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annotate lisp/calc/calcalg3.el @ 84033:52ef29977fe9
Move to ../doc/lispref
author | Glenn Morris <rgm@gnu.org> |
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date | Thu, 06 Sep 2007 04:14:59 +0000 |
parents | 75e63540c1ac |
children | 0230fa103dd6 424b655804ca |
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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, 2002, 2003, 2004, |
75346 | 4 ;; 2005, 2006, 2007 Free Software Foundation, Inc. |
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5 |
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6 ;; Author: David Gillespie <daveg@synaptics.com> |
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7 ;; Maintainer: Jay Belanger <jay.p.belanger@gmail.com> |
40785 | 8 |
9 ;; This file is part of GNU Emacs. | |
10 | |
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11 ;; GNU Emacs is free software; you can redistribute it and/or modify |
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12 ;; it under the terms of the GNU General Public License as published by |
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13 ;; the Free Software Foundation; either version 3, or (at your option) |
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14 ;; any later version. |
40785 | 15 |
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16 ;; GNU Emacs is distributed in the hope that it will be useful, |
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17 ;; but WITHOUT ANY WARRANTY; without even the implied warranty of |
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18 ;; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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19 ;; GNU General Public License for more details. |
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20 |
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21 ;; You should have received a copy of the GNU General Public License |
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22 ;; along with GNU Emacs; see the file COPYING. If not, write to the |
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23 ;; Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, |
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24 ;; Boston, MA 02110-1301, USA. |
40785 | 25 |
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26 ;;; Commentary: |
40785 | 27 |
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28 ;;; Code: |
40785 | 29 |
30 ;; This file is autoloaded from calc-ext.el. | |
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31 |
40785 | 32 (require 'calc-ext) |
33 (require 'calc-macs) | |
34 | |
35 (defun calc-find-root (var) | |
36 (interactive "sVariable(s) to solve for: ") | |
37 (calc-slow-wrapper | |
38 (let ((func (if (calc-is-hyperbolic) 'calcFunc-wroot 'calcFunc-root))) | |
39 (if (or (equal var "") (equal var "$")) | |
40 (calc-enter-result 2 "root" (list func | |
41 (calc-top-n 3) | |
42 (calc-top-n 1) | |
43 (calc-top-n 2))) | |
44 (let ((var (if (and (string-match ",\\|[^ ] +[^ ]" var) | |
45 (not (string-match "\\[" var))) | |
46 (math-read-expr (concat "[" var "]")) | |
47 (math-read-expr var)))) | |
48 (if (eq (car-safe var) 'error) | |
49 (error "Bad format in expression: %s" (nth 1 var))) | |
50 (calc-enter-result 1 "root" (list func | |
51 (calc-top-n 2) | |
52 var | |
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53 (calc-top-n 1)))))))) |
40785 | 54 |
55 (defun calc-find-minimum (var) | |
56 (interactive "sVariable(s) to minimize over: ") | |
57 (calc-slow-wrapper | |
58 (let ((func (if (calc-is-inverse) | |
59 (if (calc-is-hyperbolic) | |
60 'calcFunc-wmaximize 'calcFunc-maximize) | |
61 (if (calc-is-hyperbolic) | |
62 'calcFunc-wminimize 'calcFunc-minimize))) | |
63 (tag (if (calc-is-inverse) "max" "min"))) | |
64 (if (or (equal var "") (equal var "$")) | |
65 (calc-enter-result 2 tag (list func | |
66 (calc-top-n 3) | |
67 (calc-top-n 1) | |
68 (calc-top-n 2))) | |
69 (let ((var (if (and (string-match ",\\|[^ ] +[^ ]" var) | |
70 (not (string-match "\\[" var))) | |
71 (math-read-expr (concat "[" var "]")) | |
72 (math-read-expr var)))) | |
73 (if (eq (car-safe var) 'error) | |
74 (error "Bad format in expression: %s" (nth 1 var))) | |
75 (calc-enter-result 1 tag (list func | |
76 (calc-top-n 2) | |
77 var | |
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78 (calc-top-n 1)))))))) |
40785 | 79 |
80 (defun calc-find-maximum (var) | |
81 (interactive "sVariable to maximize over: ") | |
82 (calc-invert-func) | |
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83 (calc-find-minimum var)) |
40785 | 84 |
85 | |
86 (defun calc-poly-interp (arg) | |
87 (interactive "P") | |
88 (calc-slow-wrapper | |
89 (let ((data (calc-top 2))) | |
90 (if (or (consp arg) (eq arg 0) (eq arg 2)) | |
91 (setq data (cons 'vec (calc-top-list 2 2))) | |
92 (or (null arg) | |
93 (error "Bad prefix argument"))) | |
94 (if (calc-is-hyperbolic) | |
95 (calc-enter-result 1 "rati" (list 'calcFunc-ratint data (calc-top 1))) | |
96 (calc-enter-result 1 "poli" (list 'calcFunc-polint data | |
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97 (calc-top 1))))))) |
40785 | 98 |
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99 ;; 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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100 ;; used by calc-get-fit-variables which is called by calc-curve-fit. |
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101 (defvar calc-curve-nvars) |
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102 (defvar calc-curve-varnames) |
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103 (defvar calc-curve-model) |
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104 (defvar calc-curve-coefnames) |
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106 (defvar calc-curve-fit-history nil |
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107 "History for calc-curve-fit.") |
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108 |
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109 (defun calc-curve-fit (arg &optional calc-curve-model |
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110 calc-curve-coefnames calc-curve-varnames) |
40785 | 111 (interactive "P") |
112 (calc-slow-wrapper | |
113 (setq calc-aborted-prefix nil) | |
114 (let ((func (if (calc-is-inverse) 'calcFunc-xfit | |
115 (if (calc-is-hyperbolic) 'calcFunc-efit | |
116 'calcFunc-fit))) | |
117 key (which 0) | |
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118 (nonlinear nil) |
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119 (plot nil) |
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120 n calc-curve-nvars temp data |
40785 | 121 (homog nil) |
122 (msgs '( "(Press ? for help)" | |
123 "1 = linear or multilinear" | |
124 "2-9 = polynomial fits; i = interpolating polynomial" | |
125 "p = a x^b, ^ = a b^x" | |
126 "e = a exp(b x), x = exp(a + b x), l = a + b ln(x)" | |
127 "E = a 10^(b x), X = 10^(a + b x), L = a + b log10(x)" | |
128 "q = a + b (x-c)^2" | |
129 "g = (a/b sqrt(2 pi)) exp(-0.5*((x-c)/b)^2)" | |
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130 "s = a/(1 + exp(b (x - c)))" |
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131 "b = a exp(b (x - c))/(1 + exp(b (x - c)))^2" |
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132 "o = (y/x) = a (1 - x/b)" |
40785 | 133 "h prefix = homogeneous model (no constant term)" |
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134 "P prefix = plot result" |
40785 | 135 "' = alg entry, $ = stack, u = Model1, U = Model2"))) |
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136 (while (not calc-curve-model) |
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137 (message |
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138 "Fit to model: %s:%s%s" |
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139 (nth which msgs) |
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140 (if plot "P" " ") |
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141 (if homog "h" "")) |
40785 | 142 (setq key (read-char)) |
143 (cond ((= key ?\C-g) | |
144 (keyboard-quit)) | |
145 ((= key ??) | |
146 (setq which (% (1+ which) (length msgs)))) | |
147 ((memq key '(?h ?H)) | |
148 (setq homog (not homog))) | |
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149 ((= key ?P) |
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150 (if plot |
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151 (setq plot nil) |
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152 (let ((data (calc-top 1))) |
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153 (if (or |
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154 (calc-is-hyperbolic) |
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155 (calc-is-inverse) |
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156 (not (= (length data) 3))) |
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157 (setq plot "Can't plot") |
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158 (setq plot data))))) |
40785 | 159 ((progn |
160 (if (eq key ?\$) | |
161 (setq n 1) | |
162 (setq n 0)) | |
163 (cond ((null arg) | |
164 (setq n (1+ n) | |
165 data (calc-top n))) | |
166 ((or (consp arg) (eq arg 0)) | |
167 (setq n (+ n 2) | |
168 data (calc-top n) | |
169 data (if (math-matrixp data) | |
170 (append data (list (calc-top (1- n)))) | |
171 (list 'vec data (calc-top (1- n)))))) | |
172 ((> (setq arg (prefix-numeric-value arg)) 0) | |
173 (setq data (cons 'vec (calc-top-list arg (1+ n))) | |
174 n (+ n arg))) | |
175 (t (error "Bad prefix argument"))) | |
176 (or (math-matrixp data) (not (cdr (cdr data))) | |
177 (error "Data matrix is not a matrix!")) | |
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178 (setq calc-curve-nvars (- (length data) 2) |
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179 calc-curve-coefnames nil |
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180 calc-curve-varnames nil) |
40785 | 181 nil)) |
182 ((= key ?1) ; linear or multilinear | |
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183 (calc-get-fit-variables calc-curve-nvars |
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184 (1+ calc-curve-nvars) (and homog 0)) |
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185 (setq calc-curve-model |
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186 (math-mul calc-curve-coefnames |
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187 (cons 'vec (cons 1 (cdr calc-curve-varnames)))))) |
40785 | 188 ((and (>= key ?2) (<= key ?9)) ; polynomial |
189 (calc-get-fit-variables 1 (- key ?0 -1) (and homog 0)) | |
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190 (setq calc-curve-model |
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191 (math-build-polynomial-expr (cdr calc-curve-coefnames) |
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192 (nth 1 calc-curve-varnames)))) |
40785 | 193 ((= key ?i) ; exact polynomial |
194 (calc-get-fit-variables 1 (1- (length (nth 1 data))) | |
195 (and homog 0)) | |
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196 (setq calc-curve-model |
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197 (math-build-polynomial-expr (cdr calc-curve-coefnames) |
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198 (nth 1 calc-curve-varnames)))) |
40785 | 199 ((= key ?p) ; power law |
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200 (calc-get-fit-variables calc-curve-nvars |
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201 (1+ calc-curve-nvars) (and homog 1)) |
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202 (setq calc-curve-model |
