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annotate lisp/calc/calcalg3.el @ 81058:b6ab0a86a34c
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author | Miles Bader <miles@gnu.org> |
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date | Thu, 24 May 2007 02:09:52 +0000 |
parents | 1154f082efd9 |
children | 095d08e7d6bb e6fdae9180d4 |
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, 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 2, 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) |
40785 | 105 |
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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 n calc-curve-nvars temp data |
40785 | 119 (homog nil) |
120 (msgs '( "(Press ? for help)" | |
121 "1 = linear or multilinear" | |
122 "2-9 = polynomial fits; i = interpolating polynomial" | |
123 "p = a x^b, ^ = a b^x" | |
124 "e = a exp(b x), x = exp(a + b x), l = a + b ln(x)" | |
125 "E = a 10^(b x), X = 10^(a + b x), L = a + b log10(x)" | |
126 "q = a + b (x-c)^2" | |
127 "g = (a/b sqrt(2 pi)) exp(-0.5*((x-c)/b)^2)" | |
128 "h prefix = homogeneous model (no constant term)" | |
129 "' = alg entry, $ = stack, u = Model1, U = Model2"))) | |
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130 (while (not calc-curve-model) |
40785 | 131 (message "Fit to model: %s:%s" |
132 (nth which msgs) | |
133 (if homog " h" "")) | |
134 (setq key (read-char)) | |
135 (cond ((= key ?\C-g) | |
136 (keyboard-quit)) | |
137 ((= key ??) | |
138 (setq which (% (1+ which) (length msgs)))) | |
139 ((memq key '(?h ?H)) | |
140 (setq homog (not homog))) | |
141 ((progn | |
142 (if (eq key ?\$) | |
143 (setq n 1) | |
144 (setq n 0)) | |
145 (cond ((null arg) | |
146 (setq n (1+ n) | |
147 data (calc-top n))) | |
148 ((or (consp arg) (eq arg 0)) | |
149 (setq n (+ n 2) | |
150 data (calc-top n) | |
151 data (if (math-matrixp data) | |
152 (append data (list (calc-top (1- n)))) | |
153 (list 'vec data (calc-top (1- n)))))) | |
154 ((> (setq arg (prefix-numeric-value arg)) 0) | |
155 (setq data (cons 'vec (calc-top-list arg (1+ n))) | |
156 n (+ n arg))) | |
157 (t (error "Bad prefix argument"))) | |
158 (or (math-matrixp data) (not (cdr (cdr data))) | |
159 (error "Data matrix is not a matrix!")) | |
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160 (setq calc-curve-nvars (- (length data) 2) |
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161 calc-curve-coefnames nil |
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162 calc-curve-varnames nil) |
40785 | 163 nil)) |
164 ((= key ?1) ; linear or multilinear | |
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165 (calc-get-fit-variables calc-curve-nvars |
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166 (1+ calc-curve-nvars) (and homog 0)) |
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167 (setq calc-curve-model (math-mul calc-curve-coefnames |
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168 (cons 'vec (cons 1 (cdr calc-curve-varnames)))))) |
40785 | 169 ((and (>= key ?2) (<= key ?9)) ; polynomial |
170 (calc-get-fit-variables 1 (- key ?0 -1) (and homog 0)) | |
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171 (setq calc-curve-model |
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172 (math-build-polynomial-expr (cdr calc-curve-coefnames) |
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173 (nth 1 calc-curve-varnames)))) |
40785 | 174 ((= key ?i) ; exact polynomial |
175 (calc-get-fit-variables 1 (1- (length (nth 1 data))) | |
176 (and homog 0)) | |
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177 (setq calc-curve-model |
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178 (math-build-polynomial-expr (cdr calc-curve-coefnames) |
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179 (nth 1 calc-curve-varnames)))) |
40785 | 180 ((= key ?p) ; power law |
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181 (calc-get-fit-variables calc-curve-nvars |
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182 (1+ calc-curve-nvars) (and homog 1)) |
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183 (setq calc-curve-model (math-mul (nth 1 calc-curve-coefnames) |
40785 | 184 (calcFunc-reduce |
185 '(var mul var-mul) | |
186 (calcFunc-map | |
187 '(var pow var-pow) | |
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188 calc-curve-varnames |
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189 (cons 'vec (cdr (cdr calc-curve-coefnames)))))))) |
40785 | 190 ((= key ?^) ; exponential law |
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191 (calc-get-fit-variables calc-curve-nvars |
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192 (1+ calc-curve-nvars) (and homog 1)) |
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193 (setq calc-curve-model (math-mul (nth 1 calc-curve-coefnames) |
40785 | 194 (calcFunc-reduce |
195 '(var mul var-mul) | |
196 (calcFunc-map | |
197 '(var pow var-pow) | |
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198 (cons 'vec (cdr (cdr calc-curve-coefnames))) |
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199 calc-curve-varnames))))) |
40785 | 200 ((memq key '(?e ?E)) |
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201 (calc-get-fit-variables calc-curve-nvars |
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202 (1+ calc-curve-nvars) (and homog 1)) |
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203 (setq calc-curve-model (math-mul (nth 1 calc-curve-coefnames) |
40785 | 204 (calcFunc-reduce |
205 '(var mul var-mul) | |
206 (calcFunc-map | |
207 (if (eq key ?e) | |
208 '(var exp var-exp) | |
209 '(calcFunc-lambda | |
210 (var a var-a) | |
211 (^ 10 (var a var-a)))) | |
212 (calcFunc-map | |
213 '(var mul var-mul) | |
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214 (cons 'vec (cdr (cdr calc-curve-coefnames))) |
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215 calc-curve-varnames)))))) |
40785 | 216 ((memq key '(?x ?X)) |
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217 (calc-get-fit-variables calc-curve-nvars |
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218 (1+ calc-curve-nvars) (and homog 0)) |
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219 (setq calc-curve-model (math-mul calc-curve-coefnames |
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220 (cons 'vec (cons 1 (cdr calc-curve-varnames))))) |
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221 (setq calc-curve-model (if (eq key ?x) |
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222 (list 'calcFunc-exp calc-curve-model) |
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223 (list '^ 10 calc-curve-model)))) |
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225 (calc-get-fit-variables calc-curve-nvars |
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226 (1+ calc-curve-nvars) (and homog 0)) |
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227 (setq calc-curve-model (math-mul calc-curve-coefnames |
40785 | 228 (cons 'vec |
229 (cons 1 (cdr (calcFunc-map | |
230 (if (eq key ?l) | |
231 '(var ln var-ln) | |
232 '(var log10 | |
233 var-log10)) | |
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234 calc-curve-varnames))))))) |
40785 | 235 ((= key ?q) |
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236 (calc-get-fit-variables calc-curve-nvars |
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237 (1+ (* 2 calc-curve-nvars)) (and homog 0)) |
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238 (let ((c calc-curve-coefnames) |
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239 (v calc-curve-varnames)) |
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240 (setq calc-curve-model (nth 1 c)) |
40785 | 241 (while (setq v (cdr v) c (cdr (cdr c))) |
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242 (setq calc-curve-model (math-add |
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243 calc-curve-model |
40785 | 244 (list '* |
245 (car c) | |
246 (list '^ | |
247 (list '- (car v) (nth 1 c)) | |
248 2))))))) | |
249 ((= key ?g) | |
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250 (setq calc-curve-model |
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251 (math-read-expr "(AFit / BFit sqrt(2 pi)) exp(-0.5 * ((XFit - CFit) / BFit)^2)") |
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252 calc-curve-varnames '(vec (var XFit var-XFit)) |
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253 calc-curve-coefnames '(vec (var AFit var-AFit) |
40785 | 254 (var BFit var-BFit) |
255 (var CFit var-CFit))) | |
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256 (calc-get-fit-variables 1 (1- (length calc-curve-coefnames)) |
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257 (and homog 1))) |
40785 | 258 ((memq key '(?\$ ?\' ?u ?U)) |
259 (let* ((defvars nil) | |
260 (record-entry nil)) | |
261 (if (eq key ?\') | |
262 (let* ((calc-dollar-values calc-arg-values) | |
263 (calc-dollar-used 0) | |
264 (calc-hashes-used 0)) | |
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265 (setq calc-curve-model (calc-do-alg-entry "" "Model formula: " |
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266 nil 'calc-curve-fit-history)) |
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267 (if (/= (length calc-curve-model) 1) |
