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- ;;; calcalg3.el --- more algebraic functions for Calc
- ;; Copyright (C) 1990-1993, 2001-2012 Free Software Foundation, Inc.
- ;; Author: David Gillespie <daveg@synaptics.com>
- ;; Maintainer: Jay Belanger <jay.p.belanger@gmail.com>
- ;; This file is part of GNU Emacs.
- ;; GNU Emacs is free software: you can redistribute it and/or modify
- ;; it under the terms of the GNU General Public License as published by
- ;; the Free Software Foundation, either version 3 of the License, or
- ;; (at your option) any later version.
- ;; GNU Emacs is distributed in the hope that it will be useful,
- ;; but WITHOUT ANY WARRANTY; without even the implied warranty of
- ;; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
- ;; GNU General Public License for more details.
- ;; You should have received a copy of the GNU General Public License
- ;; along with GNU Emacs. If not, see <http://www.gnu.org/licenses/>.
- ;;; Commentary:
- ;;; Code:
- ;; This file is autoloaded from calc-ext.el.
- (require 'calc-ext)
- (require 'calc-macs)
- ;; Declare functions which are defined elsewhere.
- (declare-function calc-fit-s-shaped-logistic-curve "calc-nlfit" (arg))
- (declare-function calc-fit-bell-shaped-logistic-curve "calc-nlfit" (arg))
- (declare-function calc-fit-hubbert-linear-curve "calc-nlfit" (&optional sdv))
- (declare-function calc-graph-add-curve "calc-graph" (xdata ydata &optional zdata))
- (declare-function calc-graph-lookup "calc-graph" (thing))
- (declare-function calc-graph-set-styles "calc-graph" (lines points &optional yerr))
- (declare-function math-min-list "calc-arith" (a b))
- (declare-function math-max-list "calc-arith" (a b))
- (defun math-map-binop (binop args1 args2)
- "Apply BINOP to the elements of the lists ARGS1 and ARGS2"
- (if args1
- (cons
- (funcall binop (car args1) (car args2))
- (funcall 'math-map-binop binop (cdr args1) (cdr args2)))))
- (defun calc-find-root (var)
- (interactive "sVariable(s) to solve for: ")
- (calc-slow-wrapper
- (let ((func (if (calc-is-hyperbolic) 'calcFunc-wroot 'calcFunc-root)))
- (if (or (equal var "") (equal var "$"))
- (calc-enter-result 2 "root" (list func
- (calc-top-n 3)
- (calc-top-n 1)
- (calc-top-n 2)))
- (let ((var (if (and (string-match ",\\|[^ ] +[^ ]" var)
- (not (string-match "\\[" var)))
- (math-read-expr (concat "[" var "]"))
- (math-read-expr var))))
- (if (eq (car-safe var) 'error)
- (error "Bad format in expression: %s" (nth 1 var)))
- (calc-enter-result 1 "root" (list func
- (calc-top-n 2)
- var
- (calc-top-n 1))))))))
- (defun calc-find-minimum (var)
- (interactive "sVariable(s) to minimize over: ")
- (calc-slow-wrapper
- (let ((func (if (calc-is-inverse)
- (if (calc-is-hyperbolic)
- 'calcFunc-wmaximize 'calcFunc-maximize)
- (if (calc-is-hyperbolic)
- 'calcFunc-wminimize 'calcFunc-minimize)))
- (tag (if (calc-is-inverse) "max" "min")))
- (if (or (equal var "") (equal var "$"))
- (calc-enter-result 2 tag (list func
- (calc-top-n 3)
- (calc-top-n 1)
- (calc-top-n 2)))
- (let ((var (if (and (string-match ",\\|[^ ] +[^ ]" var)
- (not (string-match "\\[" var)))
- (math-read-expr (concat "[" var "]"))
- (math-read-expr var))))
- (if (eq (car-safe var) 'error)
- (error "Bad format in expression: %s" (nth 1 var)))
- (calc-enter-result 1 tag (list func
- (calc-top-n 2)
- var
- (calc-top-n 1))))))))
- (defun calc-find-maximum (var)
- (interactive "sVariable to maximize over: ")
- (calc-invert-func)
- (calc-find-minimum var))
- (defun calc-poly-interp (arg)
- (interactive "P")
- (calc-slow-wrapper
- (let ((data (calc-top 2)))
- (if (or (consp arg) (eq arg 0) (eq arg 2))
- (setq data (cons 'vec (calc-top-list 2 2)))
- (or (null arg)
- (error "Bad prefix argument")))
- (if (calc-is-hyperbolic)
- (calc-enter-result 1 "rati" (list 'calcFunc-ratint data (calc-top 1)))
- (calc-enter-result 1 "poli" (list 'calcFunc-polint data
- (calc-top 1)))))))
- ;; The variables calc-curve-nvars, calc-curve-varnames, calc-curve-model and calc-curve-coefnames are local to calc-curve-fit, but are
- ;; used by calc-get-fit-variables which is called by calc-curve-fit.
- (defvar calc-curve-nvars)
- (defvar calc-curve-varnames)
- (defvar calc-curve-model)
- (defvar calc-curve-coefnames)
- (defvar calc-curve-fit-history nil
- "History for calc-curve-fit.")
- (defun calc-curve-fit (arg &optional calc-curve-model
- calc-curve-coefnames calc-curve-varnames)
- (interactive "P")
- (calc-slow-wrapper
- (setq calc-aborted-prefix nil)
- (let ((func (if (calc-is-inverse) 'calcFunc-xfit
- (if (calc-is-hyperbolic) 'calcFunc-efit
- 'calcFunc-fit)))
- key (which 0)
- (nonlinear nil)
- (plot nil)
- n calc-curve-nvars temp data
- (homog nil)
- (msgs '( "(Press ? for help)"
- "1 = linear or multilinear"
- "2-9 = polynomial fits; i = interpolating polynomial"
- "p = a x^b, ^ = a b^x"
- "e = a exp(b x), x = exp(a + b x), l = a + b ln(x)"
- "E = a 10^(b x), X = 10^(a + b x), L = a + b log10(x)"
- "q = a + b (x-c)^2"
- "g = (a/b sqrt(2 pi)) exp(-0.5*((x-c)/b)^2)"
- "s = a/(1 + exp(b (x - c)))"
- "b = a exp(b (x - c))/(1 + exp(b (x - c)))^2"
- "o = (y/x) = a (1 - x/b)"
- "h prefix = homogeneous model (no constant term)"
- "P prefix = plot result"
- "' = alg entry, $ = stack, u = Model1, U = Model2")))
- (while (not calc-curve-model)
- (message
- "Fit to model: %s:%s%s"
- (nth which msgs)
- (if plot "P" " ")
- (if homog "h" ""))
- (setq key (read-char))
- (cond ((= key ?\C-g)
- (keyboard-quit))
- ((= key ??)
- (setq which (% (1+ which) (length msgs))))
- ((memq key '(?h ?H))
- (setq homog (not homog)))
- ((= key ?P)
- (if plot
- (setq plot nil)
- (let ((data (calc-top 1)))
- (if (or
- (calc-is-hyperbolic)
- (calc-is-inverse)
- (not (= (length data) 3)))
- (setq plot "Can't plot")
- (setq plot data)))))
- ((progn
- (if (eq key ?\$)
- (setq n 1)
- (setq n 0))
- (cond ((null arg)
- (setq n (1+ n)
- data (calc-top n)))
- ((or (consp arg) (eq arg 0))
- (setq n (+ n 2)
- data (calc-top n)
- data (if (math-matrixp data)
- (append data (list (calc-top (1- n))))
- (list 'vec data (calc-top (1- n))))))
- ((> (setq arg (prefix-numeric-value arg)) 0)
- (setq data (cons 'vec (calc-top-list arg (1+ n)))
- n (+ n arg)))
- (t (error "Bad prefix argument")))
- (or (math-matrixp data) (not (cdr (cdr data)))
- (error "Data matrix is not a matrix!"))
