HCoop / bpt / emacs.git / blame
| Commit | Line | Data |
|---|---|---|
| 3132f345 CW |
1 | ;;; calcalg3.el --- more algebraic functions for Calc |
| 2 | ||
| 58ba2f8f | 3 | ;; Copyright (C) 1990, 1991, 1992, 1993, 2001, 2002, 2003, 2004, |
| 8b72699e | 4 | ;; 2005, 2006, 2007, 2008 Free Software Foundation, Inc. |
| 3132f345 CW |
5 | |
| 6 | ;; Author: David Gillespie <daveg@synaptics.com> | |
| e8fff8ed | 7 | ;; Maintainer: Jay Belanger <jay.p.belanger@gmail.com> |
| 136211a9 EZ |
8 | |
| 9 | ;; This file is part of GNU Emacs. | |
| 10 | ||
| 7c671b23 GM |
11 | ;; GNU Emacs is free software; you can redistribute it and/or modify |
| 12 | ;; it under the terms of the GNU General Public License as published by | |
| 075969b4 | 13 | ;; the Free Software Foundation; either version 3, or (at your option) |
| 7c671b23 GM |
14 | ;; any later version. |
| 15 | ||
| 136211a9 | 16 | ;; GNU Emacs is distributed in the hope that it will be useful, |
| 7c671b23 GM |
17 | ;; but WITHOUT ANY WARRANTY; without even the implied warranty of |
| 18 | ;; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | |
| 19 | ;; GNU General Public License for more details. | |
| 20 | ||
| 21 | ;; You should have received a copy of the GNU General Public License | |
| 22 | ;; along with GNU Emacs; see the file COPYING. If not, write to the | |
| 23 | ;; Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, | |
| 24 | ;; Boston, MA 02110-1301, USA. | |
| 136211a9 | 25 | |
| 3132f345 | 26 | ;;; Commentary: |
| 136211a9 | 27 | |
| 3132f345 | 28 | ;;; Code: |
| 136211a9 EZ |
29 | |
| 30 | ;; This file is autoloaded from calc-ext.el. | |
| 136211a9 | 31 | |
| c728e633 | 32 | (require 'calc-ext) |
| 136211a9 EZ |
33 | (require 'calc-macs) |
| 34 | ||
| 05fed923 JB |
35 | ;; Declare functions which are defined elsewhere. |
| 36 | (declare-function calc-fit-s-shaped-logistic-curve "calc-nlfit" (arg)) | |
| 37 | (declare-function calc-fit-bell-shaped-logistic-curve "calc-nlfit" (arg)) | |
| 38 | (declare-function calc-fit-hubbert-linear-curve "calc-nlfit" (&optional sdv)) | |
| 39 | (declare-function calc-graph-add-curve "calc-graph" (xdata ydata &optional zdata)) | |
| 40 | (declare-function calc-graph-lookup "calc-graph" (thing)) | |
| 41 | (declare-function calc-graph-set-styles "calc-graph" (lines points &optional yerr)) | |
| 42 | (declare-function math-min-list "calc-arith" (a b)) | |
| 43 | (declare-function math-max-list "calc-arith" (a b)) | |
| 44 | ||
| 45 | ||
| e5a5704e JB |
46 | (defun math-map-binop (binop args1 args2) |
| 47 | "Apply BINOP to the elements of the lists ARGS1 and ARGS2" | |
| 48 | (if args1 | |
| 49 | (cons | |
| 50 | (funcall binop (car args1) (car args2)) | |
| 51 | (funcall 'math-map-binop binop (cdr args1) (cdr args2))))) | |
| 52 | ||
| 136211a9 EZ |
53 | (defun calc-find-root (var) |
| 54 | (interactive "sVariable(s) to solve for: ") | |
| 55 | (calc-slow-wrapper | |
| 56 | (let ((func (if (calc-is-hyperbolic) 'calcFunc-wroot 'calcFunc-root))) | |
| 57 | (if (or (equal var "") (equal var "$")) | |
| 58 | (calc-enter-result 2 "root" (list func | |
| 59 | (calc-top-n 3) | |
| 60 | (calc-top-n 1) | |
| 61 | (calc-top-n 2))) | |
| 62 | (let ((var (if (and (string-match ",\\|[^ ] +[^ ]" var) | |
| 63 | (not (string-match "\\[" var))) | |
| 64 | (math-read-expr (concat "[" var "]")) | |
| 65 | (math-read-expr var)))) | |
| 66 | (if (eq (car-safe var) 'error) | |
| 67 | (error "Bad format in expression: %s" (nth 1 var))) | |
| 68 | (calc-enter-result 1 "root" (list func | |
| 69 | (calc-top-n 2) | |
| 70 | var | |
| bf77c646 | 71 | (calc-top-n 1)))))))) |
| 136211a9 EZ |
72 | |
| 73 | (defun calc-find-minimum (var) | |
| 74 | (interactive "sVariable(s) to minimize over: ") | |
| 75 | (calc-slow-wrapper | |
| 76 | (let ((func (if (calc-is-inverse) | |
| 77 | (if (calc-is-hyperbolic) | |
| 78 | 'calcFunc-wmaximize 'calcFunc-maximize) | |
| 79 | (if (calc-is-hyperbolic) | |
| 80 | 'calcFunc-wminimize 'calcFunc-minimize))) | |
| 81 | (tag (if (calc-is-inverse) "max" "min"))) | |
| 82 | (if (or (equal var "") (equal var "$")) | |
| 83 | (calc-enter-result 2 tag (list func | |
| 84 | (calc-top-n 3) | |
| 85 | (calc-top-n 1) | |
| 86 | (calc-top-n 2))) | |
| 87 | (let ((var (if (and (string-match ",\\|[^ ] +[^ ]" var) | |
| 88 | (not (string-match "\\[" var))) | |
| 89 | (math-read-expr (concat "[" var "]")) | |
| 90 | (math-read-expr var)))) | |
| 91 | (if (eq (car-safe var) 'error) | |
| 92 | (error "Bad format in expression: %s" (nth 1 var))) | |
| 93 | (calc-enter-result 1 tag (list func | |
| 94 | (calc-top-n 2) | |
| 95 | var | |
| bf77c646 | 96 | (calc-top-n 1)))))))) |
| 136211a9 EZ |
97 | |
| 98 | (defun calc-find-maximum (var) | |
| 99 | (interactive "sVariable to maximize over: ") | |
| 100 | (calc-invert-func) | |
| bf77c646 | 101 | (calc-find-minimum var)) |
| 136211a9 EZ |
102 | |
| 103 | ||
| 104 | (defun calc-poly-interp (arg) | |
| 105 | (interactive "P") | |
| 106 | (calc-slow-wrapper | |
| 107 | (let ((data (calc-top 2))) | |
| 108 | (if (or (consp arg) (eq arg 0) (eq arg 2)) | |
| 109 | (setq data (cons 'vec (calc-top-list 2 2))) | |
| 110 | (or (null arg) | |
| 111 | (error "Bad prefix argument"))) | |
| 112 | (if (calc-is-hyperbolic) | |
| 113 | (calc-enter-result 1 "rati" (list 'calcFunc-ratint data (calc-top 1))) | |
| 114 | (calc-enter-result 1 "poli" (list 'calcFunc-polint data | |
| bf77c646 | 115 | (calc-top 1))))))) |
| 136211a9 | 116 | |
| 03cc1aba JB |
117 | ;; The variables calc-curve-nvars, calc-curve-varnames, calc-curve-model and calc-curve-coefnames are local to calc-curve-fit, but are |
| 118 | ;; used by calc-get-fit-variables which is called by calc-curve-fit. | |
| 119 | (defvar calc-curve-nvars) | |
| 120 | (defvar calc-curve-varnames) | |
| 121 | (defvar calc-curve-model) | |
| 122 | (defvar calc-curve-coefnames) | |
| 136211a9 | 123 | |
| c0233753 JB |
124 | (defvar calc-curve-fit-history nil |
| 125 | "History for calc-curve-fit.") | |
| 126 | ||
| 03cc1aba JB |
127 | (defun calc-curve-fit (arg &optional calc-curve-model |
| 128 | calc-curve-coefnames calc-curve-varnames) | |
| 136211a9 EZ |
129 | (interactive "P") |
| 130 | (calc-slow-wrapper | |
| 131 | (setq calc-aborted-prefix nil) | |
| 132 | (let ((func (if (calc-is-inverse) 'calcFunc-xfit | |
| 133 | (if (calc-is-hyperbolic) 'calcFunc-efit | |
| 134 | 'calcFunc-fit))) | |
| 135 | key (which 0) | |
| b07251cc JB |
136 | (nonlinear nil) |
| 137 | (plot nil) | |
| 03cc1aba | 138 | n calc-curve-nvars temp data |
| 136211a9 EZ |
139 | (homog nil) |
| 140 | (msgs '( "(Press ? for help)" | |
| 141 | "1 = linear or multilinear" | |
| 142 | "2-9 = polynomial fits; i = interpolating polynomial" | |
| 143 | "p = a x^b, ^ = a b^x" | |
| 144 | "e = a exp(b x), x = exp(a + b x), l = a + b ln(x)" | |
| 145 | "E = a 10^(b x), X = 10^(a + b x), L = a + b log10(x)" | |
| 146 | "q = a + b (x-c)^2" | |
| 147 | "g = (a/b sqrt(2 pi)) exp(-0.5*((x-c)/b)^2)" | |
| b07251cc JB |
148 | "s = a/(1 + exp(b (x - c)))" |
| 149 | "b = a exp(b (x - c))/(1 + exp(b (x - c)))^2" | |
| 150 | "o = (y/x) = a (1 - x/b)" | |
| 136211a9 | 151 | "h prefix = homogeneous model (no constant term)" |
| b07251cc | 152 | "P prefix = plot result" |
| 136211a9 | 153 | "' = alg entry, $ = stack, u = Model1, U = Model2"))) |
| 03cc1aba | 154 | (while (not calc-curve-model) |
| def4f741 | 155 | (message |
| 48b097e0 | 156 | "Fit to model: %s:%s%s" |
| def4f741 | 157 | (nth which msgs) |
| 2230383b | 158 | (if plot "P" " ") |
| 48b097e0 | 159 | (if homog "h" "")) |
| 136211a9 EZ |
160 | (setq key (read-char)) |
| 161 | (cond ((= key ?\C-g) | |
| 162 | (keyboard-quit)) | |
| 163 | ((= key ??) | |
| 164 | (setq which (% (1+ which) (length msgs)))) | |
| 165 | ((memq key '(?h ?H)) | |
| 166 | (setq homog (not homog))) | |
| b07251cc | 167 | ((= key ?P) |
| def4f741 JB |
168 | (if plot |
| 169 | (setq plot nil) | |
| 170 | (let ((data (calc-top 1))) | |
| 171 | (if (or | |
| 172 | (calc-is-hyperbolic) | |
| 173 | (calc-is-inverse) | |
| 174 | (not (= (length data) 3))) | |
| 175 | (setq plot "Can't plot") | |
| 176 | (setq plot data))))) | |
| 136211a9 EZ |
177 | ((progn |
| 178 | (if (eq key ?\$) | |
| 179 | (setq n 1) | |
| 180 | (setq n 0)) | |
| 181 | (cond ((null arg) | |
| 182 | (setq n (1+ n) | |
| 183 | data (calc-top n))) | |
| 184 | ((or (consp arg) (eq arg 0)) | |
| 185 | (setq n (+ n 2) | |
| 186 | data (calc-top n) | |
| 187 | data (if (math-matrixp data) | |
| 188 | (append data (list (calc-top (1- n)))) | |
| 189 | (list 'vec data (calc-top (1- n)))))) | |
| 190 | ((> (setq arg (prefix-numeric-value arg)) 0) | |
| 191 | (setq data (cons 'vec (calc-top-list arg (1+ n))) | |
| 192 | n (+ n arg))) | |
| 193 | (t (error "Bad prefix argument"))) | |
| 194 | (or (math-matrixp data) (not (cdr (cdr data))) | |
| 195 | (error "Data matrix is not a matrix!")) | |
| 03cc1aba JB |
196 | (setq calc-curve-nvars (- (length data) 2) |
| 197 | calc-curve-coefnames nil | |
| 198 | calc-curve-varnames nil) | |
| 136211a9 EZ |
199 | nil)) |
| 200 | ((= key ?1) ; linear or multilinear | |
| 03cc1aba JB |
201 | (calc-get-fit-variables calc-curve-nvars |
| 202 | (1+ calc-curve-nvars) (and homog 0)) | |
| b07251cc JB |
203 | (setq calc-curve-model |
| 204 | (math-mul calc-curve-coefnames | |
| 205 | (cons 'vec (cons 1 (cdr calc-curve-varnames)))))) | |
| 136211a9 EZ |
206 | ((and (>= key ?2) (<= key ?9)) ; polynomial |
| 207 | (calc-get-fit-variables 1 (- key ?0 -1) (and homog 0)) | |
| 03cc1aba JB |
208 | (setq calc-curve-model |
| 209 | (math-build-polynomial-expr (cdr calc-curve-coefnames) | |
| 210 | (nth 1 calc-curve-varnames)))) | |
| 136211a9 EZ |
211 | ((= key ?i) ; exact polynomial |
| 212 | (calc-get-fit-variables 1 (1- (length (nth 1 data))) | |
| 213 | (and homog 0)) | |
| 03cc1aba JB |
214 | (setq calc-curve-model |
| 215 | (math-build-polynomial-expr (cdr calc-curve-coefnames) | |
| 216 | (nth 1 calc-curve-varnames)))) | |
| 136211a9 | 217 | ((= key ?p) ; power law |
| 03cc1aba JB |
218 | (calc-get-fit-variables calc-curve-nvars |
| 219 | (1+ calc-curve-nvars) (and homog 1)) | |
| b07251cc JB |
220 | (setq calc-curve-model |
| 221 | (math-mul | |