40785 | 268 (error "Bad format")) |
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269 (setq calc-curve-model (car calc-curve-model) |
40785 | 270 record-entry t) |
271 (if (> calc-dollar-used 0) | |
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272 (setq calc-curve-coefnames |
40785 | 273 (cons 'vec |
274 (nthcdr (- (length calc-arg-values) | |
275 calc-dollar-used) | |
276 (reverse calc-arg-values)))) | |
277 (if (> calc-hashes-used 0) | |
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278 (setq calc-curve-coefnames |
40785 | 279 (cons 'vec (calc-invent-args |
280 calc-hashes-used)))))) | |
281 (progn | |
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282 (setq calc-curve-model (cond ((eq key ?u) |
40785 | 283 (calc-var-value 'var-Model1)) |
284 ((eq key ?U) | |
285 (calc-var-value 'var-Model2)) | |
286 (t (calc-top 1)))) | |
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287 (or calc-curve-model (error "User model not yet defined")) |
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288 (if (math-vectorp calc-curve-model) |
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289 (if (and (memq (length calc-curve-model) '(3 4)) |
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290 (not (math-objvecp (nth 1 calc-curve-model))) |
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291 (math-vectorp (nth 2 calc-curve-model)) |
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292 (or (null (nth 3 calc-curve-model)) |
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293 (math-vectorp (nth 3 calc-curve-model)))) |
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294 (setq calc-curve-varnames (nth 2 calc-curve-model) |
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295 calc-curve-coefnames |
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296 (or (nth 3 calc-curve-model) |
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297 (cons 'vec |
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298 (math-all-vars-but |
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299 calc-curve-model calc-curve-varnames))) |
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300 calc-curve-model (nth 1 calc-curve-model)) |
40785 | 301 (error "Incorrect model specifier"))))) |
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302 (or calc-curve-varnames |
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303 (let ((with-y (eq (car-safe calc-curve-model) 'calcFunc-eq))) |
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304 (if calc-curve-coefnames |
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305 (calc-get-fit-variables |
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306 (if with-y (1+ calc-curve-nvars) calc-curve-nvars) |
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307 (1- (length calc-curve-coefnames)) |
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308 (math-all-vars-but |
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309 calc-curve-model calc-curve-coefnames) |
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310 nil with-y) |
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311 (let* ((coefs (math-all-vars-but calc-curve-model nil)) |
40785 | 312 (vars nil) |
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313 (n (- (length coefs) calc-curve-nvars (if with-y 2 1))) |
40785 | 314 p) |
315 (if (< n 0) | |
316 (error "Not enough variables in model")) | |
317 (setq p (nthcdr n coefs)) | |
318 (setq vars (cdr p)) | |
319 (setcdr p nil) | |
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320 (calc-get-fit-variables |
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321 (if with-y (1+ calc-curve-nvars) calc-curve-nvars) |
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322 (length coefs) |
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323 vars coefs with-y))))) |
40785 | 324 (if record-entry |
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325 (calc-record (list 'vec calc-curve-model |
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326 calc-curve-varnames calc-curve-coefnames) |
40785 | 327 "modl")))) |
328 (t (beep)))) | |
329 (let ((calc-fit-to-trail t)) | |
330 (calc-enter-result n (substring (symbol-name func) 9) | |
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331 (list func calc-curve-model |
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332 (if (= (length calc-curve-varnames) 2) |
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333 (nth 1 calc-curve-varnames) |
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334 calc-curve-varnames) |
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335 (if (= (length calc-curve-coefnames) 2) |
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336 (nth 1 calc-curve-coefnames) |
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337 calc-curve-coefnames) |
40785 | 338 data)) |
339 (if (consp calc-fit-to-trail) | |
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340 (calc-record (calc-normalize calc-fit-to-trail) "parm")))))) |
40785 | 341 |
342 (defun calc-invent-independent-variables (n &optional but) | |
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343 (calc-invent-variables n but '(x y z t) "x")) |
40785 | 344 |
345 (defun calc-invent-parameter-variables (n &optional but) | |
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346 (calc-invent-variables n but '(a b c d) "a")) |
40785 | 347 |
348 (defun calc-invent-variables (num but names base) | |
349 (let ((vars nil) | |
350 (n num) (nn 0) | |
351 var) | |
352 (while (and (> n 0) names) | |
353 (setq var (math-build-var-name (if (consp names) | |
354 (car names) | |
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355 (concat base (int-to-string |
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356 (setq nn (1+ nn))))))) |
40785 | 357 (or (math-expr-contains (cons 'vec but) var) |
358 (setq vars (cons var vars) | |
359 n (1- n))) | |
360 (or (symbolp names) (setq names (cdr names)))) | |
361 (if (= n 0) | |
362 (nreverse vars) | |
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363 (calc-invent-variables num but t base)))) |
40785 | 364 |
365 (defun calc-get-fit-variables (nv nc &optional defv defc with-y homog) | |
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366 (or (= nv (if with-y (1+ calc-curve-nvars) calc-curve-nvars)) |
40785 | 367 (error "Wrong number of data vectors for this type of model")) |
368 (if (integerp defv) | |
369 (setq homog defv | |
370 defv nil)) | |
371 (if homog | |
372 (setq nc (1- nc))) | |
373 (or defv | |
374 (setq defv (calc-invent-independent-variables nv))) | |
375 (or defc | |
376 (setq defc (calc-invent-parameter-variables nc defv))) | |
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377 (let ((vars (read-string (format "Fitting variables (default %s; %s): " |
40785 | 378 (mapconcat 'symbol-name |
379 (mapcar (function (lambda (v) | |
380 (nth 1 v))) | |
381 defv) | |
382 ",") | |
383 (mapconcat 'symbol-name | |
384 (mapcar (function (lambda (v) | |
385 (nth 1 v))) | |
386 defc) | |
387 ",")))) | |
388 (coefs nil)) | |
389 (setq vars (if (string-match "\\[" vars) | |
390 (math-read-expr vars) | |
391 (math-read-expr (concat "[" vars "]")))) | |
392 (if (eq (car-safe vars) 'error) | |
393 (error "Bad format in expression: %s" (nth 2 vars))) | |
394 (or (math-vectorp vars) | |
395 (error "Expected a variable or vector of variables")) | |
396 (if (equal vars '(vec)) | |
397 (setq vars (cons 'vec defv) | |
398 coefs (cons 'vec defc)) | |
399 (if (math-vectorp (nth 1 vars)) | |
400 (if (and (= (length vars) 3) | |
401 (math-vectorp (nth 2 vars))) | |
402 (setq coefs (nth 2 vars) | |
403 vars (nth 1 vars)) | |
404 (error | |
405 "Expected independent variables vector, then parameters vector")) | |
406 (setq coefs (cons 'vec defc)))) | |
407 (or (= nv (1- (length vars))) | |
408 (and (not with-y) (= (1+ nv) (1- (length vars)))) | |
409 (error "Expected %d independent variable%s" nv (if (= nv 1) "" "s"))) | |
410 (or (= nc (1- (length coefs))) | |
411 (error "Expected %d parameter variable%s" nc (if (= nc 1) "" "s"))) | |
412 (if homog | |
413 (setq coefs (cons 'vec (cons homog (cdr coefs))))) | |
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414 (if calc-curve-varnames |
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415 (setq calc-curve-model (math-multi-subst calc-curve-model (cdr calc-curve-varnames) (cdr vars)))) |
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416 (if calc-curve-coefnames |
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417 (setq calc-curve-model (math-multi-subst calc-curve-model (cdr calc-curve-coefnames) (cdr coefs)))) |
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418 (setq calc-curve-varnames vars |
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419 calc-curve-coefnames coefs))) |
40785 | 420 |
421 | |
422 | |
423 | |
424 ;;; The following algorithms are from Numerical Recipes chapter 9. | |
425 | |
426 ;;; "rtnewt" with safety kludges | |
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427 |
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428 (defvar var-DUMMY) |
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429 |
40785 | 430 (defun math-newton-root (expr deriv guess orig-guess limit) |
431 (math-working "newton" guess) | |
