol1 (math-add-float | |
933 zeps | |
934 (math-mul-float tol (math-abs x))) | |
935 tol2 (math-mul-float tol1 '(float 2 0))) | |
936 (math-lessp-float (math-sub-float tol2 | |
937 (math-mul-float | |
938 '(float 5 -1) | |
939 (math-sub-float b a))) | |
940 (math-abs (math-sub-float x xm)))) | |
941 (if (= (setq iters (1- iters)) 0) | |
942 (math-reject-arg nil (format "*Unable to converge on a %s" | |
943 math-min-or-max))) | |
944 (math-working "brent" x) | |
945 (if (math-lessp-float (math-abs e) tol1) | |
946 (setq e (if (math-lessp-float x xm) | |
947 (math-sub-float b x) | |
948 (math-sub-float a x)) | |
949 d (math-mul-float '(float 381966 -6) e)) | |
950 (setq xw (math-sub-float x w) | |
951 r (math-mul-float xw (math-sub-float vx vv)) | |
952 xv (math-sub-float x v) | |
953 q (math-mul-float xv (math-sub-float vx vw)) | |
954 p (math-sub-float (math-mul-float xv q) | |
955 (math-mul-float xw r)) | |
956 q (math-mul-float '(float 2 0) (math-sub-float q r))) | |
957 (if (math-posp q) | |
958 (setq p (math-neg-float p)) | |
959 (setq q (math-neg-float q))) | |
960 (setq etemp e | |
961 e d) | |
962 (if (and (math-lessp-float (math-abs p) | |
963 (math-abs (math-mul-float | |
964 '(float 5 -1) | |
965 (math-mul-float q etemp)))) | |
966 (math-lessp-float (math-mul-float | |
967 q (math-sub-float a x)) p) | |
968 (math-lessp-float p (math-mul-float | |
969 q (math-sub-float b x)))) | |
970 (progn | |
971 (setq d (math-div-float p q) | |
972 u (math-add-float x d)) | |
973 (if (or (math-lessp-float (math-sub-float u a) tol2) | |
974 (math-lessp-float (math-sub-float b u) tol2)) | |
975 (setq d (if (math-lessp-float xm x) | |
976 (math-neg-float tol1) | |
977 tol1)))) | |
978 (setq e (if (math-lessp-float x xm) | |
979 (math-sub-float b x) | |
980 (math-sub-float a x)) | |
981 d (math-mul-float '(float 381966 -6) e)))) | |
982 (setq u (math-add-float x | |
983 (if (math-lessp-float (math-abs d) tol1) | |
984 (if (math-negp d) | |
985 (math-neg-float tol1) | |
986 tol1) | |
987 d)) | |
988 vu (math-min-eval expr u)) | |
989 (if (math-lessp-float vx vu) | |
990 (progn | |
991 (if (math-lessp-float u x) | |
992 (setq a u) | |
993 (setq b u)) | |
994 (if (or (equal w x) | |
995 (not (math-lessp-float vw vu))) | |
996 (setq v w vv vw | |
997 w u vw vu) | |
998 (if (or (equal v x) | |
999 (equal v w) | |
1000 (not (math-lessp-float vv vu))) | |
1001 (setq v u vv vu)))) | |
1002 (if (math-lessp-float u x) | |
1003 (setq b x) | |
1004 (setq a x)) | |
1005 (setq v w vv vw | |
1006 w x vw vx | |
1007 x u vx vu))) | |
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1008 (list 'vec x vx))) |
40785 | 1009 |
1010 ;;; "powell" | |
1011 (defun math-powell-min (expr n guesses prec) | |
1012 (let* ((f1dim (math-line-min-func expr n)) | |
1013 (xi (calcFunc-idn 1 n)) | |
1014 (p (cons 'vec (mapcar 'car guesses))) | |
1015 (pt p) | |
1016 (ftol (list 'float 1 (- prec))) | |
1017 (fret (math-min-eval expr p)) | |
1018 fp ptt fptt xit i ibig del diff res) | |
1019 (while (progn | |
1020 (setq fp fret | |
1021 ibig 0 | |
1022 del '(float 0 0) | |
1023 i 0) | |
1024 (while (<= (setq i (1+ i)) n) | |
1025 (setq fptt fret | |
1026 res (math-line-min f1dim p | |
1027 (math-mat-col xi i) | |
1028 n prec) | |
1029 p (let ((calc-internal-prec prec)) | |
1030 (math-normalize (car res))) | |
1031 fret (nth 2 res) | |
1032 diff (math-abs (math-sub-float fptt fret))) | |
1033 (if (math-lessp-float del diff) | |
1034 (setq del diff | |
1035 ibig i))) | |
1036 (math-lessp-float | |
1037 (math-mul-float ftol | |
1038 (math-add-float (math-abs fp) | |
1039 (math-abs fret))) | |
1040 (math-mul-float '(float 2 0) | |
1041 (math-abs (math-sub-float fp | |
1042 fret))))) | |
1043 (setq ptt (math-sub (math-mul '(float 2 0) p) pt) | |
1044 xit (math-sub p pt) | |
1045 pt p | |
1046 fptt (math-min-eval expr ptt)) | |
1047 (if (and (math-lessp-float fptt fp) | |
1048 (math-lessp-float | |
1049 (math-mul-float | |
1050 (math-mul-float '(float 2 0) | |
1051 (math-add-float | |
1052 (math-sub-float fp | |
1053 (math-mul-float '(float 2 0) | |
1054 fret)) | |
1055 fptt)) | |
1056 (math-sqr-float (math-sub-float | |
1057 (math-sub-float fp fret) del))) | |
1058 (math-mul-float del | |
1059 (math-sqr-float (math-sub-float fp fptt))))) | |
1060 (progn | |
1061 (setq res (math-line-min f1dim p xit n prec) | |
1062 p (car res) | |
1063 fret (nth 2 res) | |
1064 i 0) | |
1065 (while (<= (setq i (1+ i)) n) | |
1066 (setcar (nthcdr ibig (nth i xi)) | |
1067 (nth i (nth 1 res))))))) | |
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diff
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1068 (list 'vec p fret))) |
40785 | 1069 |
1070 (defun math-line-min-func (expr n) | |
1071 (let ((m -1)) | |
1072 (while (< (setq m (1+ m)) n) | |
1073 (set (nth 2 (aref math-min-vars m)) | |
1074 (list '+ | |
