From 88fc0b666c58334009bc274105ea0d2b90edf75d Mon Sep 17 00:00:00 2001 From: Benjamin Culkin Date: Mon, 9 Apr 2018 15:42:35 -0700 Subject: Initial commit --- CSMath/src/bisection/NeoBisection.java | 551 +++++++++++++++++++++++++++++++++ 1 file changed, 551 insertions(+) create mode 100644 CSMath/src/bisection/NeoBisection.java (limited to 'CSMath/src/bisection/NeoBisection.java') diff --git a/CSMath/src/bisection/NeoBisection.java b/CSMath/src/bisection/NeoBisection.java new file mode 100644 index 0000000..73e3797 --- /dev/null +++ b/CSMath/src/bisection/NeoBisection.java @@ -0,0 +1,551 @@ +package bisection; +import java.util.function.DoubleUnaryOperator; + +/* + * Benjamin Culkin + * 1/16/2018 + * CS 479 + * Bisection + * + * Use the bisection method to find bracketed roots of arbitrary real-valued functions. + */ + +public class NeoBisection { + /** + * Maximum number of iterations to attempt. + */ + public static final int MAXITR = 500; + + public static void main(String[] args) { + /* Bisection Method. */ + + /* The functions we're approximating a root for. */ + DoubleUnaryOperator functionA = x -> Math.cos(x) - x; + + DoubleUnaryOperator functionB = x -> { + double valA = Math.pow(x, 5); + double valB = 3 * Math.pow(x, 4); + double valC = 4 * Math.pow(x, 3); + + return valA - valB + valC - 1; + }; + + DoubleUnaryOperator functionC = x -> (x * x) - 3; + + /* The approximated roots. */ + double answerA = bisect(functionA, 0, 1, 0.0001); + double answerB = bisect(functionB, 0, 1, 0.0001); + double answerC = bisect(functionC, 1, 2, 0.0000001); + + /* Print out the answers + their function. */ + System.out.printf("Bisection Method:\n"); + System.out.printf("\tx = cos(x) => %.4f\n", answerA); + System.out.printf("\tx^5 - 3x^4 + 4x^2 - 1 => %.4f\n", answerB); + System.out.printf("\tx^2 - 3 => %.7f\n\n", answerC); + + /* Newton's / Secant Method. */ + /* The variable to manipulate in the expressions. */ + Dual varX = new Dual(); + DualExpr varXExpr = new DualExpr(varX); + + /* The functions to find the roots of. */ + DualExpr dualA = new DualExpr(DualExpr.ExprType.SUBTRACTION, + new DualExpr(DualExpr.ExprType.COS, varXExpr), varXExpr); + + DualExpr dualB; + + { + /* Construct the second function. */ + DualExpr tempA = new DualExpr(varXExpr, 5); + DualExpr tempB = new DualExpr(DualExpr.ExprType.MULTIPLICATION, new DualExpr(new Dual(3)), + new DualExpr(varXExpr, 4)); + DualExpr tempC = new DualExpr(DualExpr.ExprType.MULTIPLICATION, new DualExpr(new Dual(4)), + new DualExpr(varXExpr, 3)); + + dualB = new DualExpr(DualExpr.ExprType.ADDITION, + new DualExpr(DualExpr.ExprType.SUBTRACTION, tempA, tempB), + new DualExpr(DualExpr.ExprType.SUBTRACTION, tempC, new DualExpr(new Dual(1)))); + } + + DualExpr dualC = new DualExpr(DualExpr.ExprType.SUBTRACTION, new DualExpr(varXExpr, 2), + new DualExpr(new Dual(3))); + + /* Print out dualized expressions. */ + System.out.printf("Expressions:\n"); + System.out.printf("\t%s\n", dualA); + System.out.printf("\t%s\n", dualB); + System.out.printf("\t%s\n", dualC); + + /* The approximated roots, using Newton's method. */ + double newtonA = newton(dualA, varX, 0, 1, 0.0001); + double newtonB = newton(dualB, varX, 0, 1, 0.0001); + double newtonC = newton(dualC, varX, 1, 2, 0.0000001); + + /* Print out the answers + their function. */ + System.out.printf("Newton's Method:\n"); + System.out.printf("\tx = cos(x) => %.4f\n", newtonA); + System.out.printf("\tx^5 - 3x^4 + 4x^2 - 1 => %.4f\n", newtonB); + System.out.printf("\tx^2 - 3 => %.7f\n\n", newtonC); + + /* The approximated roots, using the secant method. */ + double secantA = secant(dualA, varX, 0, 1, 0.0001); + double secantB = secant(dualB, varX, 0, 1, 0.0001); + double secantC = secant(dualC, varX, 1, 2, 0.0000001); + + /* Print out the answers + their function. */ + System.out.printf("Secant Method:\n"); + System.out.printf("\tx = cos(x) => %.4f\n", secantA); + System.out.printf("\tx^5 - 3x^4 + 4x^2 - 1 => %.4f\n", secantB); + System.out.printf("\tx^2 - 3 => %.7f\n", secantC); + } + + /* + * Calculate the number of iterations to approximate to a specified tolerance. + */ + private static double iterCount(double a, double b, double tol) { + double inside = Math.log((b - a) / tol); + + return Math.ceil(inside / Math.log(2)); + } + + /* Calculate a root for an equation by the bisection method. */ + private static double bisect(DoubleUnaryOperator func, double a, double b, double tol) { + /* Calculate the number of iterations. */ + double N = iterCount(a, b, tol); + + double val = 0.0; + + /* Set our values. */ + double