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203 (math-mul |
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204 (nth 1 calc-curve-coefnames) |
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205 (calcFunc-reduce |
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206 '(var mul var-mul) |
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207 (calcFunc-map |
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208 '(var pow var-pow) |
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209 calc-curve-varnames |
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210 (cons 'vec (cdr (cdr calc-curve-coefnames)))))))) |
40785 | 211 ((= key ?^) ; exponential law |
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212 (calc-get-fit-variables calc-curve-nvars |
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213 (1+ calc-curve-nvars) (and homog 1)) |
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214 (setq calc-curve-model |
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215 (math-mul (nth 1 calc-curve-coefnames) |
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216 (calcFunc-reduce |
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217 '(var mul var-mul) |
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218 (calcFunc-map |
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219 '(var pow var-pow) |
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220 (cons 'vec (cdr (cdr calc-curve-coefnames))) |
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221 calc-curve-varnames))))) |
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222 ((= key ?s) |
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223 (setq nonlinear t) |
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224 (setq calc-curve-model t) |
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225 (require 'calc-nlfit) |
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226 (calc-fit-s-shaped-logistic-curve func)) |
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227 ((= key ?b) |
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228 (setq nonlinear t) |
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229 (setq calc-curve-model t) |
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230 (require 'calc-nlfit) |
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231 (calc-fit-bell-shaped-logistic-curve func)) |
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232 ((= key ?o) |
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233 (setq nonlinear t) |
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234 (setq calc-curve-model t) |
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235 (require 'calc-nlfit) |
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236 (if (and plot (not (stringp plot))) |
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237 (setq plot |
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238 (list 'vec |
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239 (nth 1 plot) |
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240 (cons |
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241 'vec |
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242 (mapcar* 'calcFunc-div |
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243 (cdr (nth 2 plot)) |
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244 (cdr (nth 1 plot))))))) |
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245 (calc-fit-hubbert-linear-curve func)) |
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247 (calc-get-fit-variables calc-curve-nvars |
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248 (1+ calc-curve-nvars) (and homog 1)) |
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249 (setq calc-curve-model |
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250 (math-mul (nth 1 calc-curve-coefnames) |
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251 (calcFunc-reduce |
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252 '(var mul var-mul) |
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253 (calcFunc-map |
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254 (if (eq key ?e) |
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255 '(var exp var-exp) |
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256 '(calcFunc-lambda |
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257 (var a var-a) |
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258 (^ 10 (var a var-a)))) |
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259 (calcFunc-map |
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260 '(var mul var-mul) |
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261 (cons 'vec (cdr (cdr calc-curve-coefnames))) |
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262 calc-curve-varnames)))))) |
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264 (calc-get-fit-variables calc-curve-nvars |
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265 (1+ calc-curve-nvars) (and homog 0)) |
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266 (setq calc-curve-model |
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267 (math-mul calc-curve-coefnames |
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268 (cons 'vec (cons 1 (cdr calc-curve-varnames))))) |
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269 (setq calc-curve-model (if (eq key ?x) |
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270 (list 'calcFunc-exp calc-curve-model) |
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271 (list '^ 10 calc-curve-model)))) |
40785 | 272 ((memq key '(?l ?L)) |
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273 (calc-get-fit-variables calc-curve-nvars |
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274 (1+ calc-curve-nvars) (and homog 0)) |
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275 (setq calc-curve-model |
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276 (math-mul calc-curve-coefnames |
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277 (cons 'vec |
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278 (cons 1 (cdr (calcFunc-map |
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279 (if (eq key ?l) |
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280 '(var ln var-ln) |
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281 '(var log10 |
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282 var-log10)) |
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283 calc-curve-varnames))))))) |
40785 | 284 ((= key ?q) |
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285 (calc-get-fit-variables calc-curve-nvars |
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286 (1+ (* 2 calc-curve-nvars)) (and homog 0)) |
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287 (let ((c calc-curve-coefnames) |
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288 (v calc-curve-varnames)) |
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289 (setq calc-curve-model (nth 1 c)) |
40785 | 290 (while (setq v (cdr v) c (cdr (cdr c))) |
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291 (setq calc-curve-model (math-add |
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292 calc-curve-model |
40785 | 293 (list '* |
294 (car c) | |
295 (list '^ | |
296 (list '- (car v) (nth 1 c)) | |
297 2))))))) | |
298 ((= key ?g) | |
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299 (setq |
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300 calc-curve-model |
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301 (math-read-expr |
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302 "(AFit / BFit sqrt(2 pi)) exp(-0.5 * ((XFit - CFit) / BFit)^2)") |
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303 calc-curve-varnames '(vec (var XFit var-XFit)) |
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304 calc-curve-coefnames '(vec (var AFit var-AFit) |
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305 (var BFit var-BFit) |
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306 (var CFit var-CFit))) |
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307 (calc-get-fit-variables 1 (1- (length calc-curve-coefnames)) |
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308 (and homog 1))) |
40785 | 309 ((memq key '(?\$ ?\' ?u ?U)) |
310 (let* ((defvars nil) | |
311 (record-entry nil)) | |
312 (if (eq key ?\') | |
313 (let* ((calc-dollar-values calc-arg-values) | |
314 (calc-dollar-used 0) | |
315 (calc-hashes-used 0)) | |
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316 (setq calc-curve-model |
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317 (calc-do-alg-entry "" "Model formula: " |
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318 nil 'calc-curve-fit-history)) |
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319 (if (/= (length calc-curve-model) 1) |
40785 | 320 (error "Bad format")) |
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321 (setq calc-curve-model (car calc-curve-model) |
40785 | 322 record-entry t) |
323 (if (> calc-dollar-used 0) | |
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324 (setq calc-curve-coefnames |
40785 | 325 (cons 'vec |
326 (nthcdr (- (length calc-arg-values) | |
327 calc-dollar-used) | |
328 (reverse calc-arg-values)))) | |
329 (if (> calc-hashes-used 0) | |
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330 (setq calc-curve-coefnames |
40785 | 331 (cons 'vec (calc-invent-args |
332 calc-hashes-used)))))) | |
333 (progn | |
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334 (setq calc-curve-model (cond ((eq key ?u) |
40785 | 335 (calc-var-value 'var-Model1)) |
336 ((eq key ?U) | |
337 (calc-var-value 'var-Model2)) | |
338 (t (calc-top 1)))) | |
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339 (or calc-curve-model (error "User model not yet defined")) |
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340 (if (math-vectorp calc-curve-model) |
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341 (if (and (memq (length calc-curve-model) '(3 4)) |
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342 (not (math-objvecp (nth 1 calc-curve-model))) |
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343 (math-vectorp (nth 2 calc-curve-model)) |
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344 (or (null (nth 3 calc-curve-model)) |
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345 (math-vectorp (nth 3 calc-curve-model)))) |
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346 (setq calc-curve-varnames (nth 2 calc-curve-model) |
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347 calc-curve-coefnames |
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348 (or (nth 3 calc-curve-model) |
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349 (cons 'vec |
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350 (math-all-vars-but |
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351 calc-curve-model |
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352 calc-curve-varnames))) |
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353 calc-curve-model (nth 1 calc-curve-model)) |
40785 | 354 (error "Incorrect model specifier"))))) |
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355 (or calc-curve-varnames |
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356 (let ((with-y |
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357 (eq (car-safe calc-curve-model) 'calcFunc-eq))) |
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358 (if calc-curve-coefnames |
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359 (calc-get-fit-variables |