1075 (list '* | |
1076 '(var DUMMY var-DUMMY) | |
1077 (list 'calcFunc-mrow '(var line-xi line-xi) (1+ m))) | |
1078 (list 'calcFunc-mrow '(var line-p line-p) (1+ m))))) | |
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parents:
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diff
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|
1079 (math-evaluate-expr expr))) |
40785 | 1080 |
1081 (defun math-line-min (f1dim line-p line-xi n prec) | |
1082 (let* ((var-DUMMY nil) | |
1083 (expr (math-evaluate-expr f1dim)) | |
1084 (params (math-widen-min expr '(float 0 0) '(float 1 0))) | |
1085 (res (apply 'math-brent-min expr prec params)) | |
1086 (xi (math-mul (nth 1 res) line-xi))) | |
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|
1087 (list (math-add line-p xi) xi (nth 2 res)))) |
40785 | 1088 |
1089 | |
1090 (defun math-find-minimum (expr var guess min-widen) | |
1091 (let* ((calc-symbolic-mode nil) | |
1092 (n 0) | |
1093 (var-DUMMY nil) | |
1094 (isvec (math-vectorp var)) | |
1095 g guesses) | |
1096 (or (math-vectorp var) | |
1097 (setq var (list 'vec var))) | |
1098 (or (math-vectorp guess) | |
1099 (setq guess (list 'vec guess))) | |
1100 (or (= (length var) (length guess)) | |
1101 (math-dimension-error)) | |
1102 (while (setq var (cdr var) guess (cdr guess)) | |
1103 (or (eq (car-safe (car var)) 'var) | |
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1104 (math-reject-arg (car var) "*Expected a variable")) |
40785 | 1105 (or (math-expr-contains expr (car var)) |
1106 (math-reject-arg (car var) | |
1107 "*Formula does not contain specified variable")) | |
1108 (while (>= (1+ n) (length math-min-vars)) | |
1109 (let ((symb (intern (concat "math-min-v" | |
1110 (int-to-string | |
1111 (length math-min-vars)))))) | |
1112 (setq math-min-vars (vconcat math-min-vars | |
1113 (vector (list 'var symb symb)))))) | |
1114 (set (nth 2 (aref math-min-vars n)) nil) | |
1115 (set (nth 2 (aref math-min-vars (1+ n))) nil) | |
1116 (if (math-complexp (car guess)) | |
1117 (setq expr (math-expr-subst expr | |
1118 (car var) | |
1119 (list '+ (aref math-min-vars n) | |
1120 (list '* | |
1121 (aref math-min-vars (1+ n)) | |
1122 '(cplx 0 1)))) | |
1123 guesses (let ((g (math-float (math-complex (car guess))))) | |
1124 (cons (list (nth 2 g) nil nil) | |
1125 (cons (list (nth 1 g) nil nil t) | |
1126 guesses))) | |
1127 n (+ n 2)) | |
1128 (setq expr (math-expr-subst expr | |
1129 (car var) | |
1130 (aref math-min-vars n)) | |
1131 guesses (cons (if (math-realp (car guess)) | |
1132 (list (math-float (car guess)) nil nil) | |
1133 (if (and (eq (car-safe (car guess)) 'intv) | |
1134 (math-constp (car guess))) | |
1135 (list (math-mul | |
1136 (math-add (nth 2 (car guess)) | |
1137 (nth 3 (car guess))) | |
1138 '(float 5 -1)) | |
1139 (math-float (nth 2 (car guess))) | |
1140 (math-float (nth 3 (car guess))) | |
1141 (car guess)) | |
1142 (math-reject-arg (car guess) 'realp))) | |
1143 guesses) | |
1144 n (1+ n)))) | |
1145 (setq guesses (nreverse guesses) | |
1146 expr (math-evaluate-expr expr)) | |
1147 (if (= n 1) | |
1148 (let* ((params (if (nth 1 (car guesses)) | |
1149 (if min-widen | |
1150 (math-widen-min expr | |
1151 (nth 1 (car guesses)) | |
1152 (nth 2 (car guesses))) | |
1153 (math-narrow-min expr | |
1154 (nth 1 (car guesses)) | |
1155 (nth 2 (car guesses)) | |
1156 (nth 3 (car guesses)))) | |
1157 (math-widen-min expr | |
1158 (car (car guesses)) | |
1159 nil))) | |
1160 (prec calc-internal-prec) | |
1161 (res (if (cdr (cdr params)) | |
1162 (math-with-extra-prec (+ calc-internal-prec 2) | |
1163 (apply 'math-brent-min expr prec params)) | |
1164 (cons 'vec params)))) | |
1165 (if isvec | |
1166 (list 'vec (list 'vec (nth 1 res)) (nth 2 res)) | |
1167 res)) | |
1168 (let* ((prec calc-internal-prec) | |
1169 (res (math-with-extra-prec (+ calc-internal-prec 2) | |
1170 (math-powell-min expr n guesses prec))) | |
1171 (p (nth 1 res)) | |
1172 (vec (list 'vec))) | |
1173 (while (setq p (cdr p)) | |
1174 (if (nth 3 (car guesses)) | |
1175 (progn | |
1176 (nconc vec (list (math-normalize | |
1177 (list 'cplx (car p) (nth 1 p))))) | |
1178 (setq p (cdr p) | |
1179 guesses (cdr guesses))) | |
1180 (nconc vec (list (car p)))) | |
1181 (setq guesses (cdr guesses))) | |
1182 (if isvec | |
1183 (list 'vec vec (nth 2 res)) | |
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parents:
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diff
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|
1184 (list 'vec (nth 1 vec) (nth 2 res))))))) |
40785 | 1185 |
1186 (defun calcFunc-minimize (expr var guess) | |
1187 (let ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
1188 (math-min-or-max "minimum")) | |
1189 (math-find-minimum (math-normalize expr) | |
1190 (math-normalize var) | |
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parents:
