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author | Kenichi Handa <handa@m17n.org> |
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date | Fri, 16 Apr 2004 12:51:06 +0000 |
parents | 375f2633d815 |
children | f2ebccfa87d4 |
rev | line source |
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1 ;;; calcalg3.el --- more algebraic functions for Calc |
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2 |
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3 ;; Copyright (C) 1990, 1991, 1992, 1993, 2001 Free Software Foundation, Inc. |
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4 |
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5 ;; Author: David Gillespie <daveg@synaptics.com> |
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6 ;; Maintainers: D. Goel <deego@gnufans.org> |
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7 ;; Colin Walters <walters@debian.org> |
40785 | 8 |
9 ;; This file is part of GNU Emacs. | |
10 | |
11 ;; GNU Emacs is distributed in the hope that it will be useful, | |
12 ;; but WITHOUT ANY WARRANTY. No author or distributor | |
13 ;; accepts responsibility to anyone for the consequences of using it | |
14 ;; or for whether it serves any particular purpose or works at all, | |
15 ;; unless he says so in writing. Refer to the GNU Emacs General Public | |
16 ;; License for full details. | |
17 | |
18 ;; Everyone is granted permission to copy, modify and redistribute | |
19 ;; GNU Emacs, but only under the conditions described in the | |
20 ;; GNU Emacs General Public License. A copy of this license is | |
21 ;; supposed to have been given to you along with GNU Emacs so you | |
22 ;; can know your rights and responsibilities. It should be in a | |
23 ;; file named COPYING. Among other things, the copyright notice | |
24 ;; and this notice must be preserved on all copies. | |
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. | |
31 (require 'calc-ext) | |
32 | |
33 (require 'calc-macs) | |
34 | |
35 (defun calc-Need-calc-alg-3 () nil) | |
36 | |
37 | |
38 (defun calc-find-root (var) | |
39 (interactive "sVariable(s) to solve for: ") | |
40 (calc-slow-wrapper | |
41 (let ((func (if (calc-is-hyperbolic) 'calcFunc-wroot 'calcFunc-root))) | |
42 (if (or (equal var "") (equal var "$")) | |
43 (calc-enter-result 2 "root" (list func | |
44 (calc-top-n 3) | |
45 (calc-top-n 1) | |
46 (calc-top-n 2))) | |
47 (let ((var (if (and (string-match ",\\|[^ ] +[^ ]" var) | |
48 (not (string-match "\\[" var))) | |
49 (math-read-expr (concat "[" var "]")) | |
50 (math-read-expr var)))) | |
51 (if (eq (car-safe var) 'error) | |
52 (error "Bad format in expression: %s" (nth 1 var))) | |
53 (calc-enter-result 1 "root" (list func | |
54 (calc-top-n 2) | |
55 var | |
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56 (calc-top-n 1)))))))) |
40785 | 57 |
58 (defun calc-find-minimum (var) | |
59 (interactive "sVariable(s) to minimize over: ") | |
60 (calc-slow-wrapper | |
61 (let ((func (if (calc-is-inverse) | |
62 (if (calc-is-hyperbolic) | |
63 'calcFunc-wmaximize 'calcFunc-maximize) | |
64 (if (calc-is-hyperbolic) | |
65 'calcFunc-wminimize 'calcFunc-minimize))) | |
66 (tag (if (calc-is-inverse) "max" "min"))) | |
67 (if (or (equal var "") (equal var "$")) | |
68 (calc-enter-result 2 tag (list func | |
69 (calc-top-n 3) | |
70 (calc-top-n 1) | |
71 (calc-top-n 2))) | |
72 (let ((var (if (and (string-match ",\\|[^ ] +[^ ]" var) | |
73 (not (string-match "\\[" var))) | |
74 (math-read-expr (concat "[" var "]")) | |
75 (math-read-expr var)))) | |
76 (if (eq (car-safe var) 'error) | |
77 (error "Bad format in expression: %s" (nth 1 var))) | |
78 (calc-enter-result 1 tag (list func | |
79 (calc-top-n 2) | |
80 var | |
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81 (calc-top-n 1)))))))) |
40785 | 82 |
83 (defun calc-find-maximum (var) | |
84 (interactive "sVariable to maximize over: ") | |
85 (calc-invert-func) | |
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86 (calc-find-minimum var)) |
40785 | 87 |
88 | |
89 (defun calc-poly-interp (arg) | |
90 (interactive "P") | |
91 (calc-slow-wrapper | |
92 (let ((data (calc-top 2))) | |
93 (if (or (consp arg) (eq arg 0) (eq arg 2)) | |
94 (setq data (cons 'vec (calc-top-list 2 2))) | |
95 (or (null arg) | |
96 (error "Bad prefix argument"))) | |
97 (if (calc-is-hyperbolic) | |
98 (calc-enter-result 1 "rati" (list 'calcFunc-ratint data (calc-top 1))) | |
99 (calc-enter-result 1 "poli" (list 'calcFunc-polint data | |
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100 (calc-top 1))))))) |
40785 | 101 |
102 | |
103 (defun calc-curve-fit (arg &optional model coefnames varnames) | |
104 (interactive "P") | |
105 (calc-slow-wrapper | |
106 (setq calc-aborted-prefix nil) | |
107 (let ((func (if (calc-is-inverse) 'calcFunc-xfit | |
108 (if (calc-is-hyperbolic) 'calcFunc-efit | |
109 'calcFunc-fit))) | |
110 key (which 0) | |
111 n nvars temp data | |
112 (homog nil) | |
113 (msgs '( "(Press ? for help)" | |
114 "1 = linear or multilinear" | |
115 "2-9 = polynomial fits; i = interpolating polynomial" | |
116 "p = a x^b, ^ = a b^x" | |
117 "e = a exp(b x), x = exp(a + b x), l = a + b ln(x)" | |
118 "E = a 10^(b x), X = 10^(a + b x), L = a + b log10(x)" | |
119 "q = a + b (x-c)^2" | |
120 "g = (a/b sqrt(2 pi)) exp(-0.5*((x-c)/b)^2)" | |
121 "h prefix = homogeneous model (no constant term)" | |
122 "' = alg entry, $ = stack, u = Model1, U = Model2"))) | |
123 (while (not model) | |
124 (message "Fit to model: %s:%s" | |
125 (nth which msgs) | |
126 (if homog " h" "")) | |
127 (setq key (read-char)) | |
128 (cond ((= key ?\C-g) | |
129 (keyboard-quit)) | |
130 ((= key ??) | |
131 (setq which (% (1+ which) (length msgs)))) | |
132 ((memq key '(?h ?H)) | |
133 (setq homog (not homog))) | |
134 ((progn | |
135 (if (eq key ?\$) | |
136 (setq n 1) | |
137 (setq n 0)) | |
138 (cond ((null arg) | |
139 (setq n (1+ n) | |
140 data (calc-top n))) | |
141 ((or (consp arg) (eq arg 0)) | |
142 (setq n (+ n 2) | |
143 data (calc-top n) | |
144 data (if (math-matrixp data) | |
145 (append data (list (calc-top (1- n)))) | |
146 (list 'vec data (calc-top (1- n)))))) | |
147 ((> (setq arg (prefix-numeric-value arg)) 0) | |
148 (setq data (cons 'vec (calc-top-list arg (1+ n))) | |
149 n (+ n arg))) | |
150 (t (error "Bad prefix argument"))) | |
151 (or (math-matrixp data) (not (cdr (cdr data))) | |
152 (error "Data matrix is not a matrix!")) | |
153 (setq nvars (- (length data) 2) | |
154 coefnames nil | |
155 varnames nil) | |
156 nil)) | |
157 ((= key ?1) ; linear or multilinear | |
158 (calc-get-fit-variables nvars (1+ nvars) (and homog 0)) | |
159 (setq model (math-mul coefnames | |
160 (cons 'vec (cons 1 (cdr varnames)))))) | |
161 ((and (>= key ?2) (<= key ?9)) ; polynomial | |
162 (calc-get-fit-variables 1 (- key ?0 -1) (and homog 0)) | |
163 (setq model (math-build-polynomial-expr (cdr coefnames) | |
164 (nth 1 varnames)))) | |
165 ((= key ?i) ; exact polynomial | |
166 (calc-get-fit-variables 1 (1- (length (nth 1 data))) | |
167 (and homog 0)) | |
168 (setq model (math-build-polynomial-expr (cdr coefnames) | |
169 (nth 1 varnames)))) | |
170 ((= key ?p) ; power law | |
171 (calc-get-fit-variables nvars (1+ nvars) (and homog 1)) | |
172 (setq model (math-mul (nth 1 coefnames) | |
173 (calcFunc-reduce | |
174 '(var mul var-mul) | |
175 (calcFunc-map | |
176 '(var pow var-pow) | |
177 varnames | |
178 (cons 'vec (cdr (cdr coefnames)))))))) | |
179 ((= key ?^) ; exponential law | |
180 (calc-get-fit-variables nvars (1+ nvars) (and homog 1)) | |
181 (setq model (math-mul (nth 1 coefnames) | |
182 (calcFunc-reduce | |
183 '(var mul var-mul) | |
184 (calcFunc-map | |
185 '(var pow var-pow) | |
186 (cons 'vec (cdr (cdr coefnames))) | |
187 varnames))))) | |
188 ((memq key '(?e ?E)) | |
189 (calc-get-fit-variables nvars (1+ nvars) (and homog 1)) | |
190 (setq model (math-mul (nth 1 coefnames) | |
191 (calcFunc-reduce | |
192 '(var mul var-mul) | |
193 (calcFunc-map | |
194 (if (eq key ?e) | |
195 '(var exp var-exp) | |
196 '(calcFunc-lambda | |
197 (var a var-a) | |
198 (^ 10 (var a var-a)))) | |
199 (calcFunc-map | |
200 '(var mul var-mul) | |
201 (cons 'vec (cdr (cdr coefnames))) | |
202 varnames)))))) | |
203 ((memq key '(?x ?X)) | |
204 (calc-get-fit-variables nvars (1+ nvars) (and homog 0)) | |
205 (setq model (math-mul coefnames | |
206 (cons 'vec (cons 1 (cdr varnames))))) | |
207 (setq model (if (eq key ?x) | |
208 (list 'calcFunc-exp model) | |
209 (list '^ 10 model)))) | |
210 ((memq key '(?l ?L)) | |
211 (calc-get-fit-variables nvars (1+ nvars) (and homog 0)) | |