newa = a; + double newb = b; + double newc = (a + b) / 2; + + /* + * Continue onwards until we get the approximation to within the right + * tolerance. + */ + for (int i = 0; i < N; i++) { + newc = (newa + newb) / 2; + + val = func.applyAsDouble(newc); + + /* Pick the right direction to bisect in. */ + if (func.applyAsDouble(newa) * val < 0) { + newb = newc; + } else { + newa = newc; + } + } + + /* Return the right value. */ + return newc; + } + + /** + * Use Newton's method to find the root of an equation. + * + * @param func + * The function to find a root for. + * + * @param var + * The variable in the function. + * + * @param lo + * The lower bound for the root + * + * @param hi + * The higher bound for the root + * + * @param tol + * The tolerance for the answer + * + * @return The estimated value for the equation. + */ + public static double newton(DualExpr func, Dual var, double lo, double hi, double tol) { + /* Initial guess for root. */ + double newmid = (lo + hi) / 2; + + for (int i = 0; i < MAXITR; i++) { + /* Previous root guess. */ + double prevmid = newmid; + + /* Set the variable properly. */ + var.real = newmid; + var.dual = 1; + + /* Evaluate the function and its derivative. */ + Dual res = func.evaluate(); + + /* Use Newton's method to refine our solution. */ + newmid = newmid - (res.real / res.dual); + System.out.printf("\tTRACE: prevmid: %f\t\tnewmid: %f\n", prevmid, newmid); + /* Hand back the solution if it's good enough. */ + if (Math.abs(newmid - prevmid) < tol) { + return newmid; + } + } + + System.out.println("Newton's method iteration limit reached."); + + /* Give back the solution. */ + return newmid; + } + + public static double secant(DualExpr func, Dual var, double lo, double hi, double tol) { + /* Initial guesses for root. */ + double guess1 = (lo + hi) / 3; // 1/3 into the range + double guess2 = ((lo + hi) / 3) * 2; // 2/3 into the range + + for (int i = 0; i < MAXITR; i++) { + var.real = guess1; + var.dual = 1; + /* Evaluate the first guess. */ + Dual res1 = func.evaluate(); + + var.real = guess2; + var.dual = 1; + /* Evaluate the first guess. */ + Dual res2 = func.evaluate(); + + double oldGuess1 = guess1; + + /* Use the secant method to refine our guesses. */ + guess1 = guess2; + guess2 = ((oldGuess1 * res2.real) - (guess1 * res1.real)) / (res1.real - res2.real); + + System.out.printf("\tTRACE: guess1: %f\t\tguess2: %f\n", guess1, guess2); + /* Hand back the solution if it's good enough. */ + if (Math.abs(guess1 - guess2) < tol) { + return guess2; + } + } + + System.out.println("Secant method iteration limit reached."); + + /* Give back the solution. */ + return guess2; + } + + /** + * Represents a 'dual' number. + * + * Think imaginary numbers, where instead of i, we add a value d such that d^2 = + * 0. + */ + public static class Dual { + /** + * The real part of the dual number. + */ + public double real; + /** + * The dual part of the dual number. + */ + public double dual; + + /** + * Create a new dual with both parts zero. + */ + public Dual() { + real = 0; + dual = 0; + } + + /** + * Create a new dual number with a zero dual part. + * + * @param real + * The real part of the number. + */ + public Dual(double real) { + this.real = real; + this.dual = 0; + } + + /** + * Create a new dual number with a specified dual part. + * + * @param real + * The real part of the number. + * @param dual + * The dual part of the number. + */ + public Dual(double real, double dual) { + this.real = real; + this.dual = dual; + } + + @Override + public String toString() { + return String.format("<%f, %f>", real, dual); + } + } + + /** + * Represents an expression using dual numbers. + * + * Useful for automatically differentiating expressions. + */ + public static class DualExpr { + /** + * Represents the various types of dual expressions. + */ + public static enum ExprType { + /** + * A fixed number. + */ + CONSTANT, + /** + * An addition operation. + */ + ADDITION, + /** + * A subtraction operation. + */ + SUBTRACTION, + /** + * A multiplication operation. + */ + MULTIPLICATION, + /** + * A division operation. + */ + DIVISION, + /** + * A sine operation. + */ + SIN, + /** + * A cosine operation. + */ + COS, + /** + * An exponential function. + */ + EXPONENTIAL, + /** + * A logarithm function. + */ + LOGARITHM, + /** + * A power operation. + */ + POWER, + /** + * An absolute value. + */ + ABSOLUTE + } + + /** + * The type of the expression. + */ + public final ExprType type; + + /** + * The dual number value, for constants. + */ + public Dual number; + + /** + * The left (or