432 (let* ((var-DUMMY guess) | |
433 next dval) | |
434 (setq next (math-evaluate-expr expr) | |
435 dval (math-evaluate-expr deriv)) | |
436 (if (and (Math-numberp next) | |
437 (Math-numberp dval) | |
438 (not (Math-zerop dval))) | |
439 (progn | |
440 (setq next (math-sub guess (math-div next dval))) | |
441 (if (math-nearly-equal guess (setq next (math-float next))) | |
442 (progn | |
443 (setq var-DUMMY next) | |
444 (list 'vec next (math-evaluate-expr expr))) | |
445 (if (Math-lessp (math-abs-approx (math-sub next orig-guess)) | |
446 limit) | |
447 (math-newton-root expr deriv next orig-guess limit) | |
448 (math-reject-arg next "*Newton's method failed to converge")))) | |
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449 (math-reject-arg next "*Newton's method encountered a singularity")))) |
40785 | 450 |
451 ;;; Inspired by "rtsafe" | |
452 (defun math-newton-search-root (expr deriv guess vguess ostep oostep | |
453 low vlow high vhigh) | |
454 (let ((var-DUMMY guess) | |
455 (better t) | |
456 pos step next vnext) | |
457 (if guess | |
458 (math-working "newton" (list 'intv 0 low high)) | |
459 (math-working "bisect" (list 'intv 0 low high)) | |
460 (setq ostep (math-mul-float (math-sub-float high low) | |
461 '(float 5 -1)) | |
462 guess (math-add-float low ostep) | |
463 var-DUMMY guess | |
464 vguess (math-evaluate-expr expr)) | |
465 (or (Math-realp vguess) | |
466 (progn | |
467 (setq ostep (math-mul-float ostep '(float 6 -1)) | |
468 guess (math-add-float low ostep) | |
469 var-DUMMY guess | |
470 vguess (math-evaluate-expr expr)) | |
471 (or (math-realp vguess) | |
472 (progn | |
473 (setq ostep (math-mul-float ostep '(float 123456 -5)) | |
474 guess (math-add-float low ostep) | |
475 var-DUMMY guess | |
476 vguess nil)))))) | |
477 (or vguess | |
478 (setq vguess (math-evaluate-expr expr))) | |
479 (or (Math-realp vguess) | |
480 (math-reject-arg guess "*Newton's method encountered a singularity")) | |
481 (setq vguess (math-float vguess)) | |
482 (if (eq (Math-negp vlow) (setq pos (Math-posp vguess))) | |
483 (setq high guess | |
484 vhigh vguess) | |
485 (if (eq (Math-negp vhigh) pos) | |
486 (setq low guess | |
487 vlow vguess) | |
488 (setq better nil))) | |
489 (if (or (Math-zerop vguess) | |
490 (math-nearly-equal low high)) | |
491 (list 'vec guess vguess) | |
492 (setq step (math-evaluate-expr deriv)) | |
493 (if (and (Math-realp step) | |
494 (not (Math-zerop step)) | |
495 (setq step (math-div-float vguess (math-float step)) | |
496 next (math-sub-float guess step)) | |
497 (not (math-lessp-float high next)) | |
498 (not (math-lessp-float next low))) | |
499 (progn | |
500 (setq var-DUMMY next | |
501 vnext (math-evaluate-expr expr)) | |
502 (if (or (Math-zerop vnext) | |
503 (math-nearly-equal next guess)) | |
504 (list 'vec next vnext) | |
505 (if (and better | |
506 (math-lessp-float (math-abs (or oostep | |
507 (math-sub-float | |
508 high low))) | |
509 (math-abs | |
510 (math-mul-float '(float 2 0) | |
511 step)))) | |
512 (math-newton-search-root expr deriv nil nil nil ostep | |
513 low vlow high vhigh) | |
514 (math-newton-search-root expr deriv next vnext step ostep | |
515 low vlow high vhigh)))) | |
516 (if (or (and (Math-posp vlow) (Math-posp vhigh)) | |
517 (and (Math-negp vlow) (Math-negp vhigh))) | |
518 (math-search-root expr deriv low vlow high vhigh) | |
519 (math-newton-search-root expr deriv nil nil nil ostep | |
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520 low vlow high vhigh)))))) |
40785 | 521 |
522 ;;; Search for a root in an interval with no overt zero crossing. | |
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523 |
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524 ;; The variable math-root-widen is local to math-find-root, but |
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525 ;; is used by math-search-root, which is called (directly and |
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526 ;; indirectly) by math-find-root. |
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527 (defvar math-root-widen) |
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528 |
40785 | 529 (defun math-search-root (expr deriv low vlow high vhigh) |
530 (let (found) | |
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531 (if math-root-widen |
40785 | 532 (let ((iters 0) |
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533 (iterlim (if (eq math-root-widen 'point) |
40785 | 534 (+ calc-internal-prec 10) |
535 20)) | |
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536 (factor (if (eq math-root-widen 'point) |
40785 | 537 '(float 9 0) |
538 '(float 16 -1))) | |
539 (prev nil) vprev waslow | |
540 diff) | |
541 (while (or (and (math-posp vlow) (math-posp vhigh)) | |
542 (and (math-negp vlow) (math-negp vhigh))) | |
543 (math-working "widen" (list 'intv 0 low high)) | |
544 (if (> (setq iters (1+ iters)) iterlim) | |
545 (math-reject-arg (list 'intv 0 low high) | |
546 "*Unable to bracket root")) | |
547 (if (= iters calc-internal-prec) | |
548 (setq factor '(float 16 -1))) | |
549 (setq diff (math-mul-float (math-sub-float high low) factor)) | |
550 (if (Math-zerop diff) | |
551 (setq high (calcFunc-incr high 10)) | |
552 (if (math-lessp-float (math-abs vlow) (math-abs vhigh)) | |
553 (setq waslow t | |
554 prev low | |
555 low (math-sub low diff) | |
556 var-DUMMY low | |
557 vprev vlow | |
558 vlow (math-evaluate-expr expr)) | |
559 (setq waslow nil | |
560 prev high | |
561 high (math-add high diff) | |
562 var-DUMMY high | |
563 vprev vhigh | |
564 vhigh (math-evaluate-expr expr))))) | |
565 (if prev | |
566 (if waslow | |
567 (setq high prev vhigh vprev) | |
568 (setq low prev vlow vprev))) | |
569 (setq found t)) | |
570 (or (Math-realp vlow) | |
571 (math-reject-arg vlow 'realp)) | |
572 (or (Math-realp vhigh) | |
573 (math-reject-arg vhigh 'realp)) | |
574 (let ((xvals (list low high)) | |
575 (yvals (list vlow vhigh)) | |
576 (pos (Math-posp vlow)) | |
577 (levels 0) | |
578 (step (math-sub-float high low)) | |
579 xp yp var-DUMMY) | |
580 (while (and (<= (setq levels (1+ levels)) 5) | |
581 (not found)) | |
582 (setq xp xvals | |
583 yp yvals | |
584 step (math-mul-float step '(float 497 -3))) | |
585 (while (and (cdr xp) (not found)) | |
586 (if (Math-realp (car yp)) | |
587 (setq low (car xp) | |
588 vlow (car yp))) | |
589 (setq high (math-add-float (car xp) step) | |
590 var-DUMMY high | |
591 vhigh (math-evaluate-expr expr)) | |
592 (math-working "search" high) | |
593 (if (and (Math-realp vhigh) | |
594 (eq (math-negp vhigh) pos)) | |
595 (setq found t) | |
596 (setcdr xp (cons high (cdr xp))) | |
597 (setcdr yp (cons vhigh (cdr yp))) | |
598 (setq xp (cdr (cdr xp)) | |
599 yp (cdr (cdr yp)))))))) | |
600 (if found | |
601 (if (Math-zerop vhigh) | |
602 (list 'vec high vhigh) | |
603 (if (Math-zerop vlow) | |
604 (list 'vec low vlow) | |
605 (if deriv | |
606 (math-newton-search-root expr deriv nil nil nil nil | |
607 low vlow high vhigh) | |
608 (math-bisect-root expr low vlow high vhigh)))) | |
609 (math-reject-arg (list 'intv 3 low high) | |
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610 "*Unable to find a sign change in this interval")))) |
40785 | 611 |
612 ;;; "rtbis" (but we should be using Brent's method) | |
613 (defun math-bisect-root (expr low vlow high vhigh) | |
614 (let ((step (math-sub-float high low)) | |
615 (pos (Math-posp vhigh)) | |
616 var-DUMMY | |
617 mid vmid) | |
618 (while (not (or (math-nearly-equal low | |
619 (setq step (math-mul-float | |
620 step '(float 5 -1)) | |
621 mid (math-add-float low step))) | |
622 (progn | |
623 (setq var-DUMMY mid | |
624 vmid (math-evaluate-expr expr)) | |
625 (Math-zerop vmid)))) | |
626 (math-working "bisect" mid) | |
627 (if (eq (Math-posp vmid) pos) | |
628 (setq high mid | |
629 vhigh vmid) | |
630 (setq low mid | |
631 vlow vmid))) | |
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632 (list 'vec mid vmid))) |
40785 | 633 |
634 ;;; "mnewt" | |
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635 |
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636 (defvar math-root-vars [(var DUMMY var-DUMMY)]) |
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637 |
40785 | 638 (defun math-newton-multi (expr jacob n guess orig-guess limit) |
639 (let ((m -1) | |
640 (p guess) | |
641 p2 expr-val jacob-val next) | |
642 (while (< (setq p (cdr p) m (1+ m)) n) | |
643 (set (nth 2 (aref math-root-vars m)) (car p))) | |
644 (setq expr-val (math-evaluate-expr expr) | |
645 jacob-val (math-evaluate-expr jacob)) | |
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646 (unless (and (math-constp expr-val) |
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647 (math-constp jacob-val)) |
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648 (math-reject-arg guess "*Newton's method encountered a singularity")) |
40785 | 649 (setq next (math-add guess (math-div (math-float (math-neg expr-val)) |
650 (math-float jacob-val))) | |
651 p guess p2 next) | |
652 (math-working "newton" next) | |
653 (while (and (setq p (cdr p) p2 (cdr p2)) | |
654 (math-nearly-equal (car p) (car p2)))) | |
655 (if p | |
656 (if (Math-lessp (math-abs-approx (math-sub next orig-guess)) | |
657 limit) | |
658 (math-newton-multi expr jacob n next orig-guess limit) | |