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|
1191 (math-normalize guess) nil))) |
40785 | 1192 |
1193 (defun calcFunc-wminimize (expr var guess) | |
1194 (let ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
1195 (math-min-or-max "minimum")) | |
1196 (math-find-minimum (math-normalize expr) | |
1197 (math-normalize var) | |
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1198 (math-normalize guess) t))) |
40785 | 1199 |
1200 (defun calcFunc-maximize (expr var guess) | |
1201 (let* ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
1202 (math-min-or-max "maximum") | |
1203 (res (math-find-minimum (math-normalize (math-neg expr)) | |
1204 (math-normalize var) | |
1205 (math-normalize guess) nil))) | |
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1206 (list 'vec (nth 1 res) (math-neg (nth 2 res))))) |
40785 | 1207 |
1208 (defun calcFunc-wmaximize (expr var guess) | |
1209 (let* ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
1210 (math-min-or-max "maximum") | |
1211 (res (math-find-minimum (math-normalize (math-neg expr)) | |
1212 (math-normalize var) | |
1213 (math-normalize guess) t))) | |
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1214 (list 'vec (nth 1 res) (math-neg (nth 2 res))))) |
40785 | 1215 |
1216 | |
1217 | |
1218 | |
1219 ;;; The following algorithms come from Numerical Recipes, chapter 3. | |
1220 | |
1221 (defun calcFunc-polint (data x) | |
1222 (or (math-matrixp data) (math-reject-arg data 'matrixp)) | |
1223 (or (= (length data) 3) | |
1224 (math-reject-arg data "*Wrong number of data rows")) | |
1225 (or (> (length (nth 1 data)) 2) | |
1226 (math-reject-arg data "*Too few data points")) | |
1227 (if (and (math-vectorp x) (or (math-constp x) math-expand-formulas)) | |
1228 (cons 'vec (mapcar (function (lambda (x) (calcFunc-polint data x))) | |
1229 (cdr x))) | |
1230 (or (math-objectp x) math-expand-formulas (math-reject-arg x 'objectp)) | |
1231 (math-with-extra-prec 2 | |
1232 (cons 'vec (math-poly-interp (cdr (nth 1 data)) (cdr (nth 2 data)) x | |
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|
1233 nil))))) |
40785 | 1234 (put 'calcFunc-polint 'math-expandable t) |
1235 | |
1236 | |
1237 (defun calcFunc-ratint (data x) | |
1238 (or (math-matrixp data) (math-reject-arg data 'matrixp)) | |
1239 (or (= (length data) 3) | |
1240 (math-reject-arg data "*Wrong number of data rows")) | |
1241 (or (> (length (nth 1 data)) 2) | |
1242 (math-reject-arg data "*Too few data points")) | |
1243 (if (and (math-vectorp x) (or (math-constp x) math-expand-formulas)) | |
1244 (cons 'vec (mapcar (function (lambda (x) (calcFunc-ratint data x))) | |
1245 (cdr x))) | |
1246 (or (math-objectp x) math-expand-formulas (math-reject-arg x 'objectp)) | |
1247 (math-with-extra-prec 2 | |
1248 (cons 'vec (math-poly-interp (cdr (nth 1 data)) (cdr (nth 2 data)) x | |
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1249 (cdr (cdr (cdr (nth 1 data))))))))) |
40785 | 1250 (put 'calcFunc-ratint 'math-expandable t) |
1251 | |
1252 | |
1253 (defun math-poly-interp (xa ya x ratp) | |
1254 (let ((n (length xa)) | |
1255 (dif nil) | |
1256 (ns nil) | |
1257 (xax nil) | |
1258 (c (copy-sequence ya)) | |
1259 (d (copy-sequence ya)) | |
1260 (i 0) | |
1261 (m 0) | |
1262 y dy (xp xa) xpm cp dp temp) | |
1263 (while (<= (setq i (1+ i)) n) | |
1264 (setq xax (cons (math-sub (car xp) x) xax) | |
1265 xp (cdr xp) | |
1266 temp (math-abs (car xax))) | |
1267 (if (or (null dif) (math-lessp temp dif)) | |
1268 (setq dif temp | |
1269 ns i))) | |
1270 (setq xax (nreverse xax) | |
1271 ns (1- ns) | |
1272 y (nth ns ya)) | |
1273 (if (math-zerop dif) | |
1274 (list y 0) | |
1275 (while (< (setq m (1+ m)) n) | |
1276 (setq i 0 | |
1277 xp xax | |
1278 xpm (nthcdr m xax) | |
1279 cp c | |
1280 dp d) | |
1281 (while (<= (setq i (1+ i)) (- n m)) | |
1282 (if ratp | |
1283 (let ((t2 (math-div (math-mul (car xp) (car dp)) (car xpm)))) | |
1284 (setq temp (math-div (math-sub (nth 1 cp) (car dp)) | |
1285 (math-sub t2 (nth 1 cp)))) | |
1286 (setcar dp (math-mul (nth 1 cp) temp)) | |
1287 (setcar cp (math-mul t2 temp))) | |
1288 (if (math-equal (car xp) (car xpm)) | |
1289 (math-reject-arg (cons 'vec xa) "*Duplicate X values")) | |
1290 (setq temp (math-div (math-sub (nth 1 cp) (car dp)) | |
1291 (math-sub (car xp) (car xpm)))) | |
1292 (setcar dp (math-mul (car xpm) temp)) | |
1293 (setcar cp (math-mul (car xp) temp))) | |
1294 (setq cp (cdr cp) | |
1295 dp (cdr dp) | |
1296 xp (cdr xp) | |
1297 xpm (cdr xpm))) | |
1298 (if (< (+ ns ns) (- n m)) | |
1299 (setq dy (nth ns c)) | |
1300 (setq ns (1- ns) | |
1301 dy (nth ns d))) | |
1302 (setq y (math-add y dy))) | |
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1303 (list y dy)))) |
40785 | 1304 |
1305 | |
1306 | |
1307 ;;; The following algorithms come from Numerical Recipes, chapter 4. | |