| 222 | (nth 1 calc-curve-coefnames) | |
| 223 | (calcFunc-reduce | |
| 224 | '(var mul var-mul) | |
| 225 | (calcFunc-map | |
| 226 | '(var pow var-pow) | |
| 227 | calc-curve-varnames | |
| 228 | (cons 'vec (cdr (cdr calc-curve-coefnames)))))))) | |
| 136211a9 | 229 | ((= key ?^) ; exponential law |
| 03cc1aba JB |
230 | (calc-get-fit-variables calc-curve-nvars |
| 231 | (1+ calc-curve-nvars) (and homog 1)) | |
| b07251cc JB |
232 | (setq calc-curve-model |
| 233 | (math-mul (nth 1 calc-curve-coefnames) | |
| 234 | (calcFunc-reduce | |
| 235 | '(var mul var-mul) | |
| 236 | (calcFunc-map | |
| 237 | '(var pow var-pow) | |
| 238 | (cons 'vec (cdr (cdr calc-curve-coefnames))) | |
| 239 | calc-curve-varnames))))) | |
| 240 | ((= key ?s) | |
| 241 | (setq nonlinear t) | |
| 242 | (setq calc-curve-model t) | |
| 243 | (require 'calc-nlfit) | |
| 244 | (calc-fit-s-shaped-logistic-curve func)) | |
| 245 | ((= key ?b) | |
| 246 | (setq nonlinear t) | |
| 247 | (setq calc-curve-model t) | |
| 248 | (require 'calc-nlfit) | |
| 249 | (calc-fit-bell-shaped-logistic-curve func)) | |
| 250 | ((= key ?o) | |
| 251 | (setq nonlinear t) | |
| 252 | (setq calc-curve-model t) | |
| 253 | (require 'calc-nlfit) | |
| 254 | (if (and plot (not (stringp plot))) | |
| 255 | (setq plot | |
| 256 | (list 'vec | |
| 257 | (nth 1 plot) | |
| 258 | (cons | |
| 259 | 'vec | |
| e5a5704e JB |
260 | (math-map-binop 'calcFunc-div |
| 261 | (cdr (nth 2 plot)) | |
| 262 | (cdr (nth 1 plot))))))) | |
| b07251cc | 263 | (calc-fit-hubbert-linear-curve func)) |
| 136211a9 | 264 | ((memq key '(?e ?E)) |
| 03cc1aba JB |
265 | (calc-get-fit-variables calc-curve-nvars |
| 266 | (1+ calc-curve-nvars) (and homog 1)) | |
| b07251cc JB |
267 | (setq calc-curve-model |
| 268 | (math-mul (nth 1 calc-curve-coefnames) | |
| 269 | (calcFunc-reduce | |
| 270 | '(var mul var-mul) | |
| 271 | (calcFunc-map | |
| 272 | (if (eq key ?e) | |
| 273 | '(var exp var-exp) | |
| 274 | '(calcFunc-lambda | |
| 275 | (var a var-a) | |
| 276 | (^ 10 (var a var-a)))) | |
| 277 | (calcFunc-map | |
| 278 | '(var mul var-mul) | |
| 279 | (cons 'vec (cdr (cdr calc-curve-coefnames))) | |
| 280 | calc-curve-varnames)))))) | |
| 136211a9 | 281 | ((memq key '(?x ?X)) |
| 03cc1aba JB |
282 | (calc-get-fit-variables calc-curve-nvars |
| 283 | (1+ calc-curve-nvars) (and homog 0)) | |
| b07251cc JB |
284 | (setq calc-curve-model |
| 285 | (math-mul calc-curve-coefnames | |
| 286 | (cons 'vec (cons 1 (cdr calc-curve-varnames))))) | |
| 03cc1aba JB |
287 | (setq calc-curve-model (if (eq key ?x) |
| 288 | (list 'calcFunc-exp calc-curve-model) | |
| 289 | (list '^ 10 calc-curve-model)))) | |
| 136211a9 | 290 | ((memq key '(?l ?L)) |
| 03cc1aba JB |
291 | (calc-get-fit-variables calc-curve-nvars |
| 292 | (1+ calc-curve-nvars) (and homog 0)) | |
| b07251cc JB |
293 | (setq calc-curve-model |
| 294 | (math-mul calc-curve-coefnames | |
| 295 | (cons 'vec | |
| 296 | (cons 1 (cdr (calcFunc-map | |
| 297 | (if (eq key ?l) | |
| 298 | '(var ln var-ln) | |
| 299 | '(var log10 | |
| 300 | var-log10)) | |
| 301 | calc-curve-varnames))))))) | |
| 136211a9 | 302 | ((= key ?q) |
| 03cc1aba JB |
303 | (calc-get-fit-variables calc-curve-nvars |
| 304 | (1+ (* 2 calc-curve-nvars)) (and homog 0)) | |
| 305 | (let ((c calc-curve-coefnames) | |
| 306 | (v calc-curve-varnames)) | |
| 307 | (setq calc-curve-model (nth 1 c)) | |
| 136211a9 | 308 | (while (setq v (cdr v) c (cdr (cdr c))) |
| 03cc1aba JB |
309 | (setq calc-curve-model (math-add |
| 310 | calc-curve-model | |
| 136211a9 EZ |
311 | (list '* |
| 312 | (car c) | |
| 313 | (list '^ | |
| 314 | (list '- (car v) (nth 1 c)) | |
| 315 | 2))))))) | |
| 316 | ((= key ?g) | |
| b07251cc JB |
317 | (setq |
| 318 | calc-curve-model | |
| 319 | (math-read-expr | |
| 320 | "(AFit / BFit sqrt(2 pi)) exp(-0.5 * ((XFit - CFit) / BFit)^2)") | |
| 321 | calc-curve-varnames '(vec (var XFit var-XFit)) | |
| 322 | calc-curve-coefnames '(vec (var AFit var-AFit) | |
| 323 | (var BFit var-BFit) | |
| 324 | (var CFit var-CFit))) | |
| 03cc1aba JB |
325 | (calc-get-fit-variables 1 (1- (length calc-curve-coefnames)) |
| 326 | (and homog 1))) | |
| 136211a9 EZ |
327 | ((memq key '(?\$ ?\' ?u ?U)) |
| 328 | (let* ((defvars nil) | |
| 329 | (record-entry nil)) | |
| 330 | (if (eq key ?\') | |
| 331 | (let* ((calc-dollar-values calc-arg-values) | |
| 332 | (calc-dollar-used 0) | |
| 333 | (calc-hashes-used 0)) | |
| b07251cc JB |
334 | (setq calc-curve-model |
| 335 | (calc-do-alg-entry "" "Model formula: " | |
| 336 | nil 'calc-curve-fit-history)) | |
| 03cc1aba | 337 | (if (/= (length calc-curve-model) 1) |
| 136211a9 | 338 | (error "Bad format")) |
| 03cc1aba | 339 | (setq calc-curve-model (car calc-curve-model) |
| 136211a9 EZ |
340 | record-entry t) |
| 341 | (if (> calc-dollar-used 0) | |
| 03cc1aba | 342 | (setq calc-curve-coefnames |
| 136211a9 EZ |
343 | (cons 'vec |
| 344 | (nthcdr (- (length calc-arg-values) | |
| 345 | calc-dollar-used) | |
| 346 | (reverse calc-arg-values)))) | |
| 347 | (if (> calc-hashes-used 0) | |
| 03cc1aba | 348 | (setq calc-curve-coefnames |
| 136211a9 EZ |
349 | (cons 'vec (calc-invent-args |
| 350 | calc-hashes-used)))))) | |
| 351 | (progn | |
| 03cc1aba | 352 | (setq calc-curve-model (cond ((eq key ?u) |
| 136211a9 EZ |
353 | (calc-var-value 'var-Model1)) |
| 354 | ((eq key ?U) | |
| 355 | (calc-var-value 'var-Model2)) | |
| 356 | (t (calc-top 1)))) | |
| 03cc1aba JB |
357 | (or calc-curve-model (error "User model not yet defined")) |
| 358 | (if (math-vectorp calc-curve-model) | |
| 359 | (if (and (memq (length calc-curve-model) '(3 4)) | |
| 360 | (not (math-objvecp (nth 1 calc-curve-model))) | |
| 361 | (math-vectorp (nth 2 calc-curve-model)) | |
| 362 | (or (null (nth 3 calc-curve-model)) | |
| 363 | (math-vectorp (nth 3 calc-curve-model)))) | |
| 364 | (setq calc-curve-varnames (nth 2 calc-curve-model) | |
| 365 | calc-curve-coefnames | |
| 366 | (or (nth 3 calc-curve-model) | |
| 367 | (cons 'vec | |
| 368 | (math-all-vars-but | |
| b07251cc JB |
369 | calc-curve-model |
| 370 | calc-curve-varnames))) | |
| 03cc1aba | 371 | calc-curve-model (nth 1 calc-curve-model)) |
| 136211a9 | 372 | (error "Incorrect model specifier"))))) |
| 03cc1aba | 373 | (or calc-curve-varnames |
| b07251cc JB |
374 | (let ((with-y |
| 375 | (eq (car-safe calc-curve-model) 'calcFunc-eq))) | |
| 03cc1aba JB |
376 | (if calc-curve-coefnames |
| 377 | (calc-get-fit-variables | |
| 378 | (if with-y (1+ calc-curve-nvars) calc-curve-nvars) | |
| 379 | (1- (length calc-curve-coefnames)) | |
| 380 | (math-all-vars-but | |
| 381 | calc-curve-model calc-curve-coefnames) | |
| 382 | nil with-y) | |
| 383 | (let* ((coefs (math-all-vars-but calc-curve-model nil)) | |
| 136211a9 | 384 | (vars nil) |
| b07251cc JB |
385 | (n (- |
| 386 | (length coefs) | |
| 387 | calc-curve-nvars | |
| 388 | (if with-y 2 1))) | |
| 136211a9 EZ |
389 | p) |
| 390 | (if (< n 0) | |
| 391 | (error "Not enough variables in model")) | |
| 392 | (setq p (nthcdr n coefs)) | |
| 393 | (setq vars (cdr p)) | |
| 394 | (setcdr p nil) | |
| 03cc1aba JB |
395 | (calc-get-fit-variables |
| 396 | (if with-y (1+ calc-curve-nvars) calc-curve-nvars) | |
| 397 | (length coefs) | |
| 398 | vars coefs with-y))))) | |
| 136211a9 | 399 | (if record-entry |
| 03cc1aba JB |
400 | (calc-record (list 'vec calc-curve-model |
| 401 | calc-curve-varnames calc-curve-coefnames) | |
| 136211a9 EZ |
402 | "modl")))) |
| 403 | (t (beep)))) | |
| b07251cc JB |
404 | (unless nonlinear |
| 405 | (let ((calc-fit-to-trail t)) | |
| 406 | (calc-enter-result n (substring (symbol-name func) 9) | |
| 407 | (list func calc-curve-model | |
| 408 | (if (= (length calc-curve-varnames) 2) | |
| 409 | (nth 1 calc-curve-varnames) | |
| 410 | calc-curve-varnames) | |
| 411 | (if (= (length calc-curve-coefnames) 2) | |
| 412 | (nth 1 calc-curve-coefnames) | |
| 413 | calc-curve-coefnames) | |
| 414 | data)) | |
| 415 | (if (consp calc-fit-to-trail) | |
| 416 | (calc-record (calc-normalize calc-fit-to-trail) "parm")))) | |
| 417 | (when plot | |
| 418 | (if (stringp plot) | |
| 274f1353 | 419 | (message "%s" plot) |
| b07251cc JB |
420 | (let ((calc-graph-no-auto-view t)) |
| 421 | (calc-graph-delete t) | |
| 422 | (calc-graph-add-curve | |
| 423 | (calc-graph-lookup (nth 1 plot)) | |
| 424 | (calc-graph-lookup (nth 2 plot))) | |
| 425 | (unless (math-contains-sdev-p (nth 2 data)) | |
| 426 | (calc-graph-set-styles nil nil) | |
| 427 | (calc-graph-point-style nil)) | |
| 428 | (setq plot (cdr (nth 1 plot))) | |
| 429 | (setq plot | |
| 430 | (list 'intv | |
| 431 | 3 | |
| 432 | (math-sub | |
| 433 | (math-min-list (car plot) (cdr plot)) | |
| 434 | '(float 5 -1)) | |
| 435 | (math-add | |
| 436 | '(float 5 -1) | |
| 437 | (math-max-list (car plot) (cdr plot))))) | |
| 438 | (calc-graph-add-curve (calc-graph-lookup plot) | |
| 439 | (calc-graph-lookup (calc-top-n 1))) | |
| 440 | (calc-graph-plot nil))))))) | |
| 136211a9 EZ |
441 | |
| 442 | (defun calc-invent-independent-variables (n &optional but) | |
| bf77c646 | 443 | (calc-invent-variables n but '(x y z t) "x")) |
| 136211a9 EZ |
444 | |
| 445 | (defun calc-invent-parameter-variables (n &optional but) | |
| bf77c646 | 446 | (calc-invent-variables n but '(a b c d) "a")) |
| 136211a9 EZ |
447 | |
| 448 | (defun calc-invent-variables (num but names base) | |
| 449 | (let ((vars nil) | |
| 450 | (n num) (nn 0) | |
| 451 | var) | |
| 452 | (while (and (> n 0) names) | |
| 453 | (setq var (math-build-var-name (if (consp names) | |
| 454 | (car names) | |
| 67dbc846 CW |
455 | (concat base (int-to-string |
| 456 | (setq nn (1+ nn))))))) | |
| 136211a9 EZ |
457 | (or (math-expr-contains (cons 'vec but) var) |
| 458 | (setq vars (cons var vars) | |
| 459 | n (1- n))) | |
| 460 | (or (symbolp names) (setq names (cdr names)))) | |
| 461 | (if (= n 0) | |
| 462 | (nreverse vars) | |
| bf77c646 | 463 | (calc-invent-variables num but t base)))) |
| 136211a9 EZ |
464 | |
| 465 | (defun calc-get-fit-variables (nv nc &optional defv defc with-y homog) | |
| 03cc1aba | 466 | (or (= nv (if with-y (1+ calc-curve-nvars) calc-curve-nvars)) |
| 136211a9 EZ |
467 | (error "Wrong number of data vectors for this type of model")) |