- (setq calc-curve-nvars (- (length data) 2)
- calc-curve-coefnames nil
- calc-curve-varnames nil)
- nil))
- ((= key ?1) ; linear or multilinear
- (calc-get-fit-variables calc-curve-nvars
- (1+ calc-curve-nvars) (and homog 0))
- (setq calc-curve-model
- (math-mul calc-curve-coefnames
- (cons 'vec (cons 1 (cdr calc-curve-varnames))))))
- ((and (>= key ?2) (<= key ?9)) ; polynomial
- (calc-get-fit-variables 1 (- key ?0 -1) (and homog 0))
- (setq calc-curve-model
- (math-build-polynomial-expr (cdr calc-curve-coefnames)
- (nth 1 calc-curve-varnames))))
- ((= key ?i) ; exact polynomial
- (calc-get-fit-variables 1 (1- (length (nth 1 data)))
- (and homog 0))
- (setq calc-curve-model
- (math-build-polynomial-expr (cdr calc-curve-coefnames)
- (nth 1 calc-curve-varnames))))
- ((= key ?p) ; power law
- (calc-get-fit-variables calc-curve-nvars
- (1+ calc-curve-nvars) (and homog 1))
- (setq calc-curve-model
- (math-mul
- (nth 1 calc-curve-coefnames)
- (calcFunc-reduce
- '(var mul var-mul)
- (calcFunc-map
- '(var pow var-pow)
- calc-curve-varnames
- (cons 'vec (cdr (cdr calc-curve-coefnames))))))))
- ((= key ?^) ; exponential law
- (calc-get-fit-variables calc-curve-nvars
- (1+ calc-curve-nvars) (and homog 1))
- (setq calc-curve-model
- (math-mul (nth 1 calc-curve-coefnames)
- (calcFunc-reduce
- '(var mul var-mul)
- (calcFunc-map
- '(var pow var-pow)
- (cons 'vec (cdr (cdr calc-curve-coefnames)))
- calc-curve-varnames)))))
- ((= key ?s)
- (setq nonlinear t)
- (setq calc-curve-model t)
- (require 'calc-nlfit)
- (calc-fit-s-shaped-logistic-curve func))
- ((= key ?b)
- (setq nonlinear t)
- (setq calc-curve-model t)
- (require 'calc-nlfit)
- (calc-fit-bell-shaped-logistic-curve func))
- ((= key ?o)
- (setq nonlinear t)
- (setq calc-curve-model t)
- (require 'calc-nlfit)
- (if (and plot (not (stringp plot)))
- (setq plot
- (list 'vec
- (nth 1 plot)
- (cons
- 'vec
- (math-map-binop 'calcFunc-div
- (cdr (nth 2 plot))
- (cdr (nth 1 plot)))))))
- (calc-fit-hubbert-linear-curve func))
- ((memq key '(?e ?E))
- (calc-get-fit-variables calc-curve-nvars
- (1+ calc-curve-nvars) (and homog 1))
- (setq calc-curve-model
- (math-mul (nth 1 calc-curve-coefnames)
- (calcFunc-reduce
- '(var mul var-mul)
- (calcFunc-map
- (if (eq key ?e)
- '(var exp var-exp)
- '(calcFunc-lambda
- (var a var-a)
- (^ 10 (var a var-a))))
- (calcFunc-map
- '(var mul var-mul)
- (cons 'vec (cdr (cdr calc-curve-coefnames)))
- calc-curve-varnames))))))
- ((memq key '(?x ?X))
- (calc-get-fit-variables calc-curve-nvars
- (1+ calc-curve-nvars) (and homog 0))
- (setq calc-curve-model
- (math-mul calc-curve-coefnames
- (cons 'vec (cons 1 (cdr calc-curve-varnames)))))
- (setq calc-curve-model (if (eq key ?x)
- (list 'calcFunc-exp calc-curve-model)
- (list '^ 10 calc-curve-model))))
- ((memq key '(?l ?L))
- (calc-get-fit-variables calc-curve-nvars
- (1+ calc-curve-nvars) (and homog 0))
- (setq calc-curve-model
- (math-mul calc-curve-coefnames
- (cons 'vec
- (cons 1 (cdr (calcFunc-map
- (if (eq key ?l)
- '(var ln var-ln)
- '(var log10
- var-log10))
- calc-curve-varnames)))))))
- ((= key ?q)
- (calc-get-fit-variables calc-curve-nvars
- (1+ (* 2 calc-curve-nvars)) (and homog 0))
- (let ((c calc-curve-coefnames)
- (v calc-curve-varnames))
- (setq calc-curve-model (nth 1 c))
- (while (setq v (cdr v) c (cdr (cdr c)))
- (setq calc-curve-model (math-add
- calc-curve-model
- (list '*
- (car c)
- (list '^
- (list '- (car v) (nth 1 c))
- 2)))))))
- ((= key ?g)
- (setq
- calc-curve-model
- (math-read-expr
- "(AFit / BFit sqrt(2 pi)) exp(-0.5 * ((XFit - CFit) / BFit)^2)")
- calc-curve-varnames '(vec (var XFit var-XFit))
- calc-curve-coefnames '(vec (var AFit var-AFit)
- (var BFit var-BFit)
- (var CFit var-CFit)))
- (calc-get-fit-variables 1 (1- (length calc-curve-coefnames))
- (and homog 1)))
- ((memq key '(?\$ ?\' ?u ?U))
- (let* ((defvars nil)
- (record-entry nil))
- (if (eq key ?\')
- (let* ((calc-dollar-values calc-arg-values)
- (calc-dollar-used 0)
- (calc-hashes-used 0))
- (setq calc-curve-model
- (calc-do-alg-entry "" "Model formula: "
- nil 'calc-curve-fit-history))
- (if (/= (length calc-curve-model) 1)
- (error "Bad format"))
- (setq calc-curve-model (car calc-curve-model)
- record-entry t)
- (if (> calc-dollar-used 0)
- (setq calc-curve-coefnames
- (cons 'vec
- (nthcdr (- (length calc-arg-values)
- calc-dollar-used)
- (reverse calc-arg-values))))
- (if (> calc-hashes-used 0)
- (setq calc-curve-coefnames
- (cons 'vec (calc-invent-args
- calc-hashes-used))))))
- (progn
- (setq calc-curve-model (cond ((eq key ?u)
- (calc-var-value 'var-Model1))
- ((eq key ?U)
- (calc-var-value 'var-Model2))
- (t (calc-top 1))))
- (or calc-curve-model (error "User model not yet defined"))
- (if (math-vectorp calc-curve-model)
- (if (and (memq (length calc-curve-model) '(3 4))
- (not (math-objvecp (nth 1 calc-curve-model)))
- (math-vectorp (nth 2 calc-curve-model))
- (or (null (nth 3 calc-curve-model))
- (math-vectorp (nth 3 calc-curve-model))))
- (setq calc-curve-varnames (nth 2 calc-curve-model)
- calc-curve-coefnames
- (or (nth 3 calc-curve-model)
- (cons 'vec
- (math-all-vars-but
- calc-curve-model
- calc-curve-varnames)))
- calc-curve-model (nth 1 calc-curve-model))
- (error "Incorrect model specifier")))))
- (or calc-curve-varnames
- (let ((with-y
- (eq (car-safe calc-curve-model) 'calcFunc-eq)))
- (if calc-curve-coefnames
- (calc-get-fit-variables
- (if with-y (1+ calc-curve-nvars) calc-curve-nvars)
- (1- (length calc-curve-coefnames))
- (math-all-vars-but
- calc-curve-model calc-curve-coefnames)
- nil with-y)
- (let* ((coefs (math-all-vars-but calc-curve-model nil))
- (vars nil)
- (n (-
- (length coefs)
- calc-curve-nvars
- (if with-y 2 1)))
- p)
- (if (< n 0)
- (error "Not enough variables in model"))
- (setq p (nthcdr n coefs))
- (setq vars (cdr p))
- (setcdr p nil)
- (calc-get-fit-variables
- (if with-y (1+ calc-curve-nvars) calc-curve-nvars)
- (length coefs)
- vars coefs with-y)))))
- (if record-entry
- (calc-record (list 'vec calc-curve-model
- calc-curve-varnames calc-curve-coefnames)
- "modl"))))
- (t (beep))))
- (unless nonlinear
- (let ((calc-fit-to-trail t))
- (calc-enter-result n (substring (symbol-name func) 9)
- (list func calc-curve-model
- (if (= (length calc-curve-varnames) 2)
- (nth 1 calc-curve-varnames)
- calc-curve-varnames)
- (if (= (length calc-curve-coefnames) 2)
- (nth 1 calc-curve-coefnames)
- calc-curve-coefnames)
- data))
- (if (consp calc-fit-to-trail)
- (calc-record (calc-normalize calc-fit-to-trail) "parm"))))
- (when plot
- (if (stringp plot)
- (message "%s" plot)
- (let ((calc-graph-no-auto-view t))
- (calc-graph-delete t)
- (calc-graph-add-curve
- (calc-graph-lookup (nth 1 plot))
- (calc-graph-lookup (nth 2 plot)))
- (unless (math-contains-sdev-p (nth 2 data))
- (calc-graph-set-styles nil nil)
- (calc-graph-point-style nil))
- (setq plot (cdr (nth 1 plot)))
- (setq plot
- (list 'intv
- 3
- (math-sub
- (math-min-list (car plot) (cdr plot))
- '(float 5 -1))
- (math-add
- '(float 5 -1)
- (math-max-list (car plot) (cdr plot)))))
- (calc-graph-add-curve (calc-graph-lookup plot)
- (calc-graph-lookup (calc-top-n 1)))
- (calc-graph-plot nil)))))))
- (defun calc-invent-independent-variables (n &optional but)
- (calc-invent-variables n but '(x y z t) "x"))
- (defun calc-invent-parameter-variables (n &optional but)
- (calc-invent-variables n but '(a b c d) "a"))
- (defun calc-invent-variables (num but names base)
- (let ((vars nil)
- (n num) (nn 0)
- var)
- (while (and (> n 0) names)
- (setq var (math-build-var-name (if (consp names)
- (car names)
- (concat base (int-to-string
- (setq nn (1+ nn)))))))
- (or (math-expr-contains (cons 'vec but) var)
- (setq vars (cons var vars)
- n (1- n)))
- (or (symbolp names) (setq names (cdr names))))
- (if (= n 0)
- (nreverse vars)
- (calc-invent-variables num but t base))))
- (defun calc-get-fit-variables (nv nc &optional defv defc with-y homog)
- (or (= nv (if with-y (1+ calc-curve-nvars) calc-curve-nvars))
- (error "Wrong number of data vectors for this type of model"))
- (if (integerp defv)
- (setq homog defv
- defv nil))
- (if homog
- (setq nc (1- nc)))
- (or defv
- (setq defv (calc-invent-independent-variables nv)))
- (or defc
- (setq defc (calc-invent-parameter-variables nc defv)))
- (let ((vars (read-string (format "Fitting variables (default %s; %s): "
- (mapconcat 'symbol-name
- (mapcar (function (lambda (v)
- (nth 1 v)))
- defv)
- ",")
- (mapconcat 'symbol-name
- (mapcar (function (lambda (v)
- (nth 1 v)))
- defc)
- ","))))
- (coefs nil))
- (setq vars (if (string-match "\\[" vars)
- (math-read-expr vars)
- (math-read-expr (concat "[" vars "]"))))
- (if (eq (car-safe vars) 'error)
- (error "Bad format in expression: %s" (nth 2 vars)))
- (or (math-vectorp vars)
- (error "Expected a variable or vector of variables"))
- (if (equal vars '(vec))
- (setq vars (cons 'vec defv)
- coefs (cons 'vec defc))
- (if (math-vectorp (nth 1 vars))
- (if (and (= (length vars) 3)
- (math-vectorp (nth 2 vars)))
- (setq coefs (nth 2 vars)
- vars (nth 1 vars))
- (error
- "Expected independent variables vector, then parameters vector"))
- (setq coefs (cons 'vec defc))))
- (or (= nv (1- (length vars)))
- (and (not with-y) (= (1+ nv) (1- (length vars))))
- (error "Expected %d independent variable%s" nv (if (= nv 1) "" "s")))
- (or (= nc (1- (length coefs)))
- (error "Expected %d parameter variable%s" nc (if (= nc 1) "" "s")))
- (if homog
- (setq coefs (cons 'vec (cons homog (cdr coefs)))))
- (if calc-curve-varnames
- (setq calc-curve-model (math-multi-subst calc-curve-model (cdr calc-curve-varnames) (cdr vars))))
- (if calc-curve-coefnames
- (setq calc-curve-model (math-multi-subst calc-curve-model (cdr calc-curve-coefnames) (cdr coefs))))
- (setq calc-curve-varnames vars
- calc-curve-coefnames coefs)))
- ;;; The following algorithms are from Numerical Recipes chapter 9.
