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Java example source code file (LaguerreSolver.java)

This example Java source code file (LaguerreSolver.java) is included in the alvinalexander.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

Learn more about this Java project at its project page.

Java - Java tags/keywords

abstractpolynomialsolver, complex, complexsolver, default_absolute_accuracy, deprecated, laguerresolver, nobracketingexception, nodataexception, nullargumentexception, numberistoolargeexception, polynomialfunction, toomanyevaluationsexception

The LaguerreSolver.java Java example source code

/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package org.apache.commons.math3.analysis.solvers;

import org.apache.commons.math3.analysis.polynomials.PolynomialFunction;
import org.apache.commons.math3.complex.Complex;
import org.apache.commons.math3.complex.ComplexUtils;
import org.apache.commons.math3.exception.NoBracketingException;
import org.apache.commons.math3.exception.NoDataException;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.exception.NumberIsTooLargeException;
import org.apache.commons.math3.exception.TooManyEvaluationsException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
import org.apache.commons.math3.util.FastMath;

/**
 * Implements the <a href="http://mathworld.wolfram.com/LaguerresMethod.html">
 * Laguerre's Method</a> for root finding of real coefficient polynomials.
 * For reference, see
 * <blockquote>
 *  <b>A First Course in Numerical Analysis,
 *  ISBN 048641454X, chapter 8.
 * </blockquote>
 * Laguerre's method is global in the sense that it can start with any initial
 * approximation and be able to solve all roots from that point.
 * The algorithm requires a bracketing condition.
 *
 * @since 1.2
 */
public class LaguerreSolver extends AbstractPolynomialSolver {
    /** Default absolute accuracy. */
    private static final double DEFAULT_ABSOLUTE_ACCURACY = 1e-6;
    /** Complex solver. */
    private final ComplexSolver complexSolver = new ComplexSolver();

    /**
     * Construct a solver with default accuracy (1e-6).
     */
    public LaguerreSolver() {
        this(DEFAULT_ABSOLUTE_ACCURACY);
    }
    /**
     * Construct a solver.
     *
     * @param absoluteAccuracy Absolute accuracy.
     */
    public LaguerreSolver(double absoluteAccuracy) {
        super(absoluteAccuracy);
    }
    /**
     * Construct a solver.
     *
     * @param relativeAccuracy Relative accuracy.
     * @param absoluteAccuracy Absolute accuracy.
     */
    public LaguerreSolver(double relativeAccuracy,
                          double absoluteAccuracy) {
        super(relativeAccuracy, absoluteAccuracy);
    }
    /**
     * Construct a solver.
     *
     * @param relativeAccuracy Relative accuracy.
     * @param absoluteAccuracy Absolute accuracy.
     * @param functionValueAccuracy Function value accuracy.
     */
    public LaguerreSolver(double relativeAccuracy,
                          double absoluteAccuracy,
                          double functionValueAccuracy) {
        super(relativeAccuracy, absoluteAccuracy, functionValueAccuracy);
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public double doSolve()
        throws TooManyEvaluationsException,
               NumberIsTooLargeException,
               NoBracketingException {
        final double min = getMin();
        final double max = getMax();
        final double initial = getStartValue();
        final double functionValueAccuracy = getFunctionValueAccuracy();

        verifySequence(min, initial, max);

        // Return the initial guess if it is good enough.
        final double yInitial = computeObjectiveValue(initial);
        if (FastMath.abs(yInitial) <= functionValueAccuracy) {
            return initial;
        }

        // Return the first endpoint if it is good enough.
        final double yMin = computeObjectiveValue(min);
        if (FastMath.abs(yMin) <= functionValueAccuracy) {
            return min;
        }

        // Reduce interval if min and initial bracket the root.
        if (yInitial * yMin < 0) {
            return laguerre(min, initial, yMin, yInitial);
        }

        // Return the second endpoint if it is good enough.
        final double yMax = computeObjectiveValue(max);
        if (FastMath.abs(yMax) <= functionValueAccuracy) {
            return max;
        }