212 (setq model (math-mul coefnames | |
213 (cons 'vec | |
214 (cons 1 (cdr (calcFunc-map | |
215 (if (eq key ?l) | |
216 '(var ln var-ln) | |
217 '(var log10 | |
218 var-log10)) | |
219 varnames))))))) | |
220 ((= key ?q) | |
221 (calc-get-fit-variables nvars (1+ (* 2 nvars)) (and homog 0)) | |
222 (let ((c coefnames) | |
223 (v varnames)) | |
224 (setq model (nth 1 c)) | |
225 (while (setq v (cdr v) c (cdr (cdr c))) | |
226 (setq model (math-add | |
227 model | |
228 (list '* | |
229 (car c) | |
230 (list '^ | |
231 (list '- (car v) (nth 1 c)) | |
232 2))))))) | |
233 ((= key ?g) | |
234 (setq model (math-read-expr "(AFit / BFit sqrt(2 pi)) exp(-0.5 * ((XFit - CFit) / BFit)^2)") | |
235 varnames '(vec (var XFit var-XFit)) | |
236 coefnames '(vec (var AFit var-AFit) | |
237 (var BFit var-BFit) | |
238 (var CFit var-CFit))) | |
239 (calc-get-fit-variables 1 (1- (length coefnames)) (and homog 1))) | |
240 ((memq key '(?\$ ?\' ?u ?U)) | |
241 (let* ((defvars nil) | |
242 (record-entry nil)) | |
243 (if (eq key ?\') | |
244 (let* ((calc-dollar-values calc-arg-values) | |
245 (calc-dollar-used 0) | |
246 (calc-hashes-used 0)) | |
247 (setq model (calc-do-alg-entry "" "Model formula: ")) | |
248 (if (/= (length model) 1) | |
249 (error "Bad format")) | |
250 (setq model (car model) | |
251 record-entry t) | |
252 (if (> calc-dollar-used 0) | |
253 (setq coefnames | |
254 (cons 'vec | |
255 (nthcdr (- (length calc-arg-values) | |
256 calc-dollar-used) | |
257 (reverse calc-arg-values)))) | |
258 (if (> calc-hashes-used 0) | |
259 (setq coefnames | |
260 (cons 'vec (calc-invent-args | |
261 calc-hashes-used)))))) | |
262 (progn | |
263 (setq model (cond ((eq key ?u) | |
264 (calc-var-value 'var-Model1)) | |
265 ((eq key ?U) | |
266 (calc-var-value 'var-Model2)) | |
267 (t (calc-top 1)))) | |
268 (or model (error "User model not yet defined")) | |
269 (if (math-vectorp model) | |
270 (if (and (memq (length model) '(3 4)) | |
271 (not (math-objvecp (nth 1 model))) | |
272 (math-vectorp (nth 2 model)) | |
273 (or (null (nth 3 model)) | |
274 (math-vectorp (nth 3 model)))) | |
275 (setq varnames (nth 2 model) | |
276 coefnames (or (nth 3 model) | |
277 (cons 'vec | |
278 (math-all-vars-but | |
279 model varnames))) | |
280 model (nth 1 model)) | |
281 (error "Incorrect model specifier"))))) | |
282 (or varnames | |
283 (let ((with-y (eq (car-safe model) 'calcFunc-eq))) | |
284 (if coefnames | |
285 (calc-get-fit-variables (if with-y (1+ nvars) nvars) | |
286 (1- (length coefnames)) | |
287 (math-all-vars-but | |
288 model coefnames) | |
289 nil with-y) | |
290 (let* ((coefs (math-all-vars-but model nil)) | |
291 (vars nil) | |
292 (n (- (length coefs) nvars (if with-y 2 1))) | |
293 p) | |
294 (if (< n 0) | |
295 (error "Not enough variables in model")) | |
296 (setq p (nthcdr n coefs)) | |
297 (setq vars (cdr p)) | |
298 (setcdr p nil) | |
299 (calc-get-fit-variables (if with-y (1+ nvars) nvars) | |
300 (length coefs) | |
301 vars coefs with-y))))) | |
302 (if record-entry | |
303 (calc-record (list 'vec model varnames coefnames) | |
304 "modl")))) | |
305 (t (beep)))) | |
306 (let ((calc-fit-to-trail t)) | |
307 (calc-enter-result n (substring (symbol-name func) 9) | |
308 (list func model | |
309 (if (= (length varnames) 2) | |
310 (nth 1 varnames) | |
311 varnames) | |
312 (if (= (length coefnames) 2) | |
313 (nth 1 coefnames) | |
314 coefnames) | |
315 data)) | |
316 (if (consp calc-fit-to-trail) | |
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317 (calc-record (calc-normalize calc-fit-to-trail) "parm")))))) |
40785 | 318 |
319 (defun calc-invent-independent-variables (n &optional but) | |
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320 (calc-invent-variables n but '(x y z t) "x")) |
40785 | 321 |
322 (defun calc-invent-parameter-variables (n &optional but) | |
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323 (calc-invent-variables n but '(a b c d) "a")) |
40785 | 324 |
325 (defun calc-invent-variables (num but names base) | |
326 (let ((vars nil) | |
327 (n num) (nn 0) | |
328 var) | |
329 (while (and (> n 0) names) | |
330 (setq var (math-build-var-name (if (consp names) | |
331 (car names) | |
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332 (concat base (int-to-string |
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333 (setq nn (1+ nn))))))) |
40785 | 334 (or (math-expr-contains (cons 'vec but) var) |
335 (setq vars (cons var vars) | |
336 n (1- n))) | |
337 (or (symbolp names) (setq names (cdr names)))) | |
338 (if (= n 0) | |
339 (nreverse vars) | |
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340 (calc-invent-variables num but t base)))) |
40785 | 341 |
342 (defun calc-get-fit-variables (nv nc &optional defv defc with-y homog) | |
343 (or (= nv (if with-y (1+ nvars) nvars)) | |
344 (error "Wrong number of data vectors for this type of model")) | |
345 (if (integerp defv) | |
346 (setq homog defv | |
347 defv nil)) | |
348 (if homog | |
349 (setq nc (1- nc))) | |
350 (or defv | |
351 (setq defv (calc-invent-independent-variables nv))) | |
352 (or defc | |
353 (setq defc (calc-invent-parameter-variables nc defv))) | |
354 (let ((vars (read-string (format "Fitting variables: (default %s; %s) " | |
355 (mapconcat 'symbol-name | |
356 (mapcar (function (lambda (v) | |
357 (nth 1 v))) | |
358 defv) | |
359 ",") | |
360 (mapconcat 'symbol-name | |
361 (mapcar (function (lambda (v) | |
362 (nth 1 v))) | |
363 defc) | |
364 ",")))) | |
365 (coefs nil)) | |
366 (setq vars (if (string-match "\\[" vars) | |
367 (math-read-expr vars) | |
368 (math-read-expr (concat "[" vars "]")))) | |
369 (if (eq (car-safe vars) 'error) | |
370 (error "Bad format in expression: %s" (nth 2 vars))) | |
371 (or (math-vectorp vars) | |
372 (error "Expected a variable or vector of variables")) | |
373 (if (equal vars '(vec)) | |
374 (setq vars (cons 'vec defv) | |
375 coefs (cons 'vec defc)) | |
376 (if (math-vectorp (nth 1 vars)) | |
377 (if (and (= (length vars) 3) | |
378 (math-vectorp (nth 2 vars))) | |
379 (setq coefs (nth 2 vars) | |
380 vars (nth 1 vars)) | |
381 (error | |
382 "Expected independent variables vector, then parameters vector")) | |
383 (setq coefs (cons 'vec defc)))) | |
384 (or (= nv (1- (length vars))) | |
385 (and (not with-y) (= (1+ nv) (1- (length vars)))) | |
386 (error "Expected %d independent variable%s" nv (if (= nv 1) "" "s"))) | |
387 (or (= nc (1- (length coefs))) | |
388 (error "Expected %d parameter variable%s" nc (if (= nc 1) "" "s"))) | |
389 (if homog | |
390 (setq coefs (cons 'vec (cons homog (cdr coefs))))) | |
391 (if varnames | |
392 (setq model (math-multi-subst model (cdr varnames) (cdr vars)))) | |
393 (if coefnames | |
394 (setq model (math-multi-subst model (cdr coefnames) (cdr coefs)))) | |
395 (setq varnames vars | |
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396 coefnames coefs))) |
40785 | 397 |
398 | |
399 | |
400 | |
401 ;;; The following algorithms are from Numerical Recipes chapter 9. | |
402 | |
403 ;;; "rtnewt" with safety kludges | |
404 (defun math-newton-root (expr deriv guess orig-guess limit) | |
405 (math-working "newton" guess) | |
406 (let* ((var-DUMMY guess) | |
407 next dval) | |
408 (setq next (math-evaluate-expr expr) | |
409 dval (math-evaluate-expr deriv)) | |
410 (if (and (Math-numberp next) | |
411 (Math-numberp dval) | |
412 (not (Math-zerop dval))) | |
413 (progn | |
414 (setq next (math-sub guess (math-div next dval))) | |
415 (if (math-nearly-equal guess (setq next (math-float next))) | |
416 (progn | |
417 (setq var-DUMMY next) | |
418 (list 'vec next (math-evaluate-expr expr))) | |
419 (if (Math-lessp (math-abs-approx (math-sub next orig-guess)) | |
420 limit) | |
421 (math-newton-root expr deriv next orig-guess limit) | |
422 (math-reject-arg next "*Newton's method failed to converge")))) | |
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423 (math-reject-arg next "*Newton's method encountered a singularity")))) |
40785 | 424 |
425 ;;; Inspired by "rtsafe" | |
426 (defun math-newton-search-root (expr deriv guess vguess ostep oostep | |
427 low vlow high vhigh) | |
428 (let ((var-DUMMY guess) | |
429 (better t) | |
430 pos step next vnext) | |
431 (if guess | |
432 (math-working "newton" (list 'intv 0 low high)) | |
433 (math-working "bisect" (list 'intv 0 low high)) | |
434 (setq ostep (math-mul-float (math-sub-float high low) | |
435 '(float 5 -1)) | |
436 guess (math-add-float low ostep) | |
437 var-DUMMY guess | |
438 vguess (math-evaluate-expr expr)) | |
439 (or (Math-realp vguess) | |
440 (progn | |
441 (setq ostep (math-mul-float ostep '(float 6 -1)) | |