- ;;; "rtnewt" with safety kludges
- (defvar var-DUMMY)
- (defun math-newton-root (expr deriv guess orig-guess limit)
- (math-working "newton" guess)
- (let* ((var-DUMMY guess)
- next dval)
- (setq next (math-evaluate-expr expr)
- dval (math-evaluate-expr deriv))
- (if (and (Math-numberp next)
- (Math-numberp dval)
- (not (Math-zerop dval)))
- (progn
- (setq next (math-sub guess (math-div next dval)))
- (if (math-nearly-equal guess (setq next (math-float next)))
- (progn
- (setq var-DUMMY next)
- (list 'vec next (math-evaluate-expr expr)))
- (if (Math-lessp (math-abs-approx (math-sub next orig-guess))
- limit)
- (math-newton-root expr deriv next orig-guess limit)
- (math-reject-arg next "*Newton's method failed to converge"))))
- (math-reject-arg next "*Newton's method encountered a singularity"))))
- ;;; Inspired by "rtsafe"
- (defun math-newton-search-root (expr deriv guess vguess ostep oostep
- low vlow high vhigh)
- (let ((var-DUMMY guess)
- (better t)
- pos step next vnext)
- (if guess
- (math-working "newton" (list 'intv 0 low high))
- (math-working "bisect" (list 'intv 0 low high))
- (setq ostep (math-mul-float (math-sub-float high low)
- '(float 5 -1))
- guess (math-add-float low ostep)
- var-DUMMY guess
- vguess (math-evaluate-expr expr))
- (or (Math-realp vguess)
- (progn
- (setq ostep (math-mul-float ostep '(float 6 -1))
- guess (math-add-float low ostep)
- var-DUMMY guess
- vguess (math-evaluate-expr expr))
- (or (math-realp vguess)
- (progn
- (setq ostep (math-mul-float ostep '(float 123456 -5))
- guess (math-add-float low ostep)
- var-DUMMY guess
- vguess nil))))))
- (or vguess
- (setq vguess (math-evaluate-expr expr)))
- (or (Math-realp vguess)
- (math-reject-arg guess "*Newton's method encountered a singularity"))
- (setq vguess (math-float vguess))
- (if (eq (Math-negp vlow) (setq pos (Math-posp vguess)))
- (setq high guess
- vhigh vguess)
- (if (eq (Math-negp vhigh) pos)
- (setq low guess
- vlow vguess)
- (setq better nil)))
- (if (or (Math-zerop vguess)
- (math-nearly-equal low high))
- (list 'vec guess vguess)
- (setq step (math-evaluate-expr deriv))
- (if (and (Math-realp step)
- (not (Math-zerop step))
- (setq step (math-div-float vguess (math-float step))
- next (math-sub-float guess step))
- (not (math-lessp-float high next))
- (not (math-lessp-float next low)))
- (progn
- (setq var-DUMMY next
- vnext (math-evaluate-expr expr))
- (if (or (Math-zerop vnext)
- (math-nearly-equal next guess))
- (list 'vec next vnext)
- (if (and better
- (math-lessp-float (math-abs (or oostep
- (math-sub-float
- high low)))
- (math-abs
- (math-mul-float '(float 2 0)
- step))))
- (math-newton-search-root expr deriv nil nil nil ostep
- low vlow high vhigh)
- (math-newton-search-root expr deriv next vnext step ostep
- low vlow high vhigh))))
- (if (or (and (Math-posp vlow) (Math-posp vhigh))
- (and (Math-negp vlow) (Math-negp vhigh)))
- (math-search-root expr deriv low vlow high vhigh)
- (math-newton-search-root expr deriv nil nil nil ostep
- low vlow high vhigh))))))
- ;;; Search for a root in an interval with no overt zero crossing.
- ;; The variable math-root-widen is local to math-find-root, but
- ;; is used by math-search-root, which is called (directly and
- ;; indirectly) by math-find-root.
- (defvar math-root-widen)
- (defun math-search-root (expr deriv low vlow high vhigh)
- (let (found)
- (if math-root-widen
- (let ((iters 0)
- (iterlim (if (eq math-root-widen 'point)
- (+ calc-internal-prec 10)
- 20))
- (factor (if (eq math-root-widen 'point)
- '(float 9 0)
- '(float 16 -1)))
- (prev nil) vprev waslow
- diff)
- (while (or (and (math-posp vlow) (math-posp vhigh))
- (and (math-negp vlow) (math-negp vhigh)))
- (math-working "widen" (list 'intv 0 low high))
- (if (> (setq iters (1+ iters)) iterlim)
- (math-reject-arg (list 'intv 0 low high)
- "*Unable to bracket root"))
- (if (= iters calc-internal-prec)
- (setq factor '(float 16 -1)))
- (setq diff (math-mul-float (math-sub-float high low) factor))
- (if (Math-zerop diff)
- (setq high (calcFunc-incr high 10))
- (if (math-lessp-float (math-abs vlow) (math-abs vhigh))
- (setq waslow t
- prev low
- low (math-sub low diff)
- var-DUMMY low
- vprev vlow
- vlow (math-evaluate-expr expr))
- (setq waslow nil
- prev high
- high (math-add high diff)
- var-DUMMY high
- vprev vhigh
- vhigh (math-evaluate-expr expr)))))
- (if prev
- (if waslow
- (setq high prev vhigh vprev)
- (setq low prev vlow vprev)))
- (setq found t))
- (or (Math-realp vlow)
- (math-reject-arg vlow 'realp))
- (or (Math-realp vhigh)
- (math-reject-arg vhigh 'realp))
- (let ((xvals (list low high))
- (yvals (list vlow vhigh))
- (pos (Math-posp vlow))
- (levels 0)
- (step (math-sub-float high low))
- xp yp var-DUMMY)
- (while (and (<= (setq levels (1+ levels)) 5)
- (not found))
- (setq xp xvals
- yp yvals
- step (math-mul-float step '(float 497 -3)))
- (while (and (cdr xp) (not found))
- (if (Math-realp (car yp))
- (setq low (car xp)
- vlow (car yp)))
- (setq high (math-add-float (car xp) step)
- var-DUMMY high
- vhigh (math-evaluate-expr expr))
- (math-working "search" high)
- (if (and (Math-realp vhigh)
- (eq (math-negp vhigh) pos))
- (setq found t)
- (setcdr xp (cons high (cdr xp)))
- (setcdr yp (cons vhigh (cdr yp)))
- (setq xp (cdr (cdr xp))
- yp (cdr (cdr yp))))))))
- (if found
- (if (Math-zerop vhigh)
- (list 'vec high vhigh)
- (if (Math-zerop vlow)
- (list 'vec low vlow)
- (if deriv
- (math-newton-search-root expr deriv nil nil nil nil
- low vlow high vhigh)
- (math-bisect-root expr low vlow high vhigh))))
- (math-reject-arg (list 'intv 3 low high)
- "*Unable to find a sign change in this interval"))))
- ;;; "rtbis" (but we should be using Brent's method)
- (defun math-bisect-root (expr low vlow high vhigh)
- (let ((step (math-sub-float high low))
- (pos (Math-posp vhigh))
- var-DUMMY
- mid vmid)