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360 (if with-y (1+ calc-curve-nvars) calc-curve-nvars) |
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361 (1- (length calc-curve-coefnames)) |
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362 (math-all-vars-but |
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363 calc-curve-model calc-curve-coefnames) |
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364 nil with-y) |
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365 (let* ((coefs (math-all-vars-but calc-curve-model nil)) |
40785 | 366 (vars nil) |
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367 (n (- |
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368 (length coefs) |
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369 calc-curve-nvars |
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370 (if with-y 2 1))) |
40785 | 371 p) |
372 (if (< n 0) | |
373 (error "Not enough variables in model")) | |
374 (setq p (nthcdr n coefs)) | |
375 (setq vars (cdr p)) | |
376 (setcdr p nil) | |
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377 (calc-get-fit-variables |
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378 (if with-y (1+ calc-curve-nvars) calc-curve-nvars) |
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379 (length coefs) |
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380 vars coefs with-y))))) |
40785 | 381 (if record-entry |
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382 (calc-record (list 'vec calc-curve-model |
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383 calc-curve-varnames calc-curve-coefnames) |
40785 | 384 "modl")))) |
385 (t (beep)))) | |
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386 (unless nonlinear |
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387 (let ((calc-fit-to-trail t)) |
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388 (calc-enter-result n (substring (symbol-name func) 9) |
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389 (list func calc-curve-model |
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390 (if (= (length calc-curve-varnames) 2) |
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391 (nth 1 calc-curve-varnames) |
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392 calc-curve-varnames) |
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393 (if (= (length calc-curve-coefnames) 2) |
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394 (nth 1 calc-curve-coefnames) |
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395 calc-curve-coefnames) |
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396 data)) |
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397 (if (consp calc-fit-to-trail) |
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398 (calc-record (calc-normalize calc-fit-to-trail) "parm")))) |
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399 (when plot |
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400 (if (stringp plot) |
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401 (message plot) |
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402 (let ((calc-graph-no-auto-view t)) |
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403 (calc-graph-delete t) |
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404 (calc-graph-add-curve |
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405 (calc-graph-lookup (nth 1 plot)) |
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406 (calc-graph-lookup (nth 2 plot))) |
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407 (unless (math-contains-sdev-p (nth 2 data)) |
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408 (calc-graph-set-styles nil nil) |
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409 (calc-graph-point-style nil)) |
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410 (setq plot (cdr (nth 1 plot))) |
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411 (setq plot |
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412 (list 'intv |
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413 3 |
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414 (math-sub |
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415 (math-min-list (car plot) (cdr plot)) |
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416 '(float 5 -1)) |
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417 (math-add |
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418 '(float 5 -1) |
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419 (math-max-list (car plot) (cdr plot))))) |
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420 (calc-graph-add-curve (calc-graph-lookup plot) |
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421 (calc-graph-lookup (calc-top-n 1))) |
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422 (calc-graph-plot nil))))))) |
40785 | 423 |
424 (defun calc-invent-independent-variables (n &optional but) | |
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425 (calc-invent-variables n but '(x y z t) "x")) |
40785 | 426 |
427 (defun calc-invent-parameter-variables (n &optional but) | |
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428 (calc-invent-variables n but '(a b c d) "a")) |
40785 | 429 |
430 (defun calc-invent-variables (num but names base) | |
431 (let ((vars nil) | |
432 (n num) (nn 0) | |
433 var) | |
434 (while (and (> n 0) names) | |
435 (setq var (math-build-var-name (if (consp names) | |
436 (car names) | |
43488
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437 (concat base (int-to-string |
395cff3e82cd
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438 (setq nn (1+ nn))))))) |
40785 | 439 (or (math-expr-contains (cons 'vec but) var) |
440 (setq vars (cons var vars) | |
441 n (1- n))) | |
442 (or (symbolp names) (setq names (cdr names)))) | |
443 (if (= n 0) | |
444 (nreverse vars) | |
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445 (calc-invent-variables num but t base)))) |
40785 | 446 |
447 (defun calc-get-fit-variables (nv nc &optional defv defc with-y homog) | |
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448 (or (= nv (if with-y (1+ calc-curve-nvars) calc-curve-nvars)) |
40785 | 449 (error "Wrong number of data vectors for this type of model")) |
450 (if (integerp defv) | |
451 (setq homog defv | |
452 defv nil)) | |
453 (if homog | |
454 (setq nc (1- nc))) | |
455 (or defv | |
456 (setq defv (calc-invent-independent-variables nv))) | |
457 (or defc | |
458 (setq defc (calc-invent-parameter-variables nc defv))) | |
65680
ed770a0a7846
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Romain Francoise <romain@orebokech.com>
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|
459 (let ((vars (read-string (format "Fitting variables (default %s; %s): " |
40785 | 460 (mapconcat 'symbol-name |
461 (mapcar (function (lambda (v) | |
462 (nth 1 v))) | |
463 defv) | |
464 ",") | |
465 (mapconcat 'symbol-name | |
466 (mapcar (function (lambda (v) | |
467 (nth 1 v))) | |
468 defc) | |
469 ",")))) | |
470 (coefs nil)) | |
471 (setq vars (if (string-match "\\[" vars) | |
472 (math-read-expr vars) | |
473 (math-read-expr (concat "[" vars "]")))) | |
474 (if (eq (car-safe vars) 'error) | |
475 (error "Bad format in expression: %s" (nth 2 vars))) | |
476 (or (math-vectorp vars) | |
477 (error "Expected a variable or vector of variables")) | |
478 (if (equal vars '(vec)) | |
479 (setq vars (cons 'vec defv) | |
480 coefs (cons 'vec defc)) | |
481 (if (math-vectorp (nth 1 vars)) | |
482 (if (and (= (length vars) 3) | |
483 (math-vectorp (nth 2 vars))) | |
484 (setq coefs (nth 2 vars) | |
485 vars (nth 1 vars)) | |
486 (error | |
487 "Expected independent variables vector, then parameters vector")) | |
488 (setq coefs (cons 'vec defc)))) | |
489 (or (= nv (1- (length vars))) | |
490 (and (not with-y) (= (1+ nv) (1- (length vars)))) | |
491 (error "Expected %d independent variable%s" nv (if (= nv 1) "" "s"))) | |
492 (or (= nc (1- (length coefs))) | |
493 (error "Expected %d parameter variable%s" nc (if (= nc 1) "" "s"))) | |
494 (if homog | |
495 (setq coefs (cons 'vec (cons homog (cdr coefs))))) | |
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496 (if calc-curve-varnames |
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497 (setq calc-curve-model (math-multi-subst calc-curve-model (cdr calc-curve-varnames) (cdr vars)))) |
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498 (if calc-curve-coefnames |
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|
499 (setq calc-curve-model (math-multi-subst calc-curve-model (cdr calc-curve-coefnames) (cdr coefs)))) |
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|
500 (setq calc-curve-varnames vars |
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501 calc-curve-coefnames coefs))) |
40785 | 502 |
503 | |
504 | |
505 | |
506 ;;; The following algorithms are from Numerical Recipes chapter 9. | |
507 | |
508 ;;; "rtnewt" with safety kludges | |
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509 |
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510 (defvar var-DUMMY) |
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511 |
40785 | 512 (defun math-newton-root (expr deriv guess orig-guess limit) |
513 (math-working "newton" guess) | |
514 (let* ((var-DUMMY guess) | |
515 next dval) | |
516 (setq next (math-evaluate-expr expr) | |
517 dval (math-evaluate-expr deriv)) | |
518 (if (and (Math-numberp next) | |
519 (Math-numberp dval) | |
520 (not (Math-zerop dval))) | |
521 (progn | |
522 (setq next (math-sub guess (math-div next dval))) | |
523 (if (math-nearly-equal guess (setq next (math-float next))) | |
524 (progn | |
525 (setq var-DUMMY next) | |
526 (list 'vec next (math-evaluate-expr expr))) | |
527 (if (Math-lessp (math-abs-approx (math-sub next orig-guess)) | |
528 limit) | |
529 (math-newton-root expr deriv next orig-guess limit) | |
530 (math-reject-arg next "*Newton's method failed to converge")))) | |
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531 (math-reject-arg next "*Newton's method encountered a singularity")))) |
40785 | 532 |
533 ;;; Inspired by "rtsafe" | |
534 (defun math-newton-search-root (expr deriv guess vguess ostep oostep | |
535 low vlow high vhigh) | |
536 (let ((var-DUMMY guess) | |
537 (better t) | |
538 pos step next vnext) | |
539 (if guess | |
540 (math-working "newton" (list 'intv 0 low high)) | |
541 (math-working "bisect" (list 'intv 0 low high)) | |
542 (setq ostep (math-mul-float (math-sub-float high low) | |
543 '(float 5 -1)) | |
544 guess (math-add-float low ostep) | |
545 var-DUMMY guess | |
546 vguess (math-evaluate-expr expr)) | |
547 (or (Math-realp vguess) | |
548 (progn | |
549 (setq ostep (math-mul-float ostep '(float 6 -1)) | |
550 guess (math-add-float low ostep) | |
551 var-DUMMY guess | |
552 vguess (math-evaluate-expr expr)) | |
553 (or (math-realp vguess) | |
554 (progn | |
555 (setq ostep (math-mul-float ostep '(float 123456 -5)) | |
556 guess (math-add-float low ostep) | |
557 var-DUMMY guess | |
558 vguess nil)))))) | |
559 (or vguess | |
560 (setq vguess (math-evaluate-expr expr))) | |
561 (or (Math-realp vguess) | |
562 (math-reject-arg guess "*Newton's method encountered a singularity")) | |
563 (setq vguess (math-float vguess)) | |
564 (if (eq (Math-negp vlow) (setq pos (Math-posp vguess))) | |
565 (setq high guess | |
566 vhigh vguess) | |
567 (if (eq (Math-negp vhigh) pos) | |
568 (setq low guess | |
569 vlow vguess) | |
570 (setq better nil))) | |
571 (if (or (Math-zerop vguess) | |
572 (math-nearly-equal low high)) | |
573 (list 'vec guess vguess) | |
574 (setq step (math-evaluate-expr deriv)) | |