| 468 | (if (integerp defv) | |
| 469 | (setq homog defv | |
| 470 | defv nil)) | |
| 471 | (if homog | |
| 472 | (setq nc (1- nc))) | |
| 473 | (or defv | |
| 474 | (setq defv (calc-invent-independent-variables nv))) | |
| 475 | (or defc | |
| 476 | (setq defc (calc-invent-parameter-variables nc defv))) | |
| 5b76833f | 477 | (let ((vars (read-string (format "Fitting variables (default %s; %s): " |
| 136211a9 EZ |
478 | (mapconcat 'symbol-name |
| 479 | (mapcar (function (lambda (v) | |
| 480 | (nth 1 v))) | |
| 481 | defv) | |
| 482 | ",") | |
| 483 | (mapconcat 'symbol-name | |
| 484 | (mapcar (function (lambda (v) | |
| 485 | (nth 1 v))) | |
| 486 | defc) | |
| 487 | ",")))) | |
| 488 | (coefs nil)) | |
| 489 | (setq vars (if (string-match "\\[" vars) | |
| 490 | (math-read-expr vars) | |
| 491 | (math-read-expr (concat "[" vars "]")))) | |
| 492 | (if (eq (car-safe vars) 'error) | |
| 493 | (error "Bad format in expression: %s" (nth 2 vars))) | |
| 494 | (or (math-vectorp vars) | |
| 495 | (error "Expected a variable or vector of variables")) | |
| 496 | (if (equal vars '(vec)) | |
| 497 | (setq vars (cons 'vec defv) | |
| 498 | coefs (cons 'vec defc)) | |
| 499 | (if (math-vectorp (nth 1 vars)) | |
| 500 | (if (and (= (length vars) 3) | |
| 501 | (math-vectorp (nth 2 vars))) | |
| 502 | (setq coefs (nth 2 vars) | |
| 503 | vars (nth 1 vars)) | |
| 504 | (error | |
| 505 | "Expected independent variables vector, then parameters vector")) | |
| 506 | (setq coefs (cons 'vec defc)))) | |
| 507 | (or (= nv (1- (length vars))) | |
| 508 | (and (not with-y) (= (1+ nv) (1- (length vars)))) | |
| 509 | (error "Expected %d independent variable%s" nv (if (= nv 1) "" "s"))) | |
| 510 | (or (= nc (1- (length coefs))) | |
| 511 | (error "Expected %d parameter variable%s" nc (if (= nc 1) "" "s"))) | |
| 512 | (if homog | |
| 513 | (setq coefs (cons 'vec (cons homog (cdr coefs))))) | |
| 03cc1aba JB |
514 | (if calc-curve-varnames |
| 515 | (setq calc-curve-model (math-multi-subst calc-curve-model (cdr calc-curve-varnames) (cdr vars)))) | |
| 516 | (if calc-curve-coefnames | |
| 517 | (setq calc-curve-model (math-multi-subst calc-curve-model (cdr calc-curve-coefnames) (cdr coefs)))) | |
| 518 | (setq calc-curve-varnames vars | |
| 519 | calc-curve-coefnames coefs))) | |
| 136211a9 EZ |
520 | |
| 521 | ||
| 522 | ||
| 523 | ||
| 524 | ;;; The following algorithms are from Numerical Recipes chapter 9. | |
| 525 | ||
| 526 | ;;; "rtnewt" with safety kludges | |
| 03cc1aba JB |
527 | |
| 528 | (defvar var-DUMMY) | |
| 529 | ||
| 136211a9 EZ |
530 | (defun math-newton-root (expr deriv guess orig-guess limit) |
| 531 | (math-working "newton" guess) | |
| 532 | (let* ((var-DUMMY guess) | |
| 533 | next dval) | |
| 534 | (setq next (math-evaluate-expr expr) | |
| 535 | dval (math-evaluate-expr deriv)) | |
| 536 | (if (and (Math-numberp next) | |
| 537 | (Math-numberp dval) | |
| 538 | (not (Math-zerop dval))) | |
| 539 | (progn | |
| 540 | (setq next (math-sub guess (math-div next dval))) | |
| 541 | (if (math-nearly-equal guess (setq next (math-float next))) | |
| 542 | (progn | |
| 543 | (setq var-DUMMY next) | |
| 544 | (list 'vec next (math-evaluate-expr expr))) | |
| 545 | (if (Math-lessp (math-abs-approx (math-sub next orig-guess)) | |
| 546 | limit) | |
| 547 | (math-newton-root expr deriv next orig-guess limit) | |
| 548 | (math-reject-arg next "*Newton's method failed to converge")))) | |
| bf77c646 | 549 | (math-reject-arg next "*Newton's method encountered a singularity")))) |
| 136211a9 EZ |
550 | |
| 551 | ;;; Inspired by "rtsafe" | |
| 552 | (defun math-newton-search-root (expr deriv guess vguess ostep oostep | |
| 553 | low vlow high vhigh) | |
| 554 | (let ((var-DUMMY guess) | |
| 555 | (better t) | |
| 556 | pos step next vnext) | |
| 557 | (if guess | |
| 558 | (math-working "newton" (list 'intv 0 low high)) | |
| 559 | (math-working "bisect" (list 'intv 0 low high)) | |
| 560 | (setq ostep (math-mul-float (math-sub-float high low) | |
| 561 | '(float 5 -1)) | |
| 562 | guess (math-add-float low ostep) | |
| 563 | var-DUMMY guess | |
| 564 | vguess (math-evaluate-expr expr)) | |
| 565 | (or (Math-realp vguess) | |
| 566 | (progn | |
| 567 | (setq ostep (math-mul-float ostep '(float 6 -1)) | |
| 568 | guess (math-add-float low ostep) | |
| 569 | var-DUMMY guess | |
| 570 | vguess (math-evaluate-expr expr)) | |
| 571 | (or (math-realp vguess) | |
| 572 | (progn | |
| 573 | (setq ostep (math-mul-float ostep '(float 123456 -5)) | |
| 574 | guess (math-add-float low ostep) | |
| 575 | var-DUMMY guess | |
| 576 | vguess nil)))))) | |
| 577 | (or vguess | |
| 578 | (setq vguess (math-evaluate-expr expr))) | |
| 579 | (or (Math-realp vguess) | |
| 580 | (math-reject-arg guess "*Newton's method encountered a singularity")) | |
| 581 | (setq vguess (math-float vguess)) | |
| 582 | (if (eq (Math-negp vlow) (setq pos (Math-posp vguess))) | |
| 583 | (setq high guess | |
| 584 | vhigh vguess) | |
| 585 | (if (eq (Math-negp vhigh) pos) | |
| 586 | (setq low guess | |
| 587 | vlow vguess) | |
| 588 | (setq better nil))) | |
| 589 | (if (or (Math-zerop vguess) | |
| 590 | (math-nearly-equal low high)) | |
| 591 | (list 'vec guess vguess) | |
| 592 | (setq step (math-evaluate-expr deriv)) | |
| 593 | (if (and (Math-realp step) | |
| 594 | (not (Math-zerop step)) | |
| 595 | (setq step (math-div-float vguess (math-float step)) | |
| 596 | next (math-sub-float guess step)) | |
| 597 | (not (math-lessp-float high next)) | |
| 598 | (not (math-lessp-float next low))) | |
| 599 | (progn | |
| 600 | (setq var-DUMMY next | |
| 601 | vnext (math-evaluate-expr expr)) | |
| 602 | (if (or (Math-zerop vnext) | |
| 603 | (math-nearly-equal next guess)) | |
| 604 | (list 'vec next vnext) | |
| 605 | (if (and better | |
| 606 | (math-lessp-float (math-abs (or oostep | |
| 607 | (math-sub-float | |
| 608 | high low))) | |
| 609 | (math-abs | |
| 610 | (math-mul-float '(float 2 0) | |
| 611 | step)))) | |
| 612 | (math-newton-search-root expr deriv nil nil nil ostep | |
| 613 | low vlow high vhigh) | |
| 614 | (math-newton-search-root expr deriv next vnext step ostep | |
| 615 | low vlow high vhigh)))) | |
| 616 | (if (or (and (Math-posp vlow) (Math-posp vhigh)) | |
| 617 | (and (Math-negp vlow) (Math-negp vhigh))) | |
| 618 | (math-search-root expr deriv low vlow high vhigh) | |
| 619 | (math-newton-search-root expr deriv nil nil nil ostep | |
| bf77c646 | 620 | low vlow high vhigh)))))) |
| 136211a9 EZ |
621 | |
| 622 | ;;; Search for a root in an interval with no overt zero crossing. | |
| 03cc1aba JB |
623 | |
| 624 | ;; The variable math-root-widen is local to math-find-root, but | |
| 625 | ;; is used by math-search-root, which is called (directly and | |
| 626 | ;; indirectly) by math-find-root. | |
| 627 | (defvar math-root-widen) | |
| 628 | ||
| 136211a9 EZ |
629 | (defun math-search-root (expr deriv low vlow high vhigh) |
| 630 | (let (found) | |
| 03cc1aba | 631 | (if math-root-widen |
| 136211a9 | 632 | (let ((iters 0) |
| 03cc1aba | 633 | (iterlim (if (eq math-root-widen 'point) |
| 136211a9 EZ |
634 | (+ calc-internal-prec 10) |
| 635 | 20)) | |
| 03cc1aba | 636 | (factor (if (eq math-root-widen 'point) |
| 136211a9 EZ |
637 | '(float 9 0) |
| 638 | '(float 16 -1))) | |
| 639 | (prev nil) vprev waslow | |
| 640 | diff) | |
| 641 | (while (or (and (math-posp vlow) (math-posp vhigh)) | |
| 642 | (and (math-negp vlow) (math-negp vhigh))) | |
| 643 | (math-working "widen" (list 'intv 0 low high)) | |
| 644 | (if (> (setq iters (1+ iters)) iterlim) | |
| 645 | (math-reject-arg (list 'intv 0 low high) | |
| 646 | "*Unable to bracket root")) | |
| 647 | (if (= iters calc-internal-prec) | |
| 648 | (setq factor '(float 16 -1))) | |
| 649 | (setq diff (math-mul-float (math-sub-float high low) factor)) | |
| 650 | (if (Math-zerop diff) | |
| 651 | (setq high (calcFunc-incr high 10)) | |
| 652 | (if (math-lessp-float (math-abs vlow) (math-abs vhigh)) | |
| 653 | (setq waslow t | |
| 654 | prev low | |
| 655 | low (math-sub low diff) | |
| 656 | var-DUMMY low | |
| 657 | vprev vlow | |
| 658 | vlow (math-evaluate-expr expr)) | |
| 659 | (setq waslow nil | |
| 660 | prev high | |
| 661 | high (math-add high diff) | |
| 662 | var-DUMMY high | |
| 663 | vprev vhigh | |
| 664 | vhigh (math-evaluate-expr expr))))) | |
| 665 | (if prev | |
| 666 | (if waslow | |
| 667 | (setq high prev vhigh vprev) | |
| 668 | (setq low prev vlow vprev))) | |
| 669 | (setq found t)) | |
| 670 | (or (Math-realp vlow) | |
| 671 | (math-reject-arg vlow 'realp)) | |
| 672 | (or (Math-realp vhigh) | |
| 673 | (math-reject-arg vhigh 'realp)) | |
| 674 | (let ((xvals (list low high)) | |
| 675 | (yvals (list vlow vhigh)) | |
| 676 | (pos (Math-posp vlow)) | |
| 677 | (levels 0) | |
| 678 | (step (math-sub-float high low)) | |
| 679 | xp yp var-DUMMY) | |
| 680 | (while (and (<= (setq levels (1+ levels)) 5) | |
| 681 | (not found)) | |
| 682 | (setq xp xvals | |
| 683 | yp yvals | |
| 684 | step (math-mul-float step '(float 497 -3))) | |
| 685 | (while (and (cdr xp) (not found)) | |
| 686 | (if (Math-realp (car yp)) | |
| 687 | (setq low (car xp) | |
| 688 | vlow (car yp))) | |
| 689 | (setq high (math-add-float (car xp) step) | |
| 690 | var-DUMMY high | |
| 691 | vhigh (math-evaluate-expr expr)) | |
| 692 | (math-working "search" high) | |
| 693 | (if (and (Math-realp vhigh) | |
| 694 | (eq (math-negp vhigh) pos)) | |
| 695 | (setq found t) | |
| 696 | (setcdr xp (cons high (cdr xp))) | |
| 697 | (setcdr yp (cons vhigh (cdr yp))) | |
| 698 | (setq xp (cdr (cdr xp)) | |
| 699 | yp (cdr (cdr yp)))))))) | |
| 700 | (if found | |
| 701 | (if (Math-zerop vhigh) | |
| 702 | (list 'vec high vhigh) | |
| 703 | (if (Math-zerop vlow) | |
| 704 | (list 'vec low vlow) | |
| 705 | (if deriv | |
| 706 | (math-newton-search-root expr deriv nil nil nil nil | |
| 707 | low vlow high vhigh) | |
| 708 | (math-bisect-root expr low vlow high vhigh)))) | |
| 709 | (math-reject-arg (list 'intv 3 low high) | |
| bf77c646 | 710 | "*Unable to find a sign change in this interval")))) |
| 136211a9 EZ |
711 | |
| 712 | ;;; "rtbis" (but we should be using Brent's method) | |
