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233 lines
9.5 KiB
C++
233 lines
9.5 KiB
C++
// Copyright Paul A. Bristow 2015.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0.
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// (See accompanying file LICENSE_1_0.txt
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// or copy at http://www.boost.org/LICENSE_1_0.txt)
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// Note that this file contains Quickbook mark-up as well as code
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// and comments, don't change any of the special comment mark-ups!
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// Example of root finding using Boost.Multiprecision.
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#include <boost/math/tools/roots.hpp>
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//using boost::math::policies::policy;
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//using boost::math::tools::newton_raphson_iterate;
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//using boost::math::tools::halley_iterate;
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//using boost::math::tools::eps_tolerance; // Binary functor for specified number of bits.
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//using boost::math::tools::bracket_and_solve_root;
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//using boost::math::tools::toms748_solve;
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#include <boost/math/special_functions/next.hpp> // For float_distance.
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#include <boost/math/special_functions/pow.hpp>
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#include <boost/math/constants/constants.hpp>
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//[root_finding_multiprecision_include_1
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#include <boost/multiprecision/cpp_bin_float.hpp> // For cpp_bin_float_50.
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#include <boost/multiprecision/cpp_dec_float.hpp> // For cpp_dec_float_50.
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#ifndef _MSC_VER // float128 is not yet supported by Microsoft compiler at 2013.
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# include <boost/multiprecision/float128.hpp> // Requires libquadmath.
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#endif
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//] [/root_finding_multiprecision_include_1]
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#include <iostream>
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// using std::cout; using std::endl;
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#include <iomanip>
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// using std::setw; using std::setprecision;
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#include <limits>
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// using std::numeric_limits;
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#include <tuple>
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#include <utility> // pair, make_pair
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// #define BUILTIN_POW_GUESS // define to use std::pow function to obtain a guess.
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template <class T>
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T cbrt_2deriv(T x)
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{ // return cube root of x using 1st and 2nd derivatives and Halley.
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using namespace std; // Help ADL of std functions.
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using namespace boost::math::tools; // For halley_iterate.
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// If T is not a binary floating-point type, for example, cpp_dec_float_50
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// then frexp may not be defined,
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// so it may be necessary to compute the guess using a built-in type,
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// probably quickest using double, but perhaps with float or long double.
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// Note that the range of exponent may be restricted by a built-in-type for guess.
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typedef long double guess_type;
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#ifdef BUILTIN_POW_GUESS
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guess_type pow_guess = std::pow(static_cast<guess_type>(x), static_cast<guess_type>(1) / 3);
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T guess = pow_guess;
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T min = pow_guess /2;
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T max = pow_guess * 2;
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#else
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int exponent;
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frexp(static_cast<guess_type>(x), &exponent); // Get exponent of z (ignore mantissa).
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T guess = ldexp(static_cast<guess_type>(1.), exponent / 3); // Rough guess is to divide the exponent by three.
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T min = ldexp(static_cast<guess_type>(1.) / 2, exponent / 3); // Minimum possible value is half our guess.
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T max = ldexp(static_cast<guess_type>(2.), exponent / 3); // Maximum possible value is twice our guess.
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#endif
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int digits = std::numeric_limits<T>::digits / 2; // Half maximum possible binary digits accuracy for type T.
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const boost::uintmax_t maxit = 20;
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boost::uintmax_t it = maxit;
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T result = halley_iterate(cbrt_functor_2deriv<T>(x), guess, min, max, digits, it);
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// Can show how many iterations (updated by halley_iterate).
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// std::cout << "Iterations " << it << " (from max of "<< maxit << ")." << std::endl;
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return result;
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} // cbrt_2deriv(x)
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template <class T>
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struct cbrt_functor_2deriv
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{ // Functor returning both 1st and 2nd derivatives.
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cbrt_functor_2deriv(T const& to_find_root_of) : a(to_find_root_of)
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{ // Constructor stores value to find root of, for example:
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}
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// using boost::math::tuple; // to return three values.
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std::tuple<T, T, T> operator()(T const& x)
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{
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// Return both f(x) and f'(x) and f''(x).
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T fx = x*x*x - a; // Difference (estimate x^3 - value).
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// std::cout << "x = " << x << "\nfx = " << fx << std::endl;
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T dx = 3 * x*x; // 1st derivative = 3x^2.
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T d2x = 6 * x; // 2nd derivative = 6x.
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return std::make_tuple(fx, dx, d2x); // 'return' fx, dx and d2x.
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}
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private:
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T a; // to be 'cube_rooted'.
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}; // struct cbrt_functor_2deriv
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template <int n, class T>
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struct nth_functor_2deriv
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{ // Functor returning both 1st and 2nd derivatives.
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nth_functor_2deriv(T const& to_find_root_of) : value(to_find_root_of)
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{ /* Constructor stores value to find root of, for example: */ }
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// using std::tuple; // to return three values.
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std::tuple<T, T, T> operator()(T const& x)
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{
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// Return both f(x) and f'(x) and f''(x).
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using boost::math::pow;
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T fx = pow<n>(x) - value; // Difference (estimate x^3 - value).
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T dx = n * pow<n - 1>(x); // 1st derivative = 5x^4.
