(calc-gnuplot-default-device, calc-gnuplot-default-output)
[bpt/emacs.git] / lisp / calc / calcalg3.el
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1;;; calcalg3.el --- more algebraic functions for Calc
2
bf77c646 3;; Copyright (C) 1990, 1991, 1992, 1993, 2001 Free Software Foundation, Inc.
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4
5;; Author: David Gillespie <daveg@synaptics.com>
03cc1aba 6;; Maintainer: Jay Belanger <belanger@truman.edu>
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7
8;; This file is part of GNU Emacs.
9
10;; GNU Emacs is distributed in the hope that it will be useful,
11;; but WITHOUT ANY WARRANTY. No author or distributor
12;; accepts responsibility to anyone for the consequences of using it
13;; or for whether it serves any particular purpose or works at all,
14;; unless he says so in writing. Refer to the GNU Emacs General Public
15;; License for full details.
16
17;; Everyone is granted permission to copy, modify and redistribute
18;; GNU Emacs, but only under the conditions described in the
19;; GNU Emacs General Public License. A copy of this license is
20;; supposed to have been given to you along with GNU Emacs so you
21;; can know your rights and responsibilities. It should be in a
22;; file named COPYING. Among other things, the copyright notice
23;; and this notice must be preserved on all copies.
24
3132f345 25;;; Commentary:
136211a9 26
3132f345 27;;; Code:
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28
29;; This file is autoloaded from calc-ext.el.
30(require 'calc-ext)
31
32(require 'calc-macs)
33
34(defun calc-Need-calc-alg-3 () nil)
35
36
37(defun calc-find-root (var)
38 (interactive "sVariable(s) to solve for: ")
39 (calc-slow-wrapper
40 (let ((func (if (calc-is-hyperbolic) 'calcFunc-wroot 'calcFunc-root)))
41 (if (or (equal var "") (equal var "$"))
42 (calc-enter-result 2 "root" (list func
43 (calc-top-n 3)
44 (calc-top-n 1)
45 (calc-top-n 2)))
46 (let ((var (if (and (string-match ",\\|[^ ] +[^ ]" var)
47 (not (string-match "\\[" var)))
48 (math-read-expr (concat "[" var "]"))
49 (math-read-expr var))))
50 (if (eq (car-safe var) 'error)
51 (error "Bad format in expression: %s" (nth 1 var)))
52 (calc-enter-result 1 "root" (list func
53 (calc-top-n 2)
54 var
bf77c646 55 (calc-top-n 1))))))))
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56
57(defun calc-find-minimum (var)
58 (interactive "sVariable(s) to minimize over: ")
59 (calc-slow-wrapper
60 (let ((func (if (calc-is-inverse)
61 (if (calc-is-hyperbolic)
62 'calcFunc-wmaximize 'calcFunc-maximize)
63 (if (calc-is-hyperbolic)
64 'calcFunc-wminimize 'calcFunc-minimize)))
65 (tag (if (calc-is-inverse) "max" "min")))
66 (if (or (equal var "") (equal var "$"))
67 (calc-enter-result 2 tag (list func
68 (calc-top-n 3)
69 (calc-top-n 1)
70 (calc-top-n 2)))
71 (let ((var (if (and (string-match ",\\|[^ ] +[^ ]" var)
72 (not (string-match "\\[" var)))
73 (math-read-expr (concat "[" var "]"))
74 (math-read-expr var))))
75 (if (eq (car-safe var) 'error)
76 (error "Bad format in expression: %s" (nth 1 var)))
77 (calc-enter-result 1 tag (list func
78 (calc-top-n 2)
79 var
bf77c646 80 (calc-top-n 1))))))))
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81
82(defun calc-find-maximum (var)
83 (interactive "sVariable to maximize over: ")
84 (calc-invert-func)
bf77c646 85 (calc-find-minimum var))
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86
87
88(defun calc-poly-interp (arg)
89 (interactive "P")
90 (calc-slow-wrapper
91 (let ((data (calc-top 2)))
92 (if (or (consp arg) (eq arg 0) (eq arg 2))
93 (setq data (cons 'vec (calc-top-list 2 2)))
94 (or (null arg)
95 (error "Bad prefix argument")))
96 (if (calc-is-hyperbolic)
97 (calc-enter-result 1 "rati" (list 'calcFunc-ratint data (calc-top 1)))
98 (calc-enter-result 1 "poli" (list 'calcFunc-polint data
bf77c646 99 (calc-top 1)))))))
136211a9 100
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101;; The variables calc-curve-nvars, calc-curve-varnames, calc-curve-model and calc-curve-coefnames are local to calc-curve-fit, but are
102;; used by calc-get-fit-variables which is called by calc-curve-fit.
103(defvar calc-curve-nvars)
104(defvar calc-curve-varnames)
105(defvar calc-curve-model)
106(defvar calc-curve-coefnames)
136211a9 107
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108(defun calc-curve-fit (arg &optional calc-curve-model
109 calc-curve-coefnames calc-curve-varnames)
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110 (interactive "P")
111 (calc-slow-wrapper
112 (setq calc-aborted-prefix nil)
113 (let ((func (if (calc-is-inverse) 'calcFunc-xfit
114 (if (calc-is-hyperbolic) 'calcFunc-efit
115 'calcFunc-fit)))
116 key (which 0)
03cc1aba 117 n calc-curve-nvars temp data
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118 (homog nil)
119 (msgs '( "(Press ? for help)"
120 "1 = linear or multilinear"
121 "2-9 = polynomial fits; i = interpolating polynomial"
122 "p = a x^b, ^ = a b^x"
123 "e = a exp(b x), x = exp(a + b x), l = a + b ln(x)"
124 "E = a 10^(b x), X = 10^(a + b x), L = a + b log10(x)"
125 "q = a + b (x-c)^2"
126 "g = (a/b sqrt(2 pi)) exp(-0.5*((x-c)/b)^2)"
127 "h prefix = homogeneous model (no constant term)"
128 "' = alg entry, $ = stack, u = Model1, U = Model2")))
03cc1aba 129 (while (not calc-curve-model)
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130 (message "Fit to model: %s:%s"
131 (nth which msgs)
132 (if homog " h" ""))
133 (setq key (read-char))
134 (cond ((= key ?\C-g)
135 (keyboard-quit))
136 ((= key ??)
137 (setq which (% (1+ which) (length msgs))))
138 ((memq key '(?h ?H))
139 (setq homog (not homog)))
140 ((progn
141 (if (eq key ?\$)
142 (setq n 1)
143 (setq n 0))
144 (cond ((null arg)
145 (setq n (1+ n)
146 data (calc-top n)))
147 ((or (consp arg) (eq arg 0))
148 (setq n (+ n 2)
149 data (calc-top n)
150 data (if (math-matrixp data)
151 (append data (list (calc-top (1- n))))
152 (list 'vec data (calc-top (1- n))))))
153 ((> (setq arg (prefix-numeric-value arg)) 0)
154 (setq data (cons 'vec (calc-top-list arg (1+ n)))
155 n (+ n arg)))
156 (t (error "Bad prefix argument")))
157 (or (math-matrixp data) (not (cdr (cdr data)))
158 (error "Data matrix is not a matrix!"))
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159 (setq calc-curve-nvars (- (length data) 2)
160 calc-curve-coefnames nil
161 calc-curve-varnames nil)
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162 nil))
163 ((= key ?1) ; linear or multilinear
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164 (calc-get-fit-variables calc-curve-nvars
165 (1+ calc-curve-nvars) (and homog 0))
166 (setq calc-curve-model (math-mul calc-curve-coefnames
167 (cons 'vec (cons 1 (cdr calc-curve-varnames))))))
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168 ((and (>= key ?2) (<= key ?9)) ; polynomial
169 (calc-get-fit-variables 1 (- key ?0 -1) (and homog 0))
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170 (setq calc-curve-model
171 (math-build-polynomial-expr (cdr calc-curve-coefnames)
172 (nth 1 calc-curve-varnames))))
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173 ((= key ?i) ; exact polynomial
174 (calc-get-fit-variables 1 (1- (length (nth 1 data)))
175 (and homog 0))
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176 (setq calc-curve-model
177 (math-build-polynomial-expr (cdr calc-curve-coefnames)
178 (nth 1 calc-curve-varnames))))
136211a9 179 ((= key ?p) ; power law
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180 (calc-get-fit-variables calc-curve-nvars
181 (1+ calc-curve-nvars) (and homog 1))
182 (setq calc-curve-model (math-mul (nth 1 calc-curve-coefnames)
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183 (calcFunc-reduce
184 '(var mul var-mul)
185 (calcFunc-map
186 '(var pow var-pow)
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187 calc-curve-varnames
188 (cons 'vec (cdr (cdr calc-curve-coefnames))))))))
136211a9 189 ((= key ?^) ; exponential law
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190 (calc-get-fit-variables calc-curve-nvars
191 (1+ calc-curve-nvars) (and homog 1))
192 (setq calc-curve-model (math-mul (nth 1 calc-curve-coefnames)
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193 (calcFunc-reduce
194 '(var mul var-mul)
195 (calcFunc-map
196 '(var pow var-pow)
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197 (cons 'vec (cdr (cdr calc-curve-coefnames)))
198 calc-curve-varnames)))))
136211a9 199 ((memq key '(?e ?E))
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200 (calc-get-fit-variables calc-curve-nvars
201 (1+ calc-curve-nvars) (and homog 1))
202 (setq calc-curve-model (math-mul (nth 1 calc-curve-coefnames)
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203 (calcFunc-reduce
204 '(var mul var-mul)
205 (calcFunc-map
206 (if (eq key ?e)
207 '(var exp var-exp)
208 '(calcFunc-lambda
209 (var a var-a)
210 (^ 10 (var a var-a))))
211 (calcFunc-map
212 '(var mul var-mul)
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213 (cons 'vec (cdr (cdr calc-curve-coefnames)))