575 (if (and (Math-realp step) | |
576 (not (Math-zerop step)) | |
577 (setq step (math-div-float vguess (math-float step)) | |
578 next (math-sub-float guess step)) | |
579 (not (math-lessp-float high next)) | |
580 (not (math-lessp-float next low))) | |
581 (progn | |
582 (setq var-DUMMY next | |
583 vnext (math-evaluate-expr expr)) | |
584 (if (or (Math-zerop vnext) | |
585 (math-nearly-equal next guess)) | |
586 (list 'vec next vnext) | |
587 (if (and better | |
588 (math-lessp-float (math-abs (or oostep | |
589 (math-sub-float | |
590 high low))) | |
591 (math-abs | |
592 (math-mul-float '(float 2 0) | |
593 step)))) | |
594 (math-newton-search-root expr deriv nil nil nil ostep | |
595 low vlow high vhigh) | |
596 (math-newton-search-root expr deriv next vnext step ostep | |
597 low vlow high vhigh)))) | |
598 (if (or (and (Math-posp vlow) (Math-posp vhigh)) | |
599 (and (Math-negp vlow) (Math-negp vhigh))) | |
600 (math-search-root expr deriv low vlow high vhigh) | |
601 (math-newton-search-root expr deriv nil nil nil ostep | |
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602 low vlow high vhigh)))))) |
40785 | 603 |
604 ;;; Search for a root in an interval with no overt zero crossing. | |
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605 |
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606 ;; The variable math-root-widen is local to math-find-root, but |
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607 ;; is used by math-search-root, which is called (directly and |
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608 ;; indirectly) by math-find-root. |
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609 (defvar math-root-widen) |
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610 |
40785 | 611 (defun math-search-root (expr deriv low vlow high vhigh) |
612 (let (found) | |
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613 (if math-root-widen |
40785 | 614 (let ((iters 0) |
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615 (iterlim (if (eq math-root-widen 'point) |
40785 | 616 (+ calc-internal-prec 10) |
617 20)) | |
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618 (factor (if (eq math-root-widen 'point) |
40785 | 619 '(float 9 0) |
620 '(float 16 -1))) | |
621 (prev nil) vprev waslow | |
622 diff) | |
623 (while (or (and (math-posp vlow) (math-posp vhigh)) | |
624 (and (math-negp vlow) (math-negp vhigh))) | |
625 (math-working "widen" (list 'intv 0 low high)) | |
626 (if (> (setq iters (1+ iters)) iterlim) | |
627 (math-reject-arg (list 'intv 0 low high) | |
628 "*Unable to bracket root")) | |
629 (if (= iters calc-internal-prec) | |
630 (setq factor '(float 16 -1))) | |
631 (setq diff (math-mul-float (math-sub-float high low) factor)) | |
632 (if (Math-zerop diff) | |
633 (setq high (calcFunc-incr high 10)) | |
634 (if (math-lessp-float (math-abs vlow) (math-abs vhigh)) | |
635 (setq waslow t | |
636 prev low | |
637 low (math-sub low diff) | |
638 var-DUMMY low | |
639 vprev vlow | |
640 vlow (math-evaluate-expr expr)) | |
641 (setq waslow nil | |
642 prev high | |
643 high (math-add high diff) | |
644 var-DUMMY high | |
645 vprev vhigh | |
646 vhigh (math-evaluate-expr expr))))) | |
647 (if prev | |
648 (if waslow | |
649 (setq high prev vhigh vprev) | |
650 (setq low prev vlow vprev))) | |
651 (setq found t)) | |
652 (or (Math-realp vlow) | |
653 (math-reject-arg vlow 'realp)) | |
654 (or (Math-realp vhigh) | |
655 (math-reject-arg vhigh 'realp)) | |
656 (let ((xvals (list low high)) | |
657 (yvals (list vlow vhigh)) | |
658 (pos (Math-posp vlow)) | |
659 (levels 0) | |
660 (step (math-sub-float high low)) | |
661 xp yp var-DUMMY) | |
662 (while (and (<= (setq levels (1+ levels)) 5) | |
663 (not found)) | |
664 (setq xp xvals | |
665 yp yvals | |
666 step (math-mul-float step '(float 497 -3))) | |
667 (while (and (cdr xp) (not found)) | |
668 (if (Math-realp (car yp)) | |
669 (setq low (car xp) | |
670 vlow (car yp))) | |
671 (setq high (math-add-float (car xp) step) | |
672 var-DUMMY high | |
673 vhigh (math-evaluate-expr expr)) | |
674 (math-working "search" high) | |
675 (if (and (Math-realp vhigh) | |
676 (eq (math-negp vhigh) pos)) | |
677 (setq found t) | |
678 (setcdr xp (cons high (cdr xp))) | |
679 (setcdr yp (cons vhigh (cdr yp))) | |
680 (setq xp (cdr (cdr xp)) | |
681 yp (cdr (cdr yp)))))))) | |
682 (if found | |
683 (if (Math-zerop vhigh) | |
684 (list 'vec high vhigh) | |
685 (if (Math-zerop vlow) | |
686 (list 'vec low vlow) | |
687 (if deriv | |
688 (math-newton-search-root expr deriv nil nil nil nil | |
689 low vlow high vhigh) | |
690 (math-bisect-root expr low vlow high vhigh)))) | |
691 (math-reject-arg (list 'intv 3 low high) | |
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692 "*Unable to find a sign change in this interval")))) |
40785 | 693 |
694 ;;; "rtbis" (but we should be using Brent's method) | |
695 (defun math-bisect-root (expr low vlow high vhigh) | |
696 (let ((step (math-sub-float high low)) | |
697 (pos (Math-posp vhigh)) | |
698 var-DUMMY | |
699 mid vmid) | |
700 (while (not (or (math-nearly-equal low | |
701 (setq step (math-mul-float | |
702 step '(float 5 -1)) | |
703 mid (math-add-float low step))) | |
704 (progn | |
705 (setq var-DUMMY mid | |
706 vmid (math-evaluate-expr expr)) | |
707 (Math-zerop vmid)))) | |
708 (math-working "bisect" mid) | |
709 (if (eq (Math-posp vmid) pos) | |
710 (setq high mid | |
711 vhigh vmid) | |
712 (setq low mid | |
713 vlow vmid))) | |
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714 (list 'vec mid vmid))) |
40785 | 715 |
716 ;;; "mnewt" | |
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717 |
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718 (defvar math-root-vars [(var DUMMY var-DUMMY)]) |
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719 |
40785 | 720 (defun math-newton-multi (expr jacob n guess orig-guess limit) |
721 (let ((m -1) | |
722 (p guess) | |
723 p2 expr-val jacob-val next) | |
724 (while (< (setq p (cdr p) m (1+ m)) n) | |
725 (set (nth 2 (aref math-root-vars m)) (car p))) | |
726 (setq expr-val (math-evaluate-expr expr) | |
727 jacob-val (math-evaluate-expr jacob)) | |
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728 (unless (and (math-constp expr-val) |
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729 (math-constp jacob-val)) |
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730 (math-reject-arg guess "*Newton's method encountered a singularity")) |
40785 | 731 (setq next (math-add guess (math-div (math-float (math-neg expr-val)) |
732 (math-float jacob-val))) | |
733 p guess p2 next) | |
734 (math-working "newton" next) | |
735 (while (and (setq p (cdr p) p2 (cdr p2)) | |
736 (math-nearly-equal (car p) (car p2)))) | |
737 (if p | |
738 (if (Math-lessp (math-abs-approx (math-sub next orig-guess)) | |
739 limit) | |
740 (math-newton-multi expr jacob n next orig-guess limit) | |
741 (math-reject-arg nil "*Newton's method failed to converge")) | |
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742 (list 'vec next expr-val)))) |
40785 | 743 |
744 | |
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745 (defun math-find-root (expr var guess math-root-widen) |
40785 | 746 (if (eq (car-safe expr) 'vec) |
747 (let ((n (1- (length expr))) | |
748 (calc-symbolic-mode nil) | |
749 (var-DUMMY nil) | |
750 (jacob (list 'vec)) | |
751 p p2 m row) | |
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752 (unless (eq (car-safe var) 'vec) |
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753 (math-reject-arg var 'vectorp)) |
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754 (unless (= (length var) (1+ n)) |
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755 (math-dimension-error)) |
40785 | 756 (setq expr (copy-sequence expr)) |
757 (while (>= n (length math-root-vars)) | |
758 (let ((symb (intern (concat "math-root-v" | |
759 (int-to-string | |
760 (length math-root-vars)))))) | |
761 (setq math-root-vars (vconcat math-root-vars | |
762 (vector (list 'var symb symb)))))) | |
763 (setq m -1) | |
764 (while (< (setq m (1+ m)) n) | |
765 (set (nth 2 (aref math-root-vars m)) nil)) | |
766 (setq m -1 p var) | |
767 (while (setq m (1+ m) p (cdr p)) | |
768 (or (eq (car-safe (car p)) 'var) | |
769 (math-reject-arg var "*Expected a variable")) | |
770 (setq p2 expr) | |
771 (while (setq p2 (cdr p2)) | |
772 (setcar p2 (math-expr-subst (car p2) (car p) | |
773 (aref math-root-vars m))))) | |
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774 (unless (eq (car-safe guess) 'vec) |
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775 (math-reject-arg guess 'vectorp)) |
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776 (unless (= (length guess) (1+ n)) |
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777 (math-dimension-error)) |
40785 | 778 (setq guess (copy-sequence guess) |
779 p guess) | |
780 (while (setq p (cdr p)) | |
781 (or (Math-numberp (car guess)) | |
782 (math-reject-arg guess 'numberp)) | |
783 (setcar p (math-float (car p)))) | |
784 (setq p expr) | |
785 (while (setq p (cdr p)) | |
786 (if (assq (car-safe (car p)) calc-tweak-eqn-table) | |
787 (setcar p (math-sub (nth 1 (car p)) (nth 2 (car p))))) | |
788 (setcar p (math-evaluate-expr (car p))) | |
789 (setq row (list 'vec) | |
790 m -1) | |
791 (while (< (setq m (1+ m)) n) | |
792 (nconc row (list (math-evaluate-expr | |
793 (or (calcFunc-deriv (car p) | |
794 (aref math-root-vars m) | |
795 nil t) | |
796 (math-reject-arg | |
797 expr | |
798 "*Formulas must be differentiable")))))) | |
799 (nconc jacob (list row))) | |
800 (setq m (math-abs-approx guess)) | |
801 (math-newton-multi expr jacob n guess guess | |
802 (if (math-zerop m) '(float 1 3) (math-mul m 10)))) | |
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803 (unless (eq (car-safe var) 'var) |
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804 (math-reject-arg var "*Expected a variable")) |
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805 (unless (math-expr-contains expr var) |
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806 (math-reject-arg expr "*Formula does not contain specified variable")) |
40785 | 807 (if (assq (car expr) calc-tweak-eqn-table) |
808 (setq expr (math-sub (nth 1 expr) (nth 2 expr)))) | |
809 (math-with-extra-prec 2 | |
810 (setq expr (math-expr-subst expr var '(var DUMMY var-DUMMY))) | |
811 (let* ((calc-symbolic-mode nil) | |
812 (var-DUMMY nil) | |
813 (expr (math-evaluate-expr expr)) | |
814 (deriv (calcFunc-deriv expr '(var DUMMY var-DUMMY) nil t)) | |
815 low high vlow vhigh) | |
816 (and deriv (setq deriv (math-evaluate-expr deriv))) | |
817 (setq guess (math-float guess)) | |
818 (if (and (math-numberp guess) | |
819 deriv) | |
820 (math-newton-root expr deriv guess guess | |
821 (if (math-zerop guess) '(float 1 6) | |
822 (math-mul (math-abs-approx guess) 100))) | |
823 (if (Math-realp guess) | |
824 (setq low guess | |
825 high guess | |
826 var-DUMMY guess | |
827 vlow (math-evaluate-expr expr) | |
828 vhigh vlow | |
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829 math-root-widen 'point) |
40785 | 830 (if (eq (car guess) 'intv) |
831 (progn | |
832 (or (math-constp guess) (math-reject-arg guess 'constp)) | |
833 (setq low (nth 2 guess) | |
834 high (nth 3 guess)) | |
835 (if (memq (nth 1 guess) '(0 1)) | |
836 (setq low (calcFunc-incr low 1 high))) | |
837 (if (memq (nth 1 guess) '(0 2)) | |
838 (setq high (calcFunc-incr high -1 low))) | |
839 (setq var-DUMMY low | |
840 vlow (math-evaluate-expr expr) | |
841 var-DUMMY high | |
842 vhigh (math-evaluate-expr expr))) | |
843 (if (math-complexp guess) | |