- (while (not (or (math-nearly-equal low
- (setq step (math-mul-float
- step '(float 5 -1))
- mid (math-add-float low step)))
- (progn
- (setq var-DUMMY mid
- vmid (math-evaluate-expr expr))
- (Math-zerop vmid))))
- (math-working "bisect" mid)
- (if (eq (Math-posp vmid) pos)
- (setq high mid
- vhigh vmid)
- (setq low mid
- vlow vmid)))
- (list 'vec mid vmid)))
- ;;; "mnewt"
- (defvar math-root-vars [(var DUMMY var-DUMMY)])
- (defun math-newton-multi (expr jacob n guess orig-guess limit)
- (let ((m -1)
- (p guess)
- p2 expr-val jacob-val next)
- (while (< (setq p (cdr p) m (1+ m)) n)
- (set (nth 2 (aref math-root-vars m)) (car p)))
- (setq expr-val (math-evaluate-expr expr)
- jacob-val (math-evaluate-expr jacob))
- (unless (and (math-constp expr-val)
- (math-constp jacob-val))
- (math-reject-arg guess "*Newton's method encountered a singularity"))
- (setq next (math-add guess (math-div (math-float (math-neg expr-val))
- (math-float jacob-val)))
- p guess p2 next)
- (math-working "newton" next)
- (while (and (setq p (cdr p) p2 (cdr p2))
- (math-nearly-equal (car p) (car p2))))
- (if p
- (if (Math-lessp (math-abs-approx (math-sub next orig-guess))
- limit)
- (math-newton-multi expr jacob n next orig-guess limit)
- (math-reject-arg nil "*Newton's method failed to converge"))
- (list 'vec next expr-val))))
- (defun math-find-root (expr var guess math-root-widen)
- (if (eq (car-safe expr) 'vec)
- (let ((n (1- (length expr)))
- (calc-symbolic-mode nil)
- (var-DUMMY nil)
- (jacob (list 'vec))
- p p2 m row)
- (unless (eq (car-safe var) 'vec)
- (math-reject-arg var 'vectorp))
- (unless (= (length var) (1+ n))
- (math-dimension-error))
- (setq expr (copy-sequence expr))
- (while (>= n (length math-root-vars))
- (let ((symb (intern (concat "math-root-v"
- (int-to-string
- (length math-root-vars))))))
- (setq math-root-vars (vconcat math-root-vars
- (vector (list 'var symb symb))))))
- (setq m -1)
- (while (< (setq m (1+ m)) n)
- (set (nth 2 (aref math-root-vars m)) nil))
- (setq m -1 p var)
- (while (setq m (1+ m) p (cdr p))
- (or (eq (car-safe (car p)) 'var)
- (math-reject-arg var "*Expected a variable"))
- (setq p2 expr)
- (while (setq p2 (cdr p2))
- (setcar p2 (math-expr-subst (car p2) (car p)
- (aref math-root-vars m)))))
- (unless (eq (car-safe guess) 'vec)
- (math-reject-arg guess 'vectorp))
- (unless (= (length guess) (1+ n))
- (math-dimension-error))
- (setq guess (copy-sequence guess)
- p guess)
- (while (setq p (cdr p))
- (or (Math-numberp (car guess))
- (math-reject-arg guess 'numberp))
- (setcar p (math-float (car p))))
- (setq p expr)
- (while (setq p (cdr p))
- (if (assq (car-safe (car p)) calc-tweak-eqn-table)
- (setcar p (math-sub (nth 1 (car p)) (nth 2 (car p)))))
- (setcar p (math-evaluate-expr (car p)))
- (setq row (list 'vec)
- m -1)
- (while (< (setq m (1+ m)) n)
- (nconc row (list (math-evaluate-expr
- (or (calcFunc-deriv (car p)
- (aref math-root-vars m)
- nil t)
- (math-reject-arg
- expr
- "*Formulas must be differentiable"))))))
- (nconc jacob (list row)))
- (setq m (math-abs-approx guess))
- (math-newton-multi expr jacob n guess guess
- (if (math-zerop m) '(float 1 3) (math-mul m 10))))
- (unless (eq (car-safe var) 'var)
- (math-reject-arg var "*Expected a variable"))
- (unless (math-expr-contains expr var)
- (math-reject-arg expr "*Formula does not contain specified variable"))
- (if (assq (car expr) calc-tweak-eqn-table)
- (setq expr (math-sub (nth 1 expr) (nth 2 expr))))
- (math-with-extra-prec 2
- (setq expr (math-expr-subst expr var '(var DUMMY var-DUMMY)))
- (let* ((calc-symbolic-mode nil)
- (var-DUMMY nil)
- (expr (math-evaluate-expr expr))
- (deriv (calcFunc-deriv expr '(var DUMMY var-DUMMY) nil t))
- low high vlow vhigh)
- (and deriv (setq deriv (math-evaluate-expr deriv)))
- (setq guess (math-float guess))
- (if (and (math-numberp guess)
- deriv)
- (math-newton-root expr deriv guess guess
- (if (math-zerop guess) '(float 1 6)
- (math-mul (math-abs-approx guess) 100)))
- (if (Math-realp guess)
- (setq low guess
- high guess
- var-DUMMY guess
- vlow (math-evaluate-expr expr)
- vhigh vlow
- math-root-widen 'point)
- (if (eq (car guess) 'intv)
- (progn
- (or (math-constp guess) (math-reject-arg guess 'constp))
- (setq low (nth 2 guess)
- high (nth 3 guess))
- (if (memq (nth 1 guess) '(0 1))
- (setq low (calcFunc-incr low 1 high)))
- (if (memq (nth 1 guess) '(0 2))
- (setq high (calcFunc-incr high -1 low)))
- (setq var-DUMMY low
- vlow (math-evaluate-expr expr)
- var-DUMMY high
- vhigh (math-evaluate-expr expr)))
- (if (math-complexp guess)
- (math-reject-arg "*Complex root finder must have derivative")
- (math-reject-arg guess 'realp))))
- (if (Math-zerop vlow)
- (list 'vec low vlow)
- (if (Math-zerop vhigh)
- (list 'vec high vhigh)
- (if (and deriv (Math-numberp vlow) (Math-numberp vhigh))
- (math-newton-search-root expr deriv nil nil nil nil
- low vlow high vhigh)
- (if (or (and (Math-posp vlow) (Math-posp vhigh))
- (and (Math-negp vlow) (Math-negp vhigh))
- (not (Math-numberp vlow))
- (not (Math-numberp vhigh)))
- (math-search-root expr deriv low vlow high vhigh)
- (math-bisect-root expr low vlow high vhigh))))))))))
- (defun calcFunc-root (expr var guess)
- (math-find-root expr var guess nil))
- (defun calcFunc-wroot (expr var guess)
- (math-find-root expr var guess t))
- ;;; The following algorithms come from Numerical Recipes, chapter 10.
- (defvar math-min-vars [(var DUMMY var-DUMMY)])
- (defun math-min-eval (expr a)
- (if (Math-vectorp a)
- (let ((m -1))
- (while (setq m (1+ m) a (cdr a))
- (set (nth 2 (aref math-min-vars m)) (car a))))
- (setq var-DUMMY a))
- (setq a (math-evaluate-expr expr))
- (if (Math-ratp a)
- (math-float a)
- (if (eq (car a) 'float)
- a
- (math-reject-arg a 'realp))))
- (defvar math-min-or-max "minimum")
- ;;; A bracket for a minimum is a < b < c where f(b) < f(a) and f(b) < f(c).