442 guess (math-add-float low ostep) | |
443 var-DUMMY guess | |
444 vguess (math-evaluate-expr expr)) | |
445 (or (math-realp vguess) | |
446 (progn | |
447 (setq ostep (math-mul-float ostep '(float 123456 -5)) | |
448 guess (math-add-float low ostep) | |
449 var-DUMMY guess | |
450 vguess nil)))))) | |
451 (or vguess | |
452 (setq vguess (math-evaluate-expr expr))) | |
453 (or (Math-realp vguess) | |
454 (math-reject-arg guess "*Newton's method encountered a singularity")) | |
455 (setq vguess (math-float vguess)) | |
456 (if (eq (Math-negp vlow) (setq pos (Math-posp vguess))) | |
457 (setq high guess | |
458 vhigh vguess) | |
459 (if (eq (Math-negp vhigh) pos) | |
460 (setq low guess | |
461 vlow vguess) | |
462 (setq better nil))) | |
463 (if (or (Math-zerop vguess) | |
464 (math-nearly-equal low high)) | |
465 (list 'vec guess vguess) | |
466 (setq step (math-evaluate-expr deriv)) | |
467 (if (and (Math-realp step) | |
468 (not (Math-zerop step)) | |
469 (setq step (math-div-float vguess (math-float step)) | |
470 next (math-sub-float guess step)) | |
471 (not (math-lessp-float high next)) | |
472 (not (math-lessp-float next low))) | |
473 (progn | |
474 (setq var-DUMMY next | |
475 vnext (math-evaluate-expr expr)) | |
476 (if (or (Math-zerop vnext) | |
477 (math-nearly-equal next guess)) | |
478 (list 'vec next vnext) | |
479 (if (and better | |
480 (math-lessp-float (math-abs (or oostep | |
481 (math-sub-float | |
482 high low))) | |
483 (math-abs | |
484 (math-mul-float '(float 2 0) | |
485 step)))) | |
486 (math-newton-search-root expr deriv nil nil nil ostep | |
487 low vlow high vhigh) | |
488 (math-newton-search-root expr deriv next vnext step ostep | |
489 low vlow high vhigh)))) | |
490 (if (or (and (Math-posp vlow) (Math-posp vhigh)) | |
491 (and (Math-negp vlow) (Math-negp vhigh))) | |
492 (math-search-root expr deriv low vlow high vhigh) | |
493 (math-newton-search-root expr deriv nil nil nil ostep | |
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494 low vlow high vhigh)))))) |
40785 | 495 |
496 ;;; Search for a root in an interval with no overt zero crossing. | |
497 (defun math-search-root (expr deriv low vlow high vhigh) | |
498 (let (found) | |
499 (if root-widen | |
500 (let ((iters 0) | |
501 (iterlim (if (eq root-widen 'point) | |
502 (+ calc-internal-prec 10) | |
503 20)) | |
504 (factor (if (eq root-widen 'point) | |
505 '(float 9 0) | |
506 '(float 16 -1))) | |
507 (prev nil) vprev waslow | |
508 diff) | |
509 (while (or (and (math-posp vlow) (math-posp vhigh)) | |
510 (and (math-negp vlow) (math-negp vhigh))) | |
511 (math-working "widen" (list 'intv 0 low high)) | |
512 (if (> (setq iters (1+ iters)) iterlim) | |
513 (math-reject-arg (list 'intv 0 low high) | |
514 "*Unable to bracket root")) | |
515 (if (= iters calc-internal-prec) | |
516 (setq factor '(float 16 -1))) | |
517 (setq diff (math-mul-float (math-sub-float high low) factor)) | |
518 (if (Math-zerop diff) | |
519 (setq high (calcFunc-incr high 10)) | |
520 (if (math-lessp-float (math-abs vlow) (math-abs vhigh)) | |
521 (setq waslow t | |
522 prev low | |
523 low (math-sub low diff) | |
524 var-DUMMY low | |
525 vprev vlow | |
526 vlow (math-evaluate-expr expr)) | |
527 (setq waslow nil | |
528 prev high | |
529 high (math-add high diff) | |
530 var-DUMMY high | |
531 vprev vhigh | |
532 vhigh (math-evaluate-expr expr))))) | |
533 (if prev | |
534 (if waslow | |
535 (setq high prev vhigh vprev) | |
536 (setq low prev vlow vprev))) | |
537 (setq found t)) | |
538 (or (Math-realp vlow) | |
539 (math-reject-arg vlow 'realp)) | |
540 (or (Math-realp vhigh) | |
541 (math-reject-arg vhigh 'realp)) | |
542 (let ((xvals (list low high)) | |
543 (yvals (list vlow vhigh)) | |
544 (pos (Math-posp vlow)) | |
545 (levels 0) | |
546 (step (math-sub-float high low)) | |
547 xp yp var-DUMMY) | |
548 (while (and (<= (setq levels (1+ levels)) 5) | |
549 (not found)) | |
550 (setq xp xvals | |
551 yp yvals | |
552 step (math-mul-float step '(float 497 -3))) | |
553 (while (and (cdr xp) (not found)) | |
554 (if (Math-realp (car yp)) | |
555 (setq low (car xp) | |
556 vlow (car yp))) | |
557 (setq high (math-add-float (car xp) step) | |
558 var-DUMMY high | |
559 vhigh (math-evaluate-expr expr)) | |
560 (math-working "search" high) | |
561 (if (and (Math-realp vhigh) | |
562 (eq (math-negp vhigh) pos)) | |
563 (setq found t) | |
564 (setcdr xp (cons high (cdr xp))) | |
565 (setcdr yp (cons vhigh (cdr yp))) | |
566 (setq xp (cdr (cdr xp)) | |
567 yp (cdr (cdr yp)))))))) | |
568 (if found | |
569 (if (Math-zerop vhigh) | |
570 (list 'vec high vhigh) | |
571 (if (Math-zerop vlow) | |
572 (list 'vec low vlow) | |
573 (if deriv | |
574 (math-newton-search-root expr deriv nil nil nil nil | |
575 low vlow high vhigh) | |
576 (math-bisect-root expr low vlow high vhigh)))) | |
577 (math-reject-arg (list 'intv 3 low high) | |
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578 "*Unable to find a sign change in this interval")))) |
40785 | 579 |
580 ;;; "rtbis" (but we should be using Brent's method) | |
581 (defun math-bisect-root (expr low vlow high vhigh) | |
582 (let ((step (math-sub-float high low)) | |
583 (pos (Math-posp vhigh)) | |
584 var-DUMMY | |
585 mid vmid) | |
586 (while (not (or (math-nearly-equal low | |
587 (setq step (math-mul-float | |
588 step '(float 5 -1)) | |
589 mid (math-add-float low step))) | |
590 (progn | |
591 (setq var-DUMMY mid | |
592 vmid (math-evaluate-expr expr)) | |
593 (Math-zerop vmid)))) | |
594 (math-working "bisect" mid) | |
595 (if (eq (Math-posp vmid) pos) | |
596 (setq high mid | |
597 vhigh vmid) | |
598 (setq low mid | |
599 vlow vmid))) | |
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600 (list 'vec mid vmid))) |
40785 | 601 |
602 ;;; "mnewt" | |
603 (defun math-newton-multi (expr jacob n guess orig-guess limit) | |
604 (let ((m -1) | |
605 (p guess) | |
606 p2 expr-val jacob-val next) | |
607 (while (< (setq p (cdr p) m (1+ m)) n) | |
608 (set (nth 2 (aref math-root-vars m)) (car p))) | |
609 (setq expr-val (math-evaluate-expr expr) | |
610 jacob-val (math-evaluate-expr jacob)) | |
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611 (unless (and (math-constp expr-val) |
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612 (math-constp jacob-val)) |
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613 (math-reject-arg guess "*Newton's method encountered a singularity")) |
40785 | 614 (setq next (math-add guess (math-div (math-float (math-neg expr-val)) |
615 (math-float jacob-val))) | |
616 p guess p2 next) | |
617 (math-working "newton" next) | |
618 (while (and (setq p (cdr p) p2 (cdr p2)) | |
619 (math-nearly-equal (car p) (car p2)))) | |
620 (if p | |
621 (if (Math-lessp (math-abs-approx (math-sub next orig-guess)) | |
622 limit) | |
623 (math-newton-multi expr jacob n next orig-guess limit) | |
624 (math-reject-arg nil "*Newton's method failed to converge")) | |
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625 (list 'vec next expr-val)))) |
40785 | 626 |
627 (defvar math-root-vars [(var DUMMY var-DUMMY)]) | |
628 | |
629 (defun math-find-root (expr var guess root-widen) | |
630 (if (eq (car-safe expr) 'vec) | |
631 (let ((n (1- (length expr))) | |
632 (calc-symbolic-mode nil) | |
633 (var-DUMMY nil) | |
634 (jacob (list 'vec)) | |
635 p p2 m row) | |
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636 (unless (eq (car-safe var) 'vec) |
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637 (math-reject-arg var 'vectorp)) |
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638 (unless (= (length var) (1+ n)) |
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639 (math-dimension-error)) |
40785 | 640 (setq expr (copy-sequence expr)) |
641 (while (>= n (length math-root-vars)) | |
642 (let ((symb (intern (concat "math-root-v" | |
643 (int-to-string | |
644 (length math-root-vars)))))) | |
645 (setq math-root-vars (vconcat math-root-vars | |
646 (vector (list 'var symb symb)))))) | |
647 (setq m -1) | |
648 (while (< (setq m (1+ m)) n) | |
649 (set (nth 2 (aref math-root-vars m)) nil)) | |
650 (setq m -1 p var) | |
651 (while (setq m (1+ m) p (cdr p)) | |
652 (or (eq (car-safe (car p)) 'var) | |
653 (math-reject-arg var "*Expected a variable")) | |
654 (setq p2 expr) | |
655 (while (setq p2 (cdr p2)) | |
656 (setcar p2 (math-expr-subst (car p2) (car p) | |
657 (aref math-root-vars m))))) | |
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658 (unless (eq (car-safe guess) 'vec) |
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659 (math-reject-arg guess 'vectorp)) |
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660 (unless (= (length guess) (1+ n)) |