214 calc-curve-varnames))))))
136211a9 215 ((memq key '(?x ?X))
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216 (calc-get-fit-variables calc-curve-nvars
217 (1+ calc-curve-nvars) (and homog 0))
218 (setq calc-curve-model (math-mul calc-curve-coefnames
219 (cons 'vec (cons 1 (cdr calc-curve-varnames)))))
220 (setq calc-curve-model (if (eq key ?x)
221 (list 'calcFunc-exp calc-curve-model)
222 (list '^ 10 calc-curve-model))))
136211a9 223 ((memq key '(?l ?L))
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224 (calc-get-fit-variables calc-curve-nvars
225 (1+ calc-curve-nvars) (and homog 0))
226 (setq calc-curve-model (math-mul calc-curve-coefnames
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227 (cons 'vec
228 (cons 1 (cdr (calcFunc-map
229 (if (eq key ?l)
230 '(var ln var-ln)
231 '(var log10
232 var-log10))
03cc1aba 233 calc-curve-varnames)))))))
136211a9 234 ((= key ?q)
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235 (calc-get-fit-variables calc-curve-nvars
236 (1+ (* 2 calc-curve-nvars)) (and homog 0))
237 (let ((c calc-curve-coefnames)
238 (v calc-curve-varnames))
239 (setq calc-curve-model (nth 1 c))
136211a9 240 (while (setq v (cdr v) c (cdr (cdr c)))
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241 (setq calc-curve-model (math-add
242 calc-curve-model
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243 (list '*
244 (car c)
245 (list '^
246 (list '- (car v) (nth 1 c))
247 2)))))))
248 ((= key ?g)
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249 (setq calc-curve-model
250 (math-read-expr "(AFit / BFit sqrt(2 pi)) exp(-0.5 * ((XFit - CFit) / BFit)^2)")
251 calc-curve-varnames '(vec (var XFit var-XFit))
252 calc-curve-coefnames '(vec (var AFit var-AFit)
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253 (var BFit var-BFit)
254 (var CFit var-CFit)))
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255 (calc-get-fit-variables 1 (1- (length calc-curve-coefnames))
256 (and homog 1)))
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257 ((memq key '(?\$ ?\' ?u ?U))
258 (let* ((defvars nil)
259 (record-entry nil))
260 (if (eq key ?\')
261 (let* ((calc-dollar-values calc-arg-values)
262 (calc-dollar-used 0)
263 (calc-hashes-used 0))
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264 (setq calc-curve-model (calc-do-alg-entry "" "Model formula: "))
265 (if (/= (length calc-curve-model) 1)
136211a9 266 (error "Bad format"))
03cc1aba 267 (setq calc-curve-model (car calc-curve-model)
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268 record-entry t)
269 (if (> calc-dollar-used 0)
03cc1aba 270 (setq calc-curve-coefnames
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271 (cons 'vec
272 (nthcdr (- (length calc-arg-values)
273 calc-dollar-used)
274 (reverse calc-arg-values))))
275 (if (> calc-hashes-used 0)
03cc1aba 276 (setq calc-curve-coefnames
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277 (cons 'vec (calc-invent-args
278 calc-hashes-used))))))
279 (progn
03cc1aba 280 (setq calc-curve-model (cond ((eq key ?u)
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281 (calc-var-value 'var-Model1))
282 ((eq key ?U)
283 (calc-var-value 'var-Model2))
284 (t (calc-top 1))))
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285 (or calc-curve-model (error "User model not yet defined"))
286 (if (math-vectorp calc-curve-model)
287 (if (and (memq (length calc-curve-model) '(3 4))
288 (not (math-objvecp (nth 1 calc-curve-model)))
289 (math-vectorp (nth 2 calc-curve-model))
290 (or (null (nth 3 calc-curve-model))
291 (math-vectorp (nth 3 calc-curve-model))))
292 (setq calc-curve-varnames (nth 2 calc-curve-model)
293 calc-curve-coefnames
294 (or (nth 3 calc-curve-model)
295 (cons 'vec
296 (math-all-vars-but
297 calc-curve-model calc-curve-varnames)))
298 calc-curve-model (nth 1 calc-curve-model))
136211a9 299 (error "Incorrect model specifier")))))
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300 (or calc-curve-varnames
301 (let ((with-y (eq (car-safe calc-curve-model) 'calcFunc-eq)))
302 (if calc-curve-coefnames
303 (calc-get-fit-variables
304 (if with-y (1+ calc-curve-nvars) calc-curve-nvars)
305 (1- (length calc-curve-coefnames))
306 (math-all-vars-but
307 calc-curve-model calc-curve-coefnames)
308 nil with-y)
309 (let* ((coefs (math-all-vars-but calc-curve-model nil))
136211a9 310 (vars nil)
03cc1aba 311 (n (- (length coefs) calc-curve-nvars (if with-y 2 1)))
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312 p)
313 (if (< n 0)
314 (error "Not enough variables in model"))
315 (setq p (nthcdr n coefs))
316 (setq vars (cdr p))
317 (setcdr p nil)
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318 (calc-get-fit-variables
319 (if with-y (1+ calc-curve-nvars) calc-curve-nvars)
320 (length coefs)
321 vars coefs with-y)))))
136211a9 322 (if record-entry
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323 (calc-record (list 'vec calc-curve-model
324 calc-curve-varnames calc-curve-coefnames)
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325 "modl"))))
326 (t (beep))))
327 (let ((calc-fit-to-trail t))
328 (calc-enter-result n (substring (symbol-name func) 9)
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329 (list func calc-curve-model
330 (if (= (length calc-curve-varnames) 2)
331 (nth 1 calc-curve-varnames)
332 calc-curve-varnames)
333 (if (= (length calc-curve-coefnames) 2)
334 (nth 1 calc-curve-coefnames)
335 calc-curve-coefnames)
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336 data))
337 (if (consp calc-fit-to-trail)
bf77c646 338 (calc-record (calc-normalize calc-fit-to-trail) "parm"))))))
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339
340(defun calc-invent-independent-variables (n &optional but)
bf77c646 341 (calc-invent-variables n but '(x y z t) "x"))
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342
343(defun calc-invent-parameter-variables (n &optional but)
bf77c646 344 (calc-invent-variables n but '(a b c d) "a"))
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345
346(defun calc-invent-variables (num but names base)
347 (let ((vars nil)
348 (n num) (nn 0)
349 var)
350 (while (and (> n 0) names)
351 (setq var (math-build-var-name (if (consp names)
352 (car names)
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353 (concat base (int-to-string
354 (setq nn (1+ nn)))))))
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355 (or (math-expr-contains (cons 'vec but) var)
356 (setq vars (cons var vars)
357 n (1- n)))
358 (or (symbolp names) (setq names (cdr names))))
359 (if (= n 0)
360 (nreverse vars)
bf77c646 361 (calc-invent-variables num but t base))))
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362
363(defun calc-get-fit-variables (nv nc &optional defv defc with-y homog)
03cc1aba 364 (or (= nv (if with-y (1+ calc-curve-nvars) calc-curve-nvars))
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365 (error "Wrong number of data vectors for this type of model"))
366 (if (integerp defv)
367 (setq homog defv
368 defv nil))
369 (if homog
370 (setq nc (1- nc)))
371 (or defv
372 (setq defv (calc-invent-independent-variables nv)))
373 (or defc
374 (setq defc (calc-invent-parameter-variables nc defv)))
375 (let ((vars (read-string (format "Fitting variables: (default %s; %s) "
376 (mapconcat 'symbol-name
377 (mapcar (function (lambda (v)
378 (nth 1 v)))
379 defv)
380 ",")
381 (mapconcat 'symbol-name
382 (mapcar (function (lambda (v)
383 (nth 1 v)))
384 defc)
385 ","))))
386 (coefs nil))
387 (setq vars (if (string-match "\\[" vars)
388 (math-read-expr vars)
389 (math-read-expr (concat "[" vars "]"))))
390 (if (eq (car-safe vars) 'error)
391 (error "Bad format in expression: %s" (nth 2 vars)))
392 (or (math-vectorp vars)
393 (error "Expected a variable or vector of variables"))
394 (if (equal vars '(vec))
395 (setq vars (cons 'vec defv)
396 coefs (cons 'vec defc))
397 (if (math-vectorp (nth 1 vars))
398 (if (and (= (length vars) 3)
399 (math-vectorp (nth 2 vars)))
400 (setq coefs (nth 2 vars)
401 vars (nth 1 vars))
402 (error
403 "Expected independent variables vector, then parameters vector"))
404 (setq coefs (cons 'vec defc))))
405 (or (= nv (1- (length vars)))
406 (and (not with-y) (= (1+ nv) (1- (length vars))))
407 (error "Expected %d independent variable%s" nv (if (= nv 1) "" "s")))
408 (or (= nc (1- (length coefs)))
409 (error "Expected %d parameter variable%s" nc (if (= nc 1) "" "s")))
410 (if homog
411 (setq coefs (cons 'vec (cons homog (cdr coefs)))))
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412 (if calc-curve-varnames
413 (setq calc-curve-model (math-multi-subst calc-curve-model (cdr calc-curve-varnames) (cdr vars))))
414 (if calc-curve-coefnames
415 (setq calc-curve-model (math-multi-subst calc-curve-model (cdr calc-curve-coefnames) (cdr coefs))))
416 (setq calc-curve-varnames vars
417 calc-curve-coefnames coefs)))
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418
419
420
421
422;;; The following algorithms are from Numerical Recipes chapter 9.