        // Reduce interval if initial and max bracket the root.
        if (yInitial * yMax < 0) {
            return laguerre(initial, max, yInitial, yMax);
        }

        throw new NoBracketingException(min, max, yMin, yMax);
    }

    /**
     * Find a real root in the given interval.
     *
     * Despite the bracketing condition, the root returned by
     * {@link LaguerreSolver.ComplexSolver#solve(Complex[],Complex)} may
     * not be a real zero inside {@code [min, max]}.
     * For example, <code> p(x) = x3 + 1, 
     * with {@code min = -2}, {@code max = 2}, {@code initial = 0}.
     * When it occurs, this code calls
     * {@link LaguerreSolver.ComplexSolver#solveAll(Complex[],Complex)}
     * in order to obtain all roots and picks up one real root.
     *
     * @param lo Lower bound of the search interval.
     * @param hi Higher bound of the search interval.
     * @param fLo Function value at the lower bound of the search interval.
     * @param fHi Function value at the higher bound of the search interval.
     * @return the point at which the function value is zero.
     * @deprecated This method should not be part of the public API: It will
     * be made private in version 4.0.
     */
    @Deprecated
    public double laguerre(double lo, double hi,
                           double fLo, double fHi) {
        final Complex c[] = ComplexUtils.convertToComplex(getCoefficients());

        final Complex initial = new Complex(0.5 * (lo + hi), 0);
        final Complex z = complexSolver.solve(c, initial);
        if (complexSolver.isRoot(lo, hi, z)) {
            return z.getReal();
        } else {
            double r = Double.NaN;
            // Solve all roots and select the one we are seeking.
            Complex[] root = complexSolver.solveAll(c, initial);
            for (int i = 0; i < root.length; i++) {
                if (complexSolver.isRoot(lo, hi, root[i])) {
                    r = root[i].getReal();
                    break;
                }
            }
            return r;
        }
    }

    /**
     * Find all complex roots for the polynomial with the given
     * coefficients, starting from the given initial value.
     * <p>
     * Note: This method is not part of the API of {@link BaseUnivariateSolver}.</p>
     *
     * @param coefficients Polynomial coefficients.
     * @param initial Start value.
     * @return the full set of complex roots of the polynomial
     * @throws org.apache.commons.math3.exception.TooManyEvaluationsException
     * if the maximum number of evaluations is exceeded when solving for one of the roots
     * @throws NullArgumentException if the {@code coefficients} is
     * {@code null}.
     * @throws NoDataException if the {@code coefficients} array is empty.
     * @since 3.1
     */
    public Complex[] solveAllComplex(double[] coefficients,
                                     double initial)
        throws NullArgumentException,
               NoDataException,
               TooManyEvaluationsException {
       return solveAllComplex(coefficients, initial, Integer.MAX_VALUE);
    }

    /**
     * Find all complex roots for the polynomial with the given
     * coefficients, starting from the given initial value.
     * <p>
     * Note: This method is not part of the API of {@link BaseUnivariateSolver}.</p>
     *
     * @param coefficients polynomial coefficients
     * @param initial start value
     * @param maxEval maximum number of evaluations
     * @return the full set of complex roots of the polynomial
     * @throws org.apache.commons.math3.exception.TooManyEvaluationsException
     * if the maximum number of evaluations is exceeded when solving for one of the roots
     * @throws NullArgumentException if the {@code coefficients} is
     * {@code null}
     * @throws NoDataException if the {@code coefficients} array is empty
     * @since 3.5
     */
    public Complex[] solveAllComplex(double[] coefficients,
                                     double initial, int maxEval)
        throws NullArgumentException,
               NoDataException,
               TooManyEvaluationsException {
        setup(maxEval,
              new PolynomialFunction(coefficients),
              Double.NEGATIVE_INFINITY,
              Double.POSITIVE_INFINITY,
              initial);
        return complexSolver.solveAll(ComplexUtils.convertToComplex(coefficients),
                                      new Complex(initial, 0d));
    }