659 (math-reject-arg nil "*Newton's method failed to converge")) | |
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660 (list 'vec next expr-val)))) |
40785 | 661 |
662 | |
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663 (defun math-find-root (expr var guess math-root-widen) |
40785 | 664 (if (eq (car-safe expr) 'vec) |
665 (let ((n (1- (length expr))) | |
666 (calc-symbolic-mode nil) | |
667 (var-DUMMY nil) | |
668 (jacob (list 'vec)) | |
669 p p2 m row) | |
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670 (unless (eq (car-safe var) 'vec) |
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671 (math-reject-arg var 'vectorp)) |
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672 (unless (= (length var) (1+ n)) |
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673 (math-dimension-error)) |
40785 | 674 (setq expr (copy-sequence expr)) |
675 (while (>= n (length math-root-vars)) | |
676 (let ((symb (intern (concat "math-root-v" | |
677 (int-to-string | |
678 (length math-root-vars)))))) | |
679 (setq math-root-vars (vconcat math-root-vars | |
680 (vector (list 'var symb symb)))))) | |
681 (setq m -1) | |
682 (while (< (setq m (1+ m)) n) | |
683 (set (nth 2 (aref math-root-vars m)) nil)) | |
684 (setq m -1 p var) | |
685 (while (setq m (1+ m) p (cdr p)) | |
686 (or (eq (car-safe (car p)) 'var) | |
687 (math-reject-arg var "*Expected a variable")) | |
688 (setq p2 expr) | |
689 (while (setq p2 (cdr p2)) | |
690 (setcar p2 (math-expr-subst (car p2) (car p) | |
691 (aref math-root-vars m))))) | |
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692 (unless (eq (car-safe guess) 'vec) |
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693 (math-reject-arg guess 'vectorp)) |
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694 (unless (= (length guess) (1+ n)) |
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695 (math-dimension-error)) |
40785 | 696 (setq guess (copy-sequence guess) |
697 p guess) | |
698 (while (setq p (cdr p)) | |
699 (or (Math-numberp (car guess)) | |
700 (math-reject-arg guess 'numberp)) | |
701 (setcar p (math-float (car p)))) | |
702 (setq p expr) | |
703 (while (setq p (cdr p)) | |
704 (if (assq (car-safe (car p)) calc-tweak-eqn-table) | |
705 (setcar p (math-sub (nth 1 (car p)) (nth 2 (car p))))) | |
706 (setcar p (math-evaluate-expr (car p))) | |
707 (setq row (list 'vec) | |
708 m -1) | |
709 (while (< (setq m (1+ m)) n) | |
710 (nconc row (list (math-evaluate-expr | |
711 (or (calcFunc-deriv (car p) | |
712 (aref math-root-vars m) | |
713 nil t) | |
714 (math-reject-arg | |
715 expr | |
716 "*Formulas must be differentiable")))))) | |
717 (nconc jacob (list row))) | |
718 (setq m (math-abs-approx guess)) | |
719 (math-newton-multi expr jacob n guess guess | |
720 (if (math-zerop m) '(float 1 3) (math-mul m 10)))) | |
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721 (unless (eq (car-safe var) 'var) |
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722 (math-reject-arg var "*Expected a variable")) |
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723 (unless (math-expr-contains expr var) |
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724 (math-reject-arg expr "*Formula does not contain specified variable")) |
40785 | 725 (if (assq (car expr) calc-tweak-eqn-table) |
726 (setq expr (math-sub (nth 1 expr) (nth 2 expr)))) | |
727 (math-with-extra-prec 2 | |
728 (setq expr (math-expr-subst expr var '(var DUMMY var-DUMMY))) | |
729 (let* ((calc-symbolic-mode nil) | |
730 (var-DUMMY nil) | |
731 (expr (math-evaluate-expr expr)) | |
732 (deriv (calcFunc-deriv expr '(var DUMMY var-DUMMY) nil t)) | |
733 low high vlow vhigh) | |
734 (and deriv (setq deriv (math-evaluate-expr deriv))) | |
735 (setq guess (math-float guess)) | |
736 (if (and (math-numberp guess) | |
737 deriv) | |
738 (math-newton-root expr deriv guess guess | |
739 (if (math-zerop guess) '(float 1 6) | |
740 (math-mul (math-abs-approx guess) 100))) | |
741 (if (Math-realp guess) | |
742 (setq low guess | |
743 high guess | |
744 var-DUMMY guess | |
745 vlow (math-evaluate-expr expr) | |
746 vhigh vlow | |
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747 math-root-widen 'point) |
40785 | 748 (if (eq (car guess) 'intv) |
749 (progn | |
750 (or (math-constp guess) (math-reject-arg guess 'constp)) | |
751 (setq low (nth 2 guess) | |
752 high (nth 3 guess)) | |
753 (if (memq (nth 1 guess) '(0 1)) | |
754 (setq low (calcFunc-incr low 1 high))) | |
755 (if (memq (nth 1 guess) '(0 2)) | |
756 (setq high (calcFunc-incr high -1 low))) | |
757 (setq var-DUMMY low | |
758 vlow (math-evaluate-expr expr) | |
759 var-DUMMY high | |
760 vhigh (math-evaluate-expr expr))) | |
761 (if (math-complexp guess) | |
762 (math-reject-arg "*Complex root finder must have derivative") | |
763 (math-reject-arg guess 'realp)))) | |
764 (if (Math-zerop vlow) | |
765 (list 'vec low vlow) | |
766 (if (Math-zerop vhigh) | |
767 (list 'vec high vhigh) | |
768 (if (and deriv (Math-numberp vlow) (Math-numberp vhigh)) | |
769 (math-newton-search-root expr deriv nil nil nil nil | |
770 low vlow high vhigh) | |
771 (if (or (and (Math-posp vlow) (Math-posp vhigh)) | |
772 (and (Math-negp vlow) (Math-negp vhigh)) | |
773 (not (Math-numberp vlow)) | |
774 (not (Math-numberp vhigh))) | |
775 (math-search-root expr deriv low vlow high vhigh) | |
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776 (math-bisect-root expr low vlow high vhigh)))))))))) |
40785 | 777 |
778 (defun calcFunc-root (expr var guess) | |
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779 (math-find-root expr var guess nil)) |
40785 | 780 |
781 (defun calcFunc-wroot (expr var guess) | |
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782 (math-find-root expr var guess t)) |
40785 | 783 |
784 | |
785 | |
786 | |
787 ;;; The following algorithms come from Numerical Recipes, chapter 10. | |
788 | |
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789 (defvar math-min-vars [(var DUMMY var-DUMMY)]) |
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790 |
40785 | 791 (defun math-min-eval (expr a) |
792 (if (Math-vectorp a) | |
793 (let ((m -1)) | |
794 (while (setq m (1+ m) a (cdr a)) | |
795 (set (nth 2 (aref math-min-vars m)) (car a)))) | |
796 (setq var-DUMMY a)) | |
797 (setq a (math-evaluate-expr expr)) | |
798 (if (Math-ratp a) | |
799 (math-float a) | |
800 (if (eq (car a) 'float) | |
801 a | |
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802 (math-reject-arg a 'realp)))) |
40785 | 803 |
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804 (defvar math-min-or-max "minimum") |
40785 | 805 |
806 ;;; A bracket for a minimum is a < b < c where f(b) < f(a) and f(b) < f(c). | |
807 | |
808 ;;; "mnbrak" | |
809 (defun math-widen-min (expr a b) | |
810 (let ((done nil) | |
811 (iters 30) | |
812 incr c va vb vc u vu r q ulim bc ba qr) | |
813 (or b (setq b (math-mul a '(float 101 -2)))) | |
814 (setq va (math-min-eval expr a) | |
815 vb (math-min-eval expr b)) | |
816 (if (math-lessp-float va vb) | |
817 (setq u a a b b u | |
818 vu va va vb vb vu)) | |
819 (setq c (math-add-float b (math-mul-float '(float 161803 -5) | |
820 (math-sub-float b a))) | |
821 vc (math-min-eval expr c)) | |
822 (while (and (not done) (math-lessp-float vc vb)) | |
823 (math-working "widen" (list 'intv 0 a c)) | |
824 (if (= (setq iters (1- iters)) 0) | |
825 (math-reject-arg nil (format "*Unable to find a %s near the interval" | |
826 math-min-or-max))) | |
827 (setq bc (math-sub-float b c) | |
828 ba (math-sub-float b a) | |
829 r (math-mul-float ba (math-sub-float vb vc)) | |
830 q (math-mul-float bc (math-sub-float vb va)) | |
831 qr (math-sub-float q r)) | |
832 (if (math-lessp-float (math-abs qr) '(float 1 -20)) | |
833 (setq qr (if (math-negp qr) '(float -1 -20) '(float 1 -20)))) | |
834 (setq u (math-sub-float | |
835 b | |
836 (math-div-float (math-sub-float (math-mul-float bc q) | |
837 (math-mul-float ba r)) | |
838 (math-mul-float '(float 2 0) qr))) | |
839 ulim (math-add-float b (math-mul-float '(float -1 2) bc)) | |
840 incr (math-negp bc)) | |
841 (if (if incr (math-lessp-float b u) (math-lessp-float u b)) | |
842 (if (if incr (math-lessp-float u c) (math-lessp-float c u)) | |
843 (if (math-lessp-float (setq vu (math-min-eval expr u)) vc) | |
844 (setq a b va vb | |
845 b u vb vu | |
846 done t) | |
847 (if (math-lessp-float vb vu) | |
848 (setq c u vc vu | |
849 done t) | |
850 (setq u (math-add-float c (math-mul-float '(float -161803 -5) | |
851 bc)) | |
852 vu (math-min-eval expr u)))) | |
853 (if (if incr (math-lessp-float u ulim) (math-lessp-float ulim u)) | |
854 (if (math-lessp-float (setq vu (math-min-eval expr u)) vc) | |
855 (setq b c vb vc | |
856 c u vc vu | |
857 u (math-add-float c (math-mul-float | |
858 '(float -161803 -5) | |
859 (math-sub-float b c))) | |
860 vu (math-min-eval expr u))) | |
861 (setq u ulim | |
862 vu (math-min-eval expr u)))) | |
863 (setq u (math-add-float c (math-mul-float '(float -161803 -5) | |
864 bc)) | |
865 vu (math-min-eval expr u))) | |
866 (setq a b va vb | |
867 b c vb vc | |
868 c u vc vu)) | |
869 (if (math-lessp-float a c) | |
870 (list a va b vb c vc) | |
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871 (list c vc b vb a va)))) |
40785 | 872 |
873 (defun math-narrow-min (expr a c intv) | |