| 713 | (defun math-bisect-root (expr low vlow high vhigh) | |
| 714 | (let ((step (math-sub-float high low)) | |
| 715 | (pos (Math-posp vhigh)) | |
| 716 | var-DUMMY | |
| 717 | mid vmid) | |
| 718 | (while (not (or (math-nearly-equal low | |
| 719 | (setq step (math-mul-float | |
| 720 | step '(float 5 -1)) | |
| 721 | mid (math-add-float low step))) | |
| 722 | (progn | |
| 723 | (setq var-DUMMY mid | |
| 724 | vmid (math-evaluate-expr expr)) | |
| 725 | (Math-zerop vmid)))) | |
| 726 | (math-working "bisect" mid) | |
| 727 | (if (eq (Math-posp vmid) pos) | |
| 728 | (setq high mid | |
| 729 | vhigh vmid) | |
| 730 | (setq low mid | |
| 731 | vlow vmid))) | |
| bf77c646 | 732 | (list 'vec mid vmid))) |
| 136211a9 EZ |
733 | |
| 734 | ;;; "mnewt" | |
| 03cc1aba JB |
735 | |
| 736 | (defvar math-root-vars [(var DUMMY var-DUMMY)]) | |
| 737 | ||
| 136211a9 EZ |
738 | (defun math-newton-multi (expr jacob n guess orig-guess limit) |
| 739 | (let ((m -1) | |
| 740 | (p guess) | |
| 741 | p2 expr-val jacob-val next) | |
| 742 | (while (< (setq p (cdr p) m (1+ m)) n) | |
| 743 | (set (nth 2 (aref math-root-vars m)) (car p))) | |
| 744 | (setq expr-val (math-evaluate-expr expr) | |
| 745 | jacob-val (math-evaluate-expr jacob)) | |
| 3132f345 CW |
746 | (unless (and (math-constp expr-val) |
| 747 | (math-constp jacob-val)) | |
| 748 | (math-reject-arg guess "*Newton's method encountered a singularity")) | |
| 136211a9 EZ |
749 | (setq next (math-add guess (math-div (math-float (math-neg expr-val)) |
| 750 | (math-float jacob-val))) | |
| 751 | p guess p2 next) | |
| 752 | (math-working "newton" next) | |
| 753 | (while (and (setq p (cdr p) p2 (cdr p2)) | |
| 754 | (math-nearly-equal (car p) (car p2)))) | |
| 755 | (if p | |
| 756 | (if (Math-lessp (math-abs-approx (math-sub next orig-guess)) | |
| 757 | limit) | |
| 758 | (math-newton-multi expr jacob n next orig-guess limit) | |
| 759 | (math-reject-arg nil "*Newton's method failed to converge")) | |
| bf77c646 | 760 | (list 'vec next expr-val)))) |
| 136211a9 | 761 | |
| 136211a9 | 762 | |
| 03cc1aba | 763 | (defun math-find-root (expr var guess math-root-widen) |
| 136211a9 EZ |
764 | (if (eq (car-safe expr) 'vec) |
| 765 | (let ((n (1- (length expr))) | |
| 766 | (calc-symbolic-mode nil) | |
| 767 | (var-DUMMY nil) | |
| 768 | (jacob (list 'vec)) | |
| 769 | p p2 m row) | |
| 3132f345 CW |
770 | (unless (eq (car-safe var) 'vec) |
| 771 | (math-reject-arg var 'vectorp)) | |
| 772 | (unless (= (length var) (1+ n)) | |
| 773 | (math-dimension-error)) | |
| 136211a9 EZ |
774 | (setq expr (copy-sequence expr)) |
| 775 | (while (>= n (length math-root-vars)) | |
| 776 | (let ((symb (intern (concat "math-root-v" | |
| 777 | (int-to-string | |
| 778 | (length math-root-vars)))))) | |
| 779 | (setq math-root-vars (vconcat math-root-vars | |
| 780 | (vector (list 'var symb symb)))))) | |
| 781 | (setq m -1) | |
| 782 | (while (< (setq m (1+ m)) n) | |
| 783 | (set (nth 2 (aref math-root-vars m)) nil)) | |
| 784 | (setq m -1 p var) | |
| 785 | (while (setq m (1+ m) p (cdr p)) | |
| 786 | (or (eq (car-safe (car p)) 'var) | |
| 787 | (math-reject-arg var "*Expected a variable")) | |
| 788 | (setq p2 expr) | |
| 789 | (while (setq p2 (cdr p2)) | |
| 790 | (setcar p2 (math-expr-subst (car p2) (car p) | |
| 791 | (aref math-root-vars m))))) | |
| 3132f345 CW |
792 | (unless (eq (car-safe guess) 'vec) |
| 793 | (math-reject-arg guess 'vectorp)) | |
| 794 | (unless (= (length guess) (1+ n)) | |
| 795 | (math-dimension-error)) | |
| 136211a9 EZ |
796 | (setq guess (copy-sequence guess) |
| 797 | p guess) | |
| 798 | (while (setq p (cdr p)) | |
| 799 | (or (Math-numberp (car guess)) | |
| 800 | (math-reject-arg guess 'numberp)) | |
| 801 | (setcar p (math-float (car p)))) | |
| 802 | (setq p expr) | |
| 803 | (while (setq p (cdr p)) | |
| 804 | (if (assq (car-safe (car p)) calc-tweak-eqn-table) | |
| 805 | (setcar p (math-sub (nth 1 (car p)) (nth 2 (car p))))) | |
| 806 | (setcar p (math-evaluate-expr (car p))) | |
| 807 | (setq row (list 'vec) | |
| 808 | m -1) | |
| 809 | (while (< (setq m (1+ m)) n) | |
| 810 | (nconc row (list (math-evaluate-expr | |
| 811 | (or (calcFunc-deriv (car p) | |
| 812 | (aref math-root-vars m) | |
| 813 | nil t) | |
| 814 | (math-reject-arg | |
| 815 | expr | |
| 816 | "*Formulas must be differentiable")))))) | |
| 817 | (nconc jacob (list row))) | |
| 818 | (setq m (math-abs-approx guess)) | |
| 819 | (math-newton-multi expr jacob n guess guess | |
| 820 | (if (math-zerop m) '(float 1 3) (math-mul m 10)))) | |
| 3132f345 CW |
821 | (unless (eq (car-safe var) 'var) |
| 822 | (math-reject-arg var "*Expected a variable")) | |
| 823 | (unless (math-expr-contains expr var) | |
| 824 | (math-reject-arg expr "*Formula does not contain specified variable")) | |
| 136211a9 EZ |
825 | (if (assq (car expr) calc-tweak-eqn-table) |
| 826 | (setq expr (math-sub (nth 1 expr) (nth 2 expr)))) | |
| 827 | (math-with-extra-prec 2 | |
| 828 | (setq expr (math-expr-subst expr var '(var DUMMY var-DUMMY))) | |
| 829 | (let* ((calc-symbolic-mode nil) | |
| 830 | (var-DUMMY nil) | |
| 831 | (expr (math-evaluate-expr expr)) | |
| 832 | (deriv (calcFunc-deriv expr '(var DUMMY var-DUMMY) nil t)) | |
| 833 | low high vlow vhigh) | |
| 834 | (and deriv (setq deriv (math-evaluate-expr deriv))) | |
| 835 | (setq guess (math-float guess)) | |
| 836 | (if (and (math-numberp guess) | |
| 837 | deriv) | |
| 838 | (math-newton-root expr deriv guess guess | |
| 839 | (if (math-zerop guess) '(float 1 6) | |
| 840 | (math-mul (math-abs-approx guess) 100))) | |
| 841 | (if (Math-realp guess) | |
| 842 | (setq low guess | |
| 843 | high guess | |
| 844 | var-DUMMY guess | |
| 845 | vlow (math-evaluate-expr expr) | |
| 846 | vhigh vlow | |
| 03cc1aba | 847 | math-root-widen 'point) |
| 136211a9 EZ |
848 | (if (eq (car guess) 'intv) |
| 849 | (progn | |
| 850 | (or (math-constp guess) (math-reject-arg guess 'constp)) | |
| 851 | (setq low (nth 2 guess) | |
| 852 | high (nth 3 guess)) | |
| 853 | (if (memq (nth 1 guess) '(0 1)) | |
| 854 | (setq low (calcFunc-incr low 1 high))) | |
| 855 | (if (memq (nth 1 guess) '(0 2)) | |
| 856 | (setq high (calcFunc-incr high -1 low))) | |
| 857 | (setq var-DUMMY low | |
| 858 | vlow (math-evaluate-expr expr) | |
| 859 | var-DUMMY high | |
| 860 | vhigh (math-evaluate-expr expr))) | |
| 861 | (if (math-complexp guess) | |
| 862 | (math-reject-arg "*Complex root finder must have derivative") | |
| 863 | (math-reject-arg guess 'realp)))) | |
| 864 | (if (Math-zerop vlow) | |
| 865 | (list 'vec low vlow) | |
| 866 | (if (Math-zerop vhigh) | |
| 867 | (list 'vec high vhigh) | |
| 868 | (if (and deriv (Math-numberp vlow) (Math-numberp vhigh)) | |
| 869 | (math-newton-search-root expr deriv nil nil nil nil | |
| 870 | low vlow high vhigh) | |
| 871 | (if (or (and (Math-posp vlow) (Math-posp vhigh)) | |
| 872 | (and (Math-negp vlow) (Math-negp vhigh)) | |
| 873 | (not (Math-numberp vlow)) | |
| 874 | (not (Math-numberp vhigh))) | |
| 875 | (math-search-root expr deriv low vlow high vhigh) | |
| bf77c646 | 876 | (math-bisect-root expr low vlow high vhigh)))))))))) |
| 136211a9 EZ |
877 | |
| 878 | (defun calcFunc-root (expr var guess) | |
| bf77c646 | 879 | (math-find-root expr var guess nil)) |
| 136211a9 EZ |
880 | |
| 881 | (defun calcFunc-wroot (expr var guess) | |
| bf77c646 | 882 | (math-find-root expr var guess t)) |
| 136211a9 EZ |
883 | |
| 884 | ||
| 885 | ||
| 886 | ||
| 887 | ;;; The following algorithms come from Numerical Recipes, chapter 10. | |
| 888 | ||
| 03cc1aba JB |
889 | (defvar math-min-vars [(var DUMMY var-DUMMY)]) |
| 890 | ||
| 136211a9 EZ |
891 | (defun math-min-eval (expr a) |
| 892 | (if (Math-vectorp a) | |
| 893 | (let ((m -1)) | |
| 894 | (while (setq m (1+ m) a (cdr a)) | |
| 895 | (set (nth 2 (aref math-min-vars m)) (car a)))) | |
| 896 | (setq var-DUMMY a)) | |
| 897 | (setq a (math-evaluate-expr expr)) | |
| 898 | (if (Math-ratp a) | |
| 899 | (math-float a) | |
| 900 | (if (eq (car a) 'float) | |
| 901 | a | |
| bf77c646 | 902 | (math-reject-arg a 'realp)))) |
| 136211a9 | 903 | |
| 3132f345 | 904 | (defvar math-min-or-max "minimum") |
| 136211a9 EZ |
905 | |
| 906 | ;;; A bracket for a minimum is a < b < c where f(b) < f(a) and f(b) < f(c). | |
| 907 | ||
| 908 | ;;; "mnbrak" | |
| 909 | (defun math-widen-min (expr a b) | |
| 910 | (let ((done nil) | |
| 911 | (iters 30) | |
| 912 | incr c va vb vc u vu r q ulim bc ba qr) | |
| 913 | (or b (setq b (math-mul a '(float 101 -2)))) | |
| 914 | (setq va (math-min-eval expr a) | |
| 915 | vb (math-min-eval expr b)) | |
| 916 | (if (math-lessp-float va vb) | |
| 917 | (setq u a a b b u | |
| 918 | vu va va vb vb vu)) | |
| 919 | (setq c (math-add-float b (math-mul-float '(float 161803 -5) | |
| 920 | (math-sub-float b a))) | |
| 921 | vc (math-min-eval expr c)) | |
| 922 | (while (and (not done) (math-lessp-float vc vb)) | |
| 923 | (math-working "widen" (list 'intv 0 a c)) | |
| 924 | (if (= (setq iters (1- iters)) 0) | |
| 925 | (math-reject-arg nil (format "*Unable to find a %s near the interval" | |
| 926 | math-min-or-max))) | |
| 927 | (setq bc (math-sub-float b c) | |
| 928 | ba (math-sub-float b a) | |
| 929 | r (math-mul-float ba (math-sub-float vb vc)) | |
| 930 | q (math-mul-float bc (math-sub-float vb va)) | |
| 931 | qr (math-sub-float q r)) | |
| 932 | (if (math-lessp-float (math-abs qr) '(float 1 -20)) | |
| 933 | (setq qr (if (math-negp qr) '(float -1 -20) '(float 1 -20)))) | |
| 934 | (setq u (math-sub-float | |
| 935 | b | |
| 936 | (math-div-float (math-sub-float (math-mul-float bc q) | |
| 937 | (math-mul-float ba r)) | |
| 938 | (math-mul-float '(float 2 0) qr))) | |
| 939 | ulim (math-add-float b (math-mul-float '(float -1 2) bc)) | |
| 940 | incr (math-negp bc)) | |
| 941 | (if (if incr (math-lessp-float b u) (math-lessp-float u b)) | |
| 942 | (if (if incr (math-lessp-float u c) (math-lessp-float c u)) | |
| 943 | (if (math-lessp-float (setq vu (math-min-eval expr u)) vc) | |
| 944 | (setq a b va vb | |
| 945 | b u vb vu | |
| 946 | done t) | |
| 947 | (if (math-lessp-float vb vu) | |
| 948 | (setq c u vc vu | |