1308 | |
1309 (defun calcFunc-ninteg (expr var lo hi) | |
1310 (setq lo (math-evaluate-expr lo) | |
1311 hi (math-evaluate-expr hi)) | |
1312 (or (math-numberp lo) (math-infinitep lo) (math-reject-arg lo 'numberp)) | |
1313 (or (math-numberp hi) (math-infinitep hi) (math-reject-arg hi 'numberp)) | |
1314 (if (math-lessp hi lo) | |
1315 (math-neg (calcFunc-ninteg expr var hi lo)) | |
1316 (setq expr (math-expr-subst expr var '(var DUMMY var-DUMMY))) | |
1317 (let ((var-DUMMY nil) | |
1318 (calc-symbolic-mode nil) | |
1319 (calc-prefer-frac nil) | |
1320 (sum 0)) | |
1321 (setq expr (math-evaluate-expr expr)) | |
1322 (if (equal lo '(neg (var inf var-inf))) | |
1323 (let ((thi (if (math-lessp hi '(float -2 0)) | |
1324 hi '(float -2 0)))) | |
1325 (setq sum (math-ninteg-romberg | |
1326 'math-ninteg-midpoint expr | |
1327 (math-float lo) (math-float thi) 'inf) | |
1328 lo thi))) | |
1329 (if (equal hi '(var inf var-inf)) | |
1330 (let ((tlo (if (math-lessp '(float 2 0) lo) | |
1331 lo '(float 2 0)))) | |
1332 (setq sum (math-add sum | |
1333 (math-ninteg-romberg | |
1334 'math-ninteg-midpoint expr | |
1335 (math-float tlo) (math-float hi) 'inf)) | |
1336 hi tlo))) | |
1337 (or (math-equal lo hi) | |
1338 (setq sum (math-add sum | |
1339 (math-ninteg-romberg | |
1340 'math-ninteg-midpoint expr | |
1341 (math-float lo) (math-float hi) nil)))) | |
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1342 sum))) |
40785 | 1343 |
1344 | |
1345 ;;; Open Romberg method; "qromo" in section 4.4. | |
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1346 |
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1347 ;; The variable math-ninteg-temp is local to math-ninteg-romberg, |
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1348 ;; but is used by math-ninteg-midpoint, which is used by |
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1349 ;; math-ninteg-romberg. |
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|
1350 (defvar math-ninteg-temp) |
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|
1351 |
49598
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|
1352 (defun math-ninteg-romberg (func expr lo hi mode) |
40785 | 1353 (let ((curh '(float 1 0)) |
1354 (h nil) | |
1355 (s nil) | |
1356 (j 0) | |
1357 (ss nil) | |
1358 (prec calc-internal-prec) | |
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1359 (math-ninteg-temp nil)) |
40785 | 1360 (math-with-extra-prec 2 |
1361 ;; Limit on "j" loop must be 14 or less to keep "it" from overflowing. | |
1362 (or (while (and (null ss) (<= (setq j (1+ j)) 8)) | |
1363 (setq s (nconc s (list (funcall func expr lo hi mode))) | |
1364 h (nconc h (list curh))) | |
1365 (if (>= j 3) | |
1366 (let ((res (math-poly-interp h s '(float 0 0) nil))) | |
1367 (if (math-lessp (math-abs (nth 1 res)) | |
1368 (calcFunc-scf (math-abs (car res)) | |
1369 (- prec))) | |
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1370 (setq ss (car res))))) |
40785 | 1371 (if (>= j 5) |
1372 (setq s (cdr s) | |
1373 h (cdr h))) | |
1374 (setq curh (math-div-float curh '(float 9 0)))) | |
1375 ss | |
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1376 (math-reject-arg nil (format "*Integral failed to converge")))))) |
40785 | 1377 |
1378 | |
1379 (defun math-ninteg-evaluate (expr x mode) | |
1380 (if (eq mode 'inf) | |
1381 (setq x (math-div '(float 1 0) x))) | |
1382 (let* ((var-DUMMY x) | |
1383 (res (math-evaluate-expr expr))) | |
1384 (or (Math-numberp res) | |
1385 (math-reject-arg res "*Integrand does not evaluate to a number")) | |
1386 (if (eq mode 'inf) | |
1387 (setq res (math-mul res (math-sqr x)))) | |
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1388 res)) |
40785 | 1389 |
1390 | |
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1391 (defun math-ninteg-midpoint (expr lo hi mode) ; uses "math-ninteg-temp" |
40785 | 1392 (if (eq mode 'inf) |
1393 (let ((math-infinite-mode t) temp) | |
1394 (setq temp (math-div 1 lo) | |
1395 lo (math-div 1 hi) | |
1396 hi temp))) | |
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1397 (if math-ninteg-temp |
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1398 (let* ((it3 (* 3 (car math-ninteg-temp))) |
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1399 (math-working-step-2 (* 2 (car math-ninteg-temp))) |
40785 | 1400 (math-working-step 0) |
1401 (range (math-sub hi lo)) | |
1402 (del (math-div range (math-float it3))) | |
1403 (del2 (math-add del del)) | |
1404 (del3 (math-add del del2)) | |
1405 (x (math-add lo (math-mul '(float 5 -1) del))) | |
1406 (sum '(float 0 0)) | |
1407 (j 0) temp) | |
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1408 (while (<= (setq j (1+ j)) (car math-ninteg-temp)) |
40785 | 1409 (setq math-working-step (1+ math-working-step) |
1410 temp (math-ninteg-evaluate expr x mode) | |