423
424;;; "rtnewt" with safety kludges
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425
426(defvar var-DUMMY)
427
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428(defun math-newton-root (expr deriv guess orig-guess limit)
429 (math-working "newton" guess)
430 (let* ((var-DUMMY guess)
431 next dval)
432 (setq next (math-evaluate-expr expr)
433 dval (math-evaluate-expr deriv))
434 (if (and (Math-numberp next)
435 (Math-numberp dval)
436 (not (Math-zerop dval)))
437 (progn
438 (setq next (math-sub guess (math-div next dval)))
439 (if (math-nearly-equal guess (setq next (math-float next)))
440 (progn
441 (setq var-DUMMY next)
442 (list 'vec next (math-evaluate-expr expr)))
443 (if (Math-lessp (math-abs-approx (math-sub next orig-guess))
444 limit)
445 (math-newton-root expr deriv next orig-guess limit)
446 (math-reject-arg next "*Newton's method failed to converge"))))
bf77c646 447 (math-reject-arg next "*Newton's method encountered a singularity"))))
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448
449;;; Inspired by "rtsafe"
450(defun math-newton-search-root (expr deriv guess vguess ostep oostep
451 low vlow high vhigh)
452 (let ((var-DUMMY guess)
453 (better t)
454 pos step next vnext)
455 (if guess
456 (math-working "newton" (list 'intv 0 low high))
457 (math-working "bisect" (list 'intv 0 low high))
458 (setq ostep (math-mul-float (math-sub-float high low)
459 '(float 5 -1))
460 guess (math-add-float low ostep)
461 var-DUMMY guess
462 vguess (math-evaluate-expr expr))
463 (or (Math-realp vguess)
464 (progn
465 (setq ostep (math-mul-float ostep '(float 6 -1))
466 guess (math-add-float low ostep)
467 var-DUMMY guess
468 vguess (math-evaluate-expr expr))
469 (or (math-realp vguess)
470 (progn
471 (setq ostep (math-mul-float ostep '(float 123456 -5))
472 guess (math-add-float low ostep)
473 var-DUMMY guess
474 vguess nil))))))
475 (or vguess
476 (setq vguess (math-evaluate-expr expr)))
477 (or (Math-realp vguess)
478 (math-reject-arg guess "*Newton's method encountered a singularity"))
479 (setq vguess (math-float vguess))
480 (if (eq (Math-negp vlow) (setq pos (Math-posp vguess)))
481 (setq high guess
482 vhigh vguess)
483 (if (eq (Math-negp vhigh) pos)
484 (setq low guess
485 vlow vguess)
486 (setq better nil)))
487 (if (or (Math-zerop vguess)
488 (math-nearly-equal low high))
489 (list 'vec guess vguess)
490 (setq step (math-evaluate-expr deriv))
491 (if (and (Math-realp step)
492 (not (Math-zerop step))
493 (setq step (math-div-float vguess (math-float step))
494 next (math-sub-float guess step))
495 (not (math-lessp-float high next))
496 (not (math-lessp-float next low)))
497 (progn
498 (setq var-DUMMY next
499 vnext (math-evaluate-expr expr))
500 (if (or (Math-zerop vnext)
501 (math-nearly-equal next guess))
502 (list 'vec next vnext)
503 (if (and better
504 (math-lessp-float (math-abs (or oostep
505 (math-sub-float
506 high low)))
507 (math-abs
508 (math-mul-float '(float 2 0)
509 step))))
510 (math-newton-search-root expr deriv nil nil nil ostep
511 low vlow high vhigh)
512 (math-newton-search-root expr deriv next vnext step ostep
513 low vlow high vhigh))))
514 (if (or (and (Math-posp vlow) (Math-posp vhigh))
515 (and (Math-negp vlow) (Math-negp vhigh)))
516 (math-search-root expr deriv low vlow high vhigh)
517 (math-newton-search-root expr deriv nil nil nil ostep
bf77c646 518 low vlow high vhigh))))))
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519
520;;; Search for a root in an interval with no overt zero crossing.
03cc1aba
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521
522;; The variable math-root-widen is local to math-find-root, but
523;; is used by math-search-root, which is called (directly and
524;; indirectly) by math-find-root.
525(defvar math-root-widen)
526
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527(defun math-search-root (expr deriv low vlow high vhigh)
528 (let (found)
03cc1aba 529 (if math-root-widen
136211a9 530 (let ((iters 0)
03cc1aba 531 (iterlim (if (eq math-root-widen 'point)
136211a9
EZ
532 (+ calc-internal-prec 10)
533 20))
03cc1aba 534 (factor (if (eq math-root-widen 'point)
136211a9
EZ
535 '(float 9 0)
536 '(float 16 -1)))
537 (prev nil) vprev waslow
538 diff)
539 (while (or (and (math-posp vlow) (math-posp vhigh))
540 (and (math-negp vlow) (math-negp vhigh)))
541 (math-working "widen" (list 'intv 0 low high))
542 (if (> (setq iters (1+ iters)) iterlim)
543 (math-reject-arg (list 'intv 0 low high)
544 "*Unable to bracket root"))
545 (if (= iters calc-internal-prec)
546 (setq factor '(float 16 -1)))
547 (setq diff (math-mul-float (math-sub-float high low) factor))
548 (if (Math-zerop diff)
549 (setq high (calcFunc-incr high 10))
550 (if (math-lessp-float (math-abs vlow) (math-abs vhigh))
551 (setq waslow t
552 prev low
553 low (math-sub low diff)
554 var-DUMMY low
555 vprev vlow
556 vlow (math-evaluate-expr expr))
557 (setq waslow nil
558 prev high
559 high (math-add high diff)
560 var-DUMMY high
561 vprev vhigh
562 vhigh (math-evaluate-expr expr)))))
563 (if prev
564 (if waslow
565 (setq high prev vhigh vprev)
566 (setq low prev vlow vprev)))
567 (setq found t))
568 (or (Math-realp vlow)
569 (math-reject-arg vlow 'realp))
570 (or (Math-realp vhigh)
571 (math-reject-arg vhigh 'realp))
572 (let ((xvals (list low high))
573 (yvals (list vlow vhigh))
574 (pos (Math-posp vlow))
575 (levels 0)
576 (step (math-sub-float high low))
577 xp yp var-DUMMY)
578 (while (and (<= (setq levels (1+ levels)) 5)
579 (not found))
580 (setq xp xvals
581 yp yvals
582 step (math-mul-float step '(float 497 -3)))
583 (while (and (cdr xp) (not found))
584 (if (Math-realp (car yp))
585 (setq low (car xp)
586 vlow (car yp)))
587 (setq high (math-add-float (car xp) step)
588 var-DUMMY high
589 vhigh (math-evaluate-expr expr))
590 (math-working "search" high)
591 (if (and (Math-realp vhigh)
592 (eq (math-negp vhigh) pos))
593 (setq found t)
594 (setcdr xp (cons high (cdr xp)))
595 (setcdr yp (cons vhigh (cdr yp)))
596 (setq xp (cdr (cdr xp))
597 yp (cdr (cdr yp))))))))
598 (if found
599 (if (Math-zerop vhigh)
600 (list 'vec high vhigh)
601 (if (Math-zerop vlow)
602 (list 'vec low vlow)
603 (if deriv
604 (math-newton-search-root expr deriv nil nil nil nil
605 low vlow high vhigh)
606 (math-bisect-root expr low vlow high vhigh))))
607 (math-reject-arg (list 'intv 3 low high)
bf77c646 608 "*Unable to find a sign change in this interval"))))
136211a9
EZ
609
610;;; "rtbis" (but we should be using Brent's method)
611(defun math-bisect-root (expr low vlow high vhigh)
612 (let ((step (math-sub-float high low))
613 (pos (Math-posp vhigh))
614 var-DUMMY
615 mid vmid)
616 (while (not (or (math-nearly-equal low
617 (setq step (math-mul-float
618 step '(float 5 -1))
619 mid (math-add-float low step)))
620 (progn
621 (setq var-DUMMY mid
622 vmid (math-evaluate-expr expr))
623 (Math-zerop vmid))))
624 (math-working "bisect" mid)
625 (if (eq (Math-posp vmid) pos)
626 (setq high mid
627 vhigh vmid)
628 (setq low mid
629 vlow vmid)))
bf77c646 630 (list 'vec mid vmid)))
136211a9
EZ
631
632;;; "mnewt"
03cc1aba
JB
633
634(defvar math-root-vars [(var DUMMY var-DUMMY)])
635
136211a9
EZ
636(defun math-newton-multi (expr jacob n guess orig-guess limit)
637 (let ((m -1)
638 (p guess)
639 p2 expr-val jacob-val next)
640 (while (< (setq p (cdr p) m (1+ m)) n)
641 (set (nth 2 (aref math-root-vars m)) (car p)))
642 (setq expr-val (math-evaluate-expr expr)
643 jacob-val (math-evaluate-expr jacob))
3132f345
CW
644 (unless (and (math-constp expr-val)
645 (math-constp jacob-val))
646 (math-reject-arg guess "*Newton's method encountered a singularity"))
136211a9
EZ
647 (setq next (math-add guess (math-div (math-float (math-neg expr-val))
648 (math-float jacob-val)))
649 p guess p2 next)
650 (math-working "newton" next)
651 (while (and (setq p (cdr p) p2 (cdr p2))
652 (math-nearly-equal (car p) (car p2))))
653 (if p
654 (if (Math-lessp (math-abs-approx (math-sub next orig-guess))
655 limit)
656 (math-newton-multi expr jacob n next orig-guess limit)
657 (math-reject-arg nil "*Newton's method failed to converge"))
bf77c646 658 (list 'vec next expr-val))))
136211a9 659
136211a9 660
03cc1aba 661(defun math-find-root (expr var guess math-root-widen)
136211a9
EZ
662 (if (eq (car-safe expr) 'vec)
663 (let ((n (1- (length expr)))
664 (calc-symbolic-mode nil)
665 (var-DUMMY nil)
666 (jacob (list 'vec))
667 p p2 m row)
3132f345
CW
668 (unless (eq (car-safe var) 'vec)
669 (math-reject-arg var 'vectorp))
670 (unless (= (length var) (1+ n))
671 (math-dimension-error))
136211a9
EZ
672 (setq expr (copy-sequence expr))
673 (while (>= n (length math-root-vars))
674 (let ((symb (intern (concat "math-root-v"
675 (int-to-string
676 (length math-root-vars))))))
677 (setq math-root-vars (vconcat math-root-vars
678 (vector (list 'var symb symb))))))
679 (setq m -1)
680 (while (< (setq m (1+ m)) n)
681 (set (nth 2 (aref math-root-vars m)) nil))