| 949 | done t) | |
| 950 | (setq u (math-add-float c (math-mul-float '(float -161803 -5) | |
| 951 | bc)) | |
| 952 | vu (math-min-eval expr u)))) | |
| 953 | (if (if incr (math-lessp-float u ulim) (math-lessp-float ulim u)) | |
| 954 | (if (math-lessp-float (setq vu (math-min-eval expr u)) vc) | |
| 955 | (setq b c vb vc | |
| 956 | c u vc vu | |
| 957 | u (math-add-float c (math-mul-float | |
| 958 | '(float -161803 -5) | |
| 959 | (math-sub-float b c))) | |
| 960 | vu (math-min-eval expr u))) | |
| 961 | (setq u ulim | |
| 962 | vu (math-min-eval expr u)))) | |
| 963 | (setq u (math-add-float c (math-mul-float '(float -161803 -5) | |
| 964 | bc)) | |
| 965 | vu (math-min-eval expr u))) | |
| 966 | (setq a b va vb | |
| 967 | b c vb vc | |
| 968 | c u vc vu)) | |
| 969 | (if (math-lessp-float a c) | |
| 970 | (list a va b vb c vc) | |
| bf77c646 | 971 | (list c vc b vb a va)))) |
| 136211a9 EZ |
972 | |
| 973 | (defun math-narrow-min (expr a c intv) | |
| 974 | (let ((xvals (list a c)) | |
| 975 | (yvals (list (math-min-eval expr a) | |
| 976 | (math-min-eval expr c))) | |
| 977 | (levels 0) | |
| 978 | (step (math-sub-float c a)) | |
| 979 | (found nil) | |
| 980 | xp yp b) | |
| 981 | (while (and (<= (setq levels (1+ levels)) 5) | |
| 982 | (not found)) | |
| 983 | (setq xp xvals | |
| 984 | yp yvals | |
| 985 | step (math-mul-float step '(float 497 -3))) | |
| 986 | (while (and (cdr xp) (not found)) | |
| 987 | (setq b (math-add-float (car xp) step)) | |
| 988 | (math-working "search" b) | |
| 989 | (setcdr xp (cons b (cdr xp))) | |
| 990 | (setcdr yp (cons (math-min-eval expr b) (cdr yp))) | |
| 991 | (if (and (math-lessp-float (nth 1 yp) (car yp)) | |
| 992 | (math-lessp-float (nth 1 yp) (nth 2 yp))) | |
| 993 | (setq found t) | |
| 994 | (setq xp (cdr xp) | |
| 995 | yp (cdr yp)) | |
| 996 | (if (and (cdr (cdr yp)) | |
| 997 | (math-lessp-float (nth 1 yp) (car yp)) | |
| 998 | (math-lessp-float (nth 1 yp) (nth 2 yp))) | |
| 999 | (setq found t) | |
| 1000 | (setq xp (cdr xp) | |
| 1001 | yp (cdr yp)))))) | |
| 1002 | (if found | |
| 1003 | (list (car xp) (car yp) | |
| 1004 | (nth 1 xp) (nth 1 yp) | |
| 1005 | (nth 2 xp) (nth 2 yp)) | |
| 1006 | (or (if (math-lessp-float (car yvals) (nth 1 yvals)) | |
| 1007 | (and (memq (nth 1 intv) '(2 3)) | |
| 1008 | (let ((min (car yvals))) | |
| 1009 | (while (and (setq yvals (cdr yvals)) | |
| 1010 | (math-lessp-float min (car yvals)))) | |
| 1011 | (and (not yvals) | |
| 1012 | (list (nth 2 intv) min)))) | |
| 1013 | (and (memq (nth 1 intv) '(1 3)) | |
| 1014 | (setq yvals (nreverse yvals)) | |
| 1015 | (let ((min (car yvals))) | |
| 1016 | (while (and (setq yvals (cdr yvals)) | |
| 1017 | (math-lessp-float min (car yvals)))) | |
| 1018 | (and (not yvals) | |
| 1019 | (list (nth 3 intv) min))))) | |
| 1020 | (math-reject-arg nil (format "*Unable to find a %s in the interval" | |
| bf77c646 | 1021 | math-min-or-max)))))) |
| 136211a9 EZ |
1022 | |
| 1023 | ;;; "brent" | |
| 1024 | (defun math-brent-min (expr prec a va x vx b vb) | |
| 1025 | (let ((iters (+ 20 (* 5 prec))) | |
| 1026 | (w x) | |
| 1027 | (vw vx) | |
| 1028 | (v x) | |
| 1029 | (vv vx) | |
| 1030 | (tol (list 'float 1 (- -1 prec))) | |
| 1031 | (zeps (list 'float 1 (- -5 prec))) | |
| 1032 | (e '(float 0 0)) | |
| 03cc1aba | 1033 | d u vu xm tol1 tol2 etemp p q r xv xw) |
| 136211a9 EZ |
1034 | (while (progn |
| 1035 | (setq xm (math-mul-float '(float 5 -1) | |
| 1036 | (math-add-float a b)) | |
| 1037 | tol1 (math-add-float | |
| 1038 | zeps | |
| 1039 | (math-mul-float tol (math-abs x))) | |
| 1040 | tol2 (math-mul-float tol1 '(float 2 0))) | |
| 1041 | (math-lessp-float (math-sub-float tol2 | |
| 1042 | (math-mul-float | |
| 1043 | '(float 5 -1) | |
| 1044 | (math-sub-float b a))) | |
| 1045 | (math-abs (math-sub-float x xm)))) | |
| 1046 | (if (= (setq iters (1- iters)) 0) | |
| 1047 | (math-reject-arg nil (format "*Unable to converge on a %s" | |
| 1048 | math-min-or-max))) | |
| 1049 | (math-working "brent" x) | |
| 1050 | (if (math-lessp-float (math-abs e) tol1) | |
| 1051 | (setq e (if (math-lessp-float x xm) | |
| 1052 | (math-sub-float b x) | |
| 1053 | (math-sub-float a x)) | |
| 1054 | d (math-mul-float '(float 381966 -6) e)) | |
| 1055 | (setq xw (math-sub-float x w) | |
| 1056 | r (math-mul-float xw (math-sub-float vx vv)) | |
| 1057 | xv (math-sub-float x v) | |
| 1058 | q (math-mul-float xv (math-sub-float vx vw)) | |
| 1059 | p (math-sub-float (math-mul-float xv q) | |
| 1060 | (math-mul-float xw r)) | |
| 1061 | q (math-mul-float '(float 2 0) (math-sub-float q r))) | |
| 1062 | (if (math-posp q) | |
| 1063 | (setq p (math-neg-float p)) | |
| 1064 | (setq q (math-neg-float q))) | |
| 1065 | (setq etemp e | |
| 1066 | e d) | |
| 1067 | (if (and (math-lessp-float (math-abs p) | |
| 1068 | (math-abs (math-mul-float | |
| 1069 | '(float 5 -1) | |
| 1070 | (math-mul-float q etemp)))) | |
| 1071 | (math-lessp-float (math-mul-float | |
| 1072 | q (math-sub-float a x)) p) | |
| 1073 | (math-lessp-float p (math-mul-float | |
| 1074 | q (math-sub-float b x)))) | |
| 1075 | (progn | |
| 1076 | (setq d (math-div-float p q) | |
| 1077 | u (math-add-float x d)) | |
| 1078 | (if (or (math-lessp-float (math-sub-float u a) tol2) | |
| 1079 | (math-lessp-float (math-sub-float b u) tol2)) | |
| 1080 | (setq d (if (math-lessp-float xm x) | |
| 1081 | (math-neg-float tol1) | |
| 1082 | tol1)))) | |
| 1083 | (setq e (if (math-lessp-float x xm) | |
| 1084 | (math-sub-float b x) | |
| 1085 | (math-sub-float a x)) | |
| 1086 | d (math-mul-float '(float 381966 -6) e)))) | |
| 1087 | (setq u (math-add-float x | |
| 1088 | (if (math-lessp-float (math-abs d) tol1) | |
| 1089 | (if (math-negp d) | |
| 1090 | (math-neg-float tol1) | |
| 1091 | tol1) | |
| 1092 | d)) | |
| 1093 | vu (math-min-eval expr u)) | |
| 1094 | (if (math-lessp-float vx vu) | |
| 1095 | (progn | |
| 1096 | (if (math-lessp-float u x) | |
| 1097 | (setq a u) | |
| 1098 | (setq b u)) | |
| 1099 | (if (or (equal w x) | |
| 1100 | (not (math-lessp-float vw vu))) | |
| 1101 | (setq v w vv vw | |
| 1102 | w u vw vu) | |
| 1103 | (if (or (equal v x) | |
| 1104 | (equal v w) | |
| 1105 | (not (math-lessp-float vv vu))) | |
| 1106 | (setq v u vv vu)))) | |
| 1107 | (if (math-lessp-float u x) | |
| 1108 | (setq b x) | |
| 1109 | (setq a x)) | |
| 1110 | (setq v w vv vw | |
| 1111 | w x vw vx | |
| 1112 | x u vx vu))) | |
| bf77c646 | 1113 | (list 'vec x vx))) |
| 136211a9 EZ |
1114 | |
| 1115 | ;;; "powell" | |
| 1116 | (defun math-powell-min (expr n guesses prec) | |
| 1117 | (let* ((f1dim (math-line-min-func expr n)) | |
| 1118 | (xi (calcFunc-idn 1 n)) | |
| 1119 | (p (cons 'vec (mapcar 'car guesses))) | |
| 1120 | (pt p) | |
| 1121 | (ftol (list 'float 1 (- prec))) | |
| 1122 | (fret (math-min-eval expr p)) | |
| 1123 | fp ptt fptt xit i ibig del diff res) | |
| 1124 | (while (progn | |
| 1125 | (setq fp fret | |
| 1126 | ibig 0 | |
| 1127 | del '(float 0 0) | |
| 1128 | i 0) | |
| 1129 | (while (<= (setq i (1+ i)) n) | |
| 1130 | (setq fptt fret | |
| 1131 | res (math-line-min f1dim p | |
| 1132 | (math-mat-col xi i) | |
| 1133 | n prec) | |
| 1134 | p (let ((calc-internal-prec prec)) | |
| 1135 | (math-normalize (car res))) | |
| 1136 | fret (nth 2 res) | |
| 1137 | diff (math-abs (math-sub-float fptt fret))) | |
| 1138 | (if (math-lessp-float del diff) | |
| 1139 | (setq del diff | |
| 1140 | ibig i))) | |
| 1141 | (math-lessp-float | |
| 1142 | (math-mul-float ftol | |
| 1143 | (math-add-float (math-abs fp) | |
| 1144 | (math-abs fret))) | |
| 1145 | (math-mul-float '(float 2 0) | |
| 1146 | (math-abs (math-sub-float fp | |
| 1147 | fret))))) | |
| 1148 | (setq ptt (math-sub (math-mul '(float 2 0) p) pt) | |
| 1149 | xit (math-sub p pt) | |
| 1150 | pt p | |
| 1151 | fptt (math-min-eval expr ptt)) | |
| 1152 | (if (and (math-lessp-float fptt fp) | |
| 1153 | (math-lessp-float | |
| 1154 | (math-mul-float | |
| 1155 | (math-mul-float '(float 2 0) | |
| 1156 | (math-add-float | |
| 1157 | (math-sub-float fp | |
| 1158 | (math-mul-float '(float 2 0) | |
| 1159 | fret)) | |
| 1160 | fptt)) | |
| 1161 | (math-sqr-float (math-sub-float | |
| 1162 | (math-sub-float fp fret) del))) | |
| 1163 | (math-mul-float del | |
| 1164 | (math-sqr-float (math-sub-float fp fptt))))) | |
| 1165 | (progn | |
| 1166 | (setq res (math-line-min f1dim p xit n prec) | |
| 1167 | p (car res) | |
| 1168 | fret (nth 2 res) | |
| 1169 | i 0) | |
| 1170 | (while (<= (setq i (1+ i)) n) | |
| 1171 | (setcar (nthcdr ibig (nth i xi)) | |
| 1172 | (nth i (nth 1 res))))))) | |
| bf77c646 | 1173 | (list 'vec p fret))) |
| 136211a9 EZ |
1174 | |
| 1175 | (defun math-line-min-func (expr n) | |
| 1176 | (let ((m -1)) | |
| 1177 | (while (< (setq m (1+ m)) n) | |
| 1178 | (set (nth 2 (aref math-min-vars m)) | |
| 1179 | (list '+ | |
| 1180 | (list '* | |
| 1181 | '(var DUMMY var-DUMMY) | |
| 1182 | (list 'calcFunc-mrow '(var line-xi line-xi) (1+ m))) | |
| 1183 | (list 'calcFunc-mrow '(var line-p line-p) (1+ m))))) | |
| bf77c646 | 1184 | (math-evaluate-expr expr))) |
| 136211a9 EZ |
1185 | |
| 1186 | (defun math-line-min (f1dim line-p line-xi n prec) | |
| 1187 | (let* ((var-DUMMY nil) | |
| 1188 | (expr (math-evaluate-expr f1dim)) | |
| 1189 | (params (math-widen-min expr '(float 0 0) '(float 1 0))) | |
| 1190 | (res (apply 'math-brent-min expr prec params)) | |
| 1191 | (xi (math-mul (nth 1 res) line-xi))) | |
| bf77c646 | 1192 | (list (math-add line-p xi) xi (nth 2 res)))) |
| 136211a9 EZ |
1193 | |
| 1194 | ||
| 136211a9 EZ |
1195 | (defun math-find-minimum (expr var guess min-widen) |
| 1196 | (let* ((calc-symbolic-mode nil) | |
| 1197 | (n 0) | |
| 1198 | (var-DUMMY nil) | |
| 1199 | (isvec (math-vectorp var)) | |
| 1200 | g guesses) | |
| 1201 | (or (math-vectorp var) | |
| 1202 | (setq var (list 'vec var))) | |
| 1203 | (or (math-vectorp guess) | |
| 1204 | (setq guess (list 'vec guess))) | |
| 1205 | (or (= (length var) (length guess)) | |
| 1206 | (math-dimension-error)) | |
| 1207 | (while (setq var (cdr var) guess (cdr guess)) | |
| 1208 | (or (eq (car-safe (car var)) 'var) | |
| 03cc1aba | 1209 | (math-reject-arg (car var) "*Expected a variable")) |
