Mercurial > emacs
annotate lisp/calc/calcalg3.el @ 54736:b94de166de9d
(ethio-sera-being-called-by-w3): New
variable.
(ethio-sera-to-fidel-ethio): Check ethio-sera-being-called-by-w3
instead of sera-being-called-by-w3.
(ethio-fidel-to-sera-buffer): Likewise.
(ethio-find-file): Bind ethio-sera-being-called-by-w3 to t
instead of sera-being-called-by-w3.
(ethio-write-file): Likewise.
| author | Kenichi Handa <handa@m17n.org> |
|---|---|
| date | Mon, 05 Apr 2004 23:27:37 +0000 |
| parents | 695cf19ef79e |
| children | 4252820dfd91 375f2633d815 |
| 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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parents:
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diff
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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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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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parents:
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diff
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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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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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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) | |
|
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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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1776 (math-all-vars-rec (car expr))))) |
| 40785 | 1777 |
| 52401 | 1778 ;;; arch-tag: ff9f2920-8111-48b5-b3fa-b0682c3e44a6 |
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|
1779 ;;; calcalg3.el ends here |