682 (setq m -1 p var)
683 (while (setq m (1+ m) p (cdr p))
684 (or (eq (car-safe (car p)) 'var)
685 (math-reject-arg var "*Expected a variable"))
686 (setq p2 expr)
687 (while (setq p2 (cdr p2))
688 (setcar p2 (math-expr-subst (car p2) (car p)
689 (aref math-root-vars m)))))
3132f345
CW
690 (unless (eq (car-safe guess) 'vec)
691 (math-reject-arg guess 'vectorp))
692 (unless (= (length guess) (1+ n))
693 (math-dimension-error))
136211a9
EZ
694 (setq guess (copy-sequence guess)
695 p guess)
696 (while (setq p (cdr p))
697 (or (Math-numberp (car guess))
698 (math-reject-arg guess 'numberp))
699 (setcar p (math-float (car p))))
700 (setq p expr)
701 (while (setq p (cdr p))
702 (if (assq (car-safe (car p)) calc-tweak-eqn-table)
703 (setcar p (math-sub (nth 1 (car p)) (nth 2 (car p)))))
704 (setcar p (math-evaluate-expr (car p)))
705 (setq row (list 'vec)
706 m -1)
707 (while (< (setq m (1+ m)) n)
708 (nconc row (list (math-evaluate-expr
709 (or (calcFunc-deriv (car p)
710 (aref math-root-vars m)
711 nil t)
712 (math-reject-arg
713 expr
714 "*Formulas must be differentiable"))))))
715 (nconc jacob (list row)))
716 (setq m (math-abs-approx guess))
717 (math-newton-multi expr jacob n guess guess
718 (if (math-zerop m) '(float 1 3) (math-mul m 10))))
3132f345
CW
719 (unless (eq (car-safe var) 'var)
720 (math-reject-arg var "*Expected a variable"))
721 (unless (math-expr-contains expr var)
722 (math-reject-arg expr "*Formula does not contain specified variable"))
136211a9
EZ
723 (if (assq (car expr) calc-tweak-eqn-table)
724 (setq expr (math-sub (nth 1 expr) (nth 2 expr))))
725 (math-with-extra-prec 2
726 (setq expr (math-expr-subst expr var '(var DUMMY var-DUMMY)))
727 (let* ((calc-symbolic-mode nil)
728 (var-DUMMY nil)
729 (expr (math-evaluate-expr expr))
730 (deriv (calcFunc-deriv expr '(var DUMMY var-DUMMY) nil t))
731 low high vlow vhigh)
732 (and deriv (setq deriv (math-evaluate-expr deriv)))
733 (setq guess (math-float guess))
734 (if (and (math-numberp guess)
735 deriv)
736 (math-newton-root expr deriv guess guess
737 (if (math-zerop guess) '(float 1 6)
738 (math-mul (math-abs-approx guess) 100)))
739 (if (Math-realp guess)
740 (setq low guess
741 high guess
742 var-DUMMY guess
743 vlow (math-evaluate-expr expr)
744 vhigh vlow
03cc1aba 745 math-root-widen 'point)
136211a9
EZ
746 (if (eq (car guess) 'intv)
747 (progn
748 (or (math-constp guess) (math-reject-arg guess 'constp))
749 (setq low (nth 2 guess)
750 high (nth 3 guess))
751 (if (memq (nth 1 guess) '(0 1))
752 (setq low (calcFunc-incr low 1 high)))
753 (if (memq (nth 1 guess) '(0 2))
754 (setq high (calcFunc-incr high -1 low)))
755 (setq var-DUMMY low
756 vlow (math-evaluate-expr expr)
757 var-DUMMY high
758 vhigh (math-evaluate-expr expr)))
759 (if (math-complexp guess)
760 (math-reject-arg "*Complex root finder must have derivative")
761 (math-reject-arg guess 'realp))))
762 (if (Math-zerop vlow)
763 (list 'vec low vlow)
764 (if (Math-zerop vhigh)
765 (list 'vec high vhigh)
766 (if (and deriv (Math-numberp vlow) (Math-numberp vhigh))
767 (math-newton-search-root expr deriv nil nil nil nil
768 low vlow high vhigh)
769 (if (or (and (Math-posp vlow) (Math-posp vhigh))
770 (and (Math-negp vlow) (Math-negp vhigh))
771 (not (Math-numberp vlow))
772 (not (Math-numberp vhigh)))
773 (math-search-root expr deriv low vlow high vhigh)
bf77c646 774 (math-bisect-root expr low vlow high vhigh))))))))))
136211a9
EZ
775
776(defun calcFunc-root (expr var guess)
bf77c646 777 (math-find-root expr var guess nil))
136211a9
EZ
778
779(defun calcFunc-wroot (expr var guess)
bf77c646 780 (math-find-root expr var guess t))
136211a9
EZ
781
782
783
784
785;;; The following algorithms come from Numerical Recipes, chapter 10.
786
03cc1aba
JB
787(defvar math-min-vars [(var DUMMY var-DUMMY)])
788
136211a9
EZ
789(defun math-min-eval (expr a)
790 (if (Math-vectorp a)
791 (let ((m -1))
792 (while (setq m (1+ m) a (cdr a))
793 (set (nth 2 (aref math-min-vars m)) (car a))))
794 (setq var-DUMMY a))
795 (setq a (math-evaluate-expr expr))
796 (if (Math-ratp a)
797 (math-float a)
798 (if (eq (car a) 'float)
799 a
bf77c646 800 (math-reject-arg a 'realp))))
136211a9 801
3132f345 802(defvar math-min-or-max "minimum")
136211a9
EZ
803
804;;; A bracket for a minimum is a < b < c where f(b) < f(a) and f(b) < f(c).
805
806;;; "mnbrak"
807(defun math-widen-min (expr a b)
808 (let ((done nil)
809 (iters 30)
810 incr c va vb vc u vu r q ulim bc ba qr)
811 (or b (setq b (math-mul a '(float 101 -2))))
812 (setq va (math-min-eval expr a)
813 vb (math-min-eval expr b))
814 (if (math-lessp-float va vb)
815 (setq u a a b b u
816 vu va va vb vb vu))
817 (setq c (math-add-float b (math-mul-float '(float 161803 -5)
818 (math-sub-float b a)))
819 vc (math-min-eval expr c))
820 (while (and (not done) (math-lessp-float vc vb))
821 (math-working "widen" (list 'intv 0 a c))
822 (if (= (setq iters (1- iters)) 0)
823 (math-reject-arg nil (format "*Unable to find a %s near the interval"
824 math-min-or-max)))
825 (setq bc (math-sub-float b c)
826 ba (math-sub-float b a)
827 r (math-mul-float ba (math-sub-float vb vc))
828 q (math-mul-float bc (math-sub-float vb va))
829 qr (math-sub-float q r))
830 (if (math-lessp-float (math-abs qr) '(float 1 -20))
831 (setq qr (if (math-negp qr) '(float -1 -20) '(float 1 -20))))
832 (setq u (math-sub-float
833 b
834 (math-div-float (math-sub-float (math-mul-float bc q)
835 (math-mul-float ba r))
836 (math-mul-float '(float 2 0) qr)))
837 ulim (math-add-float b (math-mul-float '(float -1 2) bc))
838 incr (math-negp bc))
839 (if (if incr (math-lessp-float b u) (math-lessp-float u b))
840 (if (if incr (math-lessp-float u c) (math-lessp-float c u))
841 (if (math-lessp-float (setq vu (math-min-eval expr u)) vc)
842 (setq a b va vb
843 b u vb vu
844 done t)
845 (if (math-lessp-float vb vu)
846 (setq c u vc vu
847 done t)
848 (setq u (math-add-float c (math-mul-float '(float -161803 -5)
849 bc))
850 vu (math-min-eval expr u))))
851 (if (if incr (math-lessp-float u ulim) (math-lessp-float ulim u))
852 (if (math-lessp-float (setq vu (math-min-eval expr u)) vc)
853 (setq b c vb vc
854 c u vc vu
855 u (math-add-float c (math-mul-float
856 '(float -161803 -5)
857 (math-sub-float b c)))
858 vu (math-min-eval expr u)))
859 (setq u ulim
860 vu (math-min-eval expr u))))
861 (setq u (math-add-float c (math-mul-float '(float -161803 -5)
862 bc))
863 vu (math-min-eval expr u)))
864 (setq a b va vb
865 b c vb vc
866 c u vc vu))
867 (if (math-lessp-float a c)
868 (list a va b vb c vc)
bf77c646 869 (list c vc b vb a va))))
136211a9
EZ
870
871(defun math-narrow-min (expr a c intv)
872 (let ((xvals (list a c))
873 (yvals (list (math-min-eval expr a)
874 (math-min-eval expr c)))
875 (levels 0)
876 (step (math-sub-float c a))
877 (found nil)
878 xp yp b)
879 (while (and (<= (setq levels (1+ levels)) 5)
880 (not found))
881 (setq xp xvals
882 yp yvals
883 step (math-mul-float step '(float 497 -3)))
884 (while (and (cdr xp) (not found))
885 (setq b (math-add-float (car xp) step))
886 (math-working "search" b)
887 (setcdr xp (cons b (cdr xp)))
888 (setcdr yp (cons (math-min-eval expr b) (cdr yp)))
889 (if (and (math-lessp-float (nth 1 yp) (car yp))
890 (math-lessp-float (nth 1 yp) (nth 2 yp)))
891 (setq found t)
892 (setq xp (cdr xp)
893 yp (cdr yp))
894 (if (and (cdr (cdr yp))
895 (math-lessp-float (nth 1 yp) (car yp))
896 (math-lessp-float (nth 1 yp) (nth 2 yp)))
897 (setq found t)
898 (setq xp (cdr xp)
899 yp (cdr yp))))))
900 (if found
901 (list (car xp) (car yp)
902 (nth 1 xp) (nth 1 yp)
903 (nth 2 xp) (nth 2 yp))
904 (or (if (math-lessp-float (car yvals) (nth 1 yvals))
905 (and (memq (nth 1 intv) '(2 3))
906 (let ((min (car yvals)))
907 (while (and (setq yvals (cdr yvals))
908 (math-lessp-float min (car yvals))))
909 (and (not yvals)
910 (list (nth 2 intv) min))))
911 (and (memq (nth 1 intv) '(1 3))
912 (setq yvals (nreverse yvals))
913 (let ((min (car yvals)))
914 (while (and (setq yvals (cdr yvals))
915 (math-lessp-float min (car yvals))))
916 (and (not yvals)
917 (list (nth 3 intv) min)))))
918 (math-reject-arg nil (format "*Unable to find a %s in the interval"
bf77c646 919 math-min-or-max))))))
136211a9
EZ
920
921;;; "brent"
922(defun math-brent-min (expr prec a va x vx b vb)
923 (let ((iters (+ 20 (* 5 prec)))
924 (w x)
925 (vw vx)
926 (v x)
927 (vv vx)
928 (tol (list 'float 1 (- -1 prec)))
929 (zeps (list 'float 1 (- -5 prec)))
930 (e '(float 0 0))
03cc1aba 931 d u vu xm tol1 tol2 etemp p q r xv xw)
136211a9
EZ
932 (while (progn
933 (setq xm (math-mul-float '(float 5 -1)
934 (math-add-float a b))
935 tol1 (math-add-float
936 zeps
937 (math-mul-float tol (math-abs x)))
938 tol2 (math-mul-float tol1 '(float 2 0)))
939 (math-lessp-float (math-sub-float tol2
940 (math-mul-float
941 '(float 5 -1)
942 (math-sub-float b a)))
943 (math-abs (math-sub-float x xm))))
944 (if (= (setq iters (1- iters)) 0)