844 (math-reject-arg "*Complex root finder must have derivative") | |
845 (math-reject-arg guess 'realp)))) | |
846 (if (Math-zerop vlow) | |
847 (list 'vec low vlow) | |
848 (if (Math-zerop vhigh) | |
849 (list 'vec high vhigh) | |
850 (if (and deriv (Math-numberp vlow) (Math-numberp vhigh)) | |
851 (math-newton-search-root expr deriv nil nil nil nil | |
852 low vlow high vhigh) | |
853 (if (or (and (Math-posp vlow) (Math-posp vhigh)) | |
854 (and (Math-negp vlow) (Math-negp vhigh)) | |
855 (not (Math-numberp vlow)) | |
856 (not (Math-numberp vhigh))) | |
857 (math-search-root expr deriv low vlow high vhigh) | |
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858 (math-bisect-root expr low vlow high vhigh)))))))))) |
40785 | 859 |
860 (defun calcFunc-root (expr var guess) | |
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861 (math-find-root expr var guess nil)) |
40785 | 862 |
863 (defun calcFunc-wroot (expr var guess) | |
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864 (math-find-root expr var guess t)) |
40785 | 865 |
866 | |
867 | |
868 | |
869 ;;; The following algorithms come from Numerical Recipes, chapter 10. | |
870 | |
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871 (defvar math-min-vars [(var DUMMY var-DUMMY)]) |
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872 |
40785 | 873 (defun math-min-eval (expr a) |
874 (if (Math-vectorp a) | |
875 (let ((m -1)) | |
876 (while (setq m (1+ m) a (cdr a)) | |
877 (set (nth 2 (aref math-min-vars m)) (car a)))) | |
878 (setq var-DUMMY a)) | |
879 (setq a (math-evaluate-expr expr)) | |
880 (if (Math-ratp a) | |
881 (math-float a) | |
882 (if (eq (car a) 'float) | |
883 a | |
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884 (math-reject-arg a 'realp)))) |
40785 | 885 |
41271
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886 (defvar math-min-or-max "minimum") |
40785 | 887 |
888 ;;; A bracket for a minimum is a < b < c where f(b) < f(a) and f(b) < f(c). | |
889 | |
890 ;;; "mnbrak" | |
891 (defun math-widen-min (expr a b) | |
892 (let ((done nil) | |
893 (iters 30) | |
894 incr c va vb vc u vu r q ulim bc ba qr) | |
895 (or b (setq b (math-mul a '(float 101 -2)))) | |
896 (setq va (math-min-eval expr a) | |
897 vb (math-min-eval expr b)) | |
898 (if (math-lessp-float va vb) | |
899 (setq u a a b b u | |
900 vu va va vb vb vu)) | |
901 (setq c (math-add-float b (math-mul-float '(float 161803 -5) | |
902 (math-sub-float b a))) | |
903 vc (math-min-eval expr c)) | |
904 (while (and (not done) (math-lessp-float vc vb)) | |
905 (math-working "widen" (list 'intv 0 a c)) | |
906 (if (= (setq iters (1- iters)) 0) | |
907 (math-reject-arg nil (format "*Unable to find a %s near the interval" | |
908 math-min-or-max))) | |
909 (setq bc (math-sub-float b c) | |
910 ba (math-sub-float b a) | |
911 r (math-mul-float ba (math-sub-float vb vc)) | |
912 q (math-mul-float bc (math-sub-float vb va)) | |
913 qr (math-sub-float q r)) | |
914 (if (math-lessp-float (math-abs qr) '(float 1 -20)) | |
915 (setq qr (if (math-negp qr) '(float -1 -20) '(float 1 -20)))) | |
916 (setq u (math-sub-float | |
917 b | |
918 (math-div-float (math-sub-float (math-mul-float bc q) | |
919 (math-mul-float ba r)) | |
920 (math-mul-float '(float 2 0) qr))) | |
921 ulim (math-add-float b (math-mul-float '(float -1 2) bc)) | |
922 incr (math-negp bc)) | |
923 (if (if incr (math-lessp-float b u) (math-lessp-float u b)) | |
924 (if (if incr (math-lessp-float u c) (math-lessp-float c u)) | |
925 (if (math-lessp-float (setq vu (math-min-eval expr u)) vc) | |
926 (setq a b va vb | |
927 b u vb vu | |
928 done t) | |
929 (if (math-lessp-float vb vu) | |
930 (setq c u vc vu | |
931 done t) | |
932 (setq u (math-add-float c (math-mul-float '(float -161803 -5) | |
933 bc)) | |
934 vu (math-min-eval expr u)))) | |
935 (if (if incr (math-lessp-float u ulim) (math-lessp-float ulim u)) | |
936 (if (math-lessp-float (setq vu (math-min-eval expr u)) vc) | |
937 (setq b c vb vc | |
938 c u vc vu | |
939 u (math-add-float c (math-mul-float | |
940 '(float -161803 -5) | |
941 (math-sub-float b c))) | |
942 vu (math-min-eval expr u))) | |
943 (setq u ulim | |
944 vu (math-min-eval expr u)))) | |
945 (setq u (math-add-float c (math-mul-float '(float -161803 -5) | |
946 bc)) | |
947 vu (math-min-eval expr u))) | |
948 (setq a b va vb | |
949 b c vb vc | |
950 c u vc vu)) | |
951 (if (math-lessp-float a c) | |
952 (list a va b vb c vc) | |
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953 (list c vc b vb a va)))) |
40785 | 954 |
955 (defun math-narrow-min (expr a c intv) | |
956 (let ((xvals (list a c)) | |
957 (yvals (list (math-min-eval expr a) | |
958 (math-min-eval expr c))) | |
959 (levels 0) | |
960 (step (math-sub-float c a)) | |
961 (found nil) | |
962 xp yp b) | |
963 (while (and (<= (setq levels (1+ levels)) 5) | |
964 (not found)) | |
965 (setq xp xvals | |
966 yp yvals | |
967 step (math-mul-float step '(float 497 -3))) | |
968 (while (and (cdr xp) (not found)) | |
969 (setq b (math-add-float (car xp) step)) | |
970 (math-working "search" b) | |
971 (setcdr xp (cons b (cdr xp))) | |
972 (setcdr yp (cons (math-min-eval expr b) (cdr yp))) | |
973 (if (and (math-lessp-float (nth 1 yp) (car yp)) | |
974 (math-lessp-float (nth 1 yp) (nth 2 yp))) | |
975 (setq found t) | |
976 (setq xp (cdr xp) | |
977 yp (cdr yp)) | |
978 (if (and (cdr (cdr yp)) | |
979 (math-lessp-float (nth 1 yp) (car yp)) | |
980 (math-lessp-float (nth 1 yp) (nth 2 yp))) | |
981 (setq found t) | |
982 (setq xp (cdr xp) | |
983 yp (cdr yp)))))) | |
984 (if found | |
985 (list (car xp) (car yp) | |
986 (nth 1 xp) (nth 1 yp) | |
987 (nth 2 xp) (nth 2 yp)) | |
988 (or (if (math-lessp-float (car yvals) (nth 1 yvals)) | |
989 (and (memq (nth 1 intv) '(2 3)) | |
990 (let ((min (car yvals))) | |
991 (while (and (setq yvals (cdr yvals)) | |
992 (math-lessp-float min (car yvals)))) | |
993 (and (not yvals) | |
994 (list (nth 2 intv) min)))) | |
995 (and (memq (nth 1 intv) '(1 3)) | |
996 (setq yvals (nreverse yvals)) | |
997 (let ((min (car yvals))) | |
998 (while (and (setq yvals (cdr yvals)) | |
999 (math-lessp-float min (car yvals)))) | |
1000 (and (not yvals) | |
1001 (list (nth 3 intv) min))))) | |
1002 (math-reject-arg nil (format "*Unable to find a %s in the interval" | |
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1003 math-min-or-max)))))) |
40785 | 1004 |
1005 ;;; "brent" | |
1006 (defun math-brent-min (expr prec a va x vx b vb) | |
1007 (let ((iters (+ 20 (* 5 prec))) | |
1008 (w x) | |
1009 (vw vx) | |
1010 (v x) | |
1011 (vv vx) | |
1012 (tol (list 'float 1 (- -1 prec))) | |
1013 (zeps (list 'float 1 (- -5 prec))) | |
1014 (e '(float 0 0)) | |
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|
1015 d u vu xm tol1 tol2 etemp p q r xv xw) |
40785 | 1016 (while (progn |
1017 (setq xm (math-mul-float '(float 5 -1) | |
1018 (math-add-float a b)) | |
1019 tol1 (math-add-float | |
1020 zeps | |
1021 (math-mul-float tol (math-abs x))) | |
1022 tol2 (math-mul-float tol1 '(float 2 0))) | |
1023 (math-lessp-float (math-sub-float tol2 | |
1024 (math-mul-float | |
1025 '(float 5 -1) | |
1026 (math-sub-float b a))) | |
1027 (math-abs (math-sub-float x xm)))) | |
1028 (if (= (setq iters (1- iters)) 0) | |
1029 (math-reject-arg nil (format "*Unable to converge on a %s" | |
1030 math-min-or-max))) | |
1031 (math-working "brent" x) | |
1032 (if (math-lessp-float (math-abs e) tol1) | |
1033 (setq e (if (math-lessp-float x xm) | |
1034 (math-sub-float b x) | |
1035 (math-sub-float a x)) | |
1036 d (math-mul-float '(float 381966 -6) e)) | |
1037 (setq xw (math-sub-float x w) | |
1038 r (math-mul-float xw (math-sub-float vx vv)) | |
1039 xv (math-sub-float x v) | |
1040 q (math-mul-float xv (math-sub-float vx vw)) | |
1041 p (math-sub-float (math-mul-float xv q) | |
1042 (math-mul-float xw r)) | |
1043 q (math-mul-float '(float 2 0) (math-sub-float q r))) | |
1044 (if (math-posp q) | |
1045 (setq p (math-neg-float p)) | |
1046 (setq q (math-neg-float q))) | |
1047 (setq etemp e | |
1048 e d) | |
1049 (if (and (math-lessp-float (math-abs p) | |
1050 (math-abs (math-mul-float | |
1051 '(float 5 -1) | |
1052 (math-mul-float q etemp)))) | |
1053 (math-lessp-float (math-mul-float | |
1054 q (math-sub-float a x)) p) | |
1055 (math-lessp-float p (math-mul-float | |
1056 q (math-sub-float b x)))) | |
1057 (progn | |
1058 (setq d (math-div-float p q) | |
1059 u (math-add-float x d)) | |
1060 (if (or (math-lessp-float (math-sub-float u a) tol2) | |
1061 (math-lessp-float (math-sub-float b u) tol2)) | |
1062 (setq d (if (math-lessp-float xm x) | |
1063 (math-neg-float tol1) | |
1064 tol1)))) | |
1065 (setq e (if (math-lessp-float x xm) | |
1066 (math-sub-float b x) | |
1067 (math-sub-float a x)) | |
1068 d (math-mul-float '(float 381966 -6) e)))) | |
1069 (setq u (math-add-float x | |
1070 (if (math-lessp-float (math-abs d) tol1) | |
1071 (if (math-negp d) | |
1072 (math-neg-float tol1) | |
1073 tol1) | |
1074 d)) | |
1075 vu (math-min-eval expr u)) | |
1076 (if (math-lessp-float vx vu) | |
1077 (progn | |
1078 (if (math-lessp-float u x) | |
1079 (setq a u) | |
1080 (setq b u)) | |
1081 (if (or (equal w x) | |
1082 (not (math-lessp-float vw vu))) | |
1083 (setq v w vv vw | |
1084 w u vw vu) | |
1085 (if (or (equal v x) | |
1086 (equal v w) | |
1087 (not (math-lessp-float vv vu))) | |
1088 (setq v u vv vu)))) | |
1089 (if (math-lessp-float u x) | |
1090 (setq b x) | |
1091 (setq a x)) | |
1092 (setq v w vv vw | |
1093 w x vw vx | |
1094 x u vx vu))) | |
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1095 (list 'vec x vx))) |
40785 | 1096 |
1097 ;;; "powell" | |
1098 (defun math-powell-min (expr n guesses prec) | |
1099 (let* ((f1dim (math-line-min-func expr n)) | |
1100 (xi (calcFunc-idn 1 n)) | |
1101 (p (cons 'vec (mapcar 'car guesses))) | |
1102 (pt p) | |
1103 (ftol (list 'float 1 (- prec))) | |
1104 (fret (math-min-eval expr p)) | |
1105 fp ptt fptt xit i ibig del diff res) | |
1106 (while (progn | |
1107 (setq fp fret | |
1108 ibig 0 | |
1109 del '(float 0 0) | |
1110 i 0) | |
1111 (while (<= (setq i (1+ i)) n) | |
1112 (setq fptt fret | |
1113 res (math-line-min f1dim p | |
1114 (math-mat-col xi i) | |
1115 n prec) | |
1116 p (let ((calc-internal-prec prec)) | |
1117 (math-normalize (car res))) | |
1118 fret (nth 2 res) | |
1119 diff (math-abs (math-sub-float fptt fret))) | |
1120 (if (math-lessp-float del diff) | |
1121 (setq del diff | |
1122 ibig i))) | |
1123 (math-lessp-float | |
1124 (math-mul-float ftol | |
1125 (math-add-float (math-abs fp) | |
1126 (math-abs fret))) | |
1127 (math-mul-float '(float 2 0) | |
1128 (math-abs (math-sub-float fp | |
1129 fret))))) | |
1130 (setq ptt (math-sub (math-mul '(float 2 0) p) pt) | |
1131 xit (math-sub p pt) | |
1132 pt p | |
1133 fptt (math-min-eval expr ptt)) | |
1134 (if (and (math-lessp-float fptt fp) | |
1135 (math-lessp-float | |
1136 (math-mul-float | |
1137 (math-mul-float '(float 2 0) | |
1138 (math-add-float | |
1139 (math-sub-float fp | |
1140 (math-mul-float '(float 2 0) | |
1141 fret)) | |
1142 fptt)) | |
1143 (math-sqr-float (math-sub-float | |
1144 (math-sub-float fp fret) del))) | |
1145 (math-mul-float del | |
1146 (math-sqr-float (math-sub-float fp fptt))))) | |
1147 (progn | |
1148 (setq res (math-line-min f1dim p xit n prec) | |
1149 p (car res) | |
1150 fret (nth 2 res) | |
1151 i 0) | |
1152 (while (<= (setq i (1+ i)) n) | |
1153 (setcar (nthcdr ibig (nth i xi)) | |
1154 (nth i (nth 1 res))))))) | |
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1155 (list 'vec p fret))) |
40785 | 1156 |
1157 (defun math-line-min-func (expr n) | |