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661 (math-dimension-error)) |
40785 | 662 (setq guess (copy-sequence guess) |
663 p guess) | |
664 (while (setq p (cdr p)) | |
665 (or (Math-numberp (car guess)) | |
666 (math-reject-arg guess 'numberp)) | |
667 (setcar p (math-float (car p)))) | |
668 (setq p expr) | |
669 (while (setq p (cdr p)) | |
670 (if (assq (car-safe (car p)) calc-tweak-eqn-table) | |
671 (setcar p (math-sub (nth 1 (car p)) (nth 2 (car p))))) | |
672 (setcar p (math-evaluate-expr (car p))) | |
673 (setq row (list 'vec) | |
674 m -1) | |
675 (while (< (setq m (1+ m)) n) | |
676 (nconc row (list (math-evaluate-expr | |
677 (or (calcFunc-deriv (car p) | |
678 (aref math-root-vars m) | |
679 nil t) | |
680 (math-reject-arg | |
681 expr | |
682 "*Formulas must be differentiable")))))) | |
683 (nconc jacob (list row))) | |
684 (setq m (math-abs-approx guess)) | |
685 (math-newton-multi expr jacob n guess guess | |
686 (if (math-zerop m) '(float 1 3) (math-mul m 10)))) | |
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687 (unless (eq (car-safe var) 'var) |
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688 (math-reject-arg var "*Expected a variable")) |
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689 (unless (math-expr-contains expr var) |
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690 (math-reject-arg expr "*Formula does not contain specified variable")) |
40785 | 691 (if (assq (car expr) calc-tweak-eqn-table) |
692 (setq expr (math-sub (nth 1 expr) (nth 2 expr)))) | |
693 (math-with-extra-prec 2 | |
694 (setq expr (math-expr-subst expr var '(var DUMMY var-DUMMY))) | |
695 (let* ((calc-symbolic-mode nil) | |
696 (var-DUMMY nil) | |
697 (expr (math-evaluate-expr expr)) | |
698 (deriv (calcFunc-deriv expr '(var DUMMY var-DUMMY) nil t)) | |
699 low high vlow vhigh) | |
700 (and deriv (setq deriv (math-evaluate-expr deriv))) | |
701 (setq guess (math-float guess)) | |
702 (if (and (math-numberp guess) | |
703 deriv) | |
704 (math-newton-root expr deriv guess guess | |
705 (if (math-zerop guess) '(float 1 6) | |
706 (math-mul (math-abs-approx guess) 100))) | |
707 (if (Math-realp guess) | |
708 (setq low guess | |
709 high guess | |
710 var-DUMMY guess | |
711 vlow (math-evaluate-expr expr) | |
712 vhigh vlow | |
713 root-widen 'point) | |
714 (if (eq (car guess) 'intv) | |
715 (progn | |
716 (or (math-constp guess) (math-reject-arg guess 'constp)) | |
717 (setq low (nth 2 guess) | |
718 high (nth 3 guess)) | |
719 (if (memq (nth 1 guess) '(0 1)) | |
720 (setq low (calcFunc-incr low 1 high))) | |
721 (if (memq (nth 1 guess) '(0 2)) | |
722 (setq high (calcFunc-incr high -1 low))) | |
723 (setq var-DUMMY low | |
724 vlow (math-evaluate-expr expr) | |
725 var-DUMMY high | |
726 vhigh (math-evaluate-expr expr))) | |
727 (if (math-complexp guess) | |
728 (math-reject-arg "*Complex root finder must have derivative") | |
729 (math-reject-arg guess 'realp)))) | |
730 (if (Math-zerop vlow) | |
731 (list 'vec low vlow) | |
732 (if (Math-zerop vhigh) | |
733 (list 'vec high vhigh) | |
734 (if (and deriv (Math-numberp vlow) (Math-numberp vhigh)) | |
735 (math-newton-search-root expr deriv nil nil nil nil | |
736 low vlow high vhigh) | |
737 (if (or (and (Math-posp vlow) (Math-posp vhigh)) | |
738 (and (Math-negp vlow) (Math-negp vhigh)) | |
739 (not (Math-numberp vlow)) | |
740 (not (Math-numberp vhigh))) | |
741 (math-search-root expr deriv low vlow high vhigh) | |
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742 (math-bisect-root expr low vlow high vhigh)))))))))) |
40785 | 743 |
744 (defun calcFunc-root (expr var guess) | |
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745 (math-find-root expr var guess nil)) |
40785 | 746 |
747 (defun calcFunc-wroot (expr var guess) | |
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748 (math-find-root expr var guess t)) |
40785 | 749 |
750 | |
751 | |
752 | |
753 ;;; The following algorithms come from Numerical Recipes, chapter 10. | |
754 | |
755 (defun math-min-eval (expr a) | |
756 (if (Math-vectorp a) | |
757 (let ((m -1)) | |
758 (while (setq m (1+ m) a (cdr a)) | |
759 (set (nth 2 (aref math-min-vars m)) (car a)))) | |
760 (setq var-DUMMY a)) | |
761 (setq a (math-evaluate-expr expr)) | |
762 (if (Math-ratp a) | |
763 (math-float a) | |
764 (if (eq (car a) 'float) | |
765 a | |
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766 (math-reject-arg a 'realp)))) |
40785 | 767 |
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768 (defvar math-min-or-max "minimum") |
40785 | 769 |
770 ;;; A bracket for a minimum is a < b < c where f(b) < f(a) and f(b) < f(c). | |
771 | |
772 ;;; "mnbrak" | |
773 (defun math-widen-min (expr a b) | |
774 (let ((done nil) | |
775 (iters 30) | |
776 incr c va vb vc u vu r q ulim bc ba qr) | |
777 (or b (setq b (math-mul a '(float 101 -2)))) | |
778 (setq va (math-min-eval expr a) | |
779 vb (math-min-eval expr b)) | |
780 (if (math-lessp-float va vb) | |
781 (setq u a a b b u | |
782 vu va va vb vb vu)) | |
783 (setq c (math-add-float b (math-mul-float '(float 161803 -5) | |
784 (math-sub-float b a))) | |
785 vc (math-min-eval expr c)) | |
786 (while (and (not done) (math-lessp-float vc vb)) | |
787 (math-working "widen" (list 'intv 0 a c)) | |
788 (if (= (setq iters (1- iters)) 0) | |
789 (math-reject-arg nil (format "*Unable to find a %s near the interval" | |
790 math-min-or-max))) | |
791 (setq bc (math-sub-float b c) | |
792 ba (math-sub-float b a) | |
793 r (math-mul-float ba (math-sub-float vb vc)) | |
794 q (math-mul-float bc (math-sub-float vb va)) | |
795 qr (math-sub-float q r)) | |
796 (if (math-lessp-float (math-abs qr) '(float 1 -20)) | |
797 (setq qr (if (math-negp qr) '(float -1 -20) '(float 1 -20)))) | |
798 (setq u (math-sub-float | |
799 b | |
800 (math-div-float (math-sub-float (math-mul-float bc q) | |
801 (math-mul-float ba r)) | |
802 (math-mul-float '(float 2 0) qr))) | |
803 ulim (math-add-float b (math-mul-float '(float -1 2) bc)) | |
804 incr (math-negp bc)) | |
805 (if (if incr (math-lessp-float b u) (math-lessp-float u b)) | |
806 (if (if incr (math-lessp-float u c) (math-lessp-float c u)) | |
807 (if (math-lessp-float (setq vu (math-min-eval expr u)) vc) | |
808 (setq a b va vb | |
809 b u vb vu | |
810 done t) | |
811 (if (math-lessp-float vb vu) | |
812 (setq c u vc vu | |
813 done t) | |
814 (setq u (math-add-float c (math-mul-float '(float -161803 -5) | |
815 bc)) | |
816 vu (math-min-eval expr u)))) | |
817 (if (if incr (math-lessp-float u ulim) (math-lessp-float ulim u)) | |
818 (if (math-lessp-float (setq vu (math-min-eval expr u)) vc) | |
819 (setq b c vb vc | |
820 c u vc vu | |
821 u (math-add-float c (math-mul-float | |
822 '(float -161803 -5) | |
823 (math-sub-float b c))) | |
824 vu (math-min-eval expr u))) | |
825 (setq u ulim | |
826 vu (math-min-eval expr u)))) | |
827 (setq u (math-add-float c (math-mul-float '(float -161803 -5) | |
828 bc)) | |
829 vu (math-min-eval expr u))) | |
830 (setq a b va vb | |
831 b c vb vc | |
832 c u vc vu)) | |
833 (if (math-lessp-float a c) | |
834 (list a va b vb c vc) | |
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835 (list c vc b vb a va)))) |
40785 | 836 |
837 (defun math-narrow-min (expr a c intv) | |
838 (let ((xvals (list a c)) | |
839 (yvals (list (math-min-eval expr a) | |
840 (math-min-eval expr c))) | |
841 (levels 0) | |
842 (step (math-sub-float c a)) | |
843 (found nil) | |
844 xp yp b) | |
845 (while (and (<= (setq levels (1+ levels)) 5) | |
846 (not found)) | |
847 (setq xp xvals | |
848 yp yvals | |
849 step (math-mul-float step '(float 497 -3))) | |
850 (while (and (cdr xp) (not found)) | |
851 (setq b (math-add-float (car xp) step)) | |
852 (math-working "search" b) | |
853 (setcdr xp (cons b (cdr xp))) | |
854 (setcdr yp (cons (math-min-eval expr b) (cdr yp))) | |
855 (if (and (math-lessp-float (nth 1 yp) (car yp)) | |
856 (math-lessp-float (nth 1 yp) (nth 2 yp))) | |
857 (setq found t) | |
858 (setq xp (cdr xp) | |
859 yp (cdr yp)) | |
860 (if (and (cdr (cdr yp)) | |
861 (math-lessp-float (nth 1 yp) (car yp)) | |
862 (math-lessp-float (nth 1 yp) (nth 2 yp))) | |
863 (setq found t) | |
864 (setq xp (cdr xp) | |
865 yp (cdr yp)))))) | |
866 (if found | |
867 (list (car xp) (car yp) | |
868 (nth 1 xp) (nth 1 yp) | |
869 (nth 2 xp) (nth 2 yp)) | |
870 (or (if (math-lessp-float (car yvals) (nth 1 yvals)) | |
871 (and (memq (nth 1 intv) '(2 3)) | |
872 (let ((min (car yvals))) | |
873 (while (and (setq yvals (cdr yvals)) | |
874 (math-lessp-float min (car yvals)))) | |
875 (and (not yvals) | |