945 (math-reject-arg nil (format "*Unable to converge on a %s"
946 math-min-or-max)))
947 (math-working "brent" x)
948 (if (math-lessp-float (math-abs e) tol1)
949 (setq e (if (math-lessp-float x xm)
950 (math-sub-float b x)
951 (math-sub-float a x))
952 d (math-mul-float '(float 381966 -6) e))
953 (setq xw (math-sub-float x w)
954 r (math-mul-float xw (math-sub-float vx vv))
955 xv (math-sub-float x v)
956 q (math-mul-float xv (math-sub-float vx vw))
957 p (math-sub-float (math-mul-float xv q)
958 (math-mul-float xw r))
959 q (math-mul-float '(float 2 0) (math-sub-float q r)))
960 (if (math-posp q)
961 (setq p (math-neg-float p))
962 (setq q (math-neg-float q)))
963 (setq etemp e
964 e d)
965 (if (and (math-lessp-float (math-abs p)
966 (math-abs (math-mul-float
967 '(float 5 -1)
968 (math-mul-float q etemp))))
969 (math-lessp-float (math-mul-float
970 q (math-sub-float a x)) p)
971 (math-lessp-float p (math-mul-float
972 q (math-sub-float b x))))
973 (progn
974 (setq d (math-div-float p q)
975 u (math-add-float x d))
976 (if (or (math-lessp-float (math-sub-float u a) tol2)
977 (math-lessp-float (math-sub-float b u) tol2))
978 (setq d (if (math-lessp-float xm x)
979 (math-neg-float tol1)
980 tol1))))
981 (setq e (if (math-lessp-float x xm)
982 (math-sub-float b x)
983 (math-sub-float a x))
984 d (math-mul-float '(float 381966 -6) e))))
985 (setq u (math-add-float x
986 (if (math-lessp-float (math-abs d) tol1)
987 (if (math-negp d)
988 (math-neg-float tol1)
989 tol1)
990 d))
991 vu (math-min-eval expr u))
992 (if (math-lessp-float vx vu)
993 (progn
994 (if (math-lessp-float u x)
995 (setq a u)
996 (setq b u))
997 (if (or (equal w x)
998 (not (math-lessp-float vw vu)))
999 (setq v w vv vw
1000 w u vw vu)
1001 (if (or (equal v x)
1002 (equal v w)
1003 (not (math-lessp-float vv vu)))
1004 (setq v u vv vu))))
1005 (if (math-lessp-float u x)
1006 (setq b x)
1007 (setq a x))
1008 (setq v w vv vw
1009 w x vw vx
1010 x u vx vu)))
bf77c646 1011 (list 'vec x vx)))
136211a9
EZ
1012
1013;;; "powell"
1014(defun math-powell-min (expr n guesses prec)
1015 (let* ((f1dim (math-line-min-func expr n))
1016 (xi (calcFunc-idn 1 n))
1017 (p (cons 'vec (mapcar 'car guesses)))
1018 (pt p)
1019 (ftol (list 'float 1 (- prec)))
1020 (fret (math-min-eval expr p))
1021 fp ptt fptt xit i ibig del diff res)
1022 (while (progn
1023 (setq fp fret
1024 ibig 0
1025 del '(float 0 0)
1026 i 0)
1027 (while (<= (setq i (1+ i)) n)
1028 (setq fptt fret
1029 res (math-line-min f1dim p
1030 (math-mat-col xi i)
1031 n prec)
1032 p (let ((calc-internal-prec prec))
1033 (math-normalize (car res)))
1034 fret (nth 2 res)
1035 diff (math-abs (math-sub-float fptt fret)))
1036 (if (math-lessp-float del diff)
1037 (setq del diff
1038 ibig i)))
1039 (math-lessp-float
1040 (math-mul-float ftol
1041 (math-add-float (math-abs fp)
1042 (math-abs fret)))
1043 (math-mul-float '(float 2 0)
1044 (math-abs (math-sub-float fp
1045 fret)))))
1046 (setq ptt (math-sub (math-mul '(float 2 0) p) pt)
1047 xit (math-sub p pt)
1048 pt p
1049 fptt (math-min-eval expr ptt))
1050 (if (and (math-lessp-float fptt fp)
1051 (math-lessp-float
1052 (math-mul-float
1053 (math-mul-float '(float 2 0)
1054 (math-add-float
1055 (math-sub-float fp
1056 (math-mul-float '(float 2 0)
1057 fret))
1058 fptt))
1059 (math-sqr-float (math-sub-float
1060 (math-sub-float fp fret) del)))
1061 (math-mul-float del
1062 (math-sqr-float (math-sub-float fp fptt)))))
1063 (progn
1064 (setq res (math-line-min f1dim p xit n prec)
1065 p (car res)
1066 fret (nth 2 res)
1067 i 0)
1068 (while (<= (setq i (1+ i)) n)
1069 (setcar (nthcdr ibig (nth i xi))
1070 (nth i (nth 1 res)))))))
bf77c646 1071 (list 'vec p fret)))
136211a9
EZ
1072
1073(defun math-line-min-func (expr n)
1074 (let ((m -1))
1075 (while (< (setq m (1+ m)) n)
1076 (set (nth 2 (aref math-min-vars m))
1077 (list '+
1078 (list '*
1079 '(var DUMMY var-DUMMY)
1080 (list 'calcFunc-mrow '(var line-xi line-xi) (1+ m)))
1081 (list 'calcFunc-mrow '(var line-p line-p) (1+ m)))))
bf77c646 1082 (math-evaluate-expr expr)))
136211a9
EZ
1083
1084(defun math-line-min (f1dim line-p line-xi n prec)
1085 (let* ((var-DUMMY nil)
1086 (expr (math-evaluate-expr f1dim))
1087 (params (math-widen-min expr '(float 0 0) '(float 1 0)))
1088 (res (apply 'math-brent-min expr prec params))
1089 (xi (math-mul (nth 1 res) line-xi)))
bf77c646 1090 (list (math-add line-p xi) xi (nth 2 res))))
136211a9
EZ
1091
1092
136211a9
EZ
1093(defun math-find-minimum (expr var guess min-widen)
1094 (let* ((calc-symbolic-mode nil)
1095 (n 0)
1096 (var-DUMMY nil)
1097 (isvec (math-vectorp var))
1098 g guesses)
1099 (or (math-vectorp var)
1100 (setq var (list 'vec var)))
1101 (or (math-vectorp guess)
1102 (setq guess (list 'vec guess)))
1103 (or (= (length var) (length guess))
1104 (math-dimension-error))
1105 (while (setq var (cdr var) guess (cdr guess))
1106 (or (eq (car-safe (car var)) 'var)
03cc1aba 1107 (math-reject-arg (car var) "*Expected a variable"))
136211a9
EZ
1108 (or (math-expr-contains expr (car var))
1109 (math-reject-arg (car var)
1110 "*Formula does not contain specified variable"))
1111 (while (>= (1+ n) (length math-min-vars))
1112 (let ((symb (intern (concat "math-min-v"
1113 (int-to-string
1114 (length math-min-vars))))))
1115 (setq math-min-vars (vconcat math-min-vars
1116 (vector (list 'var symb symb))))))
1117 (set (nth 2 (aref math-min-vars n)) nil)
1118 (set (nth 2 (aref math-min-vars (1+ n))) nil)
1119 (if (math-complexp (car guess))
1120 (setq expr (math-expr-subst expr
1121 (car var)
1122 (list '+ (aref math-min-vars n)
1123 (list '*
1124 (aref math-min-vars (1+ n))
1125 '(cplx 0 1))))
1126 guesses (let ((g (math-float (math-complex (car guess)))))
1127 (cons (list (nth 2 g) nil nil)
1128 (cons (list (nth 1 g) nil nil t)
1129 guesses)))
1130 n (+ n 2))
1131 (setq expr (math-expr-subst expr
1132 (car var)
1133 (aref math-min-vars n))
1134 guesses (cons (if (math-realp (car guess))
1135 (list (math-float (car guess)) nil nil)
1136 (if (and (eq (car-safe (car guess)) 'intv)
1137 (math-constp (car guess)))
1138 (list (math-mul
1139 (math-add (nth 2 (car guess))
1140 (nth 3 (car guess)))
1141 '(float 5 -1))
1142 (math-float (nth 2 (car guess)))
1143 (math-float (nth 3 (car guess)))
1144 (car guess))
1145 (math-reject-arg (car guess) 'realp)))
1146 guesses)
1147 n (1+ n))))
1148 (setq guesses (nreverse guesses)
1149 expr (math-evaluate-expr expr))
1150 (if (= n 1)
1151 (let* ((params (if (nth 1 (car guesses))
1152 (if min-widen
1153 (math-widen-min expr
1154 (nth 1 (car guesses))
1155 (nth 2 (car guesses)))
1156 (math-narrow-min expr
1157 (nth 1 (car guesses))
1158 (nth 2 (car guesses))
1159 (nth 3 (car guesses))))
1160 (math-widen-min expr
1161 (car (car guesses))
1162 nil)))
1163 (prec calc-internal-prec)
1164 (res (if (cdr (cdr params))
1165 (math-with-extra-prec (+ calc-internal-prec 2)
1166 (apply 'math-brent-min expr prec params))
1167 (cons 'vec params))))
1168 (if isvec
1169 (list 'vec (list 'vec (nth 1 res)) (nth 2 res))
1170 res))
1171 (let* ((prec calc-internal-prec)
1172 (res (math-with-extra-prec (+ calc-internal-prec 2)
1173 (math-powell-min expr n guesses prec)))
1174 (p (nth 1 res))
1175 (vec (list 'vec)))
1176 (while (setq p (cdr p))
1177 (if (nth 3 (car guesses))
1178 (progn
1179 (nconc vec (list (math-normalize
1180 (list 'cplx (car p) (nth 1 p)))))
1181 (setq p (cdr p)
1182 guesses (cdr guesses)))
1183 (nconc vec (list (car p))))
1184 (setq guesses (cdr guesses)))
1185 (if isvec
1186 (list 'vec vec (nth 2 res))
bf77c646 1187 (list 'vec (nth 1 vec) (nth 2 res)))))))
136211a9
EZ
1188
1189(defun calcFunc-minimize (expr var guess)
1190 (let ((calc-internal-prec (max (/ calc-internal-prec 2) 3))
1191 (math-min-or-max "minimum"))
1192 (math-find-minimum (math-normalize expr)
1193 (math-normalize var)
bf77c646 1194 (math-normalize guess) nil)))
136211a9
EZ
1195
1196(defun calcFunc-wminimize (expr var guess)
1197 (let ((calc-internal-prec (max (/ calc-internal-prec 2) 3))
1198 (math-min-or-max "minimum"))
1199 (math-find-minimum (math-normalize expr)
1200 (math-normalize var)
bf77c646 1201 (math-normalize guess) t)))
136211a9
EZ
1202
1203(defun calcFunc-maximize (expr var guess)
1204 (let* ((calc-internal-prec (max (/ calc-internal-prec 2) 3))
1205 (math-min-or-max "maximum")
1206 (res (math-find-minimum (math-normalize (math-neg expr))
1207 (math-normalize var)
1208 (math-normalize guess) nil)))
bf77c646 1209 (list 'vec (nth 1 res) (math-neg (nth 2 res)))))
136211a9
EZ
1210
1211(defun calcFunc-wmaximize (expr var guess)
1212 (let* ((calc-internal-prec (max (/ calc-internal-prec 2) 3))
1213 (math-min-or-max "maximum")
1214 (res (math-find-minimum (math-normalize (math-neg expr))
1215 (math-normalize var)
1216 (math-normalize guess) t)))
bf77c646 1217 (list 'vec (nth 1 res) (math-neg (nth 2 res)))))
136211a9
EZ
1218
1219
1220
1221
1222;;; The following algorithms come from Numerical Recipes, chapter 3.