| 136211a9 EZ |
1210 | (or (math-expr-contains expr (car var)) |
| 1211 | (math-reject-arg (car var) | |
| 1212 | "*Formula does not contain specified variable")) | |
| 1213 | (while (>= (1+ n) (length math-min-vars)) | |
| 1214 | (let ((symb (intern (concat "math-min-v" | |
| 1215 | (int-to-string | |
| 1216 | (length math-min-vars)))))) | |
| 1217 | (setq math-min-vars (vconcat math-min-vars | |
| 1218 | (vector (list 'var symb symb)))))) | |
| 1219 | (set (nth 2 (aref math-min-vars n)) nil) | |
| 1220 | (set (nth 2 (aref math-min-vars (1+ n))) nil) | |
| 1221 | (if (math-complexp (car guess)) | |
| 1222 | (setq expr (math-expr-subst expr | |
| 1223 | (car var) | |
| 1224 | (list '+ (aref math-min-vars n) | |
| 1225 | (list '* | |
| 1226 | (aref math-min-vars (1+ n)) | |
| 1227 | '(cplx 0 1)))) | |
| 1228 | guesses (let ((g (math-float (math-complex (car guess))))) | |
| 1229 | (cons (list (nth 2 g) nil nil) | |
| 1230 | (cons (list (nth 1 g) nil nil t) | |
| 1231 | guesses))) | |
| 1232 | n (+ n 2)) | |
| 1233 | (setq expr (math-expr-subst expr | |
| 1234 | (car var) | |
| 1235 | (aref math-min-vars n)) | |
| 1236 | guesses (cons (if (math-realp (car guess)) | |
| 1237 | (list (math-float (car guess)) nil nil) | |
| 1238 | (if (and (eq (car-safe (car guess)) 'intv) | |
| 1239 | (math-constp (car guess))) | |
| 1240 | (list (math-mul | |
| 1241 | (math-add (nth 2 (car guess)) | |
| 1242 | (nth 3 (car guess))) | |
| 1243 | '(float 5 -1)) | |
| 1244 | (math-float (nth 2 (car guess))) | |
| 1245 | (math-float (nth 3 (car guess))) | |
| 1246 | (car guess)) | |
| 1247 | (math-reject-arg (car guess) 'realp))) | |
| 1248 | guesses) | |
| 1249 | n (1+ n)))) | |
| 1250 | (setq guesses (nreverse guesses) | |
| 1251 | expr (math-evaluate-expr expr)) | |
| 1252 | (if (= n 1) | |
| 1253 | (let* ((params (if (nth 1 (car guesses)) | |
| 1254 | (if min-widen | |
| 1255 | (math-widen-min expr | |
| 1256 | (nth 1 (car guesses)) | |
| 1257 | (nth 2 (car guesses))) | |
| 1258 | (math-narrow-min expr | |
| 1259 | (nth 1 (car guesses)) | |
| 1260 | (nth 2 (car guesses)) | |
| 1261 | (nth 3 (car guesses)))) | |
| 1262 | (math-widen-min expr | |
| 1263 | (car (car guesses)) | |
| 1264 | nil))) | |
| 1265 | (prec calc-internal-prec) | |
| 1266 | (res (if (cdr (cdr params)) | |
| 1267 | (math-with-extra-prec (+ calc-internal-prec 2) | |
| 1268 | (apply 'math-brent-min expr prec params)) | |
| 1269 | (cons 'vec params)))) | |
| 1270 | (if isvec | |
| 1271 | (list 'vec (list 'vec (nth 1 res)) (nth 2 res)) | |
| 1272 | res)) | |
| 1273 | (let* ((prec calc-internal-prec) | |
| 1274 | (res (math-with-extra-prec (+ calc-internal-prec 2) | |
| 1275 | (math-powell-min expr n guesses prec))) | |
| 1276 | (p (nth 1 res)) | |
| 1277 | (vec (list 'vec))) | |
| 1278 | (while (setq p (cdr p)) | |
| 1279 | (if (nth 3 (car guesses)) | |
| 1280 | (progn | |
| 1281 | (nconc vec (list (math-normalize | |
| 1282 | (list 'cplx (car p) (nth 1 p))))) | |
| 1283 | (setq p (cdr p) | |
| 1284 | guesses (cdr guesses))) | |
| 1285 | (nconc vec (list (car p)))) | |
| 1286 | (setq guesses (cdr guesses))) | |
| 1287 | (if isvec | |
| 1288 | (list 'vec vec (nth 2 res)) | |
| bf77c646 | 1289 | (list 'vec (nth 1 vec) (nth 2 res))))))) |
| 136211a9 EZ |
1290 | |
| 1291 | (defun calcFunc-minimize (expr var guess) | |
| 1292 | (let ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
| 1293 | (math-min-or-max "minimum")) | |
| 1294 | (math-find-minimum (math-normalize expr) | |
| 1295 | (math-normalize var) | |
| bf77c646 | 1296 | (math-normalize guess) nil))) |
| 136211a9 EZ |
1297 | |
| 1298 | (defun calcFunc-wminimize (expr var guess) | |
| 1299 | (let ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
| 1300 | (math-min-or-max "minimum")) | |
| 1301 | (math-find-minimum (math-normalize expr) | |
| 1302 | (math-normalize var) | |
| bf77c646 | 1303 | (math-normalize guess) t))) |
| 136211a9 EZ |
1304 | |
| 1305 | (defun calcFunc-maximize (expr var guess) | |
| 1306 | (let* ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
| 1307 | (math-min-or-max "maximum") | |
| 1308 | (res (math-find-minimum (math-normalize (math-neg expr)) | |
| 1309 | (math-normalize var) | |
| 1310 | (math-normalize guess) nil))) | |
| bf77c646 | 1311 | (list 'vec (nth 1 res) (math-neg (nth 2 res))))) |
| 136211a9 EZ |
1312 | |
| 1313 | (defun calcFunc-wmaximize (expr var guess) | |
| 1314 | (let* ((calc-internal-prec (max (/ calc-internal-prec 2) 3)) | |
| 1315 | (math-min-or-max "maximum") | |
| 1316 | (res (math-find-minimum (math-normalize (math-neg expr)) | |
| 1317 | (math-normalize var) | |
| 1318 | (math-normalize guess) t))) | |
| bf77c646 | 1319 | (list 'vec (nth 1 res) (math-neg (nth 2 res))))) |
| 136211a9 EZ |
1320 | |
| 1321 | ||
| 1322 | ||
| 1323 | ||
| 1324 | ;;; The following algorithms come from Numerical Recipes, chapter 3. | |
| 1325 | ||
| 1326 | (defun calcFunc-polint (data x) | |
| 1327 | (or (math-matrixp data) (math-reject-arg data 'matrixp)) | |
| 1328 | (or (= (length data) 3) | |
| 1329 | (math-reject-arg data "*Wrong number of data rows")) | |
| 1330 | (or (> (length (nth 1 data)) 2) | |
| 1331 | (math-reject-arg data "*Too few data points")) | |
| 1332 | (if (and (math-vectorp x) (or (math-constp x) math-expand-formulas)) | |
| 1333 | (cons 'vec (mapcar (function (lambda (x) (calcFunc-polint data x))) | |
| 1334 | (cdr x))) | |
| 1335 | (or (math-objectp x) math-expand-formulas (math-reject-arg x 'objectp)) | |
| 1336 | (math-with-extra-prec 2 | |
| 1337 | (cons 'vec (math-poly-interp (cdr (nth 1 data)) (cdr (nth 2 data)) x | |
| bf77c646 | 1338 | nil))))) |
| 136211a9 EZ |
1339 | (put 'calcFunc-polint 'math-expandable t) |
| 1340 | ||
| 1341 | ||
| 1342 | (defun calcFunc-ratint (data x) | |
| 1343 | (or (math-matrixp data) (math-reject-arg data 'matrixp)) | |
| 1344 | (or (= (length data) 3) | |
| 1345 | (math-reject-arg data "*Wrong number of data rows")) | |
| 1346 | (or (> (length (nth 1 data)) 2) | |
| 1347 | (math-reject-arg data "*Too few data points")) | |
| 1348 | (if (and (math-vectorp x) (or (math-constp x) math-expand-formulas)) | |
| 1349 | (cons 'vec (mapcar (function (lambda (x) (calcFunc-ratint data x))) | |
| 1350 | (cdr x))) | |
| 1351 | (or (math-objectp x) math-expand-formulas (math-reject-arg x 'objectp)) | |
| 1352 | (math-with-extra-prec 2 | |
| 1353 | (cons 'vec (math-poly-interp (cdr (nth 1 data)) (cdr (nth 2 data)) x | |
| bf77c646 | 1354 | (cdr (cdr (cdr (nth 1 data))))))))) |
| 136211a9 EZ |
1355 | (put 'calcFunc-ratint 'math-expandable t) |
| 1356 | ||
| 1357 | ||
| 1358 | (defun math-poly-interp (xa ya x ratp) | |
| 1359 | (let ((n (length xa)) | |
| 1360 | (dif nil) | |
| 1361 | (ns nil) | |
| 1362 | (xax nil) | |
| 1363 | (c (copy-sequence ya)) | |
| 1364 | (d (copy-sequence ya)) | |
| 1365 | (i 0) | |
| 1366 | (m 0) | |
| 1367 | y dy (xp xa) xpm cp dp temp) | |
| 1368 | (while (<= (setq i (1+ i)) n) | |
| 1369 | (setq xax (cons (math-sub (car xp) x) xax) | |
| 1370 | xp (cdr xp) | |
| 1371 | temp (math-abs (car xax))) | |
| 1372 | (if (or (null dif) (math-lessp temp dif)) | |
| 1373 | (setq dif temp | |
| 1374 | ns i))) | |
| 1375 | (setq xax (nreverse xax) | |
| 1376 | ns (1- ns) | |
| 1377 | y (nth ns ya)) | |
| 1378 | (if (math-zerop dif) | |
| 1379 | (list y 0) | |
| 1380 | (while (< (setq m (1+ m)) n) | |
| 1381 | (setq i 0 | |
| 1382 | xp xax | |
| 1383 | xpm (nthcdr m xax) | |
| 1384 | cp c | |
| 1385 | dp d) | |
| 1386 | (while (<= (setq i (1+ i)) (- n m)) | |
| 1387 | (if ratp | |
| 1388 | (let ((t2 (math-div (math-mul (car xp) (car dp)) (car xpm)))) | |
| 1389 | (setq temp (math-div (math-sub (nth 1 cp) (car dp)) | |
| 1390 | (math-sub t2 (nth 1 cp)))) | |
| 1391 | (setcar dp (math-mul (nth 1 cp) temp)) | |
| 1392 | (setcar cp (math-mul t2 temp))) | |
| 1393 | (if (math-equal (car xp) (car xpm)) | |
| 1394 | (math-reject-arg (cons 'vec xa) "*Duplicate X values")) | |
| 1395 | (setq temp (math-div (math-sub (nth 1 cp) (car dp)) | |
| 1396 | (math-sub (car xp) (car xpm)))) | |
| 1397 | (setcar dp (math-mul (car xpm) temp)) | |
| 1398 | (setcar cp (math-mul (car xp) temp))) | |
| 1399 | (setq cp (cdr cp) | |
| 1400 | dp (cdr dp) | |
| 1401 | xp (cdr xp) | |
| 1402 | xpm (cdr xpm))) | |
| 1403 | (if (< (+ ns ns) (- n m)) | |
| 1404 | (setq dy (nth ns c)) | |
| 1405 | (setq ns (1- ns) | |
| 1406 | dy (nth ns d))) | |
| 1407 | (setq y (math-add y dy))) | |
| bf77c646 | 1408 | (list y dy)))) |
| 136211a9 EZ |
1409 | |
| 1410 | ||
| 1411 | ||
| 1412 | ;;; The following algorithms come from Numerical Recipes, chapter 4. | |
| 1413 | ||
| 1414 | (defun calcFunc-ninteg (expr var lo hi) | |
| 1415 | (setq lo (math-evaluate-expr lo) | |
| 1416 | hi (math-evaluate-expr hi)) | |
| 1417 | (or (math-numberp lo) (math-infinitep lo) (math-reject-arg lo 'numberp)) | |
| 1418 | (or (math-numberp hi) (math-infinitep hi) (math-reject-arg hi 'numberp)) | |
| 1419 | (if (math-lessp hi lo) | |
| 1420 | (math-neg (calcFunc-ninteg expr var hi lo)) | |
| 1421 | (setq expr (math-expr-subst expr var '(var DUMMY var-DUMMY))) | |
| 1422 | (let ((var-DUMMY nil) | |
| 1423 | (calc-symbolic-mode nil) | |
| 1424 | (calc-prefer-frac nil) | |
| 1425 | (sum 0)) | |
| 1426 | (setq expr (math-evaluate-expr expr)) | |
| 1427 | (if (equal lo '(neg (var inf var-inf))) | |
| 1428 | (let ((thi (if (math-lessp hi '(float -2 0)) | |
| 1429 | hi '(float -2 0)))) | |
| 1430 | (setq sum (math-ninteg-romberg | |
| 1431 | 'math-ninteg-midpoint expr | |
| 1432 | (math-float lo) (math-float thi) 'inf) | |
| 1433 | lo thi))) | |
| 1434 | (if (equal hi '(var inf var-inf)) | |
| 1435 | (let ((tlo (if (math-lessp '(float 2 0) lo) | |
| 1436 | lo '(float 2 0)))) | |
| 1437 | (setq sum (math-add sum | |
| 1438 | (math-ninteg-romberg | |
| 1439 | 'math-ninteg-midpoint expr | |
| 1440 | (math-float tlo) (math-float hi) 'inf)) | |
| 1441 | hi tlo))) | |
| 1442 | (or (math-equal lo hi) | |
| 1443 | (setq sum (math-add sum | |
| 1444 | (math-ninteg-romberg | |
| 1445 | 'math-ninteg-midpoint expr | |
| 1446 | (math-float lo) (math-float hi) nil)))) | |
| bf77c646 | 1447 | sum))) |
| 136211a9 EZ |
1448 | |
| 1449 | ||
| 1450 | ;;; Open Romberg method; "qromo" in section 4.4. | |