874 (let ((xvals (list a c)) | |
875 (yvals (list (math-min-eval expr a) | |
876 (math-min-eval expr c))) | |
877 (levels 0) | |
878 (step (math-sub-float c a)) | |
879 (found nil) | |
880 xp yp b) | |
881 (while (and (<= (setq levels (1+ levels)) 5) | |
882 (not found)) | |
883 (setq xp xvals | |
884 yp yvals | |
885 step (math-mul-float step '(float 497 -3))) | |
886 (while (and (cdr xp) (not found)) | |
887 (setq b (math-add-float (car xp) step)) | |
888 (math-working "search" b) | |
889 (setcdr xp (cons b (cdr xp))) | |
890 (setcdr yp (cons (math-min-eval expr b) (cdr yp))) | |
891 (if (and (math-lessp-float (nth 1 yp) (car yp)) | |
892 (math-lessp-float (nth 1 yp) (nth 2 yp))) | |
893 (setq found t) | |
894 (setq xp (cdr xp) | |
895 yp (cdr yp)) | |
896 (if (and (cdr (cdr yp)) | |
897 (math-lessp-float (nth 1 yp) (car yp)) | |
898 (math-lessp-float (nth 1 yp) (nth 2 yp))) | |
899 (setq found t) | |
900 (setq xp (cdr xp) | |
901 yp (cdr yp)))))) | |
902 (if found | |
903 (list (car xp) (car yp) | |
904 (nth 1 xp) (nth 1 yp) | |
905 (nth 2 xp) (nth 2 yp)) | |
906 (or (if (math-lessp-float (car yvals) (nth 1 yvals)) | |
907 (and (memq (nth 1 intv) '(2 3)) | |
908 (let ((min (car yvals))) | |
909 (while (and (setq yvals (cdr yvals)) | |
910 (math-lessp-float min (car yvals)))) | |
911 (and (not yvals) | |
912 (list (nth 2 intv) min)))) | |
913 (and (memq (nth 1 intv) '(1 3)) | |
914 (setq yvals (nreverse yvals)) | |
915 (let ((min (car yvals))) | |
916 (while (and (setq yvals (cdr yvals)) | |
917 (math-lessp-float min (car yvals)))) | |
918 (and (not yvals) | |
919 (list (nth 3 intv) min))))) | |
920 (math-reject-arg nil (format "*Unable to find a %s in the interval" | |
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921 math-min-or-max)))))) |
40785 | 922 |
923 ;;; "brent" | |
924 (defun math-brent-min (expr prec a va x vx b vb) | |
925 (let ((iters (+ 20 (* 5 prec))) | |
926 (w x) | |
927 (vw vx) | |
928 (v x) | |
929 (vv vx) | |
930 (tol (list 'float 1 (- -1 prec))) | |
931 (zeps (list 'float 1 (- -5 prec))) | |
932 (e '(float 0 0)) | |
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|
933 d u vu xm tol1 tol2 etemp p q r xv xw) |
40785 | 934 (while (progn |
935 (setq xm (math-mul-float '(float 5 -1) | |
936 (math-add-float a b)) | |
937 tol1 (math-add-float | |
938 zeps | |
939 (math-mul-float tol (math-abs x))) | |
940 tol2 (math-mul-float tol1 '(float 2 0))) | |
941 (math-lessp-float (math-sub-float tol2 | |
942 (math-mul-float | |
943 '(float 5 -1) | |
944 (math-sub-float b a))) | |
945 (math-abs (math-sub-float x xm)))) | |
946 (if (= (setq iters (1- iters)) 0) | |
947 (math-reject-arg nil (format "*Unable to converge on a %s" | |
948 math-min-or-max))) | |
949 (math-working "brent" x) | |
950 (if (math-lessp-float (math-abs e) tol1) | |
951 (setq e (if (math-lessp-float x xm) | |
952 (math-sub-float b x) | |
953 (math-sub-float a x)) | |
954 d (math-mul-float '(float 381966 -6) e)) | |
955 (setq xw (math-sub-float x w) | |
956 r (math-mul-float xw (math-sub-float vx vv)) | |
957 xv (math-sub-float x v) | |
958 q (math-mul-float xv (math-sub-float vx vw)) | |
959 p (math-sub-float (math-mul-float xv q) | |
960 (math-mul-float xw r)) | |
961 q (math-mul-float '(float 2 0) (math-sub-float q r))) | |
962 (if (math-posp q) | |
963 (setq p (math-neg-float p)) | |
964 (setq q (math-neg-float q))) | |
965 (setq etemp e | |
966 e d) | |
967 (if (and (math-lessp-float (math-abs p) | |
968 (math-abs (math-mul-float | |
969 '(float 5 -1) | |
970 (math-mul-float q etemp)))) | |
971 (math-lessp-float (math-mul-float | |
972 q (math-sub-float a x)) p) | |
973 (math-lessp-float p (math-mul-float | |
974 q (math-sub-float b x)))) | |
975 (progn | |
976 (setq d (math-div-float p q) | |
977 u (math-add-float x d)) | |
978 (if (or (math-lessp-float (math-sub-float u a) tol2) | |
979 (math-lessp-float (math-sub-float b u) tol2)) | |
980 (setq d (if (math-lessp-float xm x) | |
981 (math-neg-float tol1) | |
982 tol1)))) | |
983 (setq e (if (math-lessp-float x xm) | |
984 (math-sub-float b x) | |
985 (math-sub-float a x)) | |
986 d (math-mul-float '(float 381966 -6) e)))) | |
987 (setq u (math-add-float x | |
988 (if (math-lessp-float (math-abs d) tol1) | |
989 (if (math-negp d) | |
990 (math-neg-float tol1) | |
991 tol1) | |
992 d)) | |
993 vu (math-min-eval expr u)) | |
994 (if (math-lessp-float vx vu) | |
995 (progn | |
996 (if (math-lessp-float u x) | |
997 (setq a u) | |
998 (setq b u)) | |
999 (if (or (equal w x) | |
1000 (not (math-lessp-float vw vu))) | |
1001 (setq v w vv vw | |
1002 w u vw vu) | |
1003 (if (or (equal v x) | |
1004 (equal v w) | |
1005 (not (math-lessp-float vv vu))) | |
1006 (setq v u vv vu)))) | |
1007 (if (math-lessp-float u x) | |
1008 (setq b x) | |
1009 (setq a x)) | |
1010 (setq v w vv vw | |
1011 w x vw vx | |
1012 x u vx vu))) | |
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1013 (list 'vec x vx))) |
40785 | 1014 |
1015 ;;; "powell" | |
1016 (defun math-powell-min (expr n guesses prec) | |
1017 (let* ((f1dim (math-line-min-func expr n)) | |
1018 (xi (calcFunc-idn 1 n)) | |
1019 (p (cons 'vec (mapcar 'car guesses))) | |
1020 (pt p) | |
1021 (ftol (list 'float 1 (- prec))) | |
1022 (fret (math-min-eval expr p)) | |
1023 fp ptt fptt xit i ibig del diff res) | |
1024 (while (progn | |
1025 (setq fp fret | |
1026 ibig 0 | |
1027 del '(float 0 0) | |
1028 i 0) | |
1029 (while (<= (setq i (1+ i)) n) | |
1030 (setq fptt fret | |
1031 res (math-line-min f1dim p | |
1032 (math-mat-col xi i) | |
1033 n prec) | |
1034 p (let ((calc-internal-prec prec)) | |
1035 (math-normalize (car res))) | |
1036 fret (nth 2 res) | |
1037 diff (math-abs (math-sub-float fptt fret))) | |
1038 (if (math-lessp-float del diff) | |
1039 (setq del diff | |
1040 ibig i))) | |
1041 (math-lessp-float | |
1042 (math-mul-float ftol | |
1043 (math-add-float (math-abs fp) | |
1044 (math-abs fret))) | |
1045 (math-mul-float '(float 2 0) | |
1046 (math-abs (math-sub-float fp | |
1047 fret))))) | |
1048 (setq ptt (math-sub (math-mul '(float 2 0) p) pt) | |
1049 xit (math-sub p pt) | |
1050 pt p | |
1051 fptt (math-min-eval expr ptt)) | |
1052 (if (and (math-lessp-float fptt fp) | |
1053 (math-lessp-float | |
1054 (math-mul-float | |
1055 (math-mul-float '(float 2 0) | |
1056 (math-add-float | |
1057 (math-sub-float fp | |
1058 (math-mul-float '(float 2 0) | |
1059 fret)) | |
1060 fptt)) | |
1061 (math-sqr-float (math-sub-float | |
1062 (math-sub-float fp fret) del))) | |
1063 (math-mul-float del | |
1064 (math-sqr-float (math-sub-float fp fptt))))) | |
1065 (progn | |
1066 (setq res (math-line-min f1dim p xit n prec) | |
1067 p (car res) | |
1068 fret (nth 2 res) | |
1069 i 0) | |
1070 (while (<= (setq i (1+ i)) n) | |
1071 (setcar (nthcdr ibig (nth i xi)) | |
1072 (nth i (nth 1 res))))))) | |
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1073 (list 'vec p fret))) |
40785 | 1074 |
1075 (defun math-line-min-func (expr n) | |
1076 (let ((m -1)) | |
1077 (while (< (setq m (1+ m)) n) | |
1078 (set (nth 2 (aref math-min-vars m)) | |
1079 (list '+ | |
1080 (list '* | |
1081 '(var DUMMY var-DUMMY) | |
1082 (list 'calcFunc-mrow '(var line-xi line-xi) (1+ m))) | |
1083 (list 'calcFunc-mrow '(var line-p line-p) (1+ m))))) | |
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|
1084 (math-evaluate-expr expr))) |
40785 | 1085 |
1086 (defun math-line-min (f1dim line-p line-xi n prec) | |
1087 (let* ((var-DUMMY nil) | |
1088 (expr (math-evaluate-expr f1dim)) | |
1089 (params (math-widen-min expr '(float 0 0) '(float 1 0))) | |
1090 (res (apply 'math-brent-min expr prec params)) | |
1091 (xi (math-mul (nth 1 res) line-xi))) | |
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1092 (list (math-add line-p xi) xi (nth 2 res)))) |
40785 | 1093 |
1094 | |
1095 (defun math-find-minimum (expr var guess min-widen) | |
1096 (let* ((calc-symbolic-mode nil) | |
1097 (n 0) | |
1098 (var-DUMMY nil) | |
1099 (isvec (math-vectorp var)) | |
1100 g guesses) | |
1101 (or (math-vectorp var) | |
1102 (setq var (list 'vec var))) | |
1103 (or (math-vectorp guess) | |
1104 (setq guess (list 'vec guess))) | |
1105 (or (= (length var) (length guess)) | |
1106 (math-dimension-error)) | |
1107 (while (setq var (cdr var) guess (cdr guess)) | |
1108 (or (eq (car-safe (car var)) 'var) | |
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1109 (math-reject-arg (car var) "*Expected a variable")) |
40785 | 1110 (or (math-expr-contains expr (car var)) |
1111 (math-reject-arg (car var) | |
1112 "*Formula does not contain specified variable")) | |
1113 (while (>= (1+ n) (length math-min-vars)) | |
1114 (let ((symb (intern (concat "math-min-v" | |
1115 (int-to-string | |
1116 (length math-min-vars)))))) | |
1117 (setq math-min-vars (vconcat math-min-vars | |
1118 (vector (list 'var symb symb)))))) | |
1119 (set (nth 2 (aref math-min-vars n)) nil) | |
1120 (set (nth 2 (aref math-min-vars (1+ n))) nil) | |
1121 (if (math-complexp (car guess)) | |
1122 (setq expr (math-expr-subst expr | |
1123 (car var) | |
1124 (list '+ (aref math-min-vars n) | |
1125 (list '* | |
1126 (aref math-min-vars (1+ n)) | |
1127 '(cplx 0 1)))) | |
1128 guesses (let ((g (math-float (math-complex (car guess))))) | |
1129 (cons (list (nth 2 g) nil nil) | |
1130 (cons (list (nth 1 g) nil nil t) | |