1223
1224(defun calcFunc-polint (data x)
1225 (or (math-matrixp data) (math-reject-arg data 'matrixp))
1226 (or (= (length data) 3)
1227 (math-reject-arg data "*Wrong number of data rows"))
1228 (or (> (length (nth 1 data)) 2)
1229 (math-reject-arg data "*Too few data points"))
1230 (if (and (math-vectorp x) (or (math-constp x) math-expand-formulas))
1231 (cons 'vec (mapcar (function (lambda (x) (calcFunc-polint data x)))
1232 (cdr x)))
1233 (or (math-objectp x) math-expand-formulas (math-reject-arg x 'objectp))
1234 (math-with-extra-prec 2
1235 (cons 'vec (math-poly-interp (cdr (nth 1 data)) (cdr (nth 2 data)) x
bf77c646 1236 nil)))))
136211a9
EZ
1237(put 'calcFunc-polint 'math-expandable t)
1238
1239
1240(defun calcFunc-ratint (data x)
1241 (or (math-matrixp data) (math-reject-arg data 'matrixp))
1242 (or (= (length data) 3)
1243 (math-reject-arg data "*Wrong number of data rows"))
1244 (or (> (length (nth 1 data)) 2)
1245 (math-reject-arg data "*Too few data points"))
1246 (if (and (math-vectorp x) (or (math-constp x) math-expand-formulas))
1247 (cons 'vec (mapcar (function (lambda (x) (calcFunc-ratint data x)))
1248 (cdr x)))
1249 (or (math-objectp x) math-expand-formulas (math-reject-arg x 'objectp))
1250 (math-with-extra-prec 2
1251 (cons 'vec (math-poly-interp (cdr (nth 1 data)) (cdr (nth 2 data)) x
bf77c646 1252 (cdr (cdr (cdr (nth 1 data)))))))))
136211a9
EZ
1253(put 'calcFunc-ratint 'math-expandable t)
1254
1255
1256(defun math-poly-interp (xa ya x ratp)
1257 (let ((n (length xa))
1258 (dif nil)
1259 (ns nil)
1260 (xax nil)
1261 (c (copy-sequence ya))
1262 (d (copy-sequence ya))
1263 (i 0)
1264 (m 0)
1265 y dy (xp xa) xpm cp dp temp)
1266 (while (<= (setq i (1+ i)) n)
1267 (setq xax (cons (math-sub (car xp) x) xax)
1268 xp (cdr xp)
1269 temp (math-abs (car xax)))
1270 (if (or (null dif) (math-lessp temp dif))
1271 (setq dif temp
1272 ns i)))
1273 (setq xax (nreverse xax)
1274 ns (1- ns)
1275 y (nth ns ya))
1276 (if (math-zerop dif)
1277 (list y 0)
1278 (while (< (setq m (1+ m)) n)
1279 (setq i 0
1280 xp xax
1281 xpm (nthcdr m xax)
1282 cp c
1283 dp d)
1284 (while (<= (setq i (1+ i)) (- n m))
1285 (if ratp
1286 (let ((t2 (math-div (math-mul (car xp) (car dp)) (car xpm))))
1287 (setq temp (math-div (math-sub (nth 1 cp) (car dp))
1288 (math-sub t2 (nth 1 cp))))
1289 (setcar dp (math-mul (nth 1 cp) temp))
1290 (setcar cp (math-mul t2 temp)))
1291 (if (math-equal (car xp) (car xpm))
1292 (math-reject-arg (cons 'vec xa) "*Duplicate X values"))
1293 (setq temp (math-div (math-sub (nth 1 cp) (car dp))
1294 (math-sub (car xp) (car xpm))))
1295 (setcar dp (math-mul (car xpm) temp))
1296 (setcar cp (math-mul (car xp) temp)))
1297 (setq cp (cdr cp)
1298 dp (cdr dp)
1299 xp (cdr xp)
1300 xpm (cdr xpm)))
1301 (if (< (+ ns ns) (- n m))
1302 (setq dy (nth ns c))
1303 (setq ns (1- ns)
1304 dy (nth ns d)))
1305 (setq y (math-add y dy)))
bf77c646 1306 (list y dy))))
136211a9
EZ
1307
1308
1309
1310;;; The following algorithms come from Numerical Recipes, chapter 4.
1311
1312(defun calcFunc-ninteg (expr var lo hi)
1313 (setq lo (math-evaluate-expr lo)
1314 hi (math-evaluate-expr hi))
1315 (or (math-numberp lo) (math-infinitep lo) (math-reject-arg lo 'numberp))
1316 (or (math-numberp hi) (math-infinitep hi) (math-reject-arg hi 'numberp))
1317 (if (math-lessp hi lo)
1318 (math-neg (calcFunc-ninteg expr var hi lo))
1319 (setq expr (math-expr-subst expr var '(var DUMMY var-DUMMY)))
1320 (let ((var-DUMMY nil)
1321 (calc-symbolic-mode nil)
1322 (calc-prefer-frac nil)
1323 (sum 0))
1324 (setq expr (math-evaluate-expr expr))
1325 (if (equal lo '(neg (var inf var-inf)))
1326 (let ((thi (if (math-lessp hi '(float -2 0))
1327 hi '(float -2 0))))
1328 (setq sum (math-ninteg-romberg
1329 'math-ninteg-midpoint expr
1330 (math-float lo) (math-float thi) 'inf)
1331 lo thi)))
1332 (if (equal hi '(var inf var-inf))
1333 (let ((tlo (if (math-lessp '(float 2 0) lo)
1334 lo '(float 2 0))))
1335 (setq sum (math-add sum
1336 (math-ninteg-romberg
1337 'math-ninteg-midpoint expr
1338 (math-float tlo) (math-float hi) 'inf))
1339 hi tlo)))
1340 (or (math-equal lo hi)
1341 (setq sum (math-add sum
1342 (math-ninteg-romberg
1343 'math-ninteg-midpoint expr
1344 (math-float lo) (math-float hi) nil))))
bf77c646 1345 sum)))
136211a9
EZ
1346
1347
1348;;; Open Romberg method; "qromo" in section 4.4.
03cc1aba
JB
1349
1350;; The variable math-ninteg-temp is local to math-ninteg-romberg,
1351;; but is used by math-ninteg-midpoint, which is used by
1352;; math-ninteg-romberg.
1353(defvar math-ninteg-temp)
1354
a1506d29 1355(defun math-ninteg-romberg (func expr lo hi mode)
136211a9
EZ
1356 (let ((curh '(float 1 0))
1357 (h nil)
1358 (s nil)
1359 (j 0)
1360 (ss nil)
1361 (prec calc-internal-prec)
03cc1aba 1362 (math-ninteg-temp nil))
136211a9
EZ
1363 (math-with-extra-prec 2
1364 ;; Limit on "j" loop must be 14 or less to keep "it" from overflowing.