1158 (let ((m -1)) | |
1159 (while (< (setq m (1+ m)) n) | |
1160 (set (nth 2 (aref math-min-vars m)) | |
1161 (list '+ | |
1162 (list '* | |
1163 '(var DUMMY var-DUMMY) | |
1164 (list 'calcFunc-mrow '(var line-xi line-xi) (1+ m))) | |
1165 (list 'calcFunc-mrow '(var line-p line-p) (1+ m))))) | |
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|
1166 (math-evaluate-expr expr))) |
40785 | 1167 |
1168 (defun math-line-min (f1dim line-p line-xi n prec) | |
1169 (let* ((var-DUMMY nil) | |
1170 (expr (math-evaluate-expr f1dim)) | |
1171 (params (math-widen-min expr '(float 0 0) '(float 1 0))) | |
1172 (res (apply 'math-brent-min expr prec params)) | |
1173 (xi (math-mul (nth 1 res) line-xi))) | |
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1174 (list (math-add line-p xi) xi (nth 2 res)))) |
40785 | 1175 |
1176 | |
1177 (defun math-find-minimum (expr var guess min-widen) | |
1178 (let* ((calc-symbolic-mode nil) | |
1179 (n 0) | |
1180 (var-DUMMY nil) | |
1181 (isvec (math-vectorp var)) | |
1182 g guesses) | |
1183 (or (math-vectorp var) | |
1184 (setq var (list 'vec var))) | |
1185 (or (math-vectorp guess) | |
1186 (setq guess (list 'vec guess))) | |
1187 (or (= (length var) (length guess)) | |
1188 (math-dimension-error)) | |
1189 (while (setq var (cdr var) guess (cdr guess)) | |
1190 (or (eq (car-safe (car var)) 'var) | |
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1191 (math-reject-arg (car var) "*Expected a variable")) |
40785 | 1192 (or (math-expr-contains expr (car var)) |
1193 (math-reject-arg (car var) | |
1194 "*Formula does not contain specified variable")) | |
1195 (while (>= (1+ n) (length math-min-vars)) | |
1196 (let ((symb (intern (concat "math-min-v" | |
1197 (int-to-string | |
1198 (length math-min-vars)))))) | |
1199 (setq math-min-vars (vconcat math-min-vars | |
1200 (vector (list 'var symb symb)))))) | |
1201 (set (nth 2 (aref math-min-vars n)) nil) | |
1202 (set (nth 2 (aref math-min-vars (1+ n))) nil) | |
1203 (if (math-complexp (car guess)) | |
1204 (setq expr (math-expr-subst expr | |
1205 (car var) | |
1206 (list '+ (aref math-min-vars n) | |
1207 (list '* | |
1208 (aref math-min-vars (1+ n)) | |
1209 '(cplx 0 1)))) | |
1210 guesses (let ((g (math-float (math-complex (car guess))))) | |
1211 (cons (list (nth 2 g) nil nil) | |
1212 (cons (list (nth 1 g) nil nil t) | |
1213 guesses))) | |
1214 n (+ n 2)) | |
1215 (setq expr (math-expr-subst expr | |
1216 (car var) | |
1217 (aref math-min-vars n)) | |
1218 guesses (cons (if (math-realp (car guess)) | |
1219 (list (math-float (car guess)) nil nil) | |
1220 (if (and (eq (car-safe (car guess)) 'intv) | |
1221 (math-constp (car guess))) | |
1222 (list (math-mul | |
1223 (math-add (nth 2 (car guess)) | |
1224 (nth 3 (car guess))) | |
1225 '(float 5 -1)) | |
1226 (math-float (nth 2 (car guess))) | |
1227 (math-float (nth 3 (car guess))) | |
1228 (car guess)) | |
1229 (math-reject-arg (car guess) 'realp))) | |
1230 guesses) | |
1231 n (1+ n)))) | |
1232 (setq guesses (nreverse guesses) | |
1233 expr (math-evaluate-expr expr)) | |
1234 (if (= n 1) | |
1235 (let* ((params (if (nth 1 (car guesses)) | |
1236 (if min-widen | |
1237 (math-widen-min expr | |
1238 (nth 1 (car guesses)) | |
1239 (nth 2 (car guesses))) | |
1240 (math-narrow-min expr | |
1241 (nth 1 (car guesses)) | |
1242 (nth 2 (car guesses)) | |
1243 (nth 3 (car guesses)))) | |
1244 (math-widen-min expr | |
1245 (car (car guesses)) | |
1246 nil))) | |
1247 (prec calc-internal-prec) | |
1248 (res (if (cdr (cdr params)) | |
1249 (math-with-extra-prec (+ calc-internal-prec 2) | |
1250 (apply 'math-brent-min expr prec params)) | |
1251 (cons 'vec params)))) | |
1252 (if isvec | |
1253 (list 'vec (list 'vec (nth 1 res)) (nth 2 res)) | |
1254 res)) | |
1255 (let* ((prec calc-internal-prec) | |
1256 (res (math-with-extra-prec (+ calc-internal-prec 2) | |
1257 (math-powell-min expr n guesses prec))) | |
1258 (p (nth 1 res)) | |
1259 (vec (list 'vec))) | |
1260 (while (setq p (cdr p)) | |
1261 (if (nth 3 (car guesses)) | |
1262 (progn | |
1263 (nconc vec (list (math-normalize | |
1264 (list 'cplx (car p) (nth 1 p))))) | |
1265 (setq p (cdr p) | |
1266 guesses (cdr guesses))) | |
1267 (nconc vec (list (car p)))) | |
1268 (setq guesses (cdr guesses))) | |
1269 (if isvec | |
1270 (list 'vec vec (nth 2 res)) | |
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1271 (list 'vec (nth 1 vec) (nth 2 res))))))) |
40785 | 1272 |
1273 (defun calcFunc-minimize (expr var guess) | |
1274 (let ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
1275 (math-min-or-max "minimum")) | |
1276 (math-find-minimum (math-normalize expr) | |
1277 (math-normalize var) | |
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|
1278 (math-normalize guess) nil))) |
40785 | 1279 |
1280 (defun calcFunc-wminimize (expr var guess) | |
1281 (let ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
1282 (math-min-or-max "minimum")) | |
1283 (math-find-minimum (math-normalize expr) | |
1284 (math-normalize var) | |
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|
1285 (math-normalize guess) t))) |
40785 | 1286 |
1287 (defun calcFunc-maximize (expr var guess) | |
1288 (let* ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
1289 (math-min-or-max "maximum") | |
1290 (res (math-find-minimum (math-normalize (math-neg expr)) | |
1291 (math-normalize var) | |
1292 (math-normalize guess) nil))) | |
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|
1293 (list 'vec (nth 1 res) (math-neg (nth 2 res))))) |
40785 | 1294 |
1295 (defun calcFunc-wmaximize (expr var guess) | |
1296 (let* ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
1297 (math-min-or-max "maximum") | |
1298 (res (math-find-minimum (math-normalize (math-neg expr)) | |
1299 (math-normalize var) | |
1300 (math-normalize guess) t))) | |
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1301 (list 'vec (nth 1 res) (math-neg (nth 2 res))))) |
40785 | 1302 |
1303 | |
1304 | |
1305 | |
1306 ;;; The following algorithms come from Numerical Recipes, chapter 3. | |
1307 | |
1308 (defun calcFunc-polint (data x) | |
1309 (or (math-matrixp data) (math-reject-arg data 'matrixp)) | |
1310 (or (= (length data) 3) | |
1311 (math-reject-arg data "*Wrong number of data rows")) | |
1312 (or (> (length (nth 1 data)) 2) | |
1313 (math-reject-arg data "*Too few data points")) | |
1314 (if (and (math-vectorp x) (or (math-constp x) math-expand-formulas)) | |
1315 (cons 'vec (mapcar (function (lambda (x) (calcFunc-polint data x))) | |
1316 (cdr x))) | |
1317 (or (math-objectp x) math-expand-formulas (math-reject-arg x 'objectp)) | |
1318 (math-with-extra-prec 2 | |
1319 (cons 'vec (math-poly-interp (cdr (nth 1 data)) (cdr (nth 2 data)) x | |
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1320 nil))))) |
40785 | 1321 (put 'calcFunc-polint 'math-expandable t) |
1322 | |
1323 | |
1324 (defun calcFunc-ratint (data x) | |
1325 (or (math-matrixp data) (math-reject-arg data 'matrixp)) | |
1326 (or (= (length data) 3) | |
1327 (math-reject-arg data "*Wrong number of data rows")) | |
1328 (or (> (length (nth 1 data)) 2) | |
1329 (math-reject-arg data "*Too few data points")) | |
1330 (if (and (math-vectorp x) (or (math-constp x) math-expand-formulas)) | |
1331 (cons 'vec (mapcar (function (lambda (x) (calcFunc-ratint data x))) | |
1332 (cdr x))) | |
1333 (or (math-objectp x) math-expand-formulas (math-reject-arg x 'objectp)) | |
1334 (math-with-extra-prec 2 | |
1335 (cons 'vec (math-poly-interp (cdr (nth 1 data)) (cdr (nth 2 data)) x | |
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1336 (cdr (cdr (cdr (nth 1 data))))))))) |
40785 | 1337 (put 'calcFunc-ratint 'math-expandable t) |
1338 | |
1339 | |
1340 (defun math-poly-interp (xa ya x ratp) | |
1341 (let ((n (length xa)) | |
1342 (dif nil) | |
1343 (ns nil) | |
1344 (xax nil) | |
1345 (c (copy-sequence ya)) | |
1346 (d (copy-sequence ya)) | |
1347 (i 0) | |
1348 (m 0) | |
1349 y dy (xp xa) xpm cp dp temp) | |
1350 (while (<= (setq i (1+ i)) n) | |
1351 (setq xax (cons (math-sub (car xp) x) xax) | |
1352 xp (cdr xp) | |
1353 temp (math-abs (car xax))) | |
1354 (if (or (null dif) (math-lessp temp dif)) | |
1355 (setq dif temp | |
1356 ns i))) | |
1357 (setq xax (nreverse xax) | |
1358 ns (1- ns) | |
1359 y (nth ns ya)) | |
1360 (if (math-zerop dif) | |
1361 (list y 0) | |
1362 (while (< (setq m (1+ m)) n) | |
1363 (setq i 0 | |
1364 xp xax | |
1365 xpm (nthcdr m xax) | |
1366 cp c | |
1367 dp d) | |
1368 (while (<= (setq i (1+ i)) (- n m)) | |
1369 (if ratp | |
1370 (let ((t2 (math-div (math-mul (car xp) (car dp)) (car xpm)))) | |
1371 (setq temp (math-div (math-sub (nth 1 cp) (car dp)) | |
1372 (math-sub t2 (nth 1 cp)))) | |
1373 (setcar dp (math-mul (nth 1 cp) temp)) | |
1374 (setcar cp (math-mul t2 temp))) | |
1375 (if (math-equal (car xp) (car xpm)) | |
1376 (math-reject-arg (cons 'vec xa) "*Duplicate X values")) | |
1377 (setq temp (math-div (math-sub (nth 1 cp) (car dp)) | |
1378 (math-sub (car xp) (car xpm)))) | |
1379 (setcar dp (math-mul (car xpm) temp)) | |
1380 (setcar cp (math-mul (car xp) temp))) | |
1381 (setq cp (cdr cp) | |
1382 dp (cdr dp) | |
1383 xp (cdr xp) | |
1384 xpm (cdr xpm))) | |
1385 (if (< (+ ns ns) (- n m)) | |
1386 (setq dy (nth ns c)) | |
1387 (setq ns (1- ns) | |
1388 dy (nth ns d))) | |
1389 (setq y (math-add y dy))) | |
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1390 (list y dy)))) |
40785 | 1391 |
1392 | |
1393 | |
1394 ;;; The following algorithms come from Numerical Recipes, chapter 4. | |
1395 | |
1396 (defun calcFunc-ninteg (expr var lo hi) | |
1397 (setq lo (math-evaluate-expr lo) | |
1398 hi (math-evaluate-expr hi)) | |
1399 (or (math-numberp lo) (math-infinitep lo) (math-reject-arg lo 'numberp)) | |
1400 (or (math-numberp hi) (math-infinitep hi) (math-reject-arg hi 'numberp)) | |
1401 (if (math-lessp hi lo) | |
1402 (math-neg (calcFunc-ninteg expr var hi lo)) | |
1403 (setq expr (math-expr-subst expr var '(var DUMMY var-DUMMY))) | |
1404 (let ((var-DUMMY nil) | |
1405 (calc-symbolic-mode nil) | |
1406 (calc-prefer-frac nil) | |
1407 (sum 0)) | |
1408 (setq expr (math-evaluate-expr expr)) | |
1409 (if (equal lo '(neg (var inf var-inf))) | |
1410 (let ((thi (if (math-lessp hi '(float -2 0)) | |
1411 hi '(float -2 0)))) | |
1412 (setq sum (math-ninteg-romberg | |
1413 'math-ninteg-midpoint expr | |
1414 (math-float lo) (math-float thi) 'inf) | |
1415 lo thi))) | |
1416 (if (equal hi '(var inf var-inf)) | |
1417 (let ((tlo (if (math-lessp '(float 2 0) lo) | |
1418 lo '(float 2 0)))) | |
1419 (setq sum (math-add sum | |
1420 (math-ninteg-romberg | |
1421 'math-ninteg-midpoint expr | |
1422 (math-float tlo) (math-float hi) 'inf)) | |
1423 hi tlo))) | |
1424 (or (math-equal lo hi) | |
1425 (setq sum (math-add sum | |
1426 (math-ninteg-romberg | |
1427 'math-ninteg-midpoint expr | |
1428 (math-float lo) (math-float hi) nil)))) | |
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1429 sum))) |
40785 | 1430 |
1431 | |
1432 ;;; Open Romberg method; "qromo" in section 4.4. | |
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1433 |
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1434 ;; The variable math-ninteg-temp is local to math-ninteg-romberg, |
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1435 ;; but is used by math-ninteg-midpoint, which is used by |
4252820dfd91
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1436 ;; math-ninteg-romberg. |
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|
1437 (defvar math-ninteg-temp) |
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1438 |
49598
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Trailing whitepace deleted.