1411 math-working-step (1+ math-working-step) | |
1412 sum (math-add sum (math-add temp (math-ninteg-evaluate | |
1413 expr (math-add x del2) | |
1414 mode))) | |
1415 x (math-add x del3))) | |
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1416 (setq math-ninteg-temp (list it3 |
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1417 (math-add (math-div (nth 1 math-ninteg-temp) |
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1418 '(float 3 0)) |
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|
1419 (math-mul sum del))))) |
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|
1420 (setq math-ninteg-temp (list 1 (math-mul |
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1421 (math-sub hi lo) |
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|
1422 (math-ninteg-evaluate |
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|
1423 expr |
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1424 (math-mul (math-add lo hi) '(float 5 -1)) |
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|
1425 mode))))) |
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|
1426 (nth 1 math-ninteg-temp)) |
40785 | 1427 |
1428 | |
1429 | |
1430 | |
1431 | |
1432 ;;; The following algorithms come from Numerical Recipes, chapter 14. | |
1433 | |
41271
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1434 (defvar math-dummy-vars [(var DUMMY var-DUMMY)]) |
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|
1435 (defvar math-dummy-counter 0) |
40785 | 1436 (defun math-dummy-variable () |
1437 (if (= math-dummy-counter (length math-dummy-vars)) | |
1438 (let ((symb (intern (format "math-dummy-%d" math-dummy-counter)))) | |
1439 (setq math-dummy-vars (vconcat math-dummy-vars | |
1440 (vector (list 'var symb symb)))))) | |
1441 (set (nth 2 (aref math-dummy-vars math-dummy-counter)) nil) | |
1442 (prog1 | |
1443 (aref math-dummy-vars math-dummy-counter) | |
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1444 (setq math-dummy-counter (1+ math-dummy-counter)))) |
40785 | 1445 |
41271
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1446 (defvar math-in-fit 0) |
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|
1447 (defvar calc-fit-to-trail nil) |
40785 | 1448 |
1449 (defun calcFunc-fit (expr vars &optional coefs data) | |
1450 (let ((math-in-fit 10)) | |
1451 (math-with-extra-prec 2 | |
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1452 (math-general-fit expr vars coefs data nil)))) |
40785 | 1453 |
1454 (defun calcFunc-efit (expr vars &optional coefs data) | |
1455 (let ((math-in-fit 10)) | |
1456 (math-with-extra-prec 2 | |
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1457 (math-general-fit expr vars coefs data 'sdev)))) |
40785 | 1458 |
1459 (defun calcFunc-xfit (expr vars &optional coefs data) | |
1460 (let ((math-in-fit 10)) | |
1461 (math-with-extra-prec 2 | |
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1462 (math-general-fit expr vars coefs data 'full)))) |
40785 | 1463 |
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1464 ;; The variables math-fit-first-var, math-fit-first-coef and |
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1465 ;; math-fit-new-coefs are local to math-general-fit, but are used by |
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|
1466 ;; calcFunc-fitvar, calcFunc-fitparam and calcFunc-fitdummy |
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1467 ;; (respectively), which are used by math-general-fit. |
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1468 (defvar math-fit-first-var) |
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1469 (defvar math-fit-first-coef) |
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1470 (defvar math-fit-new-coefs) |
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|
1471 |
40785 | 1472 (defun math-general-fit (expr vars coefs data mode) |
1473 (let ((calc-simplify-mode nil) | |
1474 (math-dummy-counter math-dummy-counter) | |
1475 (math-in-fit 1) | |
1476 (extended (eq mode 'full)) | |
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1477 (math-fit-first-coef math-dummy-counter) |
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1478 math-fit-first-var |
40785 | 1479 (plain-expr expr) |
1480 orig-expr | |
1481 have-sdevs need-chisq chisq | |
1482 (x-funcs nil) | |
1483 (y-filter nil) | |
1484 y-dummy | |
1485 (coef-filters nil) | |
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1486 math-fit-new-coefs |
40785 | 1487 (xy-values nil) |
1488 (weights nil) | |
1489 (var-YVAL nil) (var-YVALX nil) | |
1490 covar beta | |
1491 n nn m mm v dummy p) | |
1492 | |
1493 ;; Validate and parse arguments. | |
1494 (or data | |
1495 (if coefs | |
1496 (setq data coefs | |
1497 coefs nil) | |
1498 (if (math-vectorp expr) | |
1499 (if (memq (length expr) '(3 4)) | |
1500 (setq data vars | |
1501 vars (nth 2 expr) | |