| 03cc1aba JB |
1451 | |
| 1452 | ;; The variable math-ninteg-temp is local to math-ninteg-romberg, | |
| 1453 | ;; but is used by math-ninteg-midpoint, which is used by | |
| 1454 | ;; math-ninteg-romberg. | |
| 1455 | (defvar math-ninteg-temp) | |
| 1456 | ||
| a1506d29 | 1457 | (defun math-ninteg-romberg (func expr lo hi mode) |
| 136211a9 EZ |
1458 | (let ((curh '(float 1 0)) |
| 1459 | (h nil) | |
| 1460 | (s nil) | |
| 1461 | (j 0) | |
| 1462 | (ss nil) | |
| 1463 | (prec calc-internal-prec) | |
| 03cc1aba | 1464 | (math-ninteg-temp nil)) |
| 136211a9 EZ |
1465 | (math-with-extra-prec 2 |
| 1466 | ;; Limit on "j" loop must be 14 or less to keep "it" from overflowing. | |
| 1467 | (or (while (and (null ss) (<= (setq j (1+ j)) 8)) | |
| 1468 | (setq s (nconc s (list (funcall func expr lo hi mode))) | |
| 1469 | h (nconc h (list curh))) | |
| 1470 | (if (>= j 3) | |
| 1471 | (let ((res (math-poly-interp h s '(float 0 0) nil))) | |
| 1472 | (if (math-lessp (math-abs (nth 1 res)) | |
| 1473 | (calcFunc-scf (math-abs (car res)) | |
| 1474 | (- prec))) | |
| 03cc1aba | 1475 | (setq ss (car res))))) |
| 136211a9 EZ |
1476 | (if (>= j 5) |
| 1477 | (setq s (cdr s) | |
| 1478 | h (cdr h))) | |
| 1479 | (setq curh (math-div-float curh '(float 9 0)))) | |
| 1480 | ss | |
| bf77c646 | 1481 | (math-reject-arg nil (format "*Integral failed to converge")))))) |
| 136211a9 EZ |
1482 | |
| 1483 | ||
| 1484 | (defun math-ninteg-evaluate (expr x mode) | |
| 1485 | (if (eq mode 'inf) | |
| 1486 | (setq x (math-div '(float 1 0) x))) | |
| 1487 | (let* ((var-DUMMY x) | |
| 1488 | (res (math-evaluate-expr expr))) | |
| 1489 | (or (Math-numberp res) | |
| 1490 | (math-reject-arg res "*Integrand does not evaluate to a number")) | |
| 1491 | (if (eq mode 'inf) | |
| 1492 | (setq res (math-mul res (math-sqr x)))) | |
| bf77c646 | 1493 | res)) |
| 136211a9 EZ |
1494 | |
| 1495 | ||
| 03cc1aba | 1496 | (defun math-ninteg-midpoint (expr lo hi mode) ; uses "math-ninteg-temp" |
| 136211a9 EZ |
1497 | (if (eq mode 'inf) |
| 1498 | (let ((math-infinite-mode t) temp) | |
| 1499 | (setq temp (math-div 1 lo) | |
| 1500 | lo (math-div 1 hi) | |
| 1501 | hi temp))) | |
| 03cc1aba JB |
1502 | (if math-ninteg-temp |
| 1503 | (let* ((it3 (* 3 (car math-ninteg-temp))) | |
| 1504 | (math-working-step-2 (* 2 (car math-ninteg-temp))) | |
| 136211a9 EZ |
1505 | (math-working-step 0) |
| 1506 | (range (math-sub hi lo)) | |
| 1507 | (del (math-div range (math-float it3))) | |
| 1508 | (del2 (math-add del del)) | |
| 1509 | (del3 (math-add del del2)) | |
| 1510 | (x (math-add lo (math-mul '(float 5 -1) del))) | |
| 1511 | (sum '(float 0 0)) | |
| 1512 | (j 0) temp) | |
| 03cc1aba | 1513 | (while (<= (setq j (1+ j)) (car math-ninteg-temp)) |
| 136211a9 EZ |
1514 | (setq math-working-step (1+ math-working-step) |
| 1515 | temp (math-ninteg-evaluate expr x mode) | |
| 1516 | math-working-step (1+ math-working-step) | |
| 1517 | sum (math-add sum (math-add temp (math-ninteg-evaluate | |
| 1518 | expr (math-add x del2) | |
| 1519 | mode))) | |
| 1520 | x (math-add x del3))) | |
| 03cc1aba JB |
1521 | (setq math-ninteg-temp (list it3 |
| 1522 | (math-add (math-div (nth 1 math-ninteg-temp) | |
| 1523 | '(float 3 0)) | |
| 1524 | (math-mul sum del))))) | |
| 1525 | (setq math-ninteg-temp (list 1 (math-mul | |
| 1526 | (math-sub hi lo) | |
| 1527 | (math-ninteg-evaluate | |
| 1528 | expr | |
| 1529 | (math-mul (math-add lo hi) '(float 5 -1)) | |
| 1530 | mode))))) | |
| 1531 | (nth 1 math-ninteg-temp)) | |
| 136211a9 EZ |
1532 | |
| 1533 | ||
| 1534 | ||
| 1535 | ||
| 1536 | ||
| 1537 | ;;; The following algorithms come from Numerical Recipes, chapter 14. | |
| 1538 | ||
| 3132f345 CW |
1539 | (defvar math-dummy-vars [(var DUMMY var-DUMMY)]) |
| 1540 | (defvar math-dummy-counter 0) | |
| 136211a9 EZ |
1541 | (defun math-dummy-variable () |
| 1542 | (if (= math-dummy-counter (length math-dummy-vars)) | |
| 1543 | (let ((symb (intern (format "math-dummy-%d" math-dummy-counter)))) | |
| 1544 | (setq math-dummy-vars (vconcat math-dummy-vars | |
| 1545 | (vector (list 'var symb symb)))))) | |
| 1546 | (set (nth 2 (aref math-dummy-vars math-dummy-counter)) nil) | |
| 1547 | (prog1 | |
| 1548 | (aref math-dummy-vars math-dummy-counter) | |
| bf77c646 | 1549 | (setq math-dummy-counter (1+ math-dummy-counter)))) |
| 136211a9 | 1550 | |
| 3132f345 CW |
1551 | (defvar math-in-fit 0) |
| 1552 | (defvar calc-fit-to-trail nil) | |
| 136211a9 EZ |
1553 | |
| 1554 | (defun calcFunc-fit (expr vars &optional coefs data) | |
| 1555 | (let ((math-in-fit 10)) | |
| 1556 | (math-with-extra-prec 2 | |
| bf77c646 | 1557 | (math-general-fit expr vars coefs data nil)))) |
| 136211a9 EZ |
1558 | |
| 1559 | (defun calcFunc-efit (expr vars &optional coefs data) | |
| 1560 | (let ((math-in-fit 10)) | |
| 1561 | (math-with-extra-prec 2 | |
| bf77c646 | 1562 | (math-general-fit expr vars coefs data 'sdev)))) |
| 136211a9 EZ |
1563 | |
| 1564 | (defun calcFunc-xfit (expr vars &optional coefs data) | |
| 1565 | (let ((math-in-fit 10)) | |
| 1566 | (math-with-extra-prec 2 | |
| bf77c646 | 1567 | (math-general-fit expr vars coefs data 'full)))) |
| 136211a9 | 1568 | |
| 03cc1aba JB |
1569 | ;; The variables math-fit-first-var, math-fit-first-coef and |
| 1570 | ;; math-fit-new-coefs are local to math-general-fit, but are used by | |
| 1571 | ;; calcFunc-fitvar, calcFunc-fitparam and calcFunc-fitdummy | |
| 1572 | ;; (respectively), which are used by math-general-fit. | |
| 1573 | (defvar math-fit-first-var) | |
| 1574 | (defvar math-fit-first-coef) | |
| 1575 | (defvar math-fit-new-coefs) | |
| 1576 | ||
| 136211a9 EZ |
1577 | (defun math-general-fit (expr vars coefs data mode) |
| 1578 | (let ((calc-simplify-mode nil) | |
| 1579 | (math-dummy-counter math-dummy-counter) | |
| 1580 | (math-in-fit 1) | |
| 1581 | (extended (eq mode 'full)) | |
| 03cc1aba JB |
1582 | (math-fit-first-coef math-dummy-counter) |
| 1583 | math-fit-first-var | |
| 136211a9 EZ |
1584 | (plain-expr expr) |
| 1585 | orig-expr | |
| 1586 | have-sdevs need-chisq chisq | |
| 1587 | (x-funcs nil) | |
| 1588 | (y-filter nil) | |
| 1589 | y-dummy | |
| 1590 | (coef-filters nil) | |
| 03cc1aba | 1591 | math-fit-new-coefs |
| 136211a9 EZ |
1592 | (xy-values nil) |
| 1593 | (weights nil) | |
| 1594 | (var-YVAL nil) (var-YVALX nil) | |
| 1595 | covar beta | |
| 1596 | n nn m mm v dummy p) | |
| 1597 | ||
| 1598 | ;; Validate and parse arguments. | |
| 1599 | (or data | |
| 1600 | (if coefs | |
| 1601 | (setq data coefs | |
| 1602 | coefs nil) | |
| 1603 | (if (math-vectorp expr) | |
| 1604 | (if (memq (length expr) '(3 4)) | |
| 1605 | (setq data vars | |
| 1606 | vars (nth 2 expr) | |
| 1607 | coefs (nth 3 expr) | |
| 1608 | expr (nth 1 expr)) | |
| 1609 | (math-dimension-error)) | |
| 1610 | (setq data vars | |
| 1611 | vars nil | |
| 1612 | coefs nil)))) | |
| 1613 | (or (math-matrixp data) (math-reject-arg data 'matrixp)) | |
| 1614 | (setq v (1- (length data)) | |
| 1615 | n (1- (length (nth 1 data)))) | |
| 1616 | (or (math-vectorp vars) (null vars) | |
| 1617 | (setq vars (list 'vec vars))) | |
| 1618 | (or (math-vectorp coefs) (null coefs) | |
| 1619 | (setq coefs (list 'vec coefs))) | |
| 1620 | (or coefs | |
| 1621 | (setq coefs (cons 'vec (math-all-vars-but expr vars)))) | |
| 1622 | (or vars | |
| 1623 | (if (<= (1- (length coefs)) v) | |
| 1624 | (math-reject-arg coefs "*Not enough variables in model") | |
| 1625 | (setq coefs (copy-sequence coefs)) | |
| 1626 | (let ((p (nthcdr (- (length coefs) v | |
| 1627 | (if (eq (car-safe expr) 'calcFunc-eq) 1 0)) | |
| 1628 | coefs))) | |
| 1629 | (setq vars (cons 'vec (cdr p))) | |
| 1630 | (setcdr p nil)))) | |
| 1631 | (or (= (1- (length vars)) v) | |
| 1632 | (= (length vars) v) | |
| 1633 | (math-reject-arg vars "*Number of variables does not match data")) | |
| 1634 | (setq m (1- (length coefs))) | |
| 1635 | (if (< m 1) | |
| 1636 | (math-reject-arg coefs "*Need at least one parameter")) | |
| 1637 | ||
| 1638 | ;; Rewrite expr in terms of fitparam and fitvar, make into an equation. | |
| 1639 | (setq p coefs) | |
| 1640 | (while (setq p (cdr p)) | |
| 1641 | (or (eq (car-safe (car p)) 'var) | |
| 1642 | (math-reject-arg (car p) "*Expected a variable")) | |
| 1643 | (setq dummy (math-dummy-variable) | |
| 1644 | expr (math-expr-subst expr (car p) | |
| 1645 | (list 'calcFunc-fitparam | |
| 03cc1aba JB |
1646 | (- math-dummy-counter math-fit-first-coef))))) |
| 1647 | (setq math-fit-first-var math-dummy-counter | |
| 136211a9 EZ |
1648 | p vars) |
| 1649 | (while (setq p (cdr p)) | |
| 1650 | (or (eq (car-safe (car p)) 'var) | |
| 1651 | (math-reject-arg (car p) "*Expected a variable")) | |
| 1652 | (setq dummy (math-dummy-variable) | |
| 1653 | expr (math-expr-subst expr (car p) | |
| 1654 | (list 'calcFunc-fitvar | |
| 03cc1aba JB |
1655 | (- math-dummy-counter math-fit-first-var))))) |
| 1656 | (if (< math-dummy-counter (+ math-fit-first-var v)) | |
| 136211a9 EZ |
1657 | (setq dummy (math-dummy-variable))) ; dependent variable may be unnamed |
| 1658 | (setq y-dummy dummy | |
| 1659 | orig-expr expr) | |
| 1660 | (or (eq (car-safe expr) 'calcFunc-eq) | |
| 1661 | (setq expr (list 'calcFunc-eq (list 'calcFunc-fitvar v) expr))) | |
| 1662 | ||
| 1663 | (let ((calc-symbolic-mode nil)) | |
| 1664 | ||
| 1665 | ;; Apply rewrites to put expr into a linear-like form. | |
| 1666 | (setq expr (math-evaluate-expr expr) | |
| 1667 | expr (math-rewrite (list 'calcFunc-fitmodel expr) | |
| 1668 | '(var FitRules var-FitRules)) | |
| 1669 | math-in-fit 2 | |
| 1670 | expr (math-evaluate-expr expr)) | |
| 1671 | (or (and (eq (car-safe expr) 'calcFunc-fitsystem) | |
| 1672 | (= (length expr) 4) | |
| 1673 | (math-vectorp (nth 2 expr)) | |
| 1674 | (math-vectorp (nth 3 expr)) | |
| 1675 | (> (length (nth 2 expr)) 1) | |
| 1676 | (= (length (nth 3 expr)) (1+ m))) | |
| 1677 | (math-reject-arg plain-expr "*Model expression is too complex")) | |
| 1678 | (setq y-filter (nth 1 expr) | |
| 1679 | x-funcs (vconcat (cdr (nth 2 expr))) | |
| 1680 | coef-filters (nth 3 expr) | |
| 1681 | mm (length x-funcs)) | |
| 1682 | (if (equal y-filter y-dummy) | |