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1439 (defun math-ninteg-romberg (func expr lo hi mode) |
40785 | 1440 (let ((curh '(float 1 0)) |
1441 (h nil) | |
1442 (s nil) | |
1443 (j 0) | |
1444 (ss nil) | |
1445 (prec calc-internal-prec) | |
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1446 (math-ninteg-temp nil)) |
40785 | 1447 (math-with-extra-prec 2 |
1448 ;; Limit on "j" loop must be 14 or less to keep "it" from overflowing. | |
1449 (or (while (and (null ss) (<= (setq j (1+ j)) 8)) | |
1450 (setq s (nconc s (list (funcall func expr lo hi mode))) | |
1451 h (nconc h (list curh))) | |
1452 (if (>= j 3) | |
1453 (let ((res (math-poly-interp h s '(float 0 0) nil))) | |
1454 (if (math-lessp (math-abs (nth 1 res)) | |
1455 (calcFunc-scf (math-abs (car res)) | |
1456 (- prec))) | |
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|
1457 (setq ss (car res))))) |
40785 | 1458 (if (>= j 5) |
1459 (setq s (cdr s) | |
1460 h (cdr h))) | |
1461 (setq curh (math-div-float curh '(float 9 0)))) | |
1462 ss | |
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1463 (math-reject-arg nil (format "*Integral failed to converge")))))) |
40785 | 1464 |
1465 | |
1466 (defun math-ninteg-evaluate (expr x mode) | |
1467 (if (eq mode 'inf) | |
1468 (setq x (math-div '(float 1 0) x))) | |
1469 (let* ((var-DUMMY x) | |
1470 (res (math-evaluate-expr expr))) | |
1471 (or (Math-numberp res) | |
1472 (math-reject-arg res "*Integrand does not evaluate to a number")) | |
1473 (if (eq mode 'inf) | |
1474 (setq res (math-mul res (math-sqr x)))) | |
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1475 res)) |
40785 | 1476 |
1477 | |
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1478 (defun math-ninteg-midpoint (expr lo hi mode) ; uses "math-ninteg-temp" |
40785 | 1479 (if (eq mode 'inf) |
1480 (let ((math-infinite-mode t) temp) | |
1481 (setq temp (math-div 1 lo) | |
1482 lo (math-div 1 hi) | |
1483 hi temp))) | |
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1484 (if math-ninteg-temp |
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1485 (let* ((it3 (* 3 (car math-ninteg-temp))) |
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|
1486 (math-working-step-2 (* 2 (car math-ninteg-temp))) |
40785 | 1487 (math-working-step 0) |
1488 (range (math-sub hi lo)) | |
1489 (del (math-div range (math-float it3))) | |
1490 (del2 (math-add del del)) | |
1491 (del3 (math-add del del2)) | |
1492 (x (math-add lo (math-mul '(float 5 -1) del))) | |
1493 (sum '(float 0 0)) | |
1494 (j 0) temp) | |
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|
1495 (while (<= (setq j (1+ j)) (car math-ninteg-temp)) |
40785 | 1496 (setq math-working-step (1+ math-working-step) |
1497 temp (math-ninteg-evaluate expr x mode) | |
1498 math-working-step (1+ math-working-step) | |
1499 sum (math-add sum (math-add temp (math-ninteg-evaluate | |
1500 expr (math-add x del2) | |
1501 mode))) | |
1502 x (math-add x del3))) | |
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|
1503 (setq math-ninteg-temp (list it3 |
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|
1504 (math-add (math-div (nth 1 math-ninteg-temp) |
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|
1505 '(float 3 0)) |
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|
1506 (math-mul sum del))))) |
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|
1507 (setq math-ninteg-temp (list 1 (math-mul |
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|
1508 (math-sub hi lo) |
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|
1509 (math-ninteg-evaluate |
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|
1510 expr |
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|
1511 (math-mul (math-add lo hi) '(float 5 -1)) |
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|
1512 mode))))) |
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|
1513 (nth 1 math-ninteg-temp)) |
40785 | 1514 |
1515 | |
1516 | |
1517 | |
1518 | |
1519 ;;; The following algorithms come from Numerical Recipes, chapter 14. | |
1520 | |
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1521 (defvar math-dummy-vars [(var DUMMY var-DUMMY)]) |
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1522 (defvar math-dummy-counter 0) |
40785 | 1523 (defun math-dummy-variable () |
1524 (if (= math-dummy-counter (length math-dummy-vars)) | |
1525 (let ((symb (intern (format "math-dummy-%d" math-dummy-counter)))) | |
1526 (setq math-dummy-vars (vconcat math-dummy-vars | |
1527 (vector (list 'var symb symb)))))) | |
1528 (set (nth 2 (aref math-dummy-vars math-dummy-counter)) nil) | |
1529 (prog1 | |
1530 (aref math-dummy-vars math-dummy-counter) | |
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1531 (setq math-dummy-counter (1+ math-dummy-counter)))) |
40785 | 1532 |
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1533 (defvar math-in-fit 0) |
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|
1534 (defvar calc-fit-to-trail nil) |
40785 | 1535 |
1536 (defun calcFunc-fit (expr vars &optional coefs data) | |
1537 (let ((math-in-fit 10)) | |
1538 (math-with-extra-prec 2 | |
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1539 (math-general-fit expr vars coefs data nil)))) |
40785 | 1540 |
1541 (defun calcFunc-efit (expr vars &optional coefs data) | |
1542 (let ((math-in-fit 10)) | |
1543 (math-with-extra-prec 2 | |
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1544 (math-general-fit expr vars coefs data 'sdev)))) |
40785 | 1545 |
1546 (defun calcFunc-xfit (expr vars &optional coefs data) | |
1547 (let ((math-in-fit 10)) | |
1548 (math-with-extra-prec 2 | |
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1549 (math-general-fit expr vars coefs data 'full)))) |
40785 | 1550 |
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1551 ;; The variables math-fit-first-var, math-fit-first-coef and |
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1552 ;; math-fit-new-coefs are local to math-general-fit, but are used by |
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|
1553 ;; calcFunc-fitvar, calcFunc-fitparam and calcFunc-fitdummy |
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|
1554 ;; (respectively), which are used by math-general-fit. |
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1555 (defvar math-fit-first-var) |
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1556 (defvar math-fit-first-coef) |
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1557 (defvar math-fit-new-coefs) |
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|
1558 |
40785 | 1559 (defun math-general-fit (expr vars coefs data mode) |
1560 (let ((calc-simplify-mode nil) | |
1561 (math-dummy-counter math-dummy-counter) | |
1562 (math-in-fit 1) | |
1563 (extended (eq mode 'full)) | |
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1564 (math-fit-first-coef math-dummy-counter) |
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1565 math-fit-first-var |
40785 | 1566 (plain-expr expr) |
1567 orig-expr | |
1568 have-sdevs need-chisq chisq | |
1569 (x-funcs nil) | |
1570 (y-filter nil) | |
1571 y-dummy | |
1572 (coef-filters nil) | |
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|
1573 math-fit-new-coefs |
40785 | 1574 (xy-values nil) |
1575 (weights nil) | |
1576 (var-YVAL nil) (var-YVALX nil) | |
1577 covar beta | |
1578 n nn m mm v dummy p) | |
1579 | |
1580 ;; Validate and parse arguments. | |
1581 (or data | |
1582 (if coefs | |
1583 (setq data coefs | |
1584 coefs nil) | |
1585 (if (math-vectorp expr) | |
1586 (if (memq (length expr) '(3 4)) | |
1587 (setq data vars | |
1588 vars (nth 2 expr) | |
1589 coefs (nth 3 expr) | |
1590 expr (nth 1 expr)) | |
1591 (math-dimension-error)) | |
1592 (setq data vars | |
1593 vars nil | |
1594 coefs nil)))) | |
1595 (or (math-matrixp data) (math-reject-arg data 'matrixp)) | |
1596 (setq v (1- (length data)) | |
1597 n (1- (length (nth 1 data)))) | |
1598 (or (math-vectorp vars) (null vars) | |
1599 (setq vars (list 'vec vars))) | |
1600 (or (math-vectorp coefs) (null coefs) | |
1601 (setq coefs (list 'vec coefs))) | |
1602 (or coefs | |
1603 (setq coefs (cons 'vec (math-all-vars-but expr vars)))) | |
1604 (or vars | |
1605 (if (<= (1- (length coefs)) v) | |
1606 (math-reject-arg coefs "*Not enough variables in model") | |
1607 (setq coefs (copy-sequence coefs)) | |
1608 (let ((p (nthcdr (- (length coefs) v | |
1609 (if (eq (car-safe expr) 'calcFunc-eq) 1 0)) | |
1610 coefs))) | |
1611 (setq vars (cons 'vec (cdr p))) | |
1612 (setcdr p nil)))) | |
1613 (or (= (1- (length vars)) v) | |
1614 (= (length vars) v) | |
1615 (math-reject-arg vars "*Number of variables does not match data")) | |
1616 (setq m (1- (length coefs))) | |
1617 (if (< m 1) | |
1618 (math-reject-arg coefs "*Need at least one parameter")) | |
1619 | |
1620 ;; Rewrite expr in terms of fitparam and fitvar, make into an equation. | |
1621 (setq p coefs) | |
1622 (while (setq p (cdr p)) | |
1623 (or (eq (car-safe (car p)) 'var) | |
1624 (math-reject-arg (car p) "*Expected a variable")) | |
1625 (setq dummy (math-dummy-variable) | |
1626 expr (math-expr-subst expr (car p) | |
1627 (list 'calcFunc-fitparam | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1628 (- math-dummy-counter math-fit-first-coef))))) |
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1629 (setq math-fit-first-var math-dummy-counter |
40785 | 1630 p vars) |
1631 (while (setq p (cdr p)) | |
1632 (or (eq (car-safe (car p)) 'var) | |
1633 (math-reject-arg (car p) "*Expected a variable")) | |
1634 (setq dummy (math-dummy-variable) | |
1635 expr (math-expr-subst expr (car p) | |
1636 (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
|
1637 (- 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
|
1638 (if (< math-dummy-counter (+ math-fit-first-var v)) |
40785 | 1639 (setq dummy (math-dummy-variable))) ; dependent variable may be unnamed |
1640 (setq y-dummy dummy | |
1641 orig-expr expr) | |
1642 (or (eq (car-safe expr) 'calcFunc-eq) | |
1643 (setq expr (list 'calcFunc-eq (list 'calcFunc-fitvar v) expr))) | |
1644 | |
1645 (let ((calc-symbolic-mode nil)) | |
1646 | |
1647 ;; Apply rewrites to put expr into a linear-like form. | |
1648 (setq expr (math-evaluate-expr expr) | |
1649 expr (math-rewrite (list 'calcFunc-fitmodel expr) | |
1650 '(var FitRules var-FitRules)) | |
1651 math-in-fit 2 | |
1652 expr (math-evaluate-expr expr)) | |
1653 (or (and (eq (car-safe expr) 'calcFunc-fitsystem) | |
1654 (= (length expr) 4) | |
1655 (math-vectorp (nth 2 expr)) | |
1656 (math-vectorp (nth 3 expr)) | |
1657 (> (length (nth 2 expr)) 1) | |
1658 (= (length (nth 3 expr)) (1+ m))) | |
1659 (math-reject-arg plain-expr "*Model expression is too complex")) | |
1660 (setq y-filter (nth 1 expr) | |
1661 x-funcs (vconcat (cdr (nth 2 expr))) | |
1662 coef-filters (nth 3 expr) | |
1663 mm (length x-funcs)) | |
1664 (if (equal y-filter y-dummy) | |
1665 (setq y-filter nil)) | |
1666 | |