1502 coefs (nth 3 expr) | |
1503 expr (nth 1 expr)) | |
1504 (math-dimension-error)) | |
1505 (setq data vars | |
1506 vars nil | |
1507 coefs nil)))) | |
1508 (or (math-matrixp data) (math-reject-arg data 'matrixp)) | |
1509 (setq v (1- (length data)) | |
1510 n (1- (length (nth 1 data)))) | |
1511 (or (math-vectorp vars) (null vars) | |
1512 (setq vars (list 'vec vars))) | |
1513 (or (math-vectorp coefs) (null coefs) | |
1514 (setq coefs (list 'vec coefs))) | |
1515 (or coefs | |
1516 (setq coefs (cons 'vec (math-all-vars-but expr vars)))) | |
1517 (or vars | |
1518 (if (<= (1- (length coefs)) v) | |
1519 (math-reject-arg coefs "*Not enough variables in model") | |
1520 (setq coefs (copy-sequence coefs)) | |
1521 (let ((p (nthcdr (- (length coefs) v | |
1522 (if (eq (car-safe expr) 'calcFunc-eq) 1 0)) | |
1523 coefs))) | |
1524 (setq vars (cons 'vec (cdr p))) | |
1525 (setcdr p nil)))) | |
1526 (or (= (1- (length vars)) v) | |
1527 (= (length vars) v) | |
1528 (math-reject-arg vars "*Number of variables does not match data")) | |
1529 (setq m (1- (length coefs))) | |
1530 (if (< m 1) | |
1531 (math-reject-arg coefs "*Need at least one parameter")) | |
1532 | |
1533 ;; Rewrite expr in terms of fitparam and fitvar, make into an equation. | |
1534 (setq p coefs) | |
1535 (while (setq p (cdr p)) | |
1536 (or (eq (car-safe (car p)) 'var) | |
1537 (math-reject-arg (car p) "*Expected a variable")) | |
1538 (setq dummy (math-dummy-variable) | |
1539 expr (math-expr-subst expr (car p) | |
1540 (list 'calcFunc-fitparam | |
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1541 (- math-dummy-counter math-fit-first-coef))))) |
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|
1542 (setq math-fit-first-var math-dummy-counter |
40785 | 1543 p vars) |
1544 (while (setq p (cdr p)) | |
1545 (or (eq (car-safe (car p)) 'var) | |
1546 (math-reject-arg (car p) "*Expected a variable")) | |
1547 (setq dummy (math-dummy-variable) | |
1548 expr (math-expr-subst expr (car p) | |
1549 (list 'calcFunc-fitvar | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1550 (- math-dummy-counter math-fit-first-var))))) |
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1551 (if (< math-dummy-counter (+ math-fit-first-var v)) |
40785 | 1552 (setq dummy (math-dummy-variable))) ; dependent variable may be unnamed |
1553 (setq y-dummy dummy | |
1554 orig-expr expr) | |
1555 (or (eq (car-safe expr) 'calcFunc-eq) | |
1556 (setq expr (list 'calcFunc-eq (list 'calcFunc-fitvar v) expr))) | |
1557 | |
1558 (let ((calc-symbolic-mode nil)) | |
1559 | |
1560 ;; Apply rewrites to put expr into a linear-like form. | |
1561 (setq expr (math-evaluate-expr expr) | |
1562 expr (math-rewrite (list 'calcFunc-fitmodel expr) | |
1563 '(var FitRules var-FitRules)) | |
1564 math-in-fit 2 | |
1565 expr (math-evaluate-expr expr)) | |
1566 (or (and (eq (car-safe expr) 'calcFunc-fitsystem) | |
1567 (= (length expr) 4) | |
1568 (math-vectorp (nth 2 expr)) | |
1569 (math-vectorp (nth 3 expr)) | |
1570 (> (length (nth 2 expr)) 1) | |
1571 (= (length (nth 3 expr)) (1+ m))) | |
1572 (math-reject-arg plain-expr "*Model expression is too complex")) | |
1573 (setq y-filter (nth 1 expr) | |
1574 x-funcs (vconcat (cdr (nth 2 expr))) | |
1575 coef-filters (nth 3 expr) | |
1576 mm (length x-funcs)) | |
1577 (if (equal y-filter y-dummy) | |
1578 (setq y-filter nil)) | |
1579 | |
1580 ;; Build the (square) system of linear equations to be solved. | |
1581 (setq beta (cons 'vec (make-list mm 0)) | |
1582 covar (cons 'vec (mapcar 'copy-sequence (make-list mm beta)))) | |
1583 (let* ((ptrs (vconcat (cdr data))) | |
1584 (isigsq 1) | |
1585 (xvals (make-vector mm 0)) | |
1586 (i 0) | |
1587 j k xval yval sigmasqr wt covj covjk covk betaj lud) | |
1588 (while (<= (setq i (1+ i)) n) | |
1589 | |
1590 ;; Assign various independent variables for this data point. | |
1591 (setq j 0 | |
1592 sigmasqr nil) | |
1593 (while (< j v) | |
1594 (aset ptrs j (cdr (aref ptrs j))) | |
1595 (setq xval (car (aref ptrs j))) | |
1596 (if (= j (1- v)) | |
1597 (if sigmasqr | |
1598 (progn | |
1599 (if (eq (car-safe xval) 'sdev) | |
1600 (setq sigmasqr (math-add (math-sqr (nth 2 xval)) | |
1601 sigmasqr) | |
1602 xval (nth 1 xval))) | |
1603 (if y-filter | |
1604 (setq xval (math-make-sdev xval | |
1605 (math-sqrt sigmasqr)))))) | |
1606 (if (eq (car-safe xval) 'sdev) | |
1607 (setq sigmasqr (math-add (math-sqr (nth 2 xval)) | |
1608 (or sigmasqr 0)) | |
1609 xval (nth 1 xval)))) | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1610 (set (nth 2 (aref math-dummy-vars (+ math-fit-first-var j))) xval) |
40785 | 1611 (setq j (1+ j))) |
1612 | |
1613 ;; Compute Y value for this data point. | |
1614 (if y-filter | |
1615 (setq yval (math-evaluate-expr y-filter)) | |
1616 (setq yval (symbol-value (nth 2 y-dummy)))) | |