1131 guesses))) | |
1132 n (+ n 2)) | |
1133 (setq expr (math-expr-subst expr | |
1134 (car var) | |
1135 (aref math-min-vars n)) | |
1136 guesses (cons (if (math-realp (car guess)) | |
1137 (list (math-float (car guess)) nil nil) | |
1138 (if (and (eq (car-safe (car guess)) 'intv) | |
1139 (math-constp (car guess))) | |
1140 (list (math-mul | |
1141 (math-add (nth 2 (car guess)) | |
1142 (nth 3 (car guess))) | |
1143 '(float 5 -1)) | |
1144 (math-float (nth 2 (car guess))) | |
1145 (math-float (nth 3 (car guess))) | |
1146 (car guess)) | |
1147 (math-reject-arg (car guess) 'realp))) | |
1148 guesses) | |
1149 n (1+ n)))) | |
1150 (setq guesses (nreverse guesses) | |
1151 expr (math-evaluate-expr expr)) | |
1152 (if (= n 1) | |
1153 (let* ((params (if (nth 1 (car guesses)) | |
1154 (if min-widen | |
1155 (math-widen-min expr | |
1156 (nth 1 (car guesses)) | |
1157 (nth 2 (car guesses))) | |
1158 (math-narrow-min expr | |
1159 (nth 1 (car guesses)) | |
1160 (nth 2 (car guesses)) | |
1161 (nth 3 (car guesses)))) | |
1162 (math-widen-min expr | |
1163 (car (car guesses)) | |
1164 nil))) | |
1165 (prec calc-internal-prec) | |
1166 (res (if (cdr (cdr params)) | |
1167 (math-with-extra-prec (+ calc-internal-prec 2) | |
1168 (apply 'math-brent-min expr prec params)) | |
1169 (cons 'vec params)))) | |
1170 (if isvec | |
1171 (list 'vec (list 'vec (nth 1 res)) (nth 2 res)) | |
1172 res)) | |
1173 (let* ((prec calc-internal-prec) | |
1174 (res (math-with-extra-prec (+ calc-internal-prec 2) | |
1175 (math-powell-min expr n guesses prec))) | |
1176 (p (nth 1 res)) | |
1177 (vec (list 'vec))) | |
1178 (while (setq p (cdr p)) | |
1179 (if (nth 3 (car guesses)) | |
1180 (progn | |
1181 (nconc vec (list (math-normalize | |
1182 (list 'cplx (car p) (nth 1 p))))) | |
1183 (setq p (cdr p) | |
1184 guesses (cdr guesses))) | |
1185 (nconc vec (list (car p)))) | |
1186 (setq guesses (cdr guesses))) | |
1187 (if isvec | |
1188 (list 'vec vec (nth 2 res)) | |
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1189 (list 'vec (nth 1 vec) (nth 2 res))))))) |
40785 | 1190 |
1191 (defun calcFunc-minimize (expr var guess) | |
1192 (let ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
1193 (math-min-or-max "minimum")) | |
1194 (math-find-minimum (math-normalize expr) | |
1195 (math-normalize var) | |
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1196 (math-normalize guess) nil))) |
40785 | 1197 |
1198 (defun calcFunc-wminimize (expr var guess) | |
1199 (let ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
1200 (math-min-or-max "minimum")) | |
1201 (math-find-minimum (math-normalize expr) | |
1202 (math-normalize var) | |
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1203 (math-normalize guess) t))) |
40785 | 1204 |
1205 (defun calcFunc-maximize (expr var guess) | |
1206 (let* ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
1207 (math-min-or-max "maximum") | |
1208 (res (math-find-minimum (math-normalize (math-neg expr)) | |
1209 (math-normalize var) | |
1210 (math-normalize guess) nil))) | |
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1211 (list 'vec (nth 1 res) (math-neg (nth 2 res))))) |
40785 | 1212 |
1213 (defun calcFunc-wmaximize (expr var guess) | |
1214 (let* ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
1215 (math-min-or-max "maximum") | |
1216 (res (math-find-minimum (math-normalize (math-neg expr)) | |
1217 (math-normalize var) | |
1218 (math-normalize guess) t))) | |
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|
1219 (list 'vec (nth 1 res) (math-neg (nth 2 res))))) |
40785 | 1220 |
1221 | |
1222 | |
1223 | |
1224 ;;; The following algorithms come from Numerical Recipes, chapter 3. | |
1225 | |
1226 (defun calcFunc-polint (data x) | |
1227 (or (math-matrixp data) (math-reject-arg data 'matrixp)) | |
1228 (or (= (length data) 3) | |
1229 (math-reject-arg data "*Wrong number of data rows")) | |
1230 (or (> (length (nth 1 data)) 2) | |
1231 (math-reject-arg data "*Too few data points")) | |
1232 (if (and (math-vectorp x) (or (math-constp x) math-expand-formulas)) | |
1233 (cons 'vec (mapcar (function (lambda (x) (calcFunc-polint data x))) | |
1234 (cdr x))) | |
1235 (or (math-objectp x) math-expand-formulas (math-reject-arg x 'objectp)) | |
1236 (math-with-extra-prec 2 | |
1237 (cons 'vec (math-poly-interp (cdr (nth 1 data)) (cdr (nth 2 data)) x | |
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|
1238 nil))))) |
40785 | 1239 (put 'calcFunc-polint 'math-expandable t) |
1240 | |
1241 | |
1242 (defun calcFunc-ratint (data x) | |
1243 (or (math-matrixp data) (math-reject-arg data 'matrixp)) | |
1244 (or (= (length data) 3) | |
1245 (math-reject-arg data "*Wrong number of data rows")) | |
1246 (or (> (length (nth 1 data)) 2) | |
1247 (math-reject-arg data "*Too few data points")) | |
1248 (if (and (math-vectorp x) (or (math-constp x) math-expand-formulas)) | |
1249 (cons 'vec (mapcar (function (lambda (x) (calcFunc-ratint data x))) | |
1250 (cdr x))) | |
1251 (or (math-objectp x) math-expand-formulas (math-reject-arg x 'objectp)) | |
1252 (math-with-extra-prec 2 | |
1253 (cons 'vec (math-poly-interp (cdr (nth 1 data)) (cdr (nth 2 data)) x | |
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1254 (cdr (cdr (cdr (nth 1 data))))))))) |
40785 | 1255 (put 'calcFunc-ratint 'math-expandable t) |
1256 | |
1257 | |
1258 (defun math-poly-interp (xa ya x ratp) | |
1259 (let ((n (length xa)) | |
1260 (dif nil) | |
1261 (ns nil) | |
1262 (xax nil) | |
1263 (c (copy-sequence ya)) | |
1264 (d (copy-sequence ya)) | |
1265 (i 0) | |
1266 (m 0) | |
1267 y dy (xp xa) xpm cp dp temp) | |
1268 (while (<= (setq i (1+ i)) n) | |
1269 (setq xax (cons (math-sub (car xp) x) xax) | |
1270 xp (cdr xp) | |
1271 temp (math-abs (car xax))) | |
1272 (if (or (null dif) (math-lessp temp dif)) | |
1273 (setq dif temp | |
1274 ns i))) | |
1275 (setq xax (nreverse xax) | |
1276 ns (1- ns) | |
1277 y (nth ns ya)) | |
1278 (if (math-zerop dif) | |
1279 (list y 0) | |
1280 (while (< (setq m (1+ m)) n) | |
1281 (setq i 0 | |
1282 xp xax | |
1283 xpm (nthcdr m xax) | |
1284 cp c | |
1285 dp d) | |
1286 (while (<= (setq i (1+ i)) (- n m)) | |
1287 (if ratp | |
1288 (let ((t2 (math-div (math-mul (car xp) (car dp)) (car xpm)))) | |
1289 (setq temp (math-div (math-sub (nth 1 cp) (car dp)) | |
1290 (math-sub t2 (nth 1 cp)))) | |
1291 (setcar dp (math-mul (nth 1 cp) temp)) | |
1292 (setcar cp (math-mul t2 temp))) | |
1293 (if (math-equal (car xp) (car xpm)) | |
1294 (math-reject-arg (cons 'vec xa) "*Duplicate X values")) | |
1295 (setq temp (math-div (math-sub (nth 1 cp) (car dp)) | |
1296 (math-sub (car xp) (car xpm)))) | |
1297 (setcar dp (math-mul (car xpm) temp)) | |
1298 (setcar cp (math-mul (car xp) temp))) | |
1299 (setq cp (cdr cp) | |
1300 dp (cdr dp) | |
1301 xp (cdr xp) | |
1302 xpm (cdr xpm))) | |
1303 (if (< (+ ns ns) (- n m)) | |
1304 (setq dy (nth ns c)) | |
1305 (setq ns (1- ns) | |
1306 dy (nth ns d))) | |
1307 (setq y (math-add y dy))) | |
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1308 (list y dy)))) |
40785 | 1309 |
1310 | |
1311 | |
1312 ;;; The following algorithms come from Numerical Recipes, chapter 4. | |
1313 | |
1314 (defun calcFunc-ninteg (expr var lo hi) | |
1315 (setq lo (math-evaluate-expr lo) | |
1316 hi (math-evaluate-expr hi)) | |
1317 (or (math-numberp lo) (math-infinitep lo) (math-reject-arg lo 'numberp)) | |
1318 (or (math-numberp hi) (math-infinitep hi) (math-reject-arg hi 'numberp)) | |
1319 (if (math-lessp hi lo) | |
1320 (math-neg (calcFunc-ninteg expr var hi lo)) | |
1321 (setq expr (math-expr-subst expr var '(var DUMMY var-DUMMY))) | |
1322 (let ((var-DUMMY nil) | |
1323 (calc-symbolic-mode nil) | |
1324 (calc-prefer-frac nil) | |
1325 (sum 0)) | |
1326 (setq expr (math-evaluate-expr expr)) | |
1327 (if (equal lo '(neg (var inf var-inf))) | |
1328 (let ((thi (if (math-lessp hi '(float -2 0)) | |
1329 hi '(float -2 0)))) | |
1330 (setq sum (math-ninteg-romberg | |
1331 'math-ninteg-midpoint expr | |
1332 (math-float lo) (math-float thi) 'inf) | |
1333 lo thi))) | |
1334 (if (equal hi '(var inf var-inf)) | |
1335 (let ((tlo (if (math-lessp '(float 2 0) lo) | |
1336 lo '(float 2 0)))) | |
1337 (setq sum (math-add sum | |
1338 (math-ninteg-romberg | |
1339 'math-ninteg-midpoint expr | |
1340 (math-float tlo) (math-float hi) 'inf)) | |
1341 hi tlo))) | |
1342 (or (math-equal lo hi) | |
1343 (setq sum (math-add sum | |
1344 (math-ninteg-romberg | |
1345 'math-ninteg-midpoint expr | |
1346 (math-float lo) (math-float hi) nil)))) | |
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1347 sum))) |
40785 | 1348 |
1349 | |
1350 ;;; Open Romberg method; "qromo" in section 4.4. | |
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1351 |
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1352 ;; The variable math-ninteg-temp is local to math-ninteg-romberg, |
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1353 ;; but is used by math-ninteg-midpoint, which is used by |
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|
1354 ;; math-ninteg-romberg. |
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1355 (defvar math-ninteg-temp) |
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1356 |
49598
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Trailing whitepace deleted.