1667 ;; Build the (square) system of linear equations to be solved. | |
1668 (setq beta (cons 'vec (make-list mm 0)) | |
1669 covar (cons 'vec (mapcar 'copy-sequence (make-list mm beta)))) | |
1670 (let* ((ptrs (vconcat (cdr data))) | |
1671 (isigsq 1) | |
1672 (xvals (make-vector mm 0)) | |
1673 (i 0) | |
1674 j k xval yval sigmasqr wt covj covjk covk betaj lud) | |
1675 (while (<= (setq i (1+ i)) n) | |
1676 | |
1677 ;; Assign various independent variables for this data point. | |
1678 (setq j 0 | |
1679 sigmasqr nil) | |
1680 (while (< j v) | |
1681 (aset ptrs j (cdr (aref ptrs j))) | |
1682 (setq xval (car (aref ptrs j))) | |
1683 (if (= j (1- v)) | |
1684 (if sigmasqr | |
1685 (progn | |
1686 (if (eq (car-safe xval) 'sdev) | |
1687 (setq sigmasqr (math-add (math-sqr (nth 2 xval)) | |
1688 sigmasqr) | |
1689 xval (nth 1 xval))) | |
1690 (if y-filter | |
1691 (setq xval (math-make-sdev xval | |
1692 (math-sqrt sigmasqr)))))) | |
1693 (if (eq (car-safe xval) 'sdev) | |
1694 (setq sigmasqr (math-add (math-sqr (nth 2 xval)) | |
1695 (or sigmasqr 0)) | |
1696 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
|
1697 (set (nth 2 (aref math-dummy-vars (+ math-fit-first-var j))) xval) |
40785 | 1698 (setq j (1+ j))) |
1699 | |
1700 ;; Compute Y value for this data point. | |
1701 (if y-filter | |
1702 (setq yval (math-evaluate-expr y-filter)) | |
1703 (setq yval (symbol-value (nth 2 y-dummy)))) | |
1704 (if (eq (car-safe yval) 'sdev) | |
1705 (setq sigmasqr (math-sqr (nth 2 yval)) | |
1706 yval (nth 1 yval))) | |
1707 (if (= i 1) | |
1708 (setq have-sdevs sigmasqr | |
1709 need-chisq (or extended | |
1710 (and (eq mode 'sdev) (not have-sdevs))))) | |
1711 (if have-sdevs | |
1712 (if sigmasqr | |
1713 (progn | |
1714 (setq isigsq (math-div 1 sigmasqr)) | |
1715 (if need-chisq | |
1716 (setq weights (cons isigsq weights)))) | |
1717 (math-reject-arg yval "*Mixed error forms and plain numbers")) | |
1718 (if sigmasqr | |
1719 (math-reject-arg yval "*Mixed error forms and plain numbers"))) | |
1720 | |
1721 ;; Compute X values for this data point and update covar and beta. | |
1722 (if (eq (car-safe xval) 'sdev) | |
1723 (set (nth 2 y-dummy) (nth 1 xval))) | |
1724 (setq j 0 | |
1725 covj covar | |
1726 betaj beta) | |
1727 (while (< j mm) | |
1728 (setq wt (math-evaluate-expr (aref x-funcs j))) | |
1729 (aset xvals j wt) | |
1730 (setq wt (math-mul wt isigsq) | |
1731 betaj (cdr betaj) | |
1732 covjk (car (setq covj (cdr covj))) | |
1733 k 0) | |
1734 (while (<= k j) | |
1735 (setq covjk (cdr covjk)) | |
1736 (setcar covjk (math-add (car covjk) | |
1737 (math-mul wt (aref xvals k)))) | |
1738 (setq k (1+ k))) | |
1739 (setcar betaj (math-add (car betaj) (math-mul wt yval))) | |
1740 (setq j (1+ j))) | |
1741 (if need-chisq | |
1742 (setq xy-values (cons (append xvals (list yval)) xy-values)))) | |
1743 | |
1744 ;; Fill in symmetric half of covar matrix. | |
1745 (setq j 0 | |
1746 covj covar) | |
1747 (while (< j (1- mm)) | |
1748 (setq k j | |
1749 j (1+ j) | |
1750 covjk (nthcdr j (car (setq covj (cdr covj)))) | |
1751 covk (nthcdr j covar)) | |
1752 (while (< (setq k (1+ k)) mm) | |
1753 (setq covjk (cdr covjk) | |
1754 covk (cdr covk)) | |
1755 (setcar covjk (nth j (car covk)))))) | |
1756 | |
1757 ;; Solve the linear system. | |
1758 (if mode | |
1759 (progn | |
1760 (setq covar (math-matrix-inv-raw covar)) | |
1761 (if covar | |
1762 (setq beta (math-mul covar beta)) | |
1763 (if (math-zerop (math-abs beta)) | |
1764 (setq covar (calcFunc-diag 0 (1- (length beta)))) | |
1765 (math-reject-arg orig-expr "*Singular matrix"))) | |
1766 (or (math-vectorp covar) | |
1767 (setq covar (list 'vec (list 'vec covar))))) | |
1768 (setq beta (math-div beta covar))) | |
1769 | |
1770 ;; Compute chi-square statistic if necessary. | |
1771 (if need-chisq | |
1772 (let (bp xp sum) | |
1773 (setq chisq 0) | |
1774 (while xy-values | |
1775 (setq bp beta | |
1776 xp (car xy-values) | |
1777 sum 0) | |
1778 (while (setq bp (cdr bp)) | |
1779 (setq sum (math-add sum (math-mul (car bp) (car xp))) | |
1780 xp (cdr xp))) | |
1781 (setq sum (math-sqr (math-sub (car xp) sum))) | |
1782 (if weights (setq sum (math-mul sum (car weights)))) | |
1783 (setq chisq (math-add chisq sum) | |
1784 weights (cdr weights) | |
1785 xy-values (cdr xy-values))))) | |
1786 | |
1787 ;; Convert coefficients back into original terms. | |
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(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1788 (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
|
1789 (let* ((bp math-fit-new-coefs) |
40785 | 1790 (cp covar) |
1791 (sigdat 1) | |
1792 (math-in-fit 3) | |
1793 (j 0)) | |
1794 (and mode (not have-sdevs) | |
1795 (setq sigdat (if (<= n mm) | |
1796 0 | |
1797 (math-div chisq (- n mm))))) | |
1798 (if mode | |
1799 (while (setq bp (cdr bp)) | |
1800 (setcar bp (math-make-sdev | |
1801 (car bp) | |
1802 (math-sqrt (math-mul (nth (setq j (1+ j)) | |
1803 (car (setq cp (cdr cp)))) | |
1804 sigdat)))))) | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1805 (setq math-fit-new-coefs (math-evaluate-expr coef-filters)) |
40785 | 1806 (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
|
1807 (let ((bp math-fit-new-coefs) |
40785 | 1808 (cp coefs) |
1809 (vec nil)) | |
1810 (while (setq bp (cdr bp) cp (cdr cp)) | |
1811 (setq vec (cons (list 'calcFunc-eq (car cp) (car bp)) vec))) | |
1812 (setq calc-fit-to-trail (cons 'vec (nreverse vec))))))) | |
1813 | |
1814 ;; Substitute best-fit coefficients back into original formula. | |
1815 (setq expr (math-multi-subst | |
1816 orig-expr | |
1817 (let ((n v) | |
1818 (vec nil)) | |
1819 (while (>= n 1) | |
1820 (setq vec (cons (list 'calcFunc-fitvar n) vec) | |
1821 n (1- n))) | |
1822 (setq n m) | |
1823 (while (>= n 1) | |
1824 (setq vec (cons (list 'calcFunc-fitparam n) vec) | |
1825 n (1- n))) | |
1826 vec) | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1827 (append (cdr math-fit-new-coefs) (cdr vars)))) |
40785 | 1828 |
1829 ;; Package the result. | |
1830 (math-normalize | |
1831 (if extended | |
1832 (list 'vec expr beta covar | |
1833 (let ((p coef-filters) | |
1834 (n 0)) | |
1835 (while (and (setq n (1+ n) p (cdr p)) | |
1836 (eq (car-safe (car p)) 'calcFunc-fitdummy) | |
1837 (eq (nth 1 (car p)) n))) | |
1838 (if p | |
1839 coef-filters | |
1840 (list 'vec))) | |
1841 chisq | |
1842 (if (and have-sdevs (> n mm)) | |
1843 (list 'calcFunc-utpc chisq (- n mm)) | |
1844 '(var nan var-nan))) | |
41047
73f364fd8aaa
Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents:
40785
diff
changeset
|
1845 expr)))) |
40785 | 1846 |
1847 | |
1848 (defun calcFunc-fitvar (x) | |
1849 (if (>= math-in-fit 2) | |
1850 (progn | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1851 (setq x (aref math-dummy-vars (+ math-fit-first-var x -1))) |
40785 | 1852 (or (calc-var-value (nth 2 x)) x)) |
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parents:
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diff
changeset
|
1853 (math-reject-arg x))) |
40785 | 1854 |
1855 (defun calcFunc-fitparam (x) | |
1856 (if (>= math-in-fit 2) | |
1857 (progn | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1858 (setq x (aref math-dummy-vars (+ math-fit-first-coef x -1))) |
40785 | 1859 (or (calc-var-value (nth 2 x)) x)) |
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|
1860 (math-reject-arg x))) |
40785 | 1861 |
1862 (defun calcFunc-fitdummy (x) | |
1863 (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
|
1864 (nth x math-fit-new-coefs) |
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parents:
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|
1865 (math-reject-arg x))) |
40785 | 1866 |
1867 (defun calcFunc-hasfitvars (expr) | |
1868 (if (Math-primp expr) | |
1869 0 | |
1870 (if (eq (car expr) 'calcFunc-fitvar) | |
1871 (nth 1 expr) | |
41047
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parents:
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changeset
|
1872 (apply 'max (mapcar 'calcFunc-hasfitvars (cdr expr)))))) |
40785 | 1873 |
1874 (defun calcFunc-hasfitparams (expr) | |
1875 (if (Math-primp expr) | |
1876 0 | |
1877 (if (eq (car expr) 'calcFunc-fitparam) | |
1878 (nth 1 expr) | |
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parents:
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|
1879 (apply 'max (mapcar 'calcFunc-hasfitparams (cdr expr)))))) |
40785 | 1880 |
1881 | |
1882 (defun math-all-vars-but (expr but) | |
1883 (let* ((vars (math-all-vars-in expr)) | |
1884 (p but)) | |
1885 (while p | |
1886 (setq vars (delq (assoc (car-safe p) vars) vars) | |
1887 p (cdr p))) | |
1888 (sort (mapcar 'car vars) | |
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parents:
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diff
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|
1889 (function (lambda (x y) (string< (nth 1 x) (nth 1 y))))))) |
40785 | 1890 |
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4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1891 ;; 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
|
1892 ;; 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
|
1893 ;; 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
|
1894 (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
|
1895 (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
|
1896 |
40785 | 1897 (defun math-all-vars-in (expr) |
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(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
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parents:
52401
diff
changeset
|
1898 (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
|
1899 math-all-vars-found) |
40785 | 1900 (math-all-vars-rec expr) |
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(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
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parents:
52401
diff
changeset
|
1901 math-all-vars-vars)) |
40785 | 1902 |
1903 (defun math-all-vars-rec (expr) | |
1904 (if (Math-primp expr) | |
1905 (if (eq (car-safe expr) 'var) | |
1906 (or (math-const-var expr) | |
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4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1907 (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
|
1908 (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
|
1909 (setq math-all-vars-vars (cons (cons expr 1) math-all-vars-vars))))) |
40785 | 1910 (while (setq expr (cdr expr)) |
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|
1911 (math-all-vars-rec (car expr))))) |
40785 | 1912 |
58682
5c599b26887e
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parents:
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diff
changeset
|
1913 (provide 'calcalg3) |
5c599b26887e
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changeset
|
1914 |
52401 | 1915 ;;; arch-tag: ff9f2920-8111-48b5-b3fa-b0682c3e44a6 |
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|
1916 ;;; calcalg3.el ends here |