1617 (if (eq (car-safe yval) 'sdev) | |
1618 (setq sigmasqr (math-sqr (nth 2 yval)) | |
1619 yval (nth 1 yval))) | |
1620 (if (= i 1) | |
1621 (setq have-sdevs sigmasqr | |
1622 need-chisq (or extended | |
1623 (and (eq mode 'sdev) (not have-sdevs))))) | |
1624 (if have-sdevs | |
1625 (if sigmasqr | |
1626 (progn | |
1627 (setq isigsq (math-div 1 sigmasqr)) | |
1628 (if need-chisq | |
1629 (setq weights (cons isigsq weights)))) | |
1630 (math-reject-arg yval "*Mixed error forms and plain numbers")) | |
1631 (if sigmasqr | |
1632 (math-reject-arg yval "*Mixed error forms and plain numbers"))) | |
1633 | |
1634 ;; Compute X values for this data point and update covar and beta. | |
1635 (if (eq (car-safe xval) 'sdev) | |
1636 (set (nth 2 y-dummy) (nth 1 xval))) | |
1637 (setq j 0 | |
1638 covj covar | |
1639 betaj beta) | |
1640 (while (< j mm) | |
1641 (setq wt (math-evaluate-expr (aref x-funcs j))) | |
1642 (aset xvals j wt) | |
1643 (setq wt (math-mul wt isigsq) | |
1644 betaj (cdr betaj) | |
1645 covjk (car (setq covj (cdr covj))) | |
1646 k 0) | |
1647 (while (<= k j) | |
1648 (setq covjk (cdr covjk)) | |
1649 (setcar covjk (math-add (car covjk) | |
1650 (math-mul wt (aref xvals k)))) | |
1651 (setq k (1+ k))) | |
1652 (setcar betaj (math-add (car betaj) (math-mul wt yval))) | |
1653 (setq j (1+ j))) | |
1654 (if need-chisq | |
1655 (setq xy-values (cons (append xvals (list yval)) xy-values)))) | |
1656 | |
1657 ;; Fill in symmetric half of covar matrix. | |
1658 (setq j 0 | |
1659 covj covar) | |
1660 (while (< j (1- mm)) | |
1661 (setq k j | |
1662 j (1+ j) | |
1663 covjk (nthcdr j (car (setq covj (cdr covj)))) | |
1664 covk (nthcdr j covar)) | |
1665 (while (< (setq k (1+ k)) mm) | |
1666 (setq covjk (cdr covjk) | |
1667 covk (cdr covk)) | |
1668 (setcar covjk (nth j (car covk)))))) | |
1669 | |
1670 ;; Solve the linear system. | |
1671 (if mode | |
1672 (progn | |
1673 (setq covar (math-matrix-inv-raw covar)) | |
1674 (if covar | |
1675 (setq beta (math-mul covar beta)) | |
1676 (if (math-zerop (math-abs beta)) | |
1677 (setq covar (calcFunc-diag 0 (1- (length beta)))) | |
1678 (math-reject-arg orig-expr "*Singular matrix"))) | |
1679 (or (math-vectorp covar) | |
1680 (setq covar (list 'vec (list 'vec covar))))) | |
1681 (setq beta (math-div beta covar))) | |
1682 | |
1683 ;; Compute chi-square statistic if necessary. | |
1684 (if need-chisq | |
1685 (let (bp xp sum) | |
1686 (setq chisq 0) | |
1687 (while xy-values | |
1688 (setq bp beta | |
1689 xp (car xy-values) | |
1690 sum 0) | |
1691 (while (setq bp (cdr bp)) | |
1692 (setq sum (math-add sum (math-mul (car bp) (car xp))) | |
1693 xp (cdr xp))) | |
1694 (setq sum (math-sqr (math-sub (car xp) sum))) | |
1695 (if weights (setq sum (math-mul sum (car weights)))) | |
1696 (setq chisq (math-add chisq sum) | |
1697 weights (cdr weights) | |
1698 xy-values (cdr xy-values))))) | |
1699 | |
1700 ;; Convert coefficients back into original terms. | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1701 (setq math-fit-new-coefs (copy-sequence beta)) |
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1702 (let* ((bp math-fit-new-coefs) |
40785 | 1703 (cp covar) |
1704 (sigdat 1) | |
1705 (math-in-fit 3) | |
1706 (j 0)) | |
1707 (and mode (not have-sdevs) | |
1708 (setq sigdat (if (<= n mm) | |
1709 0 | |
1710 (math-div chisq (- n mm))))) | |
1711 (if mode | |
1712 (while (setq bp (cdr bp)) | |
1713 (setcar bp (math-make-sdev | |
1714 (car bp) | |
1715 (math-sqrt (math-mul (nth (setq j (1+ j)) | |
1716 (car (setq cp (cdr cp)))) | |
1717 sigdat)))))) | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1718 (setq math-fit-new-coefs (math-evaluate-expr coef-filters)) |
40785 | 1719 (if calc-fit-to-trail |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1720 (let ((bp math-fit-new-coefs) |
40785 | 1721 (cp coefs) |
1722 (vec nil)) | |
1723 (while (setq bp (cdr bp) cp (cdr cp)) | |
1724 (setq vec (cons (list 'calcFunc-eq (car cp) (car bp)) vec))) | |
1725 (setq calc-fit-to-trail (cons 'vec (nreverse vec))))))) | |
1726 | |
1727 ;; Substitute best-fit coefficients back into original formula. | |
1728 (setq expr (math-multi-subst | |
1729 orig-expr | |
1730 (let ((n v) | |
1731 (vec nil)) | |
1732 (while (>= n 1) | |
1733 (setq vec (cons (list 'calcFunc-fitvar n) vec) | |
1734 n (1- n))) | |
1735 (setq n m) | |
1736 (while (>= n 1) | |
1737 (setq vec (cons (list 'calcFunc-fitparam n) vec) | |
1738 n (1- n))) | |
1739 vec) | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1740 (append (cdr math-fit-new-coefs) (cdr vars)))) |
40785 | 1741 |
1742 ;; Package the result. | |
1743 (math-normalize | |
1744 (if extended | |
1745 (list 'vec expr beta covar | |
1746 (let ((p coef-filters) | |
1747 (n 0)) | |
1748 (while (and (setq n (1+ n) p (cdr p)) | |
1749 (eq (car-safe (car p)) 'calcFunc-fitdummy) | |
1750 (eq (nth 1 (car p)) n))) | |