876 (list (nth 2 intv) min)))) | |
877 (and (memq (nth 1 intv) '(1 3)) | |
878 (setq yvals (nreverse yvals)) | |
879 (let ((min (car yvals))) | |
880 (while (and (setq yvals (cdr yvals)) | |
881 (math-lessp-float min (car yvals)))) | |
882 (and (not yvals) | |
883 (list (nth 3 intv) min))))) | |
884 (math-reject-arg nil (format "*Unable to find a %s in the interval" | |
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885 math-min-or-max)))))) |
40785 | 886 |
887 ;;; "brent" | |
888 (defun math-brent-min (expr prec a va x vx b vb) | |
889 (let ((iters (+ 20 (* 5 prec))) | |
890 (w x) | |
891 (vw vx) | |
892 (v x) | |
893 (vv vx) | |
894 (tol (list 'float 1 (- -1 prec))) | |
895 (zeps (list 'float 1 (- -5 prec))) | |
896 (e '(float 0 0)) | |
897 u vu xm tol1 tol2 etemp p q r xv xw) | |
898 (while (progn | |
899 (setq xm (math-mul-float '(float 5 -1) | |
900 (math-add-float a b)) | |
901 tol1 (math-add-float | |
902 zeps | |
903 (math-mul-float tol (math-abs x))) | |
904 tol2 (math-mul-float tol1 '(float 2 0))) | |
905 (math-lessp-float (math-sub-float tol2 | |
906 (math-mul-float | |
907 '(float 5 -1) | |
908 (math-sub-float b a))) | |
909 (math-abs (math-sub-float x xm)))) | |
910 (if (= (setq iters (1- iters)) 0) | |
911 (math-reject-arg nil (format "*Unable to converge on a %s" | |
912 math-min-or-max))) | |
913 (math-working "brent" x) | |
914 (if (math-lessp-float (math-abs e) tol1) | |
915 (setq e (if (math-lessp-float x xm) | |
916 (math-sub-float b x) | |
917 (math-sub-float a x)) | |
918 d (math-mul-float '(float 381966 -6) e)) | |
919 (setq xw (math-sub-float x w) | |
920 r (math-mul-float xw (math-sub-float vx vv)) | |
921 xv (math-sub-float x v) | |
922 q (math-mul-float xv (math-sub-float vx vw)) | |
923 p (math-sub-float (math-mul-float xv q) | |
924 (math-mul-float xw r)) | |
925 q (math-mul-float '(float 2 0) (math-sub-float q r))) | |
926 (if (math-posp q) | |
927 (setq p (math-neg-float p)) | |
928 (setq q (math-neg-float q))) | |
929 (setq etemp e | |
930 e d) | |
931 (if (and (math-lessp-float (math-abs p) | |
932 (math-abs (math-mul-float | |
933 '(float 5 -1) | |
934 (math-mul-float q etemp)))) | |
935 (math-lessp-float (math-mul-float | |
936 q (math-sub-float a x)) p) | |
937 (math-lessp-float p (math-mul-float | |
938 q (math-sub-float b x)))) | |
939 (progn | |
940 (setq d (math-div-float p q) | |
941 u (math-add-float x d)) | |
942 (if (or (math-lessp-float (math-sub-float u a) tol2) | |
943 (math-lessp-float (math-sub-float b u) tol2)) | |
944 (setq d (if (math-lessp-float xm x) | |
945 (math-neg-float tol1) | |
946 tol1)))) | |
947 (setq e (if (math-lessp-float x xm) | |
948 (math-sub-float b x) | |
949 (math-sub-float a x)) | |
950 d (math-mul-float '(float 381966 -6) e)))) | |
951 (setq u (math-add-float x | |
952 (if (math-lessp-float (math-abs d) tol1) | |
953 (if (math-negp d) | |
954 (math-neg-float tol1) | |
955 tol1) | |
956 d)) | |
957 vu (math-min-eval expr u)) | |
958 (if (math-lessp-float vx vu) | |
959 (progn | |
960 (if (math-lessp-float u x) | |
961 (setq a u) | |
962 (setq b u)) | |
963 (if (or (equal w x) | |
964 (not (math-lessp-float vw vu))) | |
965 (setq v w vv vw | |
966 w u vw vu) | |
967 (if (or (equal v x) | |
968 (equal v w) | |
969 (not (math-lessp-float vv vu))) | |
970 (setq v u vv vu)))) | |
971 (if (math-lessp-float u x) | |
972 (setq b x) | |
973 (setq a x)) | |
974 (setq v w vv vw | |
975 w x vw vx | |
976 x u vx vu))) | |
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977 (list 'vec x vx))) |
40785 | 978 |
979 ;;; "powell" | |
980 (defun math-powell-min (expr n guesses prec) | |
981 (let* ((f1dim (math-line-min-func expr n)) | |
982 (xi (calcFunc-idn 1 n)) | |
983 (p (cons 'vec (mapcar 'car guesses))) | |
984 (pt p) | |
985 (ftol (list 'float 1 (- prec))) | |
986 (fret (math-min-eval expr p)) | |
987 fp ptt fptt xit i ibig del diff res) | |
988 (while (progn | |
989 (setq fp fret | |
990 ibig 0 | |
991 del '(float 0 0) | |
992 i 0) | |
993 (while (<= (setq i (1+ i)) n) | |
994 (setq fptt fret | |
995 res (math-line-min f1dim p | |
996 (math-mat-col xi i) | |
997 n prec) | |
998 p (let ((calc-internal-prec prec)) | |
999 (math-normalize (car res))) | |
1000 fret (nth 2 res) | |
1001 diff (math-abs (math-sub-float fptt fret))) | |
1002 (if (math-lessp-float del diff) | |
1003 (setq del diff | |
1004 ibig i))) | |
1005 (math-lessp-float | |
1006 (math-mul-float ftol | |
1007 (math-add-float (math-abs fp) | |
1008 (math-abs fret))) | |
1009 (math-mul-float '(float 2 0) | |
1010 (math-abs (math-sub-float fp | |
1011 fret))))) | |
1012 (setq ptt (math-sub (math-mul '(float 2 0) p) pt) | |
1013 xit (math-sub p pt) | |
1014 pt p | |
1015 fptt (math-min-eval expr ptt)) | |
1016 (if (and (math-lessp-float fptt fp) | |
1017 (math-lessp-float | |
1018 (math-mul-float | |
1019 (math-mul-float '(float 2 0) | |
1020 (math-add-float | |
1021 (math-sub-float fp | |
1022 (math-mul-float '(float 2 0) | |
1023 fret)) | |
1024 fptt)) | |
1025 (math-sqr-float (math-sub-float | |
1026 (math-sub-float fp fret) del))) | |
1027 (math-mul-float del | |
1028 (math-sqr-float (math-sub-float fp fptt))))) | |
1029 (progn | |
1030 (setq res (math-line-min f1dim p xit n prec) | |
1031 p (car res) | |
1032 fret (nth 2 res) | |
1033 i 0) | |
1034 (while (<= (setq i (1+ i)) n) | |
1035 (setcar (nthcdr ibig (nth i xi)) | |
1036 (nth i (nth 1 res))))))) | |
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1037 (list 'vec p fret))) |
40785 | 1038 |
1039 (defun math-line-min-func (expr n) | |
1040 (let ((m -1)) | |
1041 (while (< (setq m (1+ m)) n) | |
1042 (set (nth 2 (aref math-min-vars m)) | |
1043 (list '+ | |
1044 (list '* | |
1045 '(var DUMMY var-DUMMY) | |
1046 (list 'calcFunc-mrow '(var line-xi line-xi) (1+ m))) | |
1047 (list 'calcFunc-mrow '(var line-p line-p) (1+ m))))) | |
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1048 (math-evaluate-expr expr))) |
40785 | 1049 |
1050 (defun math-line-min (f1dim line-p line-xi n prec) | |
1051 (let* ((var-DUMMY nil) | |
1052 (expr (math-evaluate-expr f1dim)) | |
1053 (params (math-widen-min expr '(float 0 0) '(float 1 0))) | |
1054 (res (apply 'math-brent-min expr prec params)) | |
1055 (xi (math-mul (nth 1 res) line-xi))) | |
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1056 (list (math-add line-p xi) xi (nth 2 res)))) |
40785 | 1057 |
1058 | |
1059 (defvar math-min-vars [(var DUMMY var-DUMMY)]) | |
1060 | |
1061 (defun math-find-minimum (expr var guess min-widen) | |
1062 (let* ((calc-symbolic-mode nil) | |
1063 (n 0) | |
1064 (var-DUMMY nil) | |
1065 (isvec (math-vectorp var)) | |
1066 g guesses) | |
1067 (or (math-vectorp var) | |
1068 (setq var (list 'vec var))) | |
1069 (or (math-vectorp guess) | |
1070 (setq guess (list 'vec guess))) | |
1071 (or (= (length var) (length guess)) | |
1072 (math-dimension-error)) | |
1073 (while (setq var (cdr var) guess (cdr guess)) | |
1074 (or (eq (car-safe (car var)) 'var) | |
1075 (math-reject-arg (car vg) "*Expected a variable")) | |
1076 (or (math-expr-contains expr (car var)) | |
1077 (math-reject-arg (car var) | |
1078 "*Formula does not contain specified variable")) | |
1079 (while (>= (1+ n) (length math-min-vars)) | |
1080 (let ((symb (intern (concat "math-min-v" | |
1081 (int-to-string | |
1082 (length math-min-vars)))))) | |
1083 (setq math-min-vars (vconcat math-min-vars | |
1084 (vector (list 'var symb symb)))))) | |
1085 (set (nth 2 (aref math-min-vars n)) nil) | |
1086 (set (nth 2 (aref math-min-vars (1+ n))) nil) | |
1087 (if (math-complexp (car guess)) | |
1088 (setq expr (math-expr-subst expr | |
1089 (car var) | |
1090 (list '+ (aref math-min-vars n) | |
1091 (list '* | |
1092 (aref math-min-vars (1+ n)) | |
1093 '(cplx 0 1)))) | |
1094 guesses (let ((g (math-float (math-complex (car guess))))) | |
1095 (cons (list (nth 2 g) nil nil) | |
1096 (cons (list (nth 1 g) nil nil t) | |
1097 guesses))) | |
1098 n (+ n 2)) | |
1099 (setq expr (math-expr-subst expr | |
1100 (car var) | |
1101 (aref math-min-vars n)) | |
1102 guesses (cons (if (math-realp (car guess)) | |
1103 (list (math-float (car guess)) nil nil) | |
1104 (if (and (eq (car-safe (car guess)) 'intv) | |
1105 (math-constp (car guess))) | |
1106 (list (math-mul | |
1107 (math-add (nth 2 (car guess)) | |
1108 (nth 3 (car guess))) | |
1109 '(float 5 -1)) | |
1110 (math-float (nth 2 (car guess))) | |
1111 (math-float (nth 3 (car guess))) | |
1112 (car guess)) | |
1113 (math-reject-arg (car guess) 'realp))) | |
1114 guesses) | |
1115 n (1+ n)))) | |
1116 (setq guesses (nreverse guesses) | |
1117 expr (math-evaluate-expr expr)) | |
1118 (if (= n 1) | |