    /**
     * Find a complex root for the polynomial with the given coefficients,
     * starting from the given initial value.
     * <p>
     * Note: This method is not part of the API of {@link BaseUnivariateSolver}.</p>
     *
     * @param coefficients Polynomial coefficients.
     * @param initial Start value.
     * @return a complex root of the polynomial
     * @throws org.apache.commons.math3.exception.TooManyEvaluationsException
     * if the maximum number of evaluations is exceeded.
     * @throws NullArgumentException if the {@code coefficients} is
     * {@code null}.
     * @throws NoDataException if the {@code coefficients} array is empty.
     * @since 3.1
     */
    public Complex solveComplex(double[] coefficients,
                                double initial)
        throws NullArgumentException,
               NoDataException,
               TooManyEvaluationsException {
       return solveComplex(coefficients, initial, Integer.MAX_VALUE);
    }

    /**
     * Find a complex root for the polynomial with the given coefficients,
     * starting from the given initial value.
     * <p>
     * Note: This method is not part of the API of {@link BaseUnivariateSolver}.</p>
     *
     * @param coefficients polynomial coefficients
     * @param initial start value
     * @param maxEval maximum number of evaluations
     * @return a complex root of the polynomial
     * @throws org.apache.commons.math3.exception.TooManyEvaluationsException
     * if the maximum number of evaluations is exceeded
     * @throws NullArgumentException if the {@code coefficients} is
     * {@code null}
     * @throws NoDataException if the {@code coefficients} array is empty
     * @since 3.1
     */
    public Complex solveComplex(double[] coefficients,
                                double initial, int maxEval)
        throws NullArgumentException,
               NoDataException,
               TooManyEvaluationsException {
        setup(maxEval,
              new PolynomialFunction(coefficients),
              Double.NEGATIVE_INFINITY,
              Double.POSITIVE_INFINITY,
              initial);
        return complexSolver.solve(ComplexUtils.convertToComplex(coefficients),
                                   new Complex(initial, 0d));
    }

    /**
     * Class for searching all (complex) roots.
     */
    private class ComplexSolver {
        /**
         * Check whether the given complex root is actually a real zero
         * in the given interval, within the solver tolerance level.
         *
         * @param min Lower bound for the interval.
         * @param max Upper bound for the interval.
         * @param z Complex root.
         * @return {@code true} if z is a real zero.
         */
        public boolean isRoot(double min, double max, Complex z) {
            if (isSequence(min, z.getReal(), max)) {
                double tolerance = FastMath.max(getRelativeAccuracy() * z.abs(), getAbsoluteAccuracy());
                return (FastMath.abs(z.getImaginary()) <= tolerance) ||
                     (z.abs() <= getFunctionValueAccuracy());
            }
            return false;
        }

        /**
         * Find all complex roots for the polynomial with the given
         * coefficients, starting from the given initial value.
         *
         * @param coefficients Polynomial coefficients.
         * @param initial Start value.
         * @return the point at which the function value is zero.
         * @throws org.apache.commons.math3.exception.TooManyEvaluationsException
         * if the maximum number of evaluations is exceeded.
         * @throws NullArgumentException if the {@code coefficients} is
         * {@code null}.
         * @throws NoDataException if the {@code coefficients} array is empty.
         */
        public Complex[] solveAll(Complex coefficients[], Complex initial)
            throws NullArgumentException,
                   NoDataException,
                   TooManyEvaluationsException {
            if (coefficients == null) {
                throw new NullArgumentException();
            }
            final int n = coefficients.length - 1;
            if (n == 0) {
                throw new NoDataException(LocalizedFormats.POLYNOMIAL);
            }
            // Coefficients for deflated polynomial.
            final Complex c[] = new Complex[n + 1];
            for (int i = 0; i <= n; i++) {
                c[i] = coefficients[i];
            }