1751 (if p | |
1752 coef-filters | |
1753 (list 'vec))) | |
1754 chisq | |
1755 (if (and have-sdevs (> n mm)) | |
1756 (list 'calcFunc-utpc chisq (- n mm)) | |
1757 '(var nan var-nan))) | |
41047
73f364fd8aaa
Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents:
40785
diff
changeset
|
1758 expr)))) |
40785 | 1759 |
1760 | |
1761 (defun calcFunc-fitvar (x) | |
1762 (if (>= math-in-fit 2) | |
1763 (progn | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1764 (setq x (aref math-dummy-vars (+ math-fit-first-var x -1))) |
40785 | 1765 (or (calc-var-value (nth 2 x)) x)) |
41047
73f364fd8aaa
Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents:
40785
diff
changeset
|
1766 (math-reject-arg x))) |
40785 | 1767 |
1768 (defun calcFunc-fitparam (x) | |
1769 (if (>= math-in-fit 2) | |
1770 (progn | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1771 (setq x (aref math-dummy-vars (+ math-fit-first-coef x -1))) |
40785 | 1772 (or (calc-var-value (nth 2 x)) x)) |
41047
73f364fd8aaa
Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents:
40785
diff
changeset
|
1773 (math-reject-arg x))) |
40785 | 1774 |
1775 (defun calcFunc-fitdummy (x) | |
1776 (if (= math-in-fit 3) | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1777 (nth x math-fit-new-coefs) |
41047
73f364fd8aaa
Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents:
40785
diff
changeset
|
1778 (math-reject-arg x))) |
40785 | 1779 |
1780 (defun calcFunc-hasfitvars (expr) | |
1781 (if (Math-primp expr) | |
1782 0 | |
1783 (if (eq (car expr) 'calcFunc-fitvar) | |
1784 (nth 1 expr) | |
41047
73f364fd8aaa
Style cleanup; don't put closing parens on their
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parents:
40785
diff
changeset
|
1785 (apply 'max (mapcar 'calcFunc-hasfitvars (cdr expr)))))) |
40785 | 1786 |
1787 (defun calcFunc-hasfitparams (expr) | |
1788 (if (Math-primp expr) | |
1789 0 | |
1790 (if (eq (car expr) 'calcFunc-fitparam) | |
1791 (nth 1 expr) | |
41047
73f364fd8aaa
Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents:
40785
diff
changeset
|
1792 (apply 'max (mapcar 'calcFunc-hasfitparams (cdr expr)))))) |
40785 | 1793 |
1794 | |
1795 (defun math-all-vars-but (expr but) | |
1796 (let* ((vars (math-all-vars-in expr)) | |
1797 (p but)) | |
1798 (while p | |
1799 (setq vars (delq (assoc (car-safe p) vars) vars) | |
1800 p (cdr p))) | |
1801 (sort (mapcar 'car vars) | |
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parents:
40785
diff
changeset
|
1802 (function (lambda (x y) (string< (nth 1 x) (nth 1 y))))))) |
40785 | 1803 |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1804 ;; The variables math-all-vars-vars (the vars for math-all-vars) and |
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1805 ;; math-all-vars-found are local to math-all-vars-in, but are used by |
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1806 ;; math-all-vars-rec which is called by math-all-vars-in. |
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1807 (defvar math-all-vars-vars) |
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1808 (defvar math-all-vars-found) |
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1809 |
40785 | 1810 (defun math-all-vars-in (expr) |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1811 (let ((math-all-vars-vars nil) |
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1812 math-all-vars-found) |
40785 | 1813 (math-all-vars-rec expr) |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1814 math-all-vars-vars)) |
40785 | 1815 |
1816 (defun math-all-vars-rec (expr) | |
1817 (if (Math-primp expr) | |
1818 (if (eq (car-safe expr) 'var) | |
1819 (or (math-const-var expr) | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1820 (if (setq math-all-vars-found (assoc expr math-all-vars-vars)) |
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1821 (setcdr math-all-vars-found (1+ (cdr math-all-vars-found))) |
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1822 (setq math-all-vars-vars (cons (cons expr 1) math-all-vars-vars))))) |
40785 | 1823 (while (setq expr (cdr expr)) |
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73f364fd8aaa
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parents:
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diff
changeset
|
1824 (math-all-vars-rec (car expr))))) |
40785 | 1825 |
58682
5c599b26887e
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Jay Belanger <jay.p.belanger@gmail.com>
parents:
58391
diff
changeset
|
1826 (provide 'calcalg3) |
5c599b26887e
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Jay Belanger <jay.p.belanger@gmail.com>
parents:
58391
diff
changeset
|
1827 |
52401 | 1828 ;;; arch-tag: ff9f2920-8111-48b5-b3fa-b0682c3e44a6 |
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diff
changeset
|
1829 ;;; calcalg3.el ends here |