1119 (let* ((params (if (nth 1 (car guesses)) | |
1120 (if min-widen | |
1121 (math-widen-min expr | |
1122 (nth 1 (car guesses)) | |
1123 (nth 2 (car guesses))) | |
1124 (math-narrow-min expr | |
1125 (nth 1 (car guesses)) | |
1126 (nth 2 (car guesses)) | |
1127 (nth 3 (car guesses)))) | |
1128 (math-widen-min expr | |
1129 (car (car guesses)) | |
1130 nil))) | |
1131 (prec calc-internal-prec) | |
1132 (res (if (cdr (cdr params)) | |
1133 (math-with-extra-prec (+ calc-internal-prec 2) | |
1134 (apply 'math-brent-min expr prec params)) | |
1135 (cons 'vec params)))) | |
1136 (if isvec | |
1137 (list 'vec (list 'vec (nth 1 res)) (nth 2 res)) | |
1138 res)) | |
1139 (let* ((prec calc-internal-prec) | |
1140 (res (math-with-extra-prec (+ calc-internal-prec 2) | |
1141 (math-powell-min expr n guesses prec))) | |
1142 (p (nth 1 res)) | |
1143 (vec (list 'vec))) | |
1144 (while (setq p (cdr p)) | |
1145 (if (nth 3 (car guesses)) | |
1146 (progn | |
1147 (nconc vec (list (math-normalize | |
1148 (list 'cplx (car p) (nth 1 p))))) | |
1149 (setq p (cdr p) | |
1150 guesses (cdr guesses))) | |
1151 (nconc vec (list (car p)))) | |
1152 (setq guesses (cdr guesses))) | |
1153 (if isvec | |
1154 (list 'vec vec (nth 2 res)) | |
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1155 (list 'vec (nth 1 vec) (nth 2 res))))))) |
40785 | 1156 |
1157 (defun calcFunc-minimize (expr var guess) | |
1158 (let ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
1159 (math-min-or-max "minimum")) | |
1160 (math-find-minimum (math-normalize expr) | |
1161 (math-normalize var) | |
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1162 (math-normalize guess) nil))) |
40785 | 1163 |
1164 (defun calcFunc-wminimize (expr var guess) | |
1165 (let ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
1166 (math-min-or-max "minimum")) | |
1167 (math-find-minimum (math-normalize expr) | |
1168 (math-normalize var) | |
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1169 (math-normalize guess) t))) |
40785 | 1170 |
1171 (defun calcFunc-maximize (expr var guess) | |
1172 (let* ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
1173 (math-min-or-max "maximum") | |
1174 (res (math-find-minimum (math-normalize (math-neg expr)) | |
1175 (math-normalize var) | |
1176 (math-normalize guess) nil))) | |
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1177 (list 'vec (nth 1 res) (math-neg (nth 2 res))))) |
40785 | 1178 |
1179 (defun calcFunc-wmaximize (expr var guess) | |
1180 (let* ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
1181 (math-min-or-max "maximum") | |
1182 (res (math-find-minimum (math-normalize (math-neg expr)) | |
1183 (math-normalize var) | |
1184 (math-normalize guess) t))) | |
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1185 (list 'vec (nth 1 res) (math-neg (nth 2 res))))) |
40785 | 1186 |
1187 | |
1188 | |
1189 | |
1190 ;;; The following algorithms come from Numerical Recipes, chapter 3. | |
1191 | |
1192 (defun calcFunc-polint (data x) | |
1193 (or (math-matrixp data) (math-reject-arg data 'matrixp)) | |
1194 (or (= (length data) 3) | |
1195 (math-reject-arg data "*Wrong number of data rows")) | |
1196 (or (> (length (nth 1 data)) 2) | |
1197 (math-reject-arg data "*Too few data points")) | |
1198 (if (and (math-vectorp x) (or (math-constp x) math-expand-formulas)) | |
1199 (cons 'vec (mapcar (function (lambda (x) (calcFunc-polint data x))) | |
1200 (cdr x))) | |
1201 (or (math-objectp x) math-expand-formulas (math-reject-arg x 'objectp)) | |
1202 (math-with-extra-prec 2 | |
1203 (cons 'vec (math-poly-interp (cdr (nth 1 data)) (cdr (nth 2 data)) x | |
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1204 nil))))) |
40785 | 1205 (put 'calcFunc-polint 'math-expandable t) |
1206 | |
1207 | |
1208 (defun calcFunc-ratint (data x) | |
1209 (or (math-matrixp data) (math-reject-arg data 'matrixp)) | |
1210 (or (= (length data) 3) | |
1211 (math-reject-arg data "*Wrong number of data rows")) | |
1212 (or (> (length (nth 1 data)) 2) | |
1213 (math-reject-arg data "*Too few data points")) | |
1214 (if (and (math-vectorp x) (or (math-constp x) math-expand-formulas)) | |
1215 (cons 'vec (mapcar (function (lambda (x) (calcFunc-ratint data x))) | |
1216 (cdr x))) | |
1217 (or (math-objectp x) math-expand-formulas (math-reject-arg x 'objectp)) | |
1218 (math-with-extra-prec 2 | |
1219 (cons 'vec (math-poly-interp (cdr (nth 1 data)) (cdr (nth 2 data)) x | |
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1220 (cdr (cdr (cdr (nth 1 data))))))))) |
40785 | 1221 (put 'calcFunc-ratint 'math-expandable t) |
1222 | |
1223 | |
1224 (defun math-poly-interp (xa ya x ratp) | |
1225 (let ((n (length xa)) | |
1226 (dif nil) | |
1227 (ns nil) | |
1228 (xax nil) | |
1229 (c (copy-sequence ya)) | |
1230 (d (copy-sequence ya)) | |
1231 (i 0) | |
1232 (m 0) | |
1233 y dy (xp xa) xpm cp dp temp) | |
1234 (while (<= (setq i (1+ i)) n) | |
1235 (setq xax (cons (math-sub (car xp) x) xax) | |
1236 xp (cdr xp) | |
1237 temp (math-abs (car xax))) | |
1238 (if (or (null dif) (math-lessp temp dif)) | |
1239 (setq dif temp | |
1240 ns i))) | |
1241 (setq xax (nreverse xax) | |
1242 ns (1- ns) | |
1243 y (nth ns ya)) | |
1244 (if (math-zerop dif) | |
1245 (list y 0) | |
1246 (while (< (setq m (1+ m)) n) | |
1247 (setq i 0 | |
1248 xp xax | |
1249 xpm (nthcdr m xax) | |
1250 cp c | |
1251 dp d) | |
1252 (while (<= (setq i (1+ i)) (- n m)) | |
1253 (if ratp | |
1254 (let ((t2 (math-div (math-mul (car xp) (car dp)) (car xpm)))) | |
1255 (setq temp (math-div (math-sub (nth 1 cp) (car dp)) | |
1256 (math-sub t2 (nth 1 cp)))) | |
1257 (setcar dp (math-mul (nth 1 cp) temp)) | |
1258 (setcar cp (math-mul t2 temp))) | |
1259 (if (math-equal (car xp) (car xpm)) | |
1260 (math-reject-arg (cons 'vec xa) "*Duplicate X values")) | |
1261 (setq temp (math-div (math-sub (nth 1 cp) (car dp)) | |
1262 (math-sub (car xp) (car xpm)))) | |
1263 (setcar dp (math-mul (car xpm) temp)) | |
1264 (setcar cp (math-mul (car xp) temp))) | |
1265 (setq cp (cdr cp) | |
1266 dp (cdr dp) | |
1267 xp (cdr xp) | |
1268 xpm (cdr xpm))) | |
1269 (if (< (+ ns ns) (- n m)) | |
1270 (setq dy (nth ns c)) | |
1271 (setq ns (1- ns) | |
1272 dy (nth ns d))) | |
1273 (setq y (math-add y dy))) | |
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1274 (list y dy)))) |
40785 | 1275 |
1276 | |
1277 | |
1278 ;;; The following algorithms come from Numerical Recipes, chapter 4. | |
1279 | |
1280 (defun calcFunc-ninteg (expr var lo hi) | |
1281 (setq lo (math-evaluate-expr lo) | |
1282 hi (math-evaluate-expr hi)) | |
1283 (or (math-numberp lo) (math-infinitep lo) (math-reject-arg lo 'numberp)) | |
1284 (or (math-numberp hi) (math-infinitep hi) (math-reject-arg hi 'numberp)) | |
1285 (if (math-lessp hi lo) | |
1286 (math-neg (calcFunc-ninteg expr var hi lo)) | |
1287 (setq expr (math-expr-subst expr var '(var DUMMY var-DUMMY))) | |
1288 (let ((var-DUMMY nil) | |
1289 (calc-symbolic-mode nil) | |
1290 (calc-prefer-frac nil) | |
1291 (sum 0)) | |
1292 (setq expr (math-evaluate-expr expr)) | |
1293 (if (equal lo '(neg (var inf var-inf))) | |
1294 (let ((thi (if (math-lessp hi '(float -2 0)) | |
1295 hi '(float -2 0)))) | |
1296 (setq sum (math-ninteg-romberg | |
1297 'math-ninteg-midpoint expr | |
1298 (math-float lo) (math-float thi) 'inf) | |
1299 lo thi))) | |
1300 (if (equal hi '(var inf var-inf)) | |
1301 (let ((tlo (if (math-lessp '(float 2 0) lo) | |
1302 lo '(float 2 0)))) | |
1303 (setq sum (math-add sum | |
1304 (math-ninteg-romberg | |
1305 'math-ninteg-midpoint expr | |
1306 (math-float tlo) (math-float hi) 'inf)) | |
1307 hi tlo))) | |
1308 (or (math-equal lo hi) | |
1309 (setq sum (math-add sum | |
1310 (math-ninteg-romberg | |
1311 'math-ninteg-midpoint expr | |
1312 (math-float lo) (math-float hi) nil)))) | |
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1313 sum))) |
40785 | 1314 |
1315 | |
1316 ;;; Open Romberg method; "qromo" in section 4.4. | |
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|
1317 (defun math-ninteg-romberg (func expr lo hi mode) |
40785 | 1318 (let ((curh '(float 1 0)) |
1319 (h nil) | |
1320 (s nil) | |
1321 (j 0) | |
1322 (ss nil) | |
1323 (prec calc-internal-prec) | |
1324 (integ-temp nil)) | |
1325 (math-with-extra-prec 2 | |
1326 ;; Limit on "j" loop must be 14 or less to keep "it" from overflowing. | |
1327 (or (while (and (null ss) (<= (setq j (1+ j)) 8)) | |
1328 (setq s (nconc s (list (funcall func expr lo hi mode))) | |
1329 h (nconc h (list curh))) | |
1330 (if (>= j 3) | |
1331 (let ((res (math-poly-interp h s '(float 0 0) nil))) | |
1332 (if (math-lessp (math-abs (nth 1 res)) | |
