-
Notifications
You must be signed in to change notification settings - Fork 2
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Showing
4 changed files
with
1,182 additions
and
0 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,353 @@ | ||
/** | ||
* @file bbpr.cpp | ||
* | ||
* Finds all roots of polynomial by first finding quadratic | ||
* factors using Bairstow's method, then extracting roots | ||
* from quadratics. Implements new algorithm for managing | ||
* multiple roots. | ||
* | ||
* @copyright | ||
* Copyright (C) 2002, 2003, C. Bond. | ||
* All rights reserved. | ||
* | ||
* @see http://www.crbond.com/ | ||
*/ | ||
|
||
#include <iomanip> | ||
#include <math.h> | ||
#include <stdlib.h> | ||
#include "bbpr.h" | ||
|
||
#define maxiter 500 | ||
#define minerr 0.0001 | ||
|
||
|
||
// | ||
// Extract individual real or complex roots from list of quadratic factors | ||
// | ||
int roots(double *a,int n,double *wr,double *wi) | ||
{ | ||
double sq,b2,c,disc; | ||
int m,numroots; | ||
|
||
m = n; | ||
numroots = 0; | ||
while (m > 1) { | ||
b2 = -0.5*a[m-2]; | ||
c = a[m-1]; | ||
disc = b2*b2-c; | ||
if (disc < 0.0) { // complex roots | ||
sq = sqrt(-disc); | ||
wr[m-2] = b2; | ||
wi[m-2] = sq; | ||
wr[m-1] = b2; | ||
wi[m-1] = -sq; | ||
numroots+=2; | ||
} | ||
else { // real roots | ||
sq = sqrt(disc); | ||
wr[m-2] = fabs(b2)+sq; | ||
if (b2 < 0.0) wr[m-2] = -wr[m-2]; | ||
if (wr[m-2] == 0) | ||
wr[m-1] = 0; | ||
else { | ||
wr[m-1] = c/wr[m-2]; | ||
numroots+=2; | ||
} | ||
wi[m-2] = 0.0; | ||
wi[m-1] = 0.0; | ||
} | ||
m -= 2; | ||
} | ||
if (m == 1) { | ||
wr[0] = -a[0]; | ||
wi[0] = 0.0; | ||
numroots++; | ||
} | ||
return numroots; | ||
} | ||
// | ||
// Deflate polynomial 'a' by dividing out 'quad'. Return quotient | ||
// polynomial in 'b' and error metric based on remainder in 'err'. | ||
// | ||
void deflate(double *a,int n,double *b,double *quad,double *err) | ||
{ | ||
double r,s; | ||
int i; | ||
|
||
r = quad[1]; | ||
s = quad[0]; | ||
|
||
b[1] = a[1] - r; | ||
|
||
for (i=2;i<=n;i++){ | ||
b[i] = a[i] - r * b[i-1] - s * b[i-2]; | ||
} | ||
*err = fabs(b[n])+fabs(b[n-1]); | ||
} | ||
// | ||
// Find quadratic factor using Bairstow's method (quadratic Newton method). | ||
// A number of ad hoc safeguards are incorporated to prevent stalls due | ||
// to common difficulties, such as zero slope at iteration point, and | ||
// convergence problems. | ||
// | ||
// Bairstow's method is sensitive to the starting estimate. It is possible | ||
// for convergence to fail or for 'wild' values to trigger an overflow. | ||
// | ||
// It is advisable to institute traps for these problems. (To do!) | ||
// | ||
|
||
// look also at http://jean-pierre.moreau.pagesperso-orange.fr/Cplus/bairstow_cpp.txt | ||
|
||
void find_quad(double *a,int n,double *b,double *quad,double *err, int *iter) | ||
{ | ||
double *c,dn,dr,ds,drn,dsn,eps,r,s, o_r, o_s; | ||
|
||
c = new double [n+1]; | ||
c[0] = 1.0; | ||
r = quad[1]; | ||
s = quad[0]; | ||
eps = 1e-15; | ||
*iter = 1; | ||
|
||
double t = 10000000.0; | ||
|
||
do { | ||
//if (*iter > maxiter) break; | ||
/* | ||
if (((*iter) % 200) == 0) { | ||
eps *= 10.0; | ||
} | ||
*/ | ||
b[1] = a[1] - r; | ||
c[1] = b[1] - r; | ||
|
||
for (int i=2;i<=n;i++){ | ||
b[i] = a[i] - r * b[i-1] - s * b[i-2]; | ||
c[i] = b[i] - r * c[i-1] - s * c[i-2]; | ||
} | ||
dn=c[n-1] * c[n-3] - c[n-2] * c[n-2]; | ||