1365 (or (while (and (null ss) (<= (setq j (1+ j)) 8))
1366 (setq s (nconc s (list (funcall func expr lo hi mode)))
1367 h (nconc h (list curh)))
1368 (if (>= j 3)
1369 (let ((res (math-poly-interp h s '(float 0 0) nil)))
1370 (if (math-lessp (math-abs (nth 1 res))
1371 (calcFunc-scf (math-abs (car res))
1372 (- prec)))
03cc1aba 1373 (setq ss (car res)))))
136211a9
EZ
1374 (if (>= j 5)
1375 (setq s (cdr s)
1376 h (cdr h)))
1377 (setq curh (math-div-float curh '(float 9 0))))
1378 ss
bf77c646 1379 (math-reject-arg nil (format "*Integral failed to converge"))))))
136211a9
EZ
1380
1381
1382(defun math-ninteg-evaluate (expr x mode)
1383 (if (eq mode 'inf)
1384 (setq x (math-div '(float 1 0) x)))
1385 (let* ((var-DUMMY x)
1386 (res (math-evaluate-expr expr)))
1387 (or (Math-numberp res)
1388 (math-reject-arg res "*Integrand does not evaluate to a number"))
1389 (if (eq mode 'inf)
1390 (setq res (math-mul res (math-sqr x))))
bf77c646 1391 res))
136211a9
EZ
1392
1393
03cc1aba 1394(defun math-ninteg-midpoint (expr lo hi mode) ; uses "math-ninteg-temp"
136211a9
EZ
1395 (if (eq mode 'inf)
1396 (let ((math-infinite-mode t) temp)
1397 (setq temp (math-div 1 lo)
1398 lo (math-div 1 hi)
1399 hi temp)))
03cc1aba
JB
1400 (if math-ninteg-temp
1401 (let* ((it3 (* 3 (car math-ninteg-temp)))
1402 (math-working-step-2 (* 2 (car math-ninteg-temp)))
136211a9
EZ
1403 (math-working-step 0)
1404 (range (math-sub hi lo))
1405 (del (math-div range (math-float it3)))
1406 (del2 (math-add del del))
1407 (del3 (math-add del del2))
1408 (x (math-add lo (math-mul '(float 5 -1) del)))
1409 (sum '(float 0 0))
1410 (j 0) temp)
03cc1aba 1411 (while (<= (setq j (1+ j)) (car math-ninteg-temp))
136211a9
EZ
1412 (setq math-working-step (1+ math-working-step)
1413 temp (math-ninteg-evaluate expr x mode)
1414 math-working-step (1+ math-working-step)
1415 sum (math-add sum (math-add temp (math-ninteg-evaluate
1416 expr (math-add x del2)
1417 mode)))
1418 x (math-add x del3)))
03cc1aba
JB
1419 (setq math-ninteg-temp (list it3
1420 (math-add (math-div (nth 1 math-ninteg-temp)
1421 '(float 3 0))
1422 (math-mul sum del)))))
1423 (setq math-ninteg-temp (list 1 (math-mul
1424 (math-sub hi lo)
1425 (math-ninteg-evaluate
1426 expr
1427 (math-mul (math-add lo hi) '(float 5 -1))
1428 mode)))))
1429 (nth 1 math-ninteg-temp))
136211a9
EZ
1430
1431
1432
1433
1434
1435;;; The following algorithms come from Numerical Recipes, chapter 14.
1436
3132f345
CW
1437(defvar math-dummy-vars [(var DUMMY var-DUMMY)])
1438(defvar math-dummy-counter 0)
136211a9
EZ
1439(defun math-dummy-variable ()
1440 (if (= math-dummy-counter (length math-dummy-vars))
1441 (let ((symb (intern (format "math-dummy-%d" math-dummy-counter))))
1442 (setq math-dummy-vars (vconcat math-dummy-vars
1443 (vector (list 'var symb symb))))))
1444 (set (nth 2 (aref math-dummy-vars math-dummy-counter)) nil)
1445 (prog1
1446 (aref math-dummy-vars math-dummy-counter)
bf77c646 1447 (setq math-dummy-counter (1+ math-dummy-counter))))
136211a9 1448
3132f345
CW
1449(defvar math-in-fit 0)
1450(defvar calc-fit-to-trail nil)
136211a9
EZ
1451
1452(defun calcFunc-fit (expr vars &optional coefs data)
1453 (let ((math-in-fit 10))
1454 (math-with-extra-prec 2
bf77c646 1455 (math-general-fit expr vars coefs data nil))))
136211a9
EZ
1456
1457(defun calcFunc-efit (expr vars &optional coefs data)
1458 (let ((math-in-fit 10))
1459 (math-with-extra-prec 2
bf77c646 1460 (math-general-fit expr vars coefs data 'sdev))))
136211a9
EZ
1461
1462(defun calcFunc-xfit (expr vars &optional coefs data)
1463 (let ((math-in-fit 10))
1464 (math-with-extra-prec 2
bf77c646 1465 (math-general-fit expr vars coefs data 'full))))
136211a9 1466
03cc1aba
JB
1467;; The variables math-fit-first-var, math-fit-first-coef and
1468;; math-fit-new-coefs are local to math-general-fit, but are used by
1469;; calcFunc-fitvar, calcFunc-fitparam and calcFunc-fitdummy
1470;; (respectively), which are used by math-general-fit.
1471(defvar math-fit-first-var)
1472(defvar math-fit-first-coef)
1473(defvar math-fit-new-coefs)
1474
136211a9
EZ
1475(defun math-general-fit (expr vars coefs data mode)
1476 (let ((calc-simplify-mode nil)
1477 (math-dummy-counter math-dummy-counter)
1478 (math-in-fit 1)
1479 (extended (eq mode 'full))
03cc1aba
JB
1480 (math-fit-first-coef math-dummy-counter)
1481 math-fit-first-var
136211a9
EZ
1482 (plain-expr expr)
1483 orig-expr
1484 have-sdevs need-chisq chisq
1485 (x-funcs nil)
1486 (y-filter nil)
1487 y-dummy
1488 (coef-filters nil)
03cc1aba 1489 math-fit-new-coefs
136211a9
EZ
1490 (xy-values nil)
1491 (weights nil)
1492 (var-YVAL nil) (var-YVALX nil)
1493 covar beta
1494 n nn m mm v dummy p)
1495
1496 ;; Validate and parse arguments.
1497 (or data
1498 (if coefs
1499 (setq data coefs
1500 coefs nil)
1501 (if (math-vectorp expr)
1502 (if (memq (length expr) '(3 4))
1503 (setq data vars
1504 vars (nth 2 expr)
1505 coefs (nth 3 expr)
1506 expr (nth 1 expr))
1507 (math-dimension-error))
1508 (setq data vars
1509 vars nil
1510 coefs nil))))
1511 (or (math-matrixp data) (math-reject-arg data 'matrixp))
1512 (setq v (1- (length data))
1513 n (1- (length (nth 1 data))))
1514 (or (math-vectorp vars) (null vars)
1515 (setq vars (list 'vec vars)))
1516 (or (math-vectorp coefs) (null coefs)
1517 (setq coefs (list 'vec coefs)))
1518 (or coefs
1519 (setq coefs (cons 'vec (math-all-vars-but expr vars))))
1520 (or vars
1521 (if (<= (1- (length coefs)) v)
1522 (math-reject-arg coefs "*Not enough variables in model")
1523 (setq coefs (copy-sequence coefs))
1524 (let ((p (nthcdr (- (length coefs) v
1525 (if (eq (car-safe expr) 'calcFunc-eq) 1 0))
1526 coefs)))
1527 (setq vars (cons 'vec (cdr p)))
1528 (setcdr p nil))))
1529 (or (= (1- (length vars)) v)
1530 (= (length vars) v)
1531 (math-reject-arg vars "*Number of variables does not match data"))
1532 (setq m (1- (length coefs)))
1533 (if (< m 1)
1534 (math-reject-arg coefs "*Need at least one parameter"))
1535
1536 ;; Rewrite expr in terms of fitparam and fitvar, make into an equation.
1537 (setq p coefs)
1538 (while (setq p (cdr p))
1539 (or (eq (car-safe (car p)) 'var)
1540 (math-reject-arg (car p) "*Expected a variable"))
1541 (setq dummy (math-dummy-variable)
1542 expr (math-expr-subst expr (car p)
1543 (list 'calcFunc-fitparam
03cc1aba
JB
1544 (- math-dummy-counter math-fit-first-coef)))))
1545 (setq math-fit-first-var math-dummy-counter
136211a9
EZ
1546 p vars)
1547 (while (setq p (cdr p))
1548 (or (eq (car-safe (car p)) 'var)
1549 (math-reject-arg (car p) "*Expected a variable"))
1550 (setq dummy (math-dummy-variable)
1551 expr (math-expr-subst expr (car p)
1552 (list 'calcFunc-fitvar
03cc1aba
JB
1553 (- math-dummy-counter math-fit-first-var)))))
1554 (if (< math-dummy-counter (+ math-fit-first-var v))
136211a9
EZ
1555 (setq dummy (math-dummy-variable))) ; dependent variable may be unnamed
1556 (setq y-dummy dummy
1557 orig-expr expr)
1558 (or (eq (car-safe expr) 'calcFunc-eq)
1559 (setq expr (list 'calcFunc-eq (list 'calcFunc-fitvar v) expr)))
1560
1561 (let ((calc-symbolic-mode nil))
1562
1563 ;; Apply rewrites to put expr into a linear-like form.
1564 (setq expr (math-evaluate-expr expr)
1565 expr (math-rewrite (list 'calcFunc-fitmodel expr)
1566 '(var FitRules var-FitRules))
1567 math-in-fit 2
1568 expr (math-evaluate-expr expr))
1569 (or (and (eq (car-safe expr) 'calcFunc-fitsystem)
1570 (= (length expr) 4)
1571 (math-vectorp (nth 2 expr))
1572 (math-vectorp (nth 3 expr))
1573 (> (length (nth 2 expr)) 1)
1574 (= (length (nth 3 expr)) (1+ m)))
1575 (math-reject-arg plain-expr "*Model expression is too complex"))
1576 (setq y-filter (nth 1 expr)
1577 x-funcs (vconcat (cdr (nth 2 expr)))
1578 coef-filters (nth 3 expr)
1579 mm (length x-funcs))
1580 (if (equal y-filter y-dummy)
1581 (setq y-filter nil))
1582
1583 ;; Build the (square) system of linear equations to be solved.
1584 (setq beta (cons 'vec (make-list mm 0))
1585 covar (cons 'vec (mapcar 'copy-sequence (make-list mm beta))))
1586 (let* ((ptrs (vconcat (cdr data)))
1587 (isigsq 1)
1588 (xvals (make-vector mm 0))
1589 (i 0)
1590 j k xval yval sigmasqr wt covj covjk covk betaj lud)
1591 (while (<= (setq i (1+ i)) n)
1592
1593 ;; Assign various independent variables for this data point.