1333 (calcFunc-scf (math-abs (car res)) | |
1334 (- prec))) | |
1335 (setq math-ninteg-convergence j | |
1336 ss (car res))))) | |
1337 (if (>= j 5) | |
1338 (setq s (cdr s) | |
1339 h (cdr h))) | |
1340 (setq curh (math-div-float curh '(float 9 0)))) | |
1341 ss | |
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1342 (math-reject-arg nil (format "*Integral failed to converge")))))) |
40785 | 1343 |
1344 | |
1345 (defun math-ninteg-evaluate (expr x mode) | |
1346 (if (eq mode 'inf) | |
1347 (setq x (math-div '(float 1 0) x))) | |
1348 (let* ((var-DUMMY x) | |
1349 (res (math-evaluate-expr expr))) | |
1350 (or (Math-numberp res) | |
1351 (math-reject-arg res "*Integrand does not evaluate to a number")) | |
1352 (if (eq mode 'inf) | |
1353 (setq res (math-mul res (math-sqr x)))) | |
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1354 res)) |
40785 | 1355 |
1356 | |
1357 (defun math-ninteg-midpoint (expr lo hi mode) ; uses "integ-temp" | |
1358 (if (eq mode 'inf) | |
1359 (let ((math-infinite-mode t) temp) | |
1360 (setq temp (math-div 1 lo) | |
1361 lo (math-div 1 hi) | |
1362 hi temp))) | |
1363 (if integ-temp | |
1364 (let* ((it3 (* 3 (car integ-temp))) | |
1365 (math-working-step-2 (* 2 (car integ-temp))) | |
1366 (math-working-step 0) | |
1367 (range (math-sub hi lo)) | |
1368 (del (math-div range (math-float it3))) | |
1369 (del2 (math-add del del)) | |
1370 (del3 (math-add del del2)) | |
1371 (x (math-add lo (math-mul '(float 5 -1) del))) | |
1372 (sum '(float 0 0)) | |
1373 (j 0) temp) | |
1374 (while (<= (setq j (1+ j)) (car integ-temp)) | |
1375 (setq math-working-step (1+ math-working-step) | |
1376 temp (math-ninteg-evaluate expr x mode) | |
1377 math-working-step (1+ math-working-step) | |
1378 sum (math-add sum (math-add temp (math-ninteg-evaluate | |
1379 expr (math-add x del2) | |
1380 mode))) | |
1381 x (math-add x del3))) | |
1382 (setq integ-temp (list it3 | |
1383 (math-add (math-div (nth 1 integ-temp) | |
1384 '(float 3 0)) | |
1385 (math-mul sum del))))) | |
1386 (setq integ-temp (list 1 (math-mul | |
1387 (math-sub hi lo) | |
1388 (math-ninteg-evaluate | |
1389 expr | |
1390 (math-mul (math-add lo hi) '(float 5 -1)) | |
1391 mode))))) | |
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1392 (nth 1 integ-temp)) |
40785 | 1393 |
1394 | |
1395 | |
1396 | |
1397 | |
1398 ;;; The following algorithms come from Numerical Recipes, chapter 14. | |
1399 | |
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1400 (defvar math-dummy-vars [(var DUMMY var-DUMMY)]) |
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1401 (defvar math-dummy-counter 0) |
40785 | 1402 (defun math-dummy-variable () |
1403 (if (= math-dummy-counter (length math-dummy-vars)) | |
1404 (let ((symb (intern (format "math-dummy-%d" math-dummy-counter)))) | |
1405 (setq math-dummy-vars (vconcat math-dummy-vars | |
1406 (vector (list 'var symb symb)))))) | |
1407 (set (nth 2 (aref math-dummy-vars math-dummy-counter)) nil) | |
1408 (prog1 | |
1409 (aref math-dummy-vars math-dummy-counter) | |
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1410 (setq math-dummy-counter (1+ math-dummy-counter)))) |
40785 | 1411 |
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1412 (defvar math-in-fit 0) |
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1413 (defvar calc-fit-to-trail nil) |
40785 | 1414 |
1415 (defun calcFunc-fit (expr vars &optional coefs data) | |
1416 (let ((math-in-fit 10)) | |
1417 (math-with-extra-prec 2 | |
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1418 (math-general-fit expr vars coefs data nil)))) |
40785 | 1419 |
1420 (defun calcFunc-efit (expr vars &optional coefs data) | |
1421 (let ((math-in-fit 10)) | |
1422 (math-with-extra-prec 2 | |
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1423 (math-general-fit expr vars coefs data 'sdev)))) |
40785 | 1424 |
1425 (defun calcFunc-xfit (expr vars &optional coefs data) | |
1426 (let ((math-in-fit 10)) | |
1427 (math-with-extra-prec 2 | |
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1428 (math-general-fit expr vars coefs data 'full)))) |
40785 | 1429 |
1430 (defun math-general-fit (expr vars coefs data mode) | |
1431 (let ((calc-simplify-mode nil) | |
1432 (math-dummy-counter math-dummy-counter) | |
1433 (math-in-fit 1) | |
1434 (extended (eq mode 'full)) | |
1435 (first-coef math-dummy-counter) | |
1436 first-var | |
1437 (plain-expr expr) | |
1438 orig-expr | |
1439 have-sdevs need-chisq chisq | |
1440 (x-funcs nil) | |
1441 (y-filter nil) | |
1442 y-dummy | |
1443 (coef-filters nil) | |
1444 new-coefs | |
1445 (xy-values nil) | |
1446 (weights nil) | |
1447 (var-YVAL nil) (var-YVALX nil) | |
1448 covar beta | |
1449 n nn m mm v dummy p) | |
1450 | |
1451 ;; Validate and parse arguments. | |
1452 (or data | |
1453 (if coefs | |
1454 (setq data coefs | |
1455 coefs nil) | |
1456 (if (math-vectorp expr) | |
1457 (if (memq (length expr) '(3 4)) | |
1458 (setq data vars | |
1459 vars (nth 2 expr) | |
1460 coefs (nth 3 expr) | |
1461 expr (nth 1 expr)) | |
1462 (math-dimension-error)) | |
1463 (setq data vars | |
1464 vars nil | |
1465 coefs nil)))) | |
1466 (or (math-matrixp data) (math-reject-arg data 'matrixp)) | |
1467 (setq v (1- (length data)) | |
1468 n (1- (length (nth 1 data)))) | |
1469 (or (math-vectorp vars) (null vars) | |
1470 (setq vars (list 'vec vars))) | |
1471 (or (math-vectorp coefs) (null coefs) | |
1472 (setq coefs (list 'vec coefs))) | |
1473 (or coefs | |
1474 (setq coefs (cons 'vec (math-all-vars-but expr vars)))) | |
1475 (or vars | |
1476 (if (<= (1- (length coefs)) v) | |
1477 (math-reject-arg coefs "*Not enough variables in model") | |
1478 (setq coefs (copy-sequence coefs)) | |
1479 (let ((p (nthcdr (- (length coefs) v | |
1480 (if (eq (car-safe expr) 'calcFunc-eq) 1 0)) | |
1481 coefs))) | |
1482 (setq vars (cons 'vec (cdr p))) | |
1483 (setcdr p nil)))) | |
1484 (or (= (1- (length vars)) v) | |
1485 (= (length vars) v) | |
1486 (math-reject-arg vars "*Number of variables does not match data")) | |
1487 (setq m (1- (length coefs))) | |
1488 (if (< m 1) | |
1489 (math-reject-arg coefs "*Need at least one parameter")) | |
1490 | |
1491 ;; Rewrite expr in terms of fitparam and fitvar, make into an equation. | |
1492 (setq p coefs) | |
1493 (while (setq p (cdr p)) | |
1494 (or (eq (car-safe (car p)) 'var) | |
1495 (math-reject-arg (car p) "*Expected a variable")) | |
1496 (setq dummy (math-dummy-variable) | |
1497 expr (math-expr-subst expr (car p) | |
1498 (list 'calcFunc-fitparam | |
1499 (- math-dummy-counter first-coef))))) | |
1500 (setq first-var math-dummy-counter | |
1501 p vars) | |
1502 (while (setq p (cdr p)) | |
1503 (or (eq (car-safe (car p)) 'var) | |
1504 (math-reject-arg (car p) "*Expected a variable")) | |
1505 (setq dummy (math-dummy-variable) | |
1506 expr (math-expr-subst expr (car p) | |
1507 (list 'calcFunc-fitvar | |
1508 (- math-dummy-counter first-var))))) | |
1509 (if (< math-dummy-counter (+ first-var v)) | |
1510 (setq dummy (math-dummy-variable))) ; dependent variable may be unnamed | |
1511 (setq y-dummy dummy | |
1512 orig-expr expr) | |
1513 (or (eq (car-safe expr) 'calcFunc-eq) | |
1514 (setq expr (list 'calcFunc-eq (list 'calcFunc-fitvar v) expr))) | |
1515 | |
1516 (let ((calc-symbolic-mode nil)) | |
1517 | |
1518 ;; Apply rewrites to put expr into a linear-like form. | |
1519 (setq expr (math-evaluate-expr expr) | |
1520 expr (math-rewrite (list 'calcFunc-fitmodel expr) | |
1521 '(var FitRules var-FitRules)) | |
1522 math-in-fit 2 | |
1523 expr (math-evaluate-expr expr)) | |
1524 (or (and (eq (car-safe expr) 'calcFunc-fitsystem) | |
1525 (= (length expr) 4) | |
1526 (math-vectorp (nth 2 expr)) | |
1527 (math-vectorp (nth 3 expr)) | |
1528 (> (length (nth 2 expr)) 1) | |
1529 (= (length (nth 3 expr)) (1+ m))) | |
1530 (math-reject-arg plain-expr "*Model expression is too complex")) | |
1531 (setq y-filter (nth 1 expr) | |
1532 x-funcs (vconcat (cdr (nth 2 expr))) | |
1533 coef-filters (nth 3 expr) | |
1534 mm (length x-funcs)) | |
1535 (if (equal y-filter y-dummy) | |
1536 (setq y-filter nil)) | |
1537 | |
1538 ;; Build the (square) system of linear equations to be solved. | |
1539 (setq beta (cons 'vec (make-list mm 0)) | |
1540 covar (cons 'vec (mapcar 'copy-sequence (make-list mm beta)))) | |
1541 (let* ((ptrs (vconcat (cdr data))) | |
1542 (isigsq 1) | |
1543 (xvals (make-vector mm 0)) | |
1544 (i 0) | |
1545 j k xval yval sigmasqr wt covj covjk covk betaj lud) | |
1546 (while (<= (setq i (1+ i)) n) | |
1547 | |
1548 ;; Assign various independent variables for this data point. | |
1549 (setq j 0 | |
1550 sigmasqr nil) | |