drn=b[n] * c[n-3] - b[n-1] * c[n-2]; | ||
dsn=b[n-1] * c[n-1] - b[n] * c[n-2]; | ||
|
||
if (fabs(dn) < 1e-10) { | ||
if (dn < 0.0) dn = -1e-8; | ||
else dn = 1e-8; | ||
} | ||
dr = drn / dn; | ||
ds = dsn / dn; | ||
r += dr; | ||
s += ds; | ||
(*iter)++; | ||
|
||
if ((fabs(dr)+fabs(ds)) < t){ | ||
t = fabs(dr)+fabs(ds); | ||
o_r = r; | ||
o_s = s; | ||
} | ||
|
||
} while ( (fabs(dr)+fabs(ds)) > eps && *iter < maxiter); | ||
quad[0] = o_s; | ||
quad[1] = o_r; | ||
*err = t; | ||
delete [] c; | ||
return; | ||
} | ||
|
||
|
||
// | ||
// Differentiate polynomial 'a' returning result in 'b'. | ||
// | ||
void diff_poly(double *a,int n,double *b) | ||
{ | ||
double coef; | ||
int i; | ||
|
||
coef = (double)n; | ||
b[0] = 1.0; | ||
for (i=1;i<n;i++) { | ||
b[i] = a[i]*((double)(n-i))/coef; | ||
} | ||
} | ||
// | ||
// Attempt to find a reliable estimate of a quadratic factor using modified | ||
// Bairstow's method with provisions for 'digging out' factors associated | ||
// with multiple roots. | ||
// | ||
// This resursive routine operates on the principal that differentiation of | ||
// a polynomial reduces the order of all multiple roots by one, and has no | ||
// other roots in common with it. If a root of the differentiated polynomial | ||
// is a root of the original polynomial, there must be multiple roots at | ||
// that location. The differentiated polynomial, however, has lower order | ||
// and is easier to solve. | ||
// | ||
// When the original polynomial exhibits convergence problems in the | ||
// neighborhood of some potential root, a best guess is obtained and tried | ||
// on the differentiated polynomial. The new best guess is applied | ||
// recursively on continually differentiated polynomials until failure | ||
// occurs. At this point, the previous polynomial is accepted as that with | ||
// the least number of roots at this location, and its estimate is | ||
// accepted as the root. | ||
// | ||
void recurse(double *a,int n,double *b,int m,double *quad, | ||
double *err,int *iter) | ||
{ | ||
double *c,*x,rs[2],tst; | ||
|
||
if (fabs(b[m]) < 1e-16) m--; // this bypasses roots at zero | ||
if (m == 2) { | ||
quad[0] = b[2]; | ||
quad[1] = b[1]; | ||
*err = 0; | ||
*iter = 0; | ||
return; | ||
} | ||
c = new double [m+1]; | ||
x = new double [n+1]; | ||
c[0] = x[0] = 1.0; | ||
rs[0] = quad[0]; | ||
rs[1] = quad[1]; | ||
*iter = 0; | ||
find_quad(b,m,c,rs,err,iter); | ||
tst = fabs(rs[0]-quad[0])+fabs(rs[1]-quad[1]); | ||
if (*err < 1e-12) { | ||
quad[0] = rs[0]; | ||
quad[1] = rs[1]; | ||
} | ||
// tst will be 'large' if we converge to wrong root | ||
if (((*iter > 5) && (tst < 1e-4)) || ((*iter > 20) && (tst < 1e-1))) { | ||
diff_poly(b,m,c); | ||
recurse(a,n,c,m-1,rs,err,iter); | ||
quad[0] = rs[0]; | ||
quad[1] = rs[1]; | ||
} | ||
delete [] x; | ||
delete [] c; | ||
} | ||
// | ||
// Top level routine to manage the determination of all roots of the given | ||
// polynomial 'a', returning the quadratic factors (and possibly one linear | ||
// factor) in 'x'. | ||
// | ||
void get_quads(double *a,int n,double *quad,double *x) | ||
{ | ||
double *b, *z, err, tmp; | ||
int iter, m; | ||
|
||
if ((tmp = a[0]) != 1.0) { | ||
a[0] = 1.0; | ||
for (int i=1; i<=n; i++) { | ||
a[i] /= tmp; | ||
} | ||
} | ||
if (n == 2) { | ||
x[0] = a[1]; | ||
x[1] = a[2]; | ||
return; | ||
} | ||
else if (n == 1) { | ||