| 1683 | (setq y-filter nil)) | |
| 1684 | ||
| 1685 | ;; Build the (square) system of linear equations to be solved. | |
| 1686 | (setq beta (cons 'vec (make-list mm 0)) | |
| 1687 | covar (cons 'vec (mapcar 'copy-sequence (make-list mm beta)))) | |
| 1688 | (let* ((ptrs (vconcat (cdr data))) | |
| 1689 | (isigsq 1) | |
| 1690 | (xvals (make-vector mm 0)) | |
| 1691 | (i 0) | |
| 1692 | j k xval yval sigmasqr wt covj covjk covk betaj lud) | |
| 1693 | (while (<= (setq i (1+ i)) n) | |
| 1694 | ||
| 1695 | ;; Assign various independent variables for this data point. | |
| 1696 | (setq j 0 | |
| 1697 | sigmasqr nil) | |
| 1698 | (while (< j v) | |
| 1699 | (aset ptrs j (cdr (aref ptrs j))) | |
| 1700 | (setq xval (car (aref ptrs j))) | |
| 1701 | (if (= j (1- v)) | |
| 1702 | (if sigmasqr | |
| 1703 | (progn | |
| 1704 | (if (eq (car-safe xval) 'sdev) | |
| 1705 | (setq sigmasqr (math-add (math-sqr (nth 2 xval)) | |
| 1706 | sigmasqr) | |
| 1707 | xval (nth 1 xval))) | |
| 1708 | (if y-filter | |
| 1709 | (setq xval (math-make-sdev xval | |
| 1710 | (math-sqrt sigmasqr)))))) | |
| 1711 | (if (eq (car-safe xval) 'sdev) | |
| 1712 | (setq sigmasqr (math-add (math-sqr (nth 2 xval)) | |
| 1713 | (or sigmasqr 0)) | |
| 1714 | xval (nth 1 xval)))) | |
| 03cc1aba | 1715 | (set (nth 2 (aref math-dummy-vars (+ math-fit-first-var j))) xval) |
| 136211a9 EZ |
1716 | (setq j (1+ j))) |
| 1717 | ||
| 1718 | ;; Compute Y value for this data point. | |
| 1719 | (if y-filter | |
| 1720 | (setq yval (math-evaluate-expr y-filter)) | |
| 1721 | (setq yval (symbol-value (nth 2 y-dummy)))) | |
| 1722 | (if (eq (car-safe yval) 'sdev) | |
| 1723 | (setq sigmasqr (math-sqr (nth 2 yval)) | |
| 1724 | yval (nth 1 yval))) | |
| 1725 | (if (= i 1) | |
| 1726 | (setq have-sdevs sigmasqr | |
| 1727 | need-chisq (or extended | |
| 1728 | (and (eq mode 'sdev) (not have-sdevs))))) | |
| 1729 | (if have-sdevs | |
| 1730 | (if sigmasqr | |
| 1731 | (progn | |
| 1732 | (setq isigsq (math-div 1 sigmasqr)) | |
| 1733 | (if need-chisq | |
| 1734 | (setq weights (cons isigsq weights)))) | |
| 1735 | (math-reject-arg yval "*Mixed error forms and plain numbers")) | |
| 1736 | (if sigmasqr | |
| 1737 | (math-reject-arg yval "*Mixed error forms and plain numbers"))) | |
| 1738 | ||
| 1739 | ;; Compute X values for this data point and update covar and beta. | |
| 1740 | (if (eq (car-safe xval) 'sdev) | |
| 1741 | (set (nth 2 y-dummy) (nth 1 xval))) | |
| 1742 | (setq j 0 | |
| 1743 | covj covar | |
| 1744 | betaj beta) | |
| 1745 | (while (< j mm) | |
| 1746 | (setq wt (math-evaluate-expr (aref x-funcs j))) | |
| 1747 | (aset xvals j wt) | |
| 1748 | (setq wt (math-mul wt isigsq) | |
| 1749 | betaj (cdr betaj) | |
| 1750 | covjk (car (setq covj (cdr covj))) | |
| 1751 | k 0) | |
| 1752 | (while (<= k j) | |
| 1753 | (setq covjk (cdr covjk)) | |
| 1754 | (setcar covjk (math-add (car covjk) | |
| 1755 | (math-mul wt (aref xvals k)))) | |
| 1756 | (setq k (1+ k))) | |
| 1757 | (setcar betaj (math-add (car betaj) (math-mul wt yval))) | |
| 1758 | (setq j (1+ j))) | |
| 1759 | (if need-chisq | |
| 1760 | (setq xy-values (cons (append xvals (list yval)) xy-values)))) | |
| 1761 | ||
| 1762 | ;; Fill in symmetric half of covar matrix. | |
| 1763 | (setq j 0 | |
| 1764 | covj covar) | |
| 1765 | (while (< j (1- mm)) | |
| 1766 | (setq k j | |
| 1767 | j (1+ j) | |
| 1768 | covjk (nthcdr j (car (setq covj (cdr covj)))) | |
| 1769 | covk (nthcdr j covar)) | |
| 1770 | (while (< (setq k (1+ k)) mm) | |
| 1771 | (setq covjk (cdr covjk) | |
| 1772 | covk (cdr covk)) | |
| 1773 | (setcar covjk (nth j (car covk)))))) | |
| 1774 | ||
| 1775 | ;; Solve the linear system. | |
| 1776 | (if mode | |
| 1777 | (progn | |
| 1778 | (setq covar (math-matrix-inv-raw covar)) | |
| 1779 | (if covar | |
| 1780 | (setq beta (math-mul covar beta)) | |
| 1781 | (if (math-zerop (math-abs beta)) | |
| 1782 | (setq covar (calcFunc-diag 0 (1- (length beta)))) | |
| 1783 | (math-reject-arg orig-expr "*Singular matrix"))) | |
| 1784 | (or (math-vectorp covar) | |
| 1785 | (setq covar (list 'vec (list 'vec covar))))) | |
| 1786 | (setq beta (math-div beta covar))) | |
| 1787 | ||
| 1788 | ;; Compute chi-square statistic if necessary. | |
| 1789 | (if need-chisq | |
| 1790 | (let (bp xp sum) | |
| 1791 | (setq chisq 0) | |
| 1792 | (while xy-values | |
| 1793 | (setq bp beta | |
| 1794 | xp (car xy-values) | |
| 1795 | sum 0) | |
| 1796 | (while (setq bp (cdr bp)) | |
| 1797 | (setq sum (math-add sum (math-mul (car bp) (car xp))) | |
| 1798 | xp (cdr xp))) | |
| 1799 | (setq sum (math-sqr (math-sub (car xp) sum))) | |
| 1800 | (if weights (setq sum (math-mul sum (car weights)))) | |
| 1801 | (setq chisq (math-add chisq sum) | |
| 1802 | weights (cdr weights) | |
| 1803 | xy-values (cdr xy-values))))) | |
| 1804 | ||
| 1805 | ;; Convert coefficients back into original terms. | |
| 03cc1aba JB |
1806 | (setq math-fit-new-coefs (copy-sequence beta)) |
| 1807 | (let* ((bp math-fit-new-coefs) | |
| 136211a9 EZ |
1808 | (cp covar) |
| 1809 | (sigdat 1) | |
| 1810 | (math-in-fit 3) | |
| 1811 | (j 0)) | |
| 1812 | (and mode (not have-sdevs) | |
| 1813 | (setq sigdat (if (<= n mm) | |
| 1814 | 0 | |
| 1815 | (math-div chisq (- n mm))))) | |
| 1816 | (if mode | |
| 1817 | (while (setq bp (cdr bp)) | |
| 1818 | (setcar bp (math-make-sdev | |
| 1819 | (car bp) | |
| 1820 | (math-sqrt (math-mul (nth (setq j (1+ j)) | |
| 1821 | (car (setq cp (cdr cp)))) | |
| 1822 | sigdat)))))) | |
| 03cc1aba | 1823 | (setq math-fit-new-coefs (math-evaluate-expr coef-filters)) |
| 136211a9 | 1824 | (if calc-fit-to-trail |
| 03cc1aba | 1825 | (let ((bp math-fit-new-coefs) |
| 136211a9 EZ |
1826 | (cp coefs) |
| 1827 | (vec nil)) | |
| 1828 | (while (setq bp (cdr bp) cp (cdr cp)) | |
| 1829 | (setq vec (cons (list 'calcFunc-eq (car cp) (car bp)) vec))) | |
| 1830 | (setq calc-fit-to-trail (cons 'vec (nreverse vec))))))) | |
| 1831 | ||
| 1832 | ;; Substitute best-fit coefficients back into original formula. | |
| 1833 | (setq expr (math-multi-subst | |
| 1834 | orig-expr | |
| 1835 | (let ((n v) | |
| 1836 | (vec nil)) | |
| 1837 | (while (>= n 1) | |
| 1838 | (setq vec (cons (list 'calcFunc-fitvar n) vec) | |
| 1839 | n (1- n))) | |
| 1840 | (setq n m) | |
| 1841 | (while (>= n 1) | |
| 1842 | (setq vec (cons (list 'calcFunc-fitparam n) vec) | |
| 1843 | n (1- n))) | |
| 1844 | vec) | |
| 03cc1aba | 1845 | (append (cdr math-fit-new-coefs) (cdr vars)))) |
| 136211a9 EZ |
1846 | |
| 1847 | ;; Package the result. | |
| 1848 | (math-normalize | |
| 1849 | (if extended | |
| 1850 | (list 'vec expr beta covar | |
| 1851 | (let ((p coef-filters) | |
| 1852 | (n 0)) | |
| 1853 | (while (and (setq n (1+ n) p (cdr p)) | |
| 1854 | (eq (car-safe (car p)) 'calcFunc-fitdummy) | |
| 1855 | (eq (nth 1 (car p)) n))) | |
| 1856 | (if p | |
| 1857 | coef-filters | |
| 1858 | (list 'vec))) | |
| 1859 | chisq | |
| 1860 | (if (and have-sdevs (> n mm)) | |
| 1861 | (list 'calcFunc-utpc chisq (- n mm)) | |
| 1862 | '(var nan var-nan))) | |
| bf77c646 | 1863 | expr)))) |
| 136211a9 | 1864 | |
| 136211a9 EZ |
1865 | |
| 1866 | (defun calcFunc-fitvar (x) | |
| 1867 | (if (>= math-in-fit 2) | |
| 1868 | (progn | |
| 03cc1aba | 1869 | (setq x (aref math-dummy-vars (+ math-fit-first-var x -1))) |
| 136211a9 | 1870 | (or (calc-var-value (nth 2 x)) x)) |
| bf77c646 | 1871 | (math-reject-arg x))) |
| 136211a9 EZ |
1872 | |
| 1873 | (defun calcFunc-fitparam (x) | |
| 1874 | (if (>= math-in-fit 2) | |
| 1875 | (progn | |
| 03cc1aba | 1876 | (setq x (aref math-dummy-vars (+ math-fit-first-coef x -1))) |
| 136211a9 | 1877 | (or (calc-var-value (nth 2 x)) x)) |
| bf77c646 | 1878 | (math-reject-arg x))) |
| 136211a9 EZ |
1879 | |
| 1880 | (defun calcFunc-fitdummy (x) | |
| 1881 | (if (= math-in-fit 3) | |
| 03cc1aba | 1882 | (nth x math-fit-new-coefs) |
| bf77c646 | 1883 | (math-reject-arg x))) |
| 136211a9 EZ |
1884 | |
| 1885 | (defun calcFunc-hasfitvars (expr) | |
| 1886 | (if (Math-primp expr) | |
| 1887 | 0 | |
| 1888 | (if (eq (car expr) 'calcFunc-fitvar) | |
| 1889 | (nth 1 expr) | |
| bf77c646 | 1890 | (apply 'max (mapcar 'calcFunc-hasfitvars (cdr expr)))))) |
| 136211a9 EZ |
1891 | |
| 1892 | (defun calcFunc-hasfitparams (expr) | |
| 1893 | (if (Math-primp expr) | |
| 1894 | 0 | |
| 1895 | (if (eq (car expr) 'calcFunc-fitparam) | |
| 1896 | (nth 1 expr) | |
| bf77c646 | 1897 | (apply 'max (mapcar 'calcFunc-hasfitparams (cdr expr)))))) |
| 136211a9 EZ |
1898 | |
| 1899 | ||
| 1900 | (defun math-all-vars-but (expr but) | |
| 1901 | (let* ((vars (math-all-vars-in expr)) | |
| 1902 | (p but)) | |
| 1903 | (while p | |
| 1904 | (setq vars (delq (assoc (car-safe p) vars) vars) | |
| 1905 | p (cdr p))) | |
| 1906 | (sort (mapcar 'car vars) | |
| bf77c646 | 1907 | (function (lambda (x y) (string< (nth 1 x) (nth 1 y))))))) |
| 136211a9 | 1908 | |
| 03cc1aba JB |
1909 | ;; The variables math-all-vars-vars (the vars for math-all-vars) and |
| 1910 | ;; math-all-vars-found are local to math-all-vars-in, but are used by | |
| 1911 | ;; math-all-vars-rec which is called by math-all-vars-in. | |
| 1912 | (defvar math-all-vars-vars) | |
| 1913 | (defvar math-all-vars-found) | |
| 1914 | ||
| 136211a9 | 1915 | (defun math-all-vars-in (expr) |
| 03cc1aba JB |
1916 | (let ((math-all-vars-vars nil) |
| 1917 | math-all-vars-found) | |
| 136211a9 | 1918 | (math-all-vars-rec expr) |
| 03cc1aba | 1919 | math-all-vars-vars)) |
| 136211a9 EZ |
1920 | |
| 1921 | (defun math-all-vars-rec (expr) | |
| 1922 | (if (Math-primp expr) | |
| 1923 | (if (eq (car-safe expr) 'var) | |
| 1924 | (or (math-const-var expr) | |
| 03cc1aba JB |
1925 | (if (setq math-all-vars-found (assoc expr math-all-vars-vars)) |
| 1926 | (setcdr math-all-vars-found (1+ (cdr math-all-vars-found))) | |
| 1927 | (setq math-all-vars-vars (cons (cons expr 1) math-all-vars-vars))))) | |
| 136211a9 | 1928 | (while (setq expr (cdr expr)) |
| bf77c646 | 1929 | (math-all-vars-rec (car expr))))) |
| 136211a9 | 1930 | |
| c728e633 JB |
1931 | (provide 'calcalg3) |
| 1932 | ||
| cbee283d | 1933 | ;; arch-tag: ff9f2920-8111-48b5-b3fa-b0682c3e44a6 |
| bf77c646 | 1934 | ;;; calcalg3.el ends here |