1551 (while (< j v) | |
1552 (aset ptrs j (cdr (aref ptrs j))) | |
1553 (setq xval (car (aref ptrs j))) | |
1554 (if (= j (1- v)) | |
1555 (if sigmasqr | |
1556 (progn | |
1557 (if (eq (car-safe xval) 'sdev) | |
1558 (setq sigmasqr (math-add (math-sqr (nth 2 xval)) | |
1559 sigmasqr) | |
1560 xval (nth 1 xval))) | |
1561 (if y-filter | |
1562 (setq xval (math-make-sdev xval | |
1563 (math-sqrt sigmasqr)))))) | |
1564 (if (eq (car-safe xval) 'sdev) | |
1565 (setq sigmasqr (math-add (math-sqr (nth 2 xval)) | |
1566 (or sigmasqr 0)) | |
1567 xval (nth 1 xval)))) | |
1568 (set (nth 2 (aref math-dummy-vars (+ first-var j))) xval) | |
1569 (setq j (1+ j))) | |
1570 | |
1571 ;; Compute Y value for this data point. | |
1572 (if y-filter | |
1573 (setq yval (math-evaluate-expr y-filter)) | |
1574 (setq yval (symbol-value (nth 2 y-dummy)))) | |
1575 (if (eq (car-safe yval) 'sdev) | |
1576 (setq sigmasqr (math-sqr (nth 2 yval)) | |
1577 yval (nth 1 yval))) | |
1578 (if (= i 1) | |
1579 (setq have-sdevs sigmasqr | |
1580 need-chisq (or extended | |
1581 (and (eq mode 'sdev) (not have-sdevs))))) | |
1582 (if have-sdevs | |
1583 (if sigmasqr | |
1584 (progn | |
1585 (setq isigsq (math-div 1 sigmasqr)) | |
1586 (if need-chisq | |
1587 (setq weights (cons isigsq weights)))) | |
1588 (math-reject-arg yval "*Mixed error forms and plain numbers")) | |
1589 (if sigmasqr | |
1590 (math-reject-arg yval "*Mixed error forms and plain numbers"))) | |
1591 | |
1592 ;; Compute X values for this data point and update covar and beta. | |
1593 (if (eq (car-safe xval) 'sdev) | |
1594 (set (nth 2 y-dummy) (nth 1 xval))) | |
1595 (setq j 0 | |
1596 covj covar | |
1597 betaj beta) | |
1598 (while (< j mm) | |
1599 (setq wt (math-evaluate-expr (aref x-funcs j))) | |
1600 (aset xvals j wt) | |
1601 (setq wt (math-mul wt isigsq) | |
1602 betaj (cdr betaj) | |
1603 covjk (car (setq covj (cdr covj))) | |
1604 k 0) | |
1605 (while (<= k j) | |
1606 (setq covjk (cdr covjk)) | |
1607 (setcar covjk (math-add (car covjk) | |
1608 (math-mul wt (aref xvals k)))) | |
1609 (setq k (1+ k))) | |
1610 (setcar betaj (math-add (car betaj) (math-mul wt yval))) | |
1611 (setq j (1+ j))) | |
1612 (if need-chisq | |
1613 (setq xy-values (cons (append xvals (list yval)) xy-values)))) | |
1614 | |
1615 ;; Fill in symmetric half of covar matrix. | |
1616 (setq j 0 | |
1617 covj covar) | |
1618 (while (< j (1- mm)) | |
1619 (setq k j | |
1620 j (1+ j) | |
1621 covjk (nthcdr j (car (setq covj (cdr covj)))) | |
1622 covk (nthcdr j covar)) | |
1623 (while (< (setq k (1+ k)) mm) | |
1624 (setq covjk (cdr covjk) | |
1625 covk (cdr covk)) | |
1626 (setcar covjk (nth j (car covk)))))) | |
1627 | |
1628 ;; Solve the linear system. | |
1629 (if mode | |
1630 (progn | |
1631 (setq covar (math-matrix-inv-raw covar)) | |
1632 (if covar | |
1633 (setq beta (math-mul covar beta)) | |
1634 (if (math-zerop (math-abs beta)) | |
1635 (setq covar (calcFunc-diag 0 (1- (length beta)))) | |
1636 (math-reject-arg orig-expr "*Singular matrix"))) | |
1637 (or (math-vectorp covar) | |
1638 (setq covar (list 'vec (list 'vec covar))))) | |
1639 (setq beta (math-div beta covar))) | |
1640 | |
1641 ;; Compute chi-square statistic if necessary. | |
1642 (if need-chisq | |
1643 (let (bp xp sum) | |
1644 (setq chisq 0) | |
1645 (while xy-values | |
1646 (setq bp beta | |
1647 xp (car xy-values) | |
1648 sum 0) | |
1649 (while (setq bp (cdr bp)) | |
1650 (setq sum (math-add sum (math-mul (car bp) (car xp))) | |
1651 xp (cdr xp))) | |
1652 (setq sum (math-sqr (math-sub (car xp) sum))) | |
1653 (if weights (setq sum (math-mul sum (car weights)))) | |
1654 (setq chisq (math-add chisq sum) | |
1655 weights (cdr weights) | |
1656 xy-values (cdr xy-values))))) | |
1657 | |
1658 ;; Convert coefficients back into original terms. | |
1659 (setq new-coefs (copy-sequence beta)) | |
1660 (let* ((bp new-coefs) | |
1661 (cp covar) | |
1662 (sigdat 1) | |
1663 (math-in-fit 3) | |
1664 (j 0)) | |
1665 (and mode (not have-sdevs) | |
1666 (setq sigdat (if (<= n mm) | |
1667 0 | |
1668 (math-div chisq (- n mm))))) | |
1669 (if mode | |
1670 (while (setq bp (cdr bp)) | |
1671 (setcar bp (math-make-sdev | |
1672 (car bp) | |
1673 (math-sqrt (math-mul (nth (setq j (1+ j)) | |
1674 (car (setq cp (cdr cp)))) | |
1675 sigdat)))))) | |
1676 (setq new-coefs (math-evaluate-expr coef-filters)) | |
1677 (if calc-fit-to-trail | |
1678 (let ((bp new-coefs) | |
1679 (cp coefs) | |
1680 (vec nil)) | |
1681 (while (setq bp (cdr bp) cp (cdr cp)) | |
1682 (setq vec (cons (list 'calcFunc-eq (car cp) (car bp)) vec))) | |
1683 (setq calc-fit-to-trail (cons 'vec (nreverse vec))))))) | |
1684 | |
1685 ;; Substitute best-fit coefficients back into original formula. | |
1686 (setq expr (math-multi-subst | |
1687 orig-expr | |
1688 (let ((n v) | |
1689 (vec nil)) | |
1690 (while (>= n 1) | |
1691 (setq vec (cons (list 'calcFunc-fitvar n) vec) | |
1692 n (1- n))) | |
1693 (setq n m) | |
1694 (while (>= n 1) | |
1695 (setq vec (cons (list 'calcFunc-fitparam n) vec) | |
1696 n (1- n))) | |
1697 vec) | |
1698 (append (cdr new-coefs) (cdr vars)))) | |
1699 | |
1700 ;; Package the result. | |
1701 (math-normalize | |
1702 (if extended | |
1703 (list 'vec expr beta covar | |
1704 (let ((p coef-filters) | |
1705 (n 0)) | |
1706 (while (and (setq n (1+ n) p (cdr p)) | |
1707 (eq (car-safe (car p)) 'calcFunc-fitdummy) | |
1708 (eq (nth 1 (car p)) n))) | |
1709 (if p | |
1710 coef-filters | |
1711 (list 'vec))) | |
1712 chisq | |
1713 (if (and have-sdevs (> n mm)) | |
1714 (list 'calcFunc-utpc chisq (- n mm)) | |
1715 '(var nan var-nan))) | |
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|
1716 expr)))) |
40785 | 1717 |
1718 | |
1719 (defun calcFunc-fitvar (x) | |
1720 (if (>= math-in-fit 2) | |
1721 (progn | |
1722 (setq x (aref math-dummy-vars (+ first-var x -1))) | |
1723 (or (calc-var-value (nth 2 x)) x)) | |
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diff
changeset
|
1724 (math-reject-arg x))) |
40785 | 1725 |
1726 (defun calcFunc-fitparam (x) | |
1727 (if (>= math-in-fit 2) | |
1728 (progn | |
1729 (setq x (aref math-dummy-vars (+ first-coef x -1))) | |
1730 (or (calc-var-value (nth 2 x)) x)) | |
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|
1731 (math-reject-arg x))) |
40785 | 1732 |
1733 (defun calcFunc-fitdummy (x) | |
1734 (if (= math-in-fit 3) | |
1735 (nth x new-coefs) | |
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|
1736 (math-reject-arg x))) |
40785 | 1737 |
1738 (defun calcFunc-hasfitvars (expr) | |
1739 (if (Math-primp expr) | |
1740 0 | |
1741 (if (eq (car expr) 'calcFunc-fitvar) | |
1742 (nth 1 expr) | |
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Colin Walters <walters@gnu.org>
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changeset
|
1743 (apply 'max (mapcar 'calcFunc-hasfitvars (cdr expr)))))) |
40785 | 1744 |
1745 (defun calcFunc-hasfitparams (expr) | |
1746 (if (Math-primp expr) | |
1747 0 | |
1748 (if (eq (car expr) 'calcFunc-fitparam) | |
1749 (nth 1 expr) | |
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|
1750 (apply 'max (mapcar 'calcFunc-hasfitparams (cdr expr)))))) |
40785 | 1751 |
1752 | |
1753 (defun math-all-vars-but (expr but) | |
1754 (let* ((vars (math-all-vars-in expr)) | |
1755 (p but)) | |
1756 (while p | |
1757 (setq vars (delq (assoc (car-safe p) vars) vars) | |
1758 p (cdr p))) | |
1759 (sort (mapcar 'car vars) | |
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Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents:
40785
diff
changeset
|
1760 (function (lambda (x y) (string< (nth 1 x) (nth 1 y))))))) |
40785 | 1761 |
1762 (defun math-all-vars-in (expr) | |
1763 (let ((vars nil) | |
1764 found) | |
1765 (math-all-vars-rec expr) | |
41047
73f364fd8aaa
Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents:
40785
diff
changeset
|
1766 vars)) |
40785 | 1767 |
1768 (defun math-all-vars-rec (expr) | |
1769 (if (Math-primp expr) | |
1770 (if (eq (car-safe expr) 'var) | |
1771 (or (math-const-var expr) | |
1772 (if (setq found (assoc expr vars)) | |
1773 (setcdr found (1+ (cdr found))) | |
1774 (setq vars (cons (cons expr 1) vars))))) | |
1775 (while (setq expr (cdr expr)) | |
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73f364fd8aaa
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Colin Walters <walters@gnu.org>
parents:
40785
diff
changeset
|
1776 (math-all-vars-rec (car expr))))) |
40785 | 1777 |
89909 | 1778 ;;; arch-tag: ff9f2920-8111-48b5-b3fa-b0682c3e44a6 |
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Colin Walters <walters@gnu.org>
parents:
40785
diff
changeset
|
1779 ;;; calcalg3.el ends here |