            // Solve individual roots successively.
            final Complex root[] = new Complex[n];
            for (int i = 0; i < n; i++) {
                final Complex subarray[] = new Complex[n - i + 1];
                System.arraycopy(c, 0, subarray, 0, subarray.length);
                root[i] = solve(subarray, initial);
                // Polynomial deflation using synthetic division.
                Complex newc = c[n - i];
                Complex oldc = null;
                for (int j = n - i - 1; j >= 0; j--) {
                    oldc = c[j];
                    c[j] = newc;
                    newc = oldc.add(newc.multiply(root[i]));
                }
            }

            return root;
        }

        /**
         * Find a complex root for the polynomial with the given coefficients,
         * starting from the given initial value.
         *
         * @param coefficients Polynomial coefficients.
         * @param initial Start value.
         * @return the point at which the function value is zero.
         * @throws org.apache.commons.math3.exception.TooManyEvaluationsException
         * if the maximum number of evaluations is exceeded.
         * @throws NullArgumentException if the {@code coefficients} is
         * {@code null}.
         * @throws NoDataException if the {@code coefficients} array is empty.
         */
        public Complex solve(Complex coefficients[], Complex initial)
            throws NullArgumentException,
                   NoDataException,
                   TooManyEvaluationsException {
            if (coefficients == null) {
                throw new NullArgumentException();
            }

            final int n = coefficients.length - 1;
            if (n == 0) {
                throw new NoDataException(LocalizedFormats.POLYNOMIAL);
            }

            final double absoluteAccuracy = getAbsoluteAccuracy();
            final double relativeAccuracy = getRelativeAccuracy();
            final double functionValueAccuracy = getFunctionValueAccuracy();

            final Complex nC  = new Complex(n, 0);
            final Complex n1C = new Complex(n - 1, 0);

            Complex z = initial;
            Complex oldz = new Complex(Double.POSITIVE_INFINITY,
                                       Double.POSITIVE_INFINITY);
            while (true) {
                // Compute pv (polynomial value), dv (derivative value), and
                // d2v (second derivative value) simultaneously.
                Complex pv = coefficients[n];
                Complex dv = Complex.ZERO;
                Complex d2v = Complex.ZERO;
                for (int j = n-1; j >= 0; j--) {
                    d2v = dv.add(z.multiply(d2v));
                    dv = pv.add(z.multiply(dv));
                    pv = coefficients[j].add(z.multiply(pv));
                }
                d2v = d2v.multiply(new Complex(2.0, 0.0));

                // Check for convergence.
                final double tolerance = FastMath.max(relativeAccuracy * z.abs(),
                                                      absoluteAccuracy);
                if ((z.subtract(oldz)).abs() <= tolerance) {
                    return z;
                }
                if (pv.abs() <= functionValueAccuracy) {
                    return z;
                }

                // Now pv != 0, calculate the new approximation.
                final Complex G = dv.divide(pv);
                final Complex G2 = G.multiply(G);
                final Complex H = G2.subtract(d2v.divide(pv));
                final Complex delta = n1C.multiply((nC.multiply(H)).subtract(G2));
                // Choose a denominator larger in magnitude.
                final Complex deltaSqrt = delta.sqrt();
                final Complex dplus = G.add(deltaSqrt);
                final Complex dminus = G.subtract(deltaSqrt);
                final Complex denominator = dplus.abs() > dminus.abs() ? dplus : dminus;
                // Perturb z if denominator is zero, for instance,
                // p(x) = x^3 + 1, z = 0.
                if (denominator.equals(new Complex(0.0, 0.0))) {
                    z = z.add(new Complex(absoluteAccuracy, absoluteAccuracy));
                    oldz = new Complex(Double.POSITIVE_INFINITY,
                                       Double.POSITIVE_INFINITY);
                } else {
                    oldz = z;
                    z = z.subtract(nC.divide(denominator));
                }
                incrementEvaluationCount();
            }
        }
    }
}

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