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authorTavian Barnes <tavianator@gmail.com>2010-11-10 01:11:22 -0500
committerTavian Barnes <tavianator@gmail.com>2010-11-10 01:11:22 -0500
commit516df38e8acff5d1f7022ae5492f814acea1df3c (patch)
treef5520848197c6e321db91c222ec83c48a5264aed /libdimension
parent97a9efe5091a5c483f8081d60dccf6029be7ecc4 (diff)
downloaddimension-516df38e8acff5d1f7022ae5492f814acea1df3c.tar.xz
Use Newton's method when the root bound is degenerate.
Diffstat (limited to 'libdimension')
-rw-r--r--libdimension/dimension/polynomial.h12
-rw-r--r--libdimension/polynomial.c32
2 files changed, 39 insertions, 5 deletions
diff --git a/libdimension/dimension/polynomial.h b/libdimension/dimension/polynomial.h
index e04861f..ffe3014 100644
--- a/libdimension/dimension/polynomial.h
+++ b/libdimension/dimension/polynomial.h
@@ -41,6 +41,18 @@ dmnsn_evaluate_polynomial(const double poly[], size_t degree, double x)
return ret;
}
+DMNSN_INLINE double
+dmnsn_evaluate_polynomial_derivative(const double poly[], size_t degree,
+ double x)
+{
+ double ret = poly[degree]*degree;
+ size_t i;
+ for (i = degree - 1; i >= 1; --i) {
+ ret = ret*x + poly[i]*i;
+ }
+ return ret;
+}
+
/* Stores the positive roots of poly[] in x[], and returns the number of such
roots that were stored */
size_t dmnsn_solve_polynomial(const double poly[], size_t degree, double x[]);
diff --git a/libdimension/polynomial.c b/libdimension/polynomial.c
index b68d440..f042ef2 100644
--- a/libdimension/polynomial.c
+++ b/libdimension/polynomial.c
@@ -214,17 +214,39 @@ dmnsn_root_bound(double poly[], size_t degree)
return bound;
}
+/* Improve a root with Newton's method */
+static inline double
+dmnsn_improve_root(const double poly[], size_t degree, double x)
+{
+ double p;
+ do {
+ /* Calculate the value of the polynomial and its derivative at once */
+ p = poly[degree];
+ double dp = 0.0;
+ for (ssize_t i = degree - 1; i >= 0; --i) {
+ dp = dp*x + p;
+ p = p*x + poly[i];
+ }
+
+ x -= p/dp;
+ } while (fabs(p) >= fabs(x)*dmnsn_epsilon);
+
+ return x;
+}
+
/* Use the false position method to find a root in a range that contains exactly
one root */
static inline double
dmnsn_bisect_root(const double poly[], size_t degree, double min, double max)
{
- if (max - min < dmnsn_epsilon)
- return min;
+ if (max - min < dmnsn_epsilon) {
+ /* Bounds are equal, use Newton's method */
+ return dmnsn_improve_root(poly, degree, min);
+ }
double evmin = dmnsn_evaluate_polynomial(poly, degree, min);
double evmax = dmnsn_evaluate_polynomial(poly, degree, max);
- double initial_evmin = evmin, initial_evmax = evmax;
+ double initial_evmin = fabs(evmin), initial_evmax = fabs(evmax);
double mid = 0.0, evmid;
int lastsign = -1;
@@ -265,8 +287,8 @@ dmnsn_bisect_root(const double poly[], size_t degree, double min, double max)
} while (fabs(evmid) >= fabs(mid)*dmnsn_epsilon
/* These conditions improve stability when one of the bounds is
close to a different root than we are trying to find */
- || fabs(evmid) > fabs(initial_evmin)
- || fabs(evmid) > fabs(initial_evmax));
+ || fabs(evmid) > initial_evmin
+ || fabs(evmid) > initial_evmax);
return mid;
}