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1357 (defun math-ninteg-romberg (func expr lo hi mode) |
40785 | 1358 (let ((curh '(float 1 0)) |
1359 (h nil) | |
1360 (s nil) | |
1361 (j 0) | |
1362 (ss nil) | |
1363 (prec calc-internal-prec) | |
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1364 (math-ninteg-temp nil)) |
40785 | 1365 (math-with-extra-prec 2 |
1366 ;; Limit on "j" loop must be 14 or less to keep "it" from overflowing. | |
1367 (or (while (and (null ss) (<= (setq j (1+ j)) 8)) | |
1368 (setq s (nconc s (list (funcall func expr lo hi mode))) | |
1369 h (nconc h (list curh))) | |
1370 (if (>= j 3) | |
1371 (let ((res (math-poly-interp h s '(float 0 0) nil))) | |
1372 (if (math-lessp (math-abs (nth 1 res)) | |
1373 (calcFunc-scf (math-abs (car res)) | |
1374 (- prec))) | |
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1375 (setq ss (car res))))) |
40785 | 1376 (if (>= j 5) |
1377 (setq s (cdr s) | |
1378 h (cdr h))) | |
1379 (setq curh (math-div-float curh '(float 9 0)))) | |
1380 ss | |
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1381 (math-reject-arg nil (format "*Integral failed to converge")))))) |
40785 | 1382 |
1383 | |
1384 (defun math-ninteg-evaluate (expr x mode) | |
1385 (if (eq mode 'inf) | |
1386 (setq x (math-div '(float 1 0) x))) | |
1387 (let* ((var-DUMMY x) | |
1388 (res (math-evaluate-expr expr))) | |
1389 (or (Math-numberp res) | |
1390 (math-reject-arg res "*Integrand does not evaluate to a number")) | |
1391 (if (eq mode 'inf) | |
1392 (setq res (math-mul res (math-sqr x)))) | |
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1393 res)) |
40785 | 1394 |
1395 | |
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1396 (defun math-ninteg-midpoint (expr lo hi mode) ; uses "math-ninteg-temp" |
40785 | 1397 (if (eq mode 'inf) |
1398 (let ((math-infinite-mode t) temp) | |
1399 (setq temp (math-div 1 lo) | |
1400 lo (math-div 1 hi) | |
1401 hi temp))) | |
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1402 (if math-ninteg-temp |
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1403 (let* ((it3 (* 3 (car math-ninteg-temp))) |
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|
1404 (math-working-step-2 (* 2 (car math-ninteg-temp))) |
40785 | 1405 (math-working-step 0) |
1406 (range (math-sub hi lo)) | |
1407 (del (math-div range (math-float it3))) | |
1408 (del2 (math-add del del)) | |
1409 (del3 (math-add del del2)) | |
1410 (x (math-add lo (math-mul '(float 5 -1) del))) | |
1411 (sum '(float 0 0)) | |
1412 (j 0) temp) | |
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1413 (while (<= (setq j (1+ j)) (car math-ninteg-temp)) |
40785 | 1414 (setq math-working-step (1+ math-working-step) |
1415 temp (math-ninteg-evaluate expr x mode) | |
1416 math-working-step (1+ math-working-step) | |
1417 sum (math-add sum (math-add temp (math-ninteg-evaluate | |
1418 expr (math-add x del2) | |
1419 mode))) | |
1420 x (math-add x del3))) | |
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1421 (setq math-ninteg-temp (list it3 |
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1422 (math-add (math-div (nth 1 math-ninteg-temp) |
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|
1423 '(float 3 0)) |
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|
1424 (math-mul sum del))))) |
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|
1425 (setq math-ninteg-temp (list 1 (math-mul |
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|
1426 (math-sub hi lo) |
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|
1427 (math-ninteg-evaluate |
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|
1428 expr |
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|
1429 (math-mul (math-add lo hi) '(float 5 -1)) |
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1430 mode))))) |
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1431 (nth 1 math-ninteg-temp)) |
40785 | 1432 |
1433 | |
1434 | |
1435 | |
1436 | |
1437 ;;; The following algorithms come from Numerical Recipes, chapter 14. | |
1438 | |
41271
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1439 (defvar math-dummy-vars [(var DUMMY var-DUMMY)]) |
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1440 (defvar math-dummy-counter 0) |
40785 | 1441 (defun math-dummy-variable () |
1442 (if (= math-dummy-counter (length math-dummy-vars)) | |
1443 (let ((symb (intern (format "math-dummy-%d" math-dummy-counter)))) | |
1444 (setq math-dummy-vars (vconcat math-dummy-vars | |
1445 (vector (list 'var symb symb)))))) | |
1446 (set (nth 2 (aref math-dummy-vars math-dummy-counter)) nil) | |
1447 (prog1 | |
1448 (aref math-dummy-vars math-dummy-counter) | |
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1449 (setq math-dummy-counter (1+ math-dummy-counter)))) |
40785 | 1450 |
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1451 (defvar math-in-fit 0) |
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|
1452 (defvar calc-fit-to-trail nil) |
40785 | 1453 |
1454 (defun calcFunc-fit (expr vars &optional coefs data) | |
1455 (let ((math-in-fit 10)) | |
1456 (math-with-extra-prec 2 | |
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1457 (math-general-fit expr vars coefs data nil)))) |
40785 | 1458 |
1459 (defun calcFunc-efit (expr vars &optional coefs data) | |
1460 (let ((math-in-fit 10)) | |
1461 (math-with-extra-prec 2 | |
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1462 (math-general-fit expr vars coefs data 'sdev)))) |
40785 | 1463 |
1464 (defun calcFunc-xfit (expr vars &optional coefs data) | |
1465 (let ((math-in-fit 10)) | |
1466 (math-with-extra-prec 2 | |
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1467 (math-general-fit expr vars coefs data 'full)))) |
40785 | 1468 |
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1469 ;; The variables math-fit-first-var, math-fit-first-coef and |
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1470 ;; math-fit-new-coefs are local to math-general-fit, but are used by |
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1471 ;; calcFunc-fitvar, calcFunc-fitparam and calcFunc-fitdummy |
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1472 ;; (respectively), which are used by math-general-fit. |
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1473 (defvar math-fit-first-var) |
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1474 (defvar math-fit-first-coef) |
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1475 (defvar math-fit-new-coefs) |
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1476 |
40785 | 1477 (defun math-general-fit (expr vars coefs data mode) |
1478 (let ((calc-simplify-mode nil) | |
1479 (math-dummy-counter math-dummy-counter) | |
1480 (math-in-fit 1) | |
1481 (extended (eq mode 'full)) | |
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1482 (math-fit-first-coef math-dummy-counter) |
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1483 math-fit-first-var |
40785 | 1484 (plain-expr expr) |
1485 orig-expr | |
1486 have-sdevs need-chisq chisq | |
1487 (x-funcs nil) | |
1488 (y-filter nil) | |
1489 y-dummy | |
1490 (coef-filters nil) | |
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1491 math-fit-new-coefs |
40785 | 1492 (xy-values nil) |
1493 (weights nil) | |
1494 (var-YVAL nil) (var-YVALX nil) | |
1495 covar beta | |
1496 n nn m mm v dummy p) | |
1497 | |
1498 ;; Validate and parse arguments. | |
1499 (or data | |
1500 (if coefs | |
1501 (setq data coefs | |
1502 coefs nil) | |
1503 (if (math-vectorp expr) | |
1504 (if (memq (length expr) '(3 4)) | |
1505 (setq data vars | |
1506 vars (nth 2 expr) | |
1507 coefs (nth 3 expr) | |
1508 expr (nth 1 expr)) | |
1509 (math-dimension-error)) | |
1510 (setq data vars | |
1511 vars nil | |
1512 coefs nil)))) | |
1513 (or (math-matrixp data) (math-reject-arg data 'matrixp)) | |
1514 (setq v (1- (length data)) | |
1515 n (1- (length (nth 1 data)))) | |
1516 (or (math-vectorp vars) (null vars) | |
1517 (setq vars (list 'vec vars))) | |
1518 (or (math-vectorp coefs) (null coefs) | |
1519 (setq coefs (list 'vec coefs))) | |
1520 (or coefs | |
1521 (setq coefs (cons 'vec (math-all-vars-but expr vars)))) | |
1522 (or vars | |
1523 (if (<= (1- (length coefs)) v) | |
1524 (math-reject-arg coefs "*Not enough variables in model") | |
1525 (setq coefs (copy-sequence coefs)) | |
1526 (let ((p (nthcdr (- (length coefs) v | |
1527 (if (eq (car-safe expr) 'calcFunc-eq) 1 0)) | |
1528 coefs))) | |
1529 (setq vars (cons 'vec (cdr p))) | |
1530 (setcdr p nil)))) | |
1531 (or (= (1- (length vars)) v) | |
1532 (= (length vars) v) | |
1533 (math-reject-arg vars "*Number of variables does not match data")) | |
1534 (setq m (1- (length coefs))) | |
1535 (if (< m 1) | |
1536 (math-reject-arg coefs "*Need at least one parameter")) | |
1537 | |
1538 ;; Rewrite expr in terms of fitparam and fitvar, make into an equation. | |
1539 (setq p coefs) | |
1540 (while (setq p (cdr p)) | |
1541 (or (eq (car-safe (car p)) 'var) | |
1542 (math-reject-arg (car p) "*Expected a variable")) | |
1543 (setq dummy (math-dummy-variable) | |
1544 expr (math-expr-subst expr (car p) | |
1545 (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
|
1546 (- 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
|
1547 (setq math-fit-first-var math-dummy-counter |
40785 | 1548 p vars) |
1549 (while (setq p (cdr p)) | |
1550 (or (eq (car-safe (car p)) 'var) | |
1551 (math-reject-arg (car p) "*Expected a variable")) | |
1552 (setq dummy (math-dummy-variable) | |
1553 expr (math-expr-subst expr (car p) | |
1554 (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
|
1555 (- 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
|
1556 (if (< math-dummy-counter (+ math-fit-first-var v)) |
40785 | 1557 (setq dummy (math-dummy-variable))) ; dependent variable may be unnamed |
1558 (setq y-dummy dummy | |
1559 orig-expr expr) | |
1560 (or (eq (car-safe expr) 'calcFunc-eq) | |
1561 (setq expr (list 'calcFunc-eq (list 'calcFunc-fitvar v) expr))) | |
1562 | |
1563 (let ((calc-symbolic-mode nil)) | |
1564 | |
1565 ;; Apply rewrites to put expr into a linear-like form. | |
1566 (setq expr (math-evaluate-expr expr) | |
1567 expr (math-rewrite (list 'calcFunc-fitmodel expr) | |
1568 '(var FitRules var-FitRules)) | |
1569 math-in-fit 2 | |
1570 expr (math-evaluate-expr expr)) | |
1571 (or (and (eq (car-safe expr) 'calcFunc-fitsystem) | |
1572 (= (length expr) 4) | |
1573 (math-vectorp (nth 2 expr)) | |
1574 (math-vectorp (nth 3 expr)) | |
1575 (> (length (nth 2 expr)) 1) | |
1576 (= (length (nth 3 expr)) (1+ m))) | |
1577 (math-reject-arg plain-expr "*Model expression is too complex")) | |
1578 (setq y-filter (nth 1 expr) | |
1579 x-funcs (vconcat (cdr (nth 2 expr))) | |
1580 coef-filters (nth 3 expr) | |
1581 mm (length x-funcs)) | |
1582 (if (equal y-filter y-dummy) | |
1583 (setq y-filter nil)) | |
1584 | |
1585 ;; Build the (square) system of linear equations to be solved. | |
1586 (setq beta (cons 'vec (make-list mm 0)) | |
1587 covar (cons 'vec (mapcar 'copy-sequence (make-list mm beta)))) | |