first) part of the expression. + */ + public DualExpr left; + /** + * The right (or second) part of the expression. + */ + public DualExpr right; + + /** + * The power to use, for power operations. + */ + public int power; + + /** + * Create a new constant dual number. + * + * @param num + * The value of the dual number. + */ + public DualExpr(Dual num) { + this.type = ExprType.CONSTANT; + + number = num; + } + + /** + * Create a new unary dual number. + * + * @param type + * The type of operation to perform. + * @param val + * The parameter to the value. + */ + public DualExpr(ExprType type, DualExpr val) { + this.type = type; + + left = val; + } + + /** + * Create a new binary dual number. + * + * @param type + * The type of operation to perform. + * @param val + * The parameter to the value. + */ + public DualExpr(ExprType type, DualExpr left, DualExpr right) { + this.type = type; + + this.left = left; + this.right = right; + } + + /** + * Create a new power expression. + * + * @param left + * The expression to raise. + * @param power + * The power to raise it by. + */ + public DualExpr(DualExpr left, int power) { + this.type = ExprType.POWER; + + this.left = left; + this.power = power; + } + + /** + * Evaluate an expression to a number. + * + * Uses the rules provided in + * https://en.wikipedia.org/wiki/Automatic_differentiation + * + * @return The evaluated expression. + */ + public Dual evaluate() { + /* The evaluated dual numbers. */ + Dual lval, rval; + + /* Perform the right operation for each type. */ + switch (type) { + case CONSTANT: + return number; + case ADDITION: + lval = left.evaluate(); + rval = right.evaluate(); + + return new Dual(lval.real + rval.real, lval.dual + rval.dual); + case SUBTRACTION: + lval = left.evaluate(); + rval = right.evaluate(); + + return new Dual(lval.real - rval.real, lval.real - rval.real); + case MULTIPLICATION: + lval = left.evaluate(); + rval = right.evaluate(); + + { + double lft = lval.dual * rval.real; + double rght = lval.real * rval.dual; + + return new Dual(lval.real * rval.real, lft + rght); + } + case DIVISION: + lval = left.evaluate(); + rval = right.evaluate(); + + { + if (rval.real == 0) { + throw new IllegalArgumentException("ERROR: Attempted to divide by zero."); + } + + double lft = lval.dual * rval.real; + double rght = lval.real * rval.dual; + + double val = (lft - rght) / (rval.real * rval.real); + + return new Dual(lval.real / rval.real, val); + } + case SIN: + lval = left.evaluate(); + + return new Dual(Math.sin(lval.real), lval.dual * Math.cos(lval.real)); + case COS: + lval = left.evaluate(); + + return new Dual(Math.cos(lval.real), -lval.dual * Math.sin(lval.real)); + case EXPONENTIAL: + lval = left.evaluate(); + + { + double val = Math.exp(lval.real); + + return new Dual(val, lval.dual * val); + } + case LOGARITHM: + lval = left.evaluate(); + + if (lval.real <= 0) { + throw new IllegalArgumentException( + "ERROR: Attempted to take non-positive log."); + } + + return new Dual(Math.log(lval.real), lval.dual / lval.real); + case POWER: + lval = left.evaluate(); + + if (lval.real == 0) { + throw new IllegalArgumentException("ERROR: Raising zero to a power."); + } + + { + double rl = Math.pow(lval.real, power); + + double lft = Math.pow(lval.real, power - 1); + + return new Dual(rl, power * lft * lval.dual); + } + case ABSOLUTE: + lval = left.evaluate(); + + return new Dual(Math.abs(lval.real), lval.dual * Math.signum(lval.real)); + default: + String msg = "ERROR: Unknown expression type %s"; + + throw new IllegalArgumentException(String.format(msg, type)); + } + } + + @Override + public String toString() { + switch (type) { + case ABSOLUTE: + return String.format("abs(%s)", left.toString()); + case ADDITION: + return String.format("(%s + %s)", left.toString(), right.toString()); + case CONSTANT: + return String.format("%s", number.toString()); + case COS: + return String.format("cos(%s)", left.toString()); + case DIVISION: + return String.format("(%s / %s)", left.toString(), right.toString()); + case EXPONENTIAL: + return String.format("exp(%s)", left.toString()); + case LOGARITHM: + return String.format("log(%s)", left.toString()); + case MULTIPLICATION: + return String.format("(%s * %s)", left.toString(), right.toString()); + case POWER: + return String.format("(%s ^ %d)", left.toString(), power); + case SIN: + return String.format("sin(%s)", left.toString()); + case SUBTRACTION: + return String.format("(%s - %s)", left.toString(), right.toString()); + default: + return String.format("UNKNOWN_EXPR"); + } + } + } +} -- cgit v1.2.3