- ;;; "mnbrak"
- (defun math-widen-min (expr a b)
- (let ((done nil)
- (iters 30)
- incr c va vb vc u vu r q ulim bc ba qr)
- (or b (setq b (math-mul a '(float 101 -2))))
- (setq va (math-min-eval expr a)
- vb (math-min-eval expr b))
- (if (math-lessp-float va vb)
- (setq u a a b b u
- vu va va vb vb vu))
- (setq c (math-add-float b (math-mul-float '(float 161803 -5)
- (math-sub-float b a)))
- vc (math-min-eval expr c))
- (while (and (not done) (math-lessp-float vc vb))
- (math-working "widen" (list 'intv 0 a c))
- (if (= (setq iters (1- iters)) 0)
- (math-reject-arg nil (format "*Unable to find a %s near the interval"
- math-min-or-max)))
- (setq bc (math-sub-float b c)
- ba (math-sub-float b a)
- r (math-mul-float ba (math-sub-float vb vc))
- q (math-mul-float bc (math-sub-float vb va))
- qr (math-sub-float q r))
- (if (math-lessp-float (math-abs qr) '(float 1 -20))
- (setq qr (if (math-negp qr) '(float -1 -20) '(float 1 -20))))
- (setq u (math-sub-float
- b
- (math-div-float (math-sub-float (math-mul-float bc q)
- (math-mul-float ba r))
- (math-mul-float '(float 2 0) qr)))
- ulim (math-add-float b (math-mul-float '(float -1 2) bc))
- incr (math-negp bc))
- (if (if incr (math-lessp-float b u) (math-lessp-float u b))
- (if (if incr (math-lessp-float u c) (math-lessp-float c u))
- (if (math-lessp-float (setq vu (math-min-eval expr u)) vc)
- (setq a b va vb
- b u vb vu
- done t)
- (if (math-lessp-float vb vu)
- (setq c u vc vu
- done t)
- (setq u (math-add-float c (math-mul-float '(float -161803 -5)
- bc))
- vu (math-min-eval expr u))))
- (if (if incr (math-lessp-float u ulim) (math-lessp-float ulim u))
- (if (math-lessp-float (setq vu (math-min-eval expr u)) vc)
- (setq b c vb vc
- c u vc vu
- u (math-add-float c (math-mul-float
- '(float -161803 -5)
- (math-sub-float b c)))
- vu (math-min-eval expr u)))
- (setq u ulim
- vu (math-min-eval expr u))))
- (setq u (math-add-float c (math-mul-float '(float -161803 -5)
- bc))
- vu (math-min-eval expr u)))
- (setq a b va vb
- b c vb vc
- c u vc vu))
- (if (math-lessp-float a c)
- (list a va b vb c vc)
- (list c vc b vb a va))))
- (defun math-narrow-min (expr a c intv)
- (let ((xvals (list a c))
- (yvals (list (math-min-eval expr a)
- (math-min-eval expr c)))
- (levels 0)
- (step (math-sub-float c a))
- (found nil)
- xp yp b)
- (while (and (<= (setq levels (1+ levels)) 5)
- (not found))
- (setq xp xvals
- yp yvals
- step (math-mul-float step '(float 497 -3)))
- (while (and (cdr xp) (not found))
- (setq b (math-add-float (car xp) step))
- (math-working "search" b)
- (setcdr xp (cons b (cdr xp)))
- (setcdr yp (cons (math-min-eval expr b) (cdr yp)))
- (if (and (math-lessp-float (nth 1 yp) (car yp))
- (math-lessp-float (nth 1 yp) (nth 2 yp)))
- (setq found t)
- (setq xp (cdr xp)
- yp (cdr yp))
- (if (and (cdr (cdr yp))
- (math-lessp-float (nth 1 yp) (car yp))
- (math-lessp-float (nth 1 yp) (nth 2 yp)))
- (setq found t)
- (setq xp (cdr xp)
- yp (cdr yp))))))
- (if found
- (list (car xp) (car yp)
- (nth 1 xp) (nth 1 yp)
- (nth 2 xp) (nth 2 yp))
- (or (if (math-lessp-float (car yvals) (nth 1 yvals))
- (and (memq (nth 1 intv) '(2 3))
- (let ((min (car yvals)))
- (while (and (setq yvals (cdr yvals))
- (math-lessp-float min (car yvals))))
- (and (not yvals)
- (list (nth 2 intv) min))))
- (and (memq (nth 1 intv) '(1 3))
- (setq yvals (nreverse yvals))
- (let ((min (car yvals)))
- (while (and (setq yvals (cdr yvals))
- (math-lessp-float min (car yvals))))
- (and (not yvals)
- (list (nth 3 intv) min)))))
- (math-reject-arg nil (format "*Unable to find a %s in the interval"
- math-min-or-max))))))
- ;;; "brent"
- (defun math-brent-min (expr prec a va x vx b vb)
- (let ((iters (+ 20 (* 5 prec)))
- (w x)
- (vw vx)
- (v x)
- (vv vx)
- (tol (list 'float 1 (- -1 prec)))
- (zeps (list 'float 1 (- -5 prec)))
- (e '(float 0 0))
- d u vu xm tol1 tol2 etemp p q r xv xw)
- (while (progn
- (setq xm (math-mul-float '(float 5 -1)
- (math-add-float a b))
- tol1 (math-add-float
- zeps
- (math-mul-float tol (math-abs x)))
- tol2 (math-mul-float tol1 '(float 2 0)))
- (math-lessp-float (math-sub-float tol2
- (math-mul-float
- '(float 5 -1)
- (math-sub-float b a)))
- (math-abs (math-sub-float x xm))))
- (if (= (setq iters (1- iters)) 0)
- (math-reject-arg nil (format "*Unable to converge on a %s"
- math-min-or-max)))
- (math-working "brent" x)
- (if (math-lessp-float (math-abs e) tol1)
- (setq e (if (math-lessp-float x xm)
- (math-sub-float b x)
- (math-sub-float a x))
- d (math-mul-float '(float 381966 -6) e))
- (setq xw (math-sub-float x w)
- r (math-mul-float xw (math-sub-float vx vv))
- xv (math-sub-float x v)
- q (math-mul-float xv (math-sub-float vx vw))
- p (math-sub-float (math-mul-float xv q)
- (math-mul-float xw r))
- q (math-mul-float '(float 2 0) (math-sub-float q r)))
- (if (math-posp q)
- (setq p (math-neg-float p))
- (setq q (math-neg-float q)))
- (setq etemp e
- e d)
- (if (and (math-lessp-float (math-abs p)
- (math-abs (math-mul-float
- '(float 5 -1)
- (math-mul-float q etemp))))
- (math-lessp-float (math-mul-float
- q (math-sub-float a x)) p)
- (math-lessp-float p (math-mul-float
- q (math-sub-float b x))))
- (progn
- (setq d (math-div-float p q)
- u (math-add-float x d))
- (if (or (math-lessp-float (math-sub-float u a) tol2)
- (math-lessp-float (math-sub-float b u) tol2))
- (setq d (if (math-lessp-float xm x)
- (math-neg-float tol1)
- tol1))))
- (setq e (if (math-lessp-float x xm)
- (math-sub-float b x)
- (math-sub-float a x))
- d (math-mul-float '(float 381966 -6) e))))
- (setq u (math-add-float x
- (if (math-lessp-float (math-abs d) tol1)
- (if (math-negp d)
- (math-neg-float tol1)
- tol1)
- d))
- vu (math-min-eval expr u))
- (if (math-lessp-float vx vu)
- (progn
- (if (math-lessp-float u x)
- (setq a u)
- (setq b u))
- (if (or (equal w x)
- (not (math-lessp-float vw vu)))
- (setq v w vv vw
- w u vw vu)
- (if (or (equal v x)
- (equal v w)
- (not (math-lessp-float vv vu)))
- (setq v u vv vu))))
- (if (math-lessp-float u x)
- (setq b x)
- (setq a x))
- (setq v w vv vw
- w x vw vx
- x u vx vu)))
- (list 'vec x vx)))
- ;;; "powell"
- (defun math-powell-min (expr n guesses prec)
- (let* ((f1dim (math-line-min-func expr n))
- (xi (calcFunc-idn 1 n))
- (p (cons 'vec (mapcar 'car guesses)))
- (pt p)
- (ftol (list 'float 1 (- prec)))
- (fret (math-min-eval expr p))
- fp ptt fptt xit i ibig del diff res)
- (while (progn
- (setq fp fret
- ibig 0
- del '(float 0 0)
- i 0)
- (while (<= (setq i (1+ i)) n)
- (setq fptt fret
- res (math-line-min f1dim p
- (math-mat-col xi i)
- n prec)
- p (let ((calc-internal-prec prec))
- (math-normalize (car res)))
- fret (nth 2 res)
- diff (math-abs (math-sub-float fptt fret)))
- (if (math-lessp-float del diff)
- (setq del diff
- ibig i)))
- (math-lessp-float
- (math-mul-float ftol
- (math-add-float (math-abs fp)
- (math-abs fret)))
- (math-mul-float '(float 2 0)
- (math-abs (math-sub-float fp
- fret)))))
- (setq ptt (math-sub (math-mul '(float 2 0) p) pt)
- xit (math-sub p pt)
- pt p
- fptt (math-min-eval expr ptt))
- (if (and (math-lessp-float fptt fp)
- (math-lessp-float
- (math-mul-float
- (math-mul-float '(float 2 0)
- (math-add-float
- (math-sub-float fp
- (math-mul-float '(float 2 0)
- fret))
- fptt))
- (math-sqr-float (math-sub-float
- (math-sub-float fp fret) del)))
- (math-mul-float del
- (math-sqr-float (math-sub-float fp fptt)))))
- (progn
- (setq res (math-line-min f1dim p xit n prec)
- p (car res)
- fret (nth 2 res)
- i 0)
- (while (<= (setq i (1+ i)) n)
- (setcar (nthcdr ibig (nth i xi))
- (nth i (nth 1 res)))))))
- (list 'vec p fret)))
- (defun math-line-min-func (expr n)
- (let ((m -1))
- (while (< (setq m (1+ m)) n)
- (set (nth 2 (aref math-min-vars m))
- (list '+
- (list '*
- '(var DUMMY var-DUMMY)
- (list 'calcFunc-mrow '(var line-xi line-xi) (1+ m)))
- (list 'calcFunc-mrow '(var line-p line-p) (1+ m)))))
- (math-evaluate-expr expr)))
- (defun math-line-min (f1dim line-p line-xi n prec)
- (let* ((var-DUMMY nil)
- (expr (math-evaluate-expr f1dim))
