//
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
//
// Copyright (c) 2009-2013 Math.NET
//
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// obtaining a copy of this software and associated documentation
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// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
//
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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// OTHER DEALINGS IN THE SOFTWARE.
//
using System;
using System.Collections.Generic;
namespace IStation.Numerics.RootFinding
{
public static class ZeroCrossingBracketing
{
public static IEnumerable> FindIntervalsWithin(Func f, double lowerBound, double upperBound, int subdivisions)
{
// TODO: Consider binary-style search instead of linear scan
double fmin = f(lowerBound);
double fmax = f(upperBound);
if (Math.Sign(fmin) != Math.Sign(fmax))
{
yield return new Tuple(lowerBound, upperBound);
yield break;
}
double subdiv = (upperBound - lowerBound)/subdivisions;
double smin = lowerBound;
int sign = Math.Sign(fmin);
for (int k = 0; k < subdivisions; k++)
{
double smax = smin + subdiv;
double sfmax = f(smax);
if (double.IsInfinity(sfmax))
{
// expand interval to include pole
smin = smax;
continue;
}
if (Math.Sign(sfmax) != sign)
{
yield return new Tuple(smin, smax);
sign = Math.Sign(sfmax);
}
smin = smax;
}
}
/// Detect a range containing at least one root.
/// The function to detect roots from.
/// Lower value of the range.
/// Upper value of the range
/// The growing factor of research. Usually 1.6.
/// Maximum number of iterations. Usually 50.
/// True if the bracketing operation succeeded, false otherwise.
/// This iterative methods stops when two values with opposite signs are found.
public static bool Expand(Func f, ref double lowerBound, ref double upperBound, double factor = 1.6, int maxIterations = 50)
{
double originalLowerBound = lowerBound;
double originalUpperBound = upperBound;
if (lowerBound >= upperBound)
{
throw new ArgumentOutOfRangeException(nameof(upperBound), "xmax must be greater than xmin.");
}
double fmin = f(lowerBound);
double fmax = f(upperBound);
for (int i = 0; i < maxIterations; i++)
{
if (Math.Sign(fmin) != Math.Sign(fmax))
{
return true;
}
if (Math.Abs(fmin) < Math.Abs(fmax))
{
lowerBound += factor*(lowerBound - upperBound);
fmin = f(lowerBound);
}
else
{
upperBound += factor*(upperBound - lowerBound);
fmax = f(upperBound);
}
}
lowerBound = originalLowerBound;
upperBound = originalUpperBound;
return false;
}
public static bool Reduce(Func f, ref double lowerBound, ref double upperBound, int subdivisions = 1000)
{
double originalLowerBound = lowerBound;
double originalUpperBound = upperBound;
if (lowerBound >= upperBound)
{
throw new ArgumentOutOfRangeException(nameof(upperBound), "xmax must be greater than xmin.");
}
// TODO: Consider binary-style search instead of linear scan
double fmin = f(lowerBound);
double fmax = f(upperBound);
if (Math.Sign(fmin) != Math.Sign(fmax))
{
return true;
}
double subdiv = (upperBound - lowerBound) / subdivisions;
double smin = lowerBound;
int sign = Math.Sign(fmin);
for (int k = 0; k < subdivisions; k++)
{
double smax = smin + subdiv;
double sfmax = f(smax);
if (double.IsInfinity(sfmax))
{
// expand interval to include pole
smin = smax;
continue;
}
if (Math.Sign(sfmax) != sign)
{
lowerBound = smin;
upperBound = smax;
return true;
}
smin = smax;
}
lowerBound = originalLowerBound;
upperBound = originalUpperBound;
return false;
}
public static bool ExpandReduce(Func f, ref double lowerBound, ref double upperBound, double expansionFactor = 1.6, int expansionMaxIterations = 50, int reduceSubdivisions = 100)
{
return Expand(f, ref lowerBound, ref upperBound, expansionFactor, expansionMaxIterations) || Reduce(f, ref lowerBound, ref upperBound, reduceSubdivisions);
}
}
}