x[0] = a[1]; | ||
return; | ||
} | ||
m = n; | ||
b = new double [n+1]; | ||
z = new double [n+1]; | ||
b[0] = 1.0; | ||
for (int i=0; i<=n; i++) { | ||
z[i] = a[i]; | ||
x[i] = 0.0; | ||
} | ||
do { | ||
if (n > m) { | ||
quad[0] = 3.14159e-1; | ||
quad[1] = 2.78127e-1; | ||
} | ||
do { // This loop tries to assure convergence | ||
//for (i=0;i<5;i++) { | ||
find_quad(z,m,b,quad,&err,&iter); | ||
|
||
if ((err > 1e-7) || (iter > maxiter)) { | ||
diff_poly(z,m,b); | ||
recurse(z,m,b,m-1,quad,&err,&iter); | ||
} | ||
deflate(z,m,b,quad,&err); | ||
if (err > minerr){ | ||
quad[0] = ( (float)rand()/((float)RAND_MAX/10.0) ) - 5.0; | ||
quad[1] = ( (float)rand()/((float)RAND_MAX/10.0) ) - 5.0; | ||
} | ||
/* | ||
if (err < (minerr/2.0)) break; | ||
// quad[0] = random(8) - 4.0; | ||
quad[0] = ( (float)rand()/((float)RAND_MAX/8.0) ) - 4.0; | ||
// quad[1] = random(8) - 4.0; | ||
quad[1] = ( (float)rand()/((float)RAND_MAX/8.0) ) - 4.0; | ||
// } | ||
*/ | ||
/* if (err > 0.01) { | ||
printf("Error! Convergence failure in quadratic x^2 + r*x + s."); | ||
exit(1); | ||
}*/ | ||
} while (err > minerr); | ||
x[m-2] = quad[1]; | ||
x[m-1] = quad[0]; | ||
m -= 2; | ||
for (int i=0; i<=m; i++) { | ||
z[i] = b[i]; | ||
} | ||
} while (m > 2); | ||
if (m == 2) { | ||
x[0] = b[1]; | ||
x[1] = b[2]; | ||
} | ||
else x[0] = b[1]; | ||
delete [] z; | ||
delete [] b; | ||
} | ||
|
||
/* | ||
int main() | ||
{ | ||
double a[21],x[21],wr[21],wi[21],quad[2],err,t; | ||
int n,iter,i,numr; | ||
cout << "Polynomial order (1 <= n <= 20): "; | ||
cin >> n; | ||
if ((n < 1) || (n > 20)) { | ||
cout << "Error! Invalid order: n = " << n << endl; | ||
return 1; | ||
} | ||
// get coefficients of polynomial | ||
cout << "Enter coefficients, high order to low order" << endl; | ||
for (i=0;i<=n;i++) { | ||
cout << "C[" << n-i << "] * x^" << n-i << " : "; | ||
cin >> a[i]; | ||
if (a[0] == 0) { | ||
cout << "Error! Highest coefficient cannot be 0." << endl; | ||
return 0; | ||
} | ||
} | ||
if (a[n] == 0) { | ||
cout << "Error! Lowest coefficient (constant term) cannot be 0." << endl; | ||
return 0; | ||
} | ||
// initialize estimate for 1st root pair | ||
quad[0] = 2.71828e-1; | ||
quad[1] = 3.14159e-1; | ||
// cout << "Estimate for 'R': "; | ||
// cin >> quad[1]; | ||
// cout << "Estimate for 'S': "; | ||
// cin >> quad[0]; | ||
// get roots | ||
get_quads(a,n,quad,x); | ||
numr = roots(x,n,wr,wi); | ||
cout << endl << "Roots (" << numr << " found):" << endl; | ||
cout.setf(ios::showpoint|ios::showpos|ios::left|ios::scientific); | ||
cout.precision(15); | ||
for (i=0;i<n;i++) { | ||
if ((wr[i] != 0.0) || (wi[i] != 0.0)) | ||
cout << wr[i] << " " << wi[i] << "I" << endl; | ||
} | ||
return 0; | ||
} | ||
*/ |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,22 @@ | ||
/** | ||
* @file bbpr.h | ||
* | ||
* Finds all roots of polynomial by first finding quadratic | ||
* factors using Bairstow's method, then extracting roots | ||
* from quadratics. Implements new algorithm for managing | ||
* multiple roots. | ||
* | ||
* @copyright | ||
* Copyright (C) 2002, 2003, C. Bond. | ||
* All rights reserved. | ||
* | ||
* @see http://www.crbond.com/ | ||
*/ | ||
|
||
#ifndef _bbpr_h_ | ||
#define _bbpr_h_ | ||
|
||
int roots(double *a,int n,double *wr,double *wi); | ||
void get_quads(double *a,int n,double *quad,double *x); | ||
|
||
#endif /* _bbpr_h_ */ |
Oops, something went wrong.