- (params (math-widen-min expr '(float 0 0) '(float 1 0)))
- (res (apply 'math-brent-min expr prec params))
- (xi (math-mul (nth 1 res) line-xi)))
- (list (math-add line-p xi) xi (nth 2 res))))
- (defun math-find-minimum (expr var guess min-widen)
- (let* ((calc-symbolic-mode nil)
- (n 0)
- (var-DUMMY nil)
- (isvec (math-vectorp var))
- g guesses)
- (or (math-vectorp var)
- (setq var (list 'vec var)))
- (or (math-vectorp guess)
- (setq guess (list 'vec guess)))
- (or (= (length var) (length guess))
- (math-dimension-error))
- (while (setq var (cdr var) guess (cdr guess))
- (or (eq (car-safe (car var)) 'var)
- (math-reject-arg (car var) "*Expected a variable"))
- (or (math-expr-contains expr (car var))
- (math-reject-arg (car var)
- "*Formula does not contain specified variable"))
- (while (>= (1+ n) (length math-min-vars))
- (let ((symb (intern (concat "math-min-v"
- (int-to-string
- (length math-min-vars))))))
- (setq math-min-vars (vconcat math-min-vars
- (vector (list 'var symb symb))))))
- (set (nth 2 (aref math-min-vars n)) nil)
- (set (nth 2 (aref math-min-vars (1+ n))) nil)
- (if (math-complexp (car guess))
- (setq expr (math-expr-subst expr
- (car var)
- (list '+ (aref math-min-vars n)
- (list '*
- (aref math-min-vars (1+ n))
- '(cplx 0 1))))
- guesses (let ((g (math-float (math-complex (car guess)))))
- (cons (list (nth 2 g) nil nil)
- (cons (list (nth 1 g) nil nil t)
- guesses)))
- n (+ n 2))
- (setq expr (math-expr-subst expr
- (car var)
- (aref math-min-vars n))
- guesses (cons (if (math-realp (car guess))
- (list (math-float (car guess)) nil nil)
- (if (and (eq (car-safe (car guess)) 'intv)
- (math-constp (car guess)))
- (list (math-mul
- (math-add (nth 2 (car guess))
- (nth 3 (car guess)))
- '(float 5 -1))
- (math-float (nth 2 (car guess)))
- (math-float (nth 3 (car guess)))
- (car guess))
- (math-reject-arg (car guess) 'realp)))
- guesses)
- n (1+ n))))
- (setq guesses (nreverse guesses)
- expr (math-evaluate-expr expr))
- (if (= n 1)
- (let* ((params (if (nth 1 (car guesses))
- (if min-widen
- (math-widen-min expr
- (nth 1 (car guesses))
- (nth 2 (car guesses)))
- (math-narrow-min expr
- (nth 1 (car guesses))
- (nth 2 (car guesses))
- (nth 3 (car guesses))))
- (math-widen-min expr
- (car (car guesses))
- nil)))
- (prec calc-internal-prec)
- (res (if (cdr (cdr params))
- (math-with-extra-prec (+ calc-internal-prec 2)
- (apply 'math-brent-min expr prec params))
- (cons 'vec params))))
- (if isvec
- (list 'vec (list 'vec (nth 1 res)) (nth 2 res))
- res))
- (let* ((prec calc-internal-prec)
- (res (math-with-extra-prec (+ calc-internal-prec 2)
- (math-powell-min expr n guesses prec)))
- (p (nth 1 res))
- (vec (list 'vec)))
- (while (setq p (cdr p))
- (if (nth 3 (car guesses))
- (progn
- (nconc vec (list (math-normalize
- (list 'cplx (car p) (nth 1 p)))))
- (setq p (cdr p)
- guesses (cdr guesses)))
- (nconc vec (list (car p))))
- (setq guesses (cdr guesses)))
- (if isvec
- (list 'vec vec (nth 2 res))
- (list 'vec (nth 1 vec) (nth 2 res)))))))
- (defun calcFunc-minimize (expr var guess)
- (let ((calc-internal-prec (max (/ calc-internal-prec 2) 3))
- (math-min-or-max "minimum"))
- (math-find-minimum (math-normalize expr)
- (math-normalize var)
- (math-normalize guess) nil)))
- (defun calcFunc-wminimize (expr var guess)
- (let ((calc-internal-prec (max (/ calc-internal-prec 2) 3))
- (math-min-or-max "minimum"))
- (math-find-minimum (math-normalize expr)
- (math-normalize var)
- (math-normalize guess) t)))
- (defun calcFunc-maximize (expr var guess)
- (let* ((calc-internal-prec (max (/ calc-internal-prec 2) 3))
- (math-min-or-max "maximum")
- (res (math-find-minimum (math-normalize (math-neg expr))
- (math-normalize var)
- (math-normalize guess) nil)))
- (list 'vec (nth 1 res) (math-neg (nth 2 res)))))
- (defun calcFunc-wmaximize (expr var guess)
- (let* ((calc-internal-prec (max (/ calc-internal-prec 2) 3))
- (math-min-or-max "maximum")
- (res (math-find-minimum (math-normalize (math-neg expr))
- (math-normalize var)
- (math-normalize guess) t)))
- (list 'vec (nth 1 res) (math-neg (nth 2 res)))))
- ;;; The following algorithms come from Numerical Recipes, chapter 3.
- (defun calcFunc-polint (data x)
- (or (math-matrixp data) (math-reject-arg data 'matrixp))
- (or (= (length data) 3)
- (math-reject-arg data "*Wrong number of data rows"))
- (or (> (length (nth 1 data)) 2)
- (math-reject-arg data "*Too few data points"))
- (if (and (math-vectorp x) (or (math-constp x) math-expand-formulas))
- (cons 'vec (mapcar (function (lambda (x) (calcFunc-polint data x)))
- (cdr x)))
- (or (math-objectp x) math-expand-formulas (math-reject-arg x 'objectp))
- (math-with-extra-prec 2
- (cons 'vec (math-poly-interp (cdr (nth 1 data)) (cdr (nth 2 data)) x
- nil)))))
- (put 'calcFunc-polint 'math-expandable t)
- (defun calcFunc-ratint (data x)
- (or (math-matrixp data) (math-reject-arg data 'matrixp))
- (or (= (length data) 3)
- (math-reject-arg data "*Wrong number of data rows"))
- (or (> (length (nth 1 data)) 2)
- (math-reject-arg data "*Too few data points"))
- (if (and (math-vectorp x) (or (math-constp x) math-expand-formulas))
- (cons 'vec (mapcar (function (lambda (x) (calcFunc-ratint data x)))
- (cdr x)))
- (or (math-objectp x) math-expand-formulas (math-reject-arg x 'objectp))
- (math-with-extra-prec 2
- (cons 'vec (math-poly-interp (cdr (nth 1 data)) (cdr (nth 2 data)) x
- (cdr (cdr (cdr (nth 1 data)))))))))
- (put 'calcFunc-ratint 'math-expandable t)
- (defun math-poly-interp (xa ya x ratp)
- (let ((n (length xa))
- (dif nil)
- (ns nil)
- (xax nil)
- (c (copy-sequence ya))
- (d (copy-sequence ya))
- (i 0)
- (m 0)
- y dy (xp xa) xpm cp dp temp)
- (while (<= (setq i (1+ i)) n)
- (setq xax (cons (math-sub (car xp) x) xax)
- xp (cdr xp)
- temp (math-abs (car xax)))
- (if (or (null dif) (math-lessp temp dif))
- (setq dif temp
- ns i)))
- (setq xax (nreverse xax)
- ns (1- ns)
- y (nth ns ya))
- (if (math-zerop dif)
- (list y 0)
- (while (< (setq m (1+ m)) n)
- (setq i 0
- xp xax
- xpm (nthcdr m xax)
- cp c
- dp d)
- (while (<= (setq i (1+ i)) (- n m))
- (if ratp
- (let ((t2 (math-div (math-mul (car xp) (car dp)) (car xpm))))
- (setq temp (math-div (math-sub (nth 1 cp) (car dp))
- (math-sub t2 (nth 1 cp))))
- (setcar dp (math-mul (nth 1 cp) temp))
- (setcar cp (math-mul t2 temp)))
- (if (math-equal (car xp) (car xpm))
- (math-reject-arg (cons 'vec xa) "*Duplicate X values"))
- (setq temp (math-div (math-sub (nth 1 cp) (car dp))
- (math-sub (car xp) (car xpm))))
- (setcar dp (math-mul (car xpm) temp))
- (setcar cp (math-mul (car xp) temp)))
- (setq cp (cdr cp)
- dp (cdr dp)
- xp (cdr xp)
- xpm (cdr xpm)))
- (if (< (+ ns ns) (- n m))
- (setq dy (nth ns c))
- (setq ns (1- ns)
- dy (nth ns d)))
- (setq y (math-add y dy)))
- (list y dy))))
- ;;; The following algorithms come from Numerical Recipes, chapter 4.
- (defun calcFunc-ninteg (expr var lo hi)
- (setq lo (math-evaluate-expr lo)
- hi (math-evaluate-expr hi))
- (or (math-numberp lo) (math-infinitep lo) (math-reject-arg lo 'numberp))
- (or (math-numberp hi) (math-infinitep hi) (math-reject-arg hi 'numberp))
- (if (math-lessp hi lo)
- (math-neg (calcFunc-ninteg expr var hi lo))
- (setq expr (math-expr-subst expr var '(var DUMMY var-DUMMY)))
- (let ((var-DUMMY nil)
- (calc-symbolic-mode nil)
- (calc-prefer-frac nil)
- (sum 0))
- (setq expr (math-evaluate-expr expr))
- (if (equal lo '(neg (var inf var-inf)))
- (let ((thi (if (math-lessp hi '(float -2 0))
- hi '(float -2 0))))
- (setq sum (math-ninteg-romberg
- 'math-ninteg-midpoint expr
- (math-float lo) (math-float thi) 'inf)
- lo thi)))
- (if (equal hi '(var inf var-inf))
- (let ((tlo (if (math-lessp '(float 2 0) lo)
- lo '(float 2 0))))
- (setq sum (math-add sum
- (math-ninteg-romberg
- 'math-ninteg-midpoint expr
- (math-float tlo) (math-float hi) 'inf))
- hi tlo)))
- (or (math-equal lo hi)
- (setq sum (math-add sum
- (math-ninteg-romberg
- 'math-ninteg-midpoint expr
- (math-float lo) (math-float hi) nil))))
- sum)))
- ;;; Open Romberg method; "qromo" in section 4.4.