1588 (let* ((ptrs (vconcat (cdr data))) | |
1589 (isigsq 1) | |
1590 (xvals (make-vector mm 0)) | |
1591 (i 0) | |
1592 j k xval yval sigmasqr wt covj covjk covk betaj lud) | |
1593 (while (<= (setq i (1+ i)) n) | |
1594 | |
1595 ;; Assign various independent variables for this data point. | |
1596 (setq j 0 | |
1597 sigmasqr nil) | |
1598 (while (< j v) | |
1599 (aset ptrs j (cdr (aref ptrs j))) | |
1600 (setq xval (car (aref ptrs j))) | |
1601 (if (= j (1- v)) | |
1602 (if sigmasqr | |
1603 (progn | |
1604 (if (eq (car-safe xval) 'sdev) | |
1605 (setq sigmasqr (math-add (math-sqr (nth 2 xval)) | |
1606 sigmasqr) | |
1607 xval (nth 1 xval))) | |
1608 (if y-filter | |
1609 (setq xval (math-make-sdev xval | |
1610 (math-sqrt sigmasqr)))))) | |
1611 (if (eq (car-safe xval) 'sdev) | |
1612 (setq sigmasqr (math-add (math-sqr (nth 2 xval)) | |
1613 (or sigmasqr 0)) | |
1614 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
|
1615 (set (nth 2 (aref math-dummy-vars (+ math-fit-first-var j))) xval) |
40785 | 1616 (setq j (1+ j))) |
1617 | |
1618 ;; Compute Y value for this data point. | |
1619 (if y-filter | |
1620 (setq yval (math-evaluate-expr y-filter)) | |
1621 (setq yval (symbol-value (nth 2 y-dummy)))) | |
1622 (if (eq (car-safe yval) 'sdev) | |
1623 (setq sigmasqr (math-sqr (nth 2 yval)) | |
1624 yval (nth 1 yval))) | |
1625 (if (= i 1) | |
1626 (setq have-sdevs sigmasqr | |
1627 need-chisq (or extended | |
1628 (and (eq mode 'sdev) (not have-sdevs))))) | |
1629 (if have-sdevs | |
1630 (if sigmasqr | |
1631 (progn | |
1632 (setq isigsq (math-div 1 sigmasqr)) | |
1633 (if need-chisq | |
1634 (setq weights (cons isigsq weights)))) | |
1635 (math-reject-arg yval "*Mixed error forms and plain numbers")) | |
1636 (if sigmasqr | |
1637 (math-reject-arg yval "*Mixed error forms and plain numbers"))) | |
1638 | |
1639 ;; Compute X values for this data point and update covar and beta. | |
1640 (if (eq (car-safe xval) 'sdev) | |
1641 (set (nth 2 y-dummy) (nth 1 xval))) | |
1642 (setq j 0 | |
1643 covj covar | |
1644 betaj beta) | |
1645 (while (< j mm) | |
1646 (setq wt (math-evaluate-expr (aref x-funcs j))) | |
1647 (aset xvals j wt) | |
1648 (setq wt (math-mul wt isigsq) | |
1649 betaj (cdr betaj) | |
1650 covjk (car (setq covj (cdr covj))) | |
1651 k 0) | |
1652 (while (<= k j) | |
1653 (setq covjk (cdr covjk)) | |
1654 (setcar covjk (math-add (car covjk) | |
1655 (math-mul wt (aref xvals k)))) | |
1656 (setq k (1+ k))) | |
1657 (setcar betaj (math-add (car betaj) (math-mul wt yval))) | |
1658 (setq j (1+ j))) | |
1659 (if need-chisq | |
1660 (setq xy-values (cons (append xvals (list yval)) xy-values)))) | |
1661 | |
1662 ;; Fill in symmetric half of covar matrix. | |
1663 (setq j 0 | |
1664 covj covar) | |
1665 (while (< j (1- mm)) | |
1666 (setq k j | |
1667 j (1+ j) | |
1668 covjk (nthcdr j (car (setq covj (cdr covj)))) | |
1669 covk (nthcdr j covar)) | |
1670 (while (< (setq k (1+ k)) mm) | |
1671 (setq covjk (cdr covjk) | |
1672 covk (cdr covk)) | |
1673 (setcar covjk (nth j (car covk)))))) | |
1674 | |
1675 ;; Solve the linear system. | |
1676 (if mode | |
1677 (progn | |
1678 (setq covar (math-matrix-inv-raw covar)) | |
1679 (if covar | |
1680 (setq beta (math-mul covar beta)) | |
1681 (if (math-zerop (math-abs beta)) | |
1682 (setq covar (calcFunc-diag 0 (1- (length beta)))) | |
1683 (math-reject-arg orig-expr "*Singular matrix"))) | |
1684 (or (math-vectorp covar) | |
1685 (setq covar (list 'vec (list 'vec covar))))) | |
1686 (setq beta (math-div beta covar))) | |
1687 | |
1688 ;; Compute chi-square statistic if necessary. | |
1689 (if need-chisq | |
1690 (let (bp xp sum) | |
1691 (setq chisq 0) | |
1692 (while xy-values | |
1693 (setq bp beta | |
1694 xp (car xy-values) | |
1695 sum 0) | |
1696 (while (setq bp (cdr bp)) | |
1697 (setq sum (math-add sum (math-mul (car bp) (car xp))) | |
1698 xp (cdr xp))) | |
1699 (setq sum (math-sqr (math-sub (car xp) sum))) | |
1700 (if weights (setq sum (math-mul sum (car weights)))) | |
1701 (setq chisq (math-add chisq sum) | |
1702 weights (cdr weights) | |
1703 xy-values (cdr xy-values))))) | |
1704 | |
1705 ;; Convert coefficients back into original terms. | |
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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
|
1706 (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
|
1707 (let* ((bp math-fit-new-coefs) |
40785 | 1708 (cp covar) |
1709 (sigdat 1) | |
1710 (math-in-fit 3) | |
1711 (j 0)) | |
1712 (and mode (not have-sdevs) | |
1713 (setq sigdat (if (<= n mm) | |
1714 0 | |
1715 (math-div chisq (- n mm))))) | |
1716 (if mode | |
1717 (while (setq bp (cdr bp)) | |
1718 (setcar bp (math-make-sdev | |
1719 (car bp) | |
1720 (math-sqrt (math-mul (nth (setq j (1+ j)) | |
1721 (car (setq cp (cdr cp)))) | |
1722 sigdat)))))) | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1723 (setq math-fit-new-coefs (math-evaluate-expr coef-filters)) |
40785 | 1724 (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
|
1725 (let ((bp math-fit-new-coefs) |
40785 | 1726 (cp coefs) |
1727 (vec nil)) | |
1728 (while (setq bp (cdr bp) cp (cdr cp)) | |
1729 (setq vec (cons (list 'calcFunc-eq (car cp) (car bp)) vec))) | |
1730 (setq calc-fit-to-trail (cons 'vec (nreverse vec))))))) | |
1731 | |
1732 ;; Substitute best-fit coefficients back into original formula. | |
1733 (setq expr (math-multi-subst | |
1734 orig-expr | |
1735 (let ((n v) | |
1736 (vec nil)) | |
1737 (while (>= n 1) | |
1738 (setq vec (cons (list 'calcFunc-fitvar n) vec) | |
1739 n (1- n))) | |
1740 (setq n m) | |
1741 (while (>= n 1) | |
1742 (setq vec (cons (list 'calcFunc-fitparam n) vec) | |
1743 n (1- n))) | |
1744 vec) | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1745 (append (cdr math-fit-new-coefs) (cdr vars)))) |
40785 | 1746 |
1747 ;; Package the result. | |
1748 (math-normalize | |
1749 (if extended | |
1750 (list 'vec expr beta covar | |
1751 (let ((p coef-filters) | |
1752 (n 0)) | |
1753 (while (and (setq n (1+ n) p (cdr p)) | |
1754 (eq (car-safe (car p)) 'calcFunc-fitdummy) | |
1755 (eq (nth 1 (car p)) n))) | |
1756 (if p | |
1757 coef-filters | |
1758 (list 'vec))) | |
1759 chisq | |
1760 (if (and have-sdevs (> n mm)) | |
1761 (list 'calcFunc-utpc chisq (- n mm)) | |
1762 '(var nan var-nan))) | |
41047
73f364fd8aaa
Style cleanup; don't put closing parens on their
Colin Walters <walters@gnu.org>
parents:
40785
diff
changeset
|
1763 expr)))) |
40785 | 1764 |
1765 | |
1766 (defun calcFunc-fitvar (x) | |
1767 (if (>= math-in-fit 2) | |
1768 (progn | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1769 (setq x (aref math-dummy-vars (+ math-fit-first-var x -1))) |
40785 | 1770 (or (calc-var-value (nth 2 x)) x)) |
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73f364fd8aaa
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parents:
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diff
changeset
|
1771 (math-reject-arg x))) |
40785 | 1772 |
1773 (defun calcFunc-fitparam (x) | |
1774 (if (>= math-in-fit 2) | |
1775 (progn | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1776 (setq x (aref math-dummy-vars (+ math-fit-first-coef x -1))) |
40785 | 1777 (or (calc-var-value (nth 2 x)) x)) |
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73f364fd8aaa
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parents:
40785
diff
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|
1778 (math-reject-arg x))) |
40785 | 1779 |
1780 (defun calcFunc-fitdummy (x) | |
1781 (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
|
1782 (nth x math-fit-new-coefs) |
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parents:
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diff
changeset
|
1783 (math-reject-arg x))) |
40785 | 1784 |
1785 (defun calcFunc-hasfitvars (expr) | |
1786 (if (Math-primp expr) | |
1787 0 | |
1788 (if (eq (car expr) 'calcFunc-fitvar) | |
1789 (nth 1 expr) | |
41047
73f364fd8aaa
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parents:
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diff
changeset
|
1790 (apply 'max (mapcar 'calcFunc-hasfitvars (cdr expr)))))) |
40785 | 1791 |
1792 (defun calcFunc-hasfitparams (expr) | |
1793 (if (Math-primp expr) | |
1794 0 | |
1795 (if (eq (car expr) 'calcFunc-fitparam) | |
1796 (nth 1 expr) | |
41047
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parents:
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diff
changeset
|
1797 (apply 'max (mapcar 'calcFunc-hasfitparams (cdr expr)))))) |
40785 | 1798 |
1799 | |
1800 (defun math-all-vars-but (expr but) | |
1801 (let* ((vars (math-all-vars-in expr)) | |
1802 (p but)) | |
1803 (while p | |
1804 (setq vars (delq (assoc (car-safe p) vars) vars) | |
1805 p (cdr p))) | |
1806 (sort (mapcar 'car vars) | |
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parents:
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diff
changeset
|
1807 (function (lambda (x y) (string< (nth 1 x) (nth 1 y))))))) |
40785 | 1808 |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1809 ;; 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
|
1810 ;; 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
|
1811 ;; 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
|
1812 (defvar math-all-vars-vars) |
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
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parents:
52401
diff
changeset
|
1813 (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
|
1814 |
40785 | 1815 (defun math-all-vars-in (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
|
1816 (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
|
1817 math-all-vars-found) |
40785 | 1818 (math-all-vars-rec expr) |
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(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1819 math-all-vars-vars)) |
40785 | 1820 |
1821 (defun math-all-vars-rec (expr) | |
1822 (if (Math-primp expr) | |
1823 (if (eq (car-safe expr) 'var) | |
1824 (or (math-const-var expr) | |
58391
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1825 (if (setq math-all-vars-found (assoc expr math-all-vars-vars)) |
4252820dfd91
(calc-curve-nvars, calc-curve-varnames, calc-curve-model)
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parents:
52401
diff
changeset
|
1826 (setcdr math-all-vars-found (1+ (cdr math-all-vars-found))) |
4252820dfd91
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Jay Belanger <jay.p.belanger@gmail.com>
parents:
52401
diff
changeset
|
1827 (setq math-all-vars-vars (cons (cons expr 1) math-all-vars-vars))))) |
40785 | 1828 (while (setq expr (cdr expr)) |
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|
1829 (math-all-vars-rec (car expr))))) |
40785 | 1830 |
58682
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parents:
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diff
changeset
|
1831 (provide 'calcalg3) |
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changeset
|
1832 |
52401 | 1833 ;;; arch-tag: ff9f2920-8111-48b5-b3fa-b0682c3e44a6 |
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|
1834 ;;; calcalg3.el ends here |