1594 (setq j 0
1595 sigmasqr nil)
1596 (while (< j v)
1597 (aset ptrs j (cdr (aref ptrs j)))
1598 (setq xval (car (aref ptrs j)))
1599 (if (= j (1- v))
1600 (if sigmasqr
1601 (progn
1602 (if (eq (car-safe xval) 'sdev)
1603 (setq sigmasqr (math-add (math-sqr (nth 2 xval))
1604 sigmasqr)
1605 xval (nth 1 xval)))
1606 (if y-filter
1607 (setq xval (math-make-sdev xval
1608 (math-sqrt sigmasqr))))))
1609 (if (eq (car-safe xval) 'sdev)
1610 (setq sigmasqr (math-add (math-sqr (nth 2 xval))
1611 (or sigmasqr 0))
1612 xval (nth 1 xval))))
03cc1aba 1613 (set (nth 2 (aref math-dummy-vars (+ math-fit-first-var j))) xval)
136211a9
EZ
1614 (setq j (1+ j)))
1615
1616 ;; Compute Y value for this data point.
1617 (if y-filter
1618 (setq yval (math-evaluate-expr y-filter))
1619 (setq yval (symbol-value (nth 2 y-dummy))))
1620 (if (eq (car-safe yval) 'sdev)
1621 (setq sigmasqr (math-sqr (nth 2 yval))
1622 yval (nth 1 yval)))
1623 (if (= i 1)
1624 (setq have-sdevs sigmasqr
1625 need-chisq (or extended
1626 (and (eq mode 'sdev) (not have-sdevs)))))
1627 (if have-sdevs
1628 (if sigmasqr
1629 (progn
1630 (setq isigsq (math-div 1 sigmasqr))
1631 (if need-chisq
1632 (setq weights (cons isigsq weights))))
1633 (math-reject-arg yval "*Mixed error forms and plain numbers"))
1634 (if sigmasqr
1635 (math-reject-arg yval "*Mixed error forms and plain numbers")))
1636
1637 ;; Compute X values for this data point and update covar and beta.
1638 (if (eq (car-safe xval) 'sdev)
1639 (set (nth 2 y-dummy) (nth 1 xval)))
1640 (setq j 0
1641 covj covar
1642 betaj beta)
1643 (while (< j mm)
1644 (setq wt (math-evaluate-expr (aref x-funcs j)))
1645 (aset xvals j wt)
1646 (setq wt (math-mul wt isigsq)
1647 betaj (cdr betaj)
1648 covjk (car (setq covj (cdr covj)))
1649 k 0)
1650 (while (<= k j)
1651 (setq covjk (cdr covjk))
1652 (setcar covjk (math-add (car covjk)
1653 (math-mul wt (aref xvals k))))
1654 (setq k (1+ k)))
1655 (setcar betaj (math-add (car betaj) (math-mul wt yval)))
1656 (setq j (1+ j)))
1657 (if need-chisq
1658 (setq xy-values (cons (append xvals (list yval)) xy-values))))
1659
1660 ;; Fill in symmetric half of covar matrix.
1661 (setq j 0
1662 covj covar)
1663 (while (< j (1- mm))
1664 (setq k j
1665 j (1+ j)
1666 covjk (nthcdr j (car (setq covj (cdr covj))))
1667 covk (nthcdr j covar))
1668 (while (< (setq k (1+ k)) mm)
1669 (setq covjk (cdr covjk)
1670 covk (cdr covk))
1671 (setcar covjk (nth j (car covk))))))
1672
1673 ;; Solve the linear system.
1674 (if mode
1675 (progn
1676 (setq covar (math-matrix-inv-raw covar))
1677 (if covar
1678 (setq beta (math-mul covar beta))
1679 (if (math-zerop (math-abs beta))
1680 (setq covar (calcFunc-diag 0 (1- (length beta))))
1681 (math-reject-arg orig-expr "*Singular matrix")))
1682 (or (math-vectorp covar)
1683 (setq covar (list 'vec (list 'vec covar)))))
1684 (setq beta (math-div beta covar)))
1685
1686 ;; Compute chi-square statistic if necessary.
1687 (if need-chisq
1688 (let (bp xp sum)
1689 (setq chisq 0)
1690 (while xy-values
1691 (setq bp beta
1692 xp (car xy-values)
1693 sum 0)
1694 (while (setq bp (cdr bp))
1695 (setq sum (math-add sum (math-mul (car bp) (car xp)))
1696 xp (cdr xp)))
1697 (setq sum (math-sqr (math-sub (car xp) sum)))
1698 (if weights (setq sum (math-mul sum (car weights))))
1699 (setq chisq (math-add chisq sum)
1700 weights (cdr weights)
1701 xy-values (cdr xy-values)))))
1702
1703 ;; Convert coefficients back into original terms.
03cc1aba
JB
1704 (setq math-fit-new-coefs (copy-sequence beta))
1705 (let* ((bp math-fit-new-coefs)
136211a9
EZ
1706 (cp covar)
1707 (sigdat 1)
1708 (math-in-fit 3)
1709 (j 0))
1710 (and mode (not have-sdevs)
1711 (setq sigdat (if (<= n mm)
1712 0
1713 (math-div chisq (- n mm)))))
1714 (if mode
1715 (while (setq bp (cdr bp))
1716 (setcar bp (math-make-sdev
1717 (car bp)
1718 (math-sqrt (math-mul (nth (setq j (1+ j))
1719 (car (setq cp (cdr cp))))
1720 sigdat))))))
03cc1aba 1721 (setq math-fit-new-coefs (math-evaluate-expr coef-filters))
136211a9 1722 (if calc-fit-to-trail
03cc1aba 1723 (let ((bp math-fit-new-coefs)
136211a9
EZ
1724 (cp coefs)
1725 (vec nil))
1726 (while (setq bp (cdr bp) cp (cdr cp))
1727 (setq vec (cons (list 'calcFunc-eq (car cp) (car bp)) vec)))
1728 (setq calc-fit-to-trail (cons 'vec (nreverse vec)))))))
1729
1730 ;; Substitute best-fit coefficients back into original formula.
1731 (setq expr (math-multi-subst
1732 orig-expr
1733 (let ((n v)
1734 (vec nil))
1735 (while (>= n 1)
1736 (setq vec (cons (list 'calcFunc-fitvar n) vec)
1737 n (1- n)))
1738 (setq n m)
1739 (while (>= n 1)
1740 (setq vec (cons (list 'calcFunc-fitparam n) vec)
1741 n (1- n)))
1742 vec)
03cc1aba 1743 (append (cdr math-fit-new-coefs) (cdr vars))))
136211a9
EZ
1744
1745 ;; Package the result.
1746 (math-normalize
1747 (if extended
1748 (list 'vec expr beta covar
1749 (let ((p coef-filters)
1750 (n 0))
1751 (while (and (setq n (1+ n) p (cdr p))
1752 (eq (car-safe (car p)) 'calcFunc-fitdummy)
1753 (eq (nth 1 (car p)) n)))
1754 (if p
1755 coef-filters
1756 (list 'vec)))
1757 chisq
1758 (if (and have-sdevs (> n mm))
1759 (list 'calcFunc-utpc chisq (- n mm))
1760 '(var nan var-nan)))
bf77c646 1761 expr))))
136211a9 1762
136211a9
EZ
1763
1764(defun calcFunc-fitvar (x)
1765 (if (>= math-in-fit 2)
1766 (progn
03cc1aba 1767 (setq x (aref math-dummy-vars (+ math-fit-first-var x -1)))
136211a9 1768 (or (calc-var-value (nth 2 x)) x))
bf77c646 1769 (math-reject-arg x)))
136211a9
EZ
1770
1771(defun calcFunc-fitparam (x)
1772 (if (>= math-in-fit 2)
1773 (progn
03cc1aba 1774 (setq x (aref math-dummy-vars (+ math-fit-first-coef x -1)))
136211a9 1775 (or (calc-var-value (nth 2 x)) x))
bf77c646 1776 (math-reject-arg x)))
136211a9
EZ
1777
1778(defun calcFunc-fitdummy (x)
1779 (if (= math-in-fit 3)
03cc1aba 1780 (nth x math-fit-new-coefs)
bf77c646 1781 (math-reject-arg x)))
136211a9
EZ
1782
1783(defun calcFunc-hasfitvars (expr)
1784 (if (Math-primp expr)
1785 0
1786 (if (eq (car expr) 'calcFunc-fitvar)
1787 (nth 1 expr)
bf77c646 1788 (apply 'max (mapcar 'calcFunc-hasfitvars (cdr expr))))))
136211a9
EZ
1789
1790(defun calcFunc-hasfitparams (expr)
1791 (if (Math-primp expr)
1792 0
1793 (if (eq (car expr) 'calcFunc-fitparam)
1794 (nth 1 expr)
bf77c646 1795 (apply 'max (mapcar 'calcFunc-hasfitparams (cdr expr))))))
136211a9
EZ
1796
1797
1798(defun math-all-vars-but (expr but)
1799 (let* ((vars (math-all-vars-in expr))
1800 (p but))
1801 (while p
1802 (setq vars (delq (assoc (car-safe p) vars) vars)
1803 p (cdr p)))
1804 (sort (mapcar 'car vars)
bf77c646 1805 (function (lambda (x y) (string< (nth 1 x) (nth 1 y)))))))
136211a9 1806
03cc1aba
JB
1807;; The variables math-all-vars-vars (the vars for math-all-vars) and
1808;; math-all-vars-found are local to math-all-vars-in, but are used by
1809;; math-all-vars-rec which is called by math-all-vars-in.
1810(defvar math-all-vars-vars)
1811(defvar math-all-vars-found)
1812
136211a9 1813(defun math-all-vars-in (expr)
03cc1aba
JB
1814 (let ((math-all-vars-vars nil)
1815 math-all-vars-found)
136211a9 1816 (math-all-vars-rec expr)
03cc1aba 1817 math-all-vars-vars))
136211a9
EZ
1818
1819(defun math-all-vars-rec (expr)
1820 (if (Math-primp expr)
1821 (if (eq (car-safe expr) 'var)
1822 (or (math-const-var expr)
03cc1aba
JB
1823 (if (setq math-all-vars-found (assoc expr math-all-vars-vars))
1824 (setcdr math-all-vars-found (1+ (cdr math-all-vars-found)))
1825 (setq math-all-vars-vars (cons (cons expr 1) math-all-vars-vars)))))
136211a9 1826 (while (setq expr (cdr expr))
bf77c646 1827 (math-all-vars-rec (car expr)))))
136211a9 1828
ab5796a9 1829;;; arch-tag: ff9f2920-8111-48b5-b3fa-b0682c3e44a6
bf77c646 1830;;; calcalg3.el ends here