- ;; The variable math-ninteg-temp is local to math-ninteg-romberg,
- ;; but is used by math-ninteg-midpoint, which is used by
- ;; math-ninteg-romberg.
- (defvar math-ninteg-temp)
- (defun math-ninteg-romberg (func expr lo hi mode)
- (let ((curh '(float 1 0))
- (h nil)
- (s nil)
- (j 0)
- (ss nil)
- (prec calc-internal-prec)
- (math-ninteg-temp nil))
- (math-with-extra-prec 2
- ;; Limit on "j" loop must be 14 or less to keep "it" from overflowing.
- (or (while (and (null ss) (<= (setq j (1+ j)) 8))
- (setq s (nconc s (list (funcall func expr lo hi mode)))
- h (nconc h (list curh)))
- (if (>= j 3)
- (let ((res (math-poly-interp h s '(float 0 0) nil)))
- (if (math-lessp (math-abs (nth 1 res))
- (calcFunc-scf (math-abs (car res))
- (- prec)))
- (setq ss (car res)))))
- (if (>= j 5)
- (setq s (cdr s)
- h (cdr h)))
- (setq curh (math-div-float curh '(float 9 0))))
- ss
- (math-reject-arg nil (format "*Integral failed to converge"))))))
- (defun math-ninteg-evaluate (expr x mode)
- (if (eq mode 'inf)
- (setq x (math-div '(float 1 0) x)))
- (let* ((var-DUMMY x)
- (res (math-evaluate-expr expr)))
- (or (Math-numberp res)
- (math-reject-arg res "*Integrand does not evaluate to a number"))
- (if (eq mode 'inf)
- (setq res (math-mul res (math-sqr x))))
- res))
- (defun math-ninteg-midpoint (expr lo hi mode) ; uses "math-ninteg-temp"
- (if (eq mode 'inf)
- (let ((math-infinite-mode t) temp)
- (setq temp (math-div 1 lo)
- lo (math-div 1 hi)
- hi temp)))
- (if math-ninteg-temp
- (let* ((it3 (* 3 (car math-ninteg-temp)))
- (math-working-step-2 (* 2 (car math-ninteg-temp)))
- (math-working-step 0)
- (range (math-sub hi lo))
- (del (math-div range (math-float it3)))
- (del2 (math-add del del))
- (del3 (math-add del del2))
- (x (math-add lo (math-mul '(float 5 -1) del)))
- (sum '(float 0 0))
- (j 0) temp)
- (while (<= (setq j (1+ j)) (car math-ninteg-temp))
- (setq math-working-step (1+ math-working-step)
- temp (math-ninteg-evaluate expr x mode)
- math-working-step (1+ math-working-step)
- sum (math-add sum (math-add temp (math-ninteg-evaluate
- expr (math-add x del2)
- mode)))
- x (math-add x del3)))
- (setq math-ninteg-temp (list it3
- (math-add (math-div (nth 1 math-ninteg-temp)
- '(float 3 0))
- (math-mul sum del)))))
- (setq math-ninteg-temp (list 1 (math-mul
- (math-sub hi lo)
- (math-ninteg-evaluate
- expr
- (math-mul (math-add lo hi) '(float 5 -1))
- mode)))))
- (nth 1 math-ninteg-temp))
- ;;; The following algorithms come from Numerical Recipes, chapter 14.
- (defvar math-dummy-vars [(var DUMMY var-DUMMY)])
- (defvar math-dummy-counter 0)
- (defun math-dummy-variable ()
- (if (= math-dummy-counter (length math-dummy-vars))
- (let ((symb (intern (format "math-dummy-%d" math-dummy-counter))))
- (setq math-dummy-vars (vconcat math-dummy-vars
- (vector (list 'var symb symb))))))
- (set (nth 2 (aref math-dummy-vars math-dummy-counter)) nil)
- (prog1
- (aref math-dummy-vars math-dummy-counter)
- (setq math-dummy-counter (1+ math-dummy-counter))))
- (defvar math-in-fit 0)
- (defvar calc-fit-to-trail nil)
- (defun calcFunc-fit (expr vars &optional coefs data)
- (let ((math-in-fit 10))
- (math-with-extra-prec 2
- (math-general-fit expr vars coefs data nil))))
- (defun calcFunc-efit (expr vars &optional coefs data)
- (let ((math-in-fit 10))
- (math-with-extra-prec 2
- (math-general-fit expr vars coefs data 'sdev))))
- (defun calcFunc-xfit (expr vars &optional coefs data)
- (let ((math-in-fit 10))
- (math-with-extra-prec 2
- (math-general-fit expr vars coefs data 'full))))
- ;; The variables math-fit-first-var, math-fit-first-coef and
- ;; math-fit-new-coefs are local to math-general-fit, but are used by
- ;; calcFunc-fitvar, calcFunc-fitparam and calcFunc-fitdummy
- ;; (respectively), which are used by math-general-fit.
- (defvar math-fit-first-var)
- (defvar math-fit-first-coef)
- (defvar math-fit-new-coefs)
- (defun math-general-fit (expr vars coefs data mode)
- (let ((calc-simplify-mode nil)
- (math-dummy-counter math-dummy-counter)
- (math-in-fit 1)
- (extended (eq mode 'full))
- (math-fit-first-coef math-dummy-counter)
- math-fit-first-var
- (plain-expr expr)
- orig-expr
- have-sdevs need-chisq chisq
- (x-funcs nil)
- (y-filter nil)
- y-dummy
- (coef-filters nil)
- math-fit-new-coefs
- (xy-values nil)
- (weights nil)
- (var-YVAL nil) (var-YVALX nil)
- covar beta
- n nn m mm v dummy p)
- ;; Validate and parse arguments.
- (or data
- (if coefs
- (setq data coefs
- coefs nil)
- (if (math-vectorp expr)
- (if (memq (length expr) '(3 4))
- (setq data vars
- vars (nth 2 expr)
- coefs (nth 3 expr)
- expr (nth 1 expr))
- (math-dimension-error))
- (setq data vars
- vars nil
- coefs nil))))
- (or (math-matrixp data) (math-reject-arg data 'matrixp))
- (setq v (1- (length data))
- n (1- (length (nth 1 data))))
- (or (math-vectorp vars) (null vars)
- (setq vars (list 'vec vars)))
- (or (math-vectorp coefs) (null coefs)
- (setq coefs (list 'vec coefs)))
- (or coefs
- (setq coefs (cons 'vec (math-all-vars-but expr vars))))
- (or vars
- (if (<= (1- (length coefs)) v)
- (math-reject-arg coefs "*Not enough variables in model")
- (setq coefs (copy-sequence coefs))
- (let ((p (nthcdr (- (length coefs) v
- (if (eq (car-safe expr) 'calcFunc-eq) 1 0))
- coefs)))
- (setq vars (cons 'vec (cdr p)))
- (setcdr p nil))))
- (or (= (1- (length vars)) v)
- (= (length vars) v)
- (math-reject-arg vars "*Number of variables does not match data"))
- (setq m (1- (length coefs)))
- (if (< m 1)
- (math-reject-arg coefs "*Need at least one parameter"))
- ;; Rewrite expr in terms of fitparam and fitvar, make into an equation.
- (setq p coefs)
- (while (setq p (cdr p))
- (or (eq (car-safe (car p)) 'var)
- (math-reject-arg (car p) "*Expected a variable"))
- (setq dummy (math-dummy-variable)
- expr (math-expr-subst expr (car p)
- (list 'calcFunc-fitparam
- (- math-dummy-counter math-fit-first-coef)))))
- (setq math-fit-first-var math-dummy-counter
- p vars)
- (while (setq p (cdr p))
- (or (eq (car-safe (car p)) 'var)
- (math-reject-arg (car p) "*Expected a variable"))
- (setq dummy (math-dummy-variable)
- expr (math-expr-subst expr (car p)
- (list 'calcFunc-fitvar
- (- math-dummy-counter math-fit-first-var)))))
- (if (< math-dummy-counter (+ math-fit-first-var v))
- (setq dummy (math-dummy-variable))) ; dependent variable may be unnamed
- (setq y-dummy dummy
- orig-expr expr)
- (or (eq (car-safe expr) 'calcFunc-eq)
- (setq expr (list 'calcFunc-eq (list 'calcFunc-fitvar v) expr)))
- (let ((calc-symbolic-mode nil))
- ;; Apply rewrites to put expr into a linear-like form.
- (setq expr (math-evaluate-expr expr)
- expr (math-rewrite (list 'calcFunc-fitmodel expr)
- '(var FitRules var-FitRules))
- math-in-fit 2
- expr (math-evaluate-expr expr))
- (or (and (eq (car-safe expr) 'calcFunc-fitsystem)
- (= (length expr) 4)
- (math-vectorp (nth 2 expr))
- (math-vectorp (nth 3 expr))
- (> (length (nth 2 expr)) 1)
- (= (length (nth 3 expr)) (1+ m)))
- (math-reject-arg plain-expr "*Model expression is too complex"))
- (setq y-filter (nth 1 expr)
- x-funcs (vconcat (cdr (nth 2 expr)))
- coef-filters (nth 3 expr)
- mm (length x-funcs))
- (if (equal y-filter y-dummy)
- (setq y-filter nil))
- ;; Build the (square) system of linear equations to be solved.