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T d2x = n * (n - 1) * pow<n - 2 >(x); // 2nd derivative = 20 x^3
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return std::make_tuple(fx, dx, d2x); // 'return' fx, dx and d2x.
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}
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private:
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T value; // to be 'nth_rooted'.
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}; // struct nth_functor_2deriv
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template <int n, class T>
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T nth_2deriv(T x)
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{
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// return nth root of x using 1st and 2nd derivatives and Halley.
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using namespace std; // Help ADL of std functions.
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using namespace boost::math; // For halley_iterate.
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int exponent;
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frexp(x, &exponent); // Get exponent of z (ignore mantissa).
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T guess = ldexp(static_cast<T>(1.), exponent / n); // Rough guess is to divide the exponent by three.
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T min = ldexp(static_cast<T>(0.5), exponent / n); // Minimum possible value is half our guess.
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T max = ldexp(static_cast<T>(2.), exponent / n); // Maximum possible value is twice our guess.
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int digits = std::numeric_limits<T>::digits / 2; // Half maximum possible binary digits accuracy for type T.
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const boost::uintmax_t maxit = 50;
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boost::uintmax_t it = maxit;
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T result = halley_iterate(nth_functor_2deriv<n, T>(x), guess, min, max, digits, it);
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// Can show how many iterations (updated by halley_iterate).
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std::cout << it << " iterations (from max of " << maxit << ")" << std::endl;
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return result;
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} // nth_2deriv(x)
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//[root_finding_multiprecision_show_1
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template <typename T>
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T show_cube_root(T value)
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{ // Demonstrate by printing the root using all definitely significant digits.
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std::cout.precision(std::numeric_limits<T>::digits10);
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T r = cbrt_2deriv(value);
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std::cout << "value = " << value << ", cube root =" << r << std::endl;
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return r;
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}
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//] [/root_finding_multiprecision_show_1]
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int main()
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{
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std::cout << "Multiprecision Root finding Example." << std::endl;
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// Show all possibly significant decimal digits.
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std::cout.precision(std::numeric_limits<double>::digits10);
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// or use cout.precision(max_digits10 = 2 + std::numeric_limits<double>::digits * 3010/10000);
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//[root_finding_multiprecision_example_1
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using boost::multiprecision::cpp_dec_float_50; // decimal.
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using boost::multiprecision::cpp_bin_float_50; // binary.
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#ifndef _MSC_VER // Not supported by Microsoft compiler.
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using boost::multiprecision::float128;
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#endif
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//] [/root_finding_multiprecision_example_1
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try
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{ // Always use try'n'catch blocks with Boost.Math to get any error messages.
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// Increase the precision to 50 decimal digits using Boost.Multiprecision
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//[root_finding_multiprecision_example_2
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std::cout.precision(std::numeric_limits<cpp_dec_float_50>::digits10);
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cpp_dec_float_50 two = 2; //
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cpp_dec_float_50 r = cbrt_2deriv(two);
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std::cout << "cbrt(" << two << ") = " << r << std::endl;
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r = cbrt_2deriv(2.); // Passing a double, so ADL will compute a double precision result.
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std::cout << "cbrt(" << two << ") = " << r << std::endl;
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// cbrt(2) = 1.2599210498948731906665443602832965552806854248047 'wrong' from digits 17 onwards!
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r = cbrt_2deriv(static_cast<cpp_dec_float_50>(2.)); // Passing a cpp_dec_float_50,
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// so will compute a cpp_dec_float_50 precision result.
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std::cout << "cbrt(" << two << ") = " << r << std::endl;
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r = cbrt_2deriv<cpp_dec_float_50>(2.); // Explictly a cpp_dec_float_50, so will compute a cpp_dec_float_50 precision result.
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std::cout << "cbrt(" << two << ") = " << r << std::endl;
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// cpp_dec_float_50 1.2599210498948731647672106072782283505702514647015
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//] [/root_finding_multiprecision_example_2
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// N[2^(1/3), 50] 1.2599210498948731647672106072782283505702514647015
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//show_cube_root(2); // Integer parameter - Errors!
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//show_cube_root(2.F); // Float parameter - Warnings!
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//[root_finding_multiprecision_example_3
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show_cube_root(2.);
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show_cube_root(2.L);
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show_cube_root(two);
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//] [/root_finding_multiprecision_example_3
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}
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catch (const std::exception& e)
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{ // Always useful to include try&catch blocks because default policies
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// are to throw exceptions on arguments that cause errors like underflow & overflow.
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// Lacking try&catch blocks, the program will abort without a message below,
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// which may give some helpful clues as to the cause of the exception.
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std::cout <<
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"\n""Message from thrown exception was:\n " << e.what() << std::endl;
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}
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return 0;
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} // int main()
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/*
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Description: Autorun "J:\Cpp\MathToolkit\test\Math_test\Release\root_finding_multiprecision.exe"
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Multiprecision Root finding Example.
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cbrt(2) = 1.2599210498948731647672106072782283505702514647015
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cbrt(2) = 1.2599210498948731906665443602832965552806854248047
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cbrt(2) = 1.2599210498948731647672106072782283505702514647015
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cbrt(2) = 1.2599210498948731647672106072782283505702514647015
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value = 2, cube root =1.25992104989487
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value = 2, cube root =1.25992104989487
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value = 2, cube root =1.2599210498948731647672106072782283505702514647015
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*/
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