- (setq beta (cons 'vec (make-list mm 0))
- covar (cons 'vec (mapcar 'copy-sequence (make-list mm beta))))
- (let* ((ptrs (vconcat (cdr data)))
- (isigsq 1)
- (xvals (make-vector mm 0))
- (i 0)
- j k xval yval sigmasqr wt covj covjk covk betaj lud)
- (while (<= (setq i (1+ i)) n)
- ;; Assign various independent variables for this data point.
- (setq j 0
- sigmasqr nil)
- (while (< j v)
- (aset ptrs j (cdr (aref ptrs j)))
- (setq xval (car (aref ptrs j)))
- (if (= j (1- v))
- (if sigmasqr
- (progn
- (if (eq (car-safe xval) 'sdev)
- (setq sigmasqr (math-add (math-sqr (nth 2 xval))
- sigmasqr)
- xval (nth 1 xval)))
- (if y-filter
- (setq xval (math-make-sdev xval
- (math-sqrt sigmasqr))))))
- (if (eq (car-safe xval) 'sdev)
- (setq sigmasqr (math-add (math-sqr (nth 2 xval))
- (or sigmasqr 0))
- xval (nth 1 xval))))
- (set (nth 2 (aref math-dummy-vars (+ math-fit-first-var j))) xval)
- (setq j (1+ j)))
- ;; Compute Y value for this data point.
- (if y-filter
- (setq yval (math-evaluate-expr y-filter))
- (setq yval (symbol-value (nth 2 y-dummy))))
- (if (eq (car-safe yval) 'sdev)
- (setq sigmasqr (math-sqr (nth 2 yval))
- yval (nth 1 yval)))
- (if (= i 1)
- (setq have-sdevs sigmasqr
- need-chisq (or extended
- (and (eq mode 'sdev) (not have-sdevs)))))
- (if have-sdevs
- (if sigmasqr
- (progn
- (setq isigsq (math-div 1 sigmasqr))
- (if need-chisq
- (setq weights (cons isigsq weights))))
- (math-reject-arg yval "*Mixed error forms and plain numbers"))
- (if sigmasqr
- (math-reject-arg yval "*Mixed error forms and plain numbers")))
- ;; Compute X values for this data point and update covar and beta.
- (if (eq (car-safe xval) 'sdev)
- (set (nth 2 y-dummy) (nth 1 xval)))
- (setq j 0
- covj covar
- betaj beta)
- (while (< j mm)
- (setq wt (math-evaluate-expr (aref x-funcs j)))
- (aset xvals j wt)
- (setq wt (math-mul wt isigsq)
- betaj (cdr betaj)
- covjk (car (setq covj (cdr covj)))
- k 0)
- (while (<= k j)
- (setq covjk (cdr covjk))
- (setcar covjk (math-add (car covjk)
- (math-mul wt (aref xvals k))))
- (setq k (1+ k)))
- (setcar betaj (math-add (car betaj) (math-mul wt yval)))
- (setq j (1+ j)))
- (if need-chisq
- (setq xy-values (cons (append xvals (list yval)) xy-values))))
- ;; Fill in symmetric half of covar matrix.
- (setq j 0
- covj covar)
- (while (< j (1- mm))
- (setq k j
- j (1+ j)
- covjk (nthcdr j (car (setq covj (cdr covj))))
- covk (nthcdr j covar))
- (while (< (setq k (1+ k)) mm)
- (setq covjk (cdr covjk)
- covk (cdr covk))
- (setcar covjk (nth j (car covk))))))
- ;; Solve the linear system.
- (if mode
- (progn
- (setq covar (math-matrix-inv-raw covar))
- (if covar
- (setq beta (math-mul covar beta))
- (if (math-zerop (math-abs beta))
- (setq covar (calcFunc-diag 0 (1- (length beta))))
- (math-reject-arg orig-expr "*Singular matrix")))
- (or (math-vectorp covar)
- (setq covar (list 'vec (list 'vec covar)))))
- (setq beta (math-div beta covar)))
- ;; Compute chi-square statistic if necessary.
- (if need-chisq
- (let (bp xp sum)
- (setq chisq 0)
- (while xy-values
- (setq bp beta
- xp (car xy-values)
- sum 0)
- (while (setq bp (cdr bp))
- (setq sum (math-add sum (math-mul (car bp) (car xp)))
- xp (cdr xp)))
- (setq sum (math-sqr (math-sub (car xp) sum)))
- (if weights (setq sum (math-mul sum (car weights))))
- (setq chisq (math-add chisq sum)
- weights (cdr weights)
- xy-values (cdr xy-values)))))
- ;; Convert coefficients back into original terms.
- (setq math-fit-new-coefs (copy-sequence beta))
- (let* ((bp math-fit-new-coefs)
- (cp covar)
- (sigdat 1)
- (math-in-fit 3)
- (j 0))
- (and mode (not have-sdevs)
- (setq sigdat (if (<= n mm)
- 0
- (math-div chisq (- n mm)))))
- (if mode
- (while (setq bp (cdr bp))
- (setcar bp (math-make-sdev
- (car bp)
- (math-sqrt (math-mul (nth (setq j (1+ j))
- (car (setq cp (cdr cp))))
- sigdat))))))
- (setq math-fit-new-coefs (math-evaluate-expr coef-filters))
- (if calc-fit-to-trail
- (let ((bp math-fit-new-coefs)
- (cp coefs)
- (vec nil))
- (while (setq bp (cdr bp) cp (cdr cp))
- (setq vec (cons (list 'calcFunc-eq (car cp) (car bp)) vec)))
- (setq calc-fit-to-trail (cons 'vec (nreverse vec)))))))
- ;; Substitute best-fit coefficients back into original formula.
- (setq expr (math-multi-subst
- orig-expr
- (let ((n v)
- (vec nil))
- (while (>= n 1)
- (setq vec (cons (list 'calcFunc-fitvar n) vec)
- n (1- n)))
- (setq n m)
- (while (>= n 1)
- (setq vec (cons (list 'calcFunc-fitparam n) vec)
- n (1- n)))
- vec)
- (append (cdr math-fit-new-coefs) (cdr vars))))
- ;; Package the result.
- (math-normalize
- (if extended
- (list 'vec expr beta covar
- (let ((p coef-filters)
- (n 0))
- (while (and (setq n (1+ n) p (cdr p))
- (eq (car-safe (car p)) 'calcFunc-fitdummy)
- (eq (nth 1 (car p)) n)))
- (if p
- coef-filters
- (list 'vec)))
- chisq
- (if (and have-sdevs (> n mm))
- (list 'calcFunc-utpc chisq (- n mm))
- '(var nan var-nan)))
- expr))))
- (defun calcFunc-fitvar (x)
- (if (>= math-in-fit 2)
- (progn
- (setq x (aref math-dummy-vars (+ math-fit-first-var x -1)))
- (or (calc-var-value (nth 2 x)) x))
- (math-reject-arg x)))
- (defun calcFunc-fitparam (x)
- (if (>= math-in-fit 2)
- (progn
- (setq x (aref math-dummy-vars (+ math-fit-first-coef x -1)))
- (or (calc-var-value (nth 2 x)) x))
- (math-reject-arg x)))
- (defun calcFunc-fitdummy (x)
- (if (= math-in-fit 3)
- (nth x math-fit-new-coefs)
- (math-reject-arg x)))
- (defun calcFunc-hasfitvars (expr)
- (if (Math-primp expr)
- 0
- (if (eq (car expr) 'calcFunc-fitvar)
- (nth 1 expr)
- (apply 'max (mapcar 'calcFunc-hasfitvars (cdr expr))))))
- (defun calcFunc-hasfitparams (expr)
- (if (Math-primp expr)
- 0
- (if (eq (car expr) 'calcFunc-fitparam)
- (nth 1 expr)
- (apply 'max (mapcar 'calcFunc-hasfitparams (cdr expr))))))
- (defun math-all-vars-but (expr but)
- (let* ((vars (math-all-vars-in expr))
- (p but))
- (while p
- (setq vars (delq (assoc (car-safe p) vars) vars)
- p (cdr p)))
- (sort (mapcar 'car vars)
- (function (lambda (x y) (string< (nth 1 x) (nth 1 y)))))))
- ;; The variables math-all-vars-vars (the vars for math-all-vars) and
- ;; math-all-vars-found are local to math-all-vars-in, but are used by
- ;; math-all-vars-rec which is called by math-all-vars-in.
- (defvar math-all-vars-vars)
- (defvar math-all-vars-found)
- (defun math-all-vars-in (expr)
- (let ((math-all-vars-vars nil)
- math-all-vars-found)
- (math-all-vars-rec expr)
- math-all-vars-vars))
- (defun math-all-vars-rec (expr)
- (if (Math-primp expr)
- (if (eq (car-safe expr) 'var)
- (or (math-const-var expr)
- (if (setq math-all-vars-found (assoc expr math-all-vars-vars))
- (setcdr math-all-vars-found (1+ (cdr math-all-vars-found)))
- (setq math-all-vars-vars (cons (cons expr 1) math-all-vars-vars)))))
- (while (setq expr (cdr expr))
- (math-all-vars-rec (car expr)))))
- (provide 'calcalg3)
- ;;; calcalg3.el ends here
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