Copyright | (c) Edward Kmett 2010-2015 |
---|---|
License | BSD3 |
Maintainer | ekmett@gmail.com |
Stability | experimental |
Portability | GHC only |
Safe Haskell | None |
Language | Haskell2010 |
Root finding using Halley's rational method (the second in the class of Householder methods). Assumes the function is three times continuously differentiable and converges cubically when progress can be made.
- findZero :: (Fractional a, Eq a) => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> [a]
- findZeroNoEq :: Fractional a => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> [a]
- inverse :: (Fractional a, Eq a) => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> a -> [a]
- inverseNoEq :: Fractional a => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> a -> [a]
- fixedPoint :: (Fractional a, Eq a) => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> [a]
- fixedPointNoEq :: Fractional a => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> [a]
- extremum :: (Fractional a, Eq a) => (forall s. AD s (On (Forward (Tower a))) -> AD s (On (Forward (Tower a)))) -> a -> [a]
- extremumNoEq :: Fractional a => (forall s. AD s (On (Forward (Tower a))) -> AD s (On (Forward (Tower a)))) -> a -> [a]
Halley's Method (Tower AD)
findZero :: (Fractional a, Eq a) => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> [a] Source #
The findZero
function finds a zero of a scalar function using
Halley's method; its output is a stream of increasingly accurate
results. (Modulo the usual caveats.) If the stream becomes constant
("it converges"), no further elements are returned.
Examples:
>>>
take 10 $ findZero (\x->x^2-4) 1
[1.0,1.8571428571428572,1.9997967892704736,1.9999999999994755,2.0]
>>>
last $ take 10 $ findZero ((+1).(^2)) (1 :+ 1)
0.0 :+ 1.0
findZeroNoEq :: Fractional a => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> [a] Source #
The findZeroNoEq
function behaves the same as findZero
except that it
doesn't truncate the list once the results become constant. This means it
can be used with types without an Eq
instance.
inverse :: (Fractional a, Eq a) => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> a -> [a] Source #
The inverse
function inverts a scalar function using
Halley's method; its output is a stream of increasingly accurate
results. (Modulo the usual caveats.) If the stream becomes constant
("it converges"), no further elements are returned.
Note: the take 10 $ inverse sqrt 1 (sqrt 10)
example that works for Newton's method
fails with Halley's method because the preconditions do not hold!
inverseNoEq :: Fractional a => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> a -> [a] Source #
The inverseNoEq
function behaves the same as inverse
except that it
doesn't truncate the list once the results become constant. This means it
can be used with types without an Eq
instance.
fixedPoint :: (Fractional a, Eq a) => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> [a] Source #
The fixedPoint
function find a fixedpoint of a scalar
function using Halley's method; its output is a stream of
increasingly accurate results. (Modulo the usual caveats.)
If the stream becomes constant ("it converges"), no further elements are returned.
>>>
last $ take 10 $ fixedPoint cos 1
0.7390851332151607
fixedPointNoEq :: Fractional a => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> [a] Source #
The fixedPointNoEq
function behaves the same as fixedPoint
except that
it doesn't truncate the list once the results become constant. This means it
can be used with types without an Eq
instance.
extremum :: (Fractional a, Eq a) => (forall s. AD s (On (Forward (Tower a))) -> AD s (On (Forward (Tower a)))) -> a -> [a] Source #
The extremum
function finds an extremum of a scalar
function using Halley's method; produces a stream of increasingly
accurate results. (Modulo the usual caveats.) If the stream becomes
constant ("it converges"), no further elements are returned.
>>>
take 10 $ extremum cos 1
[1.0,0.29616942658570555,4.59979519460002e-3,1.6220740159042513e-8,0.0]
extremumNoEq :: Fractional a => (forall s. AD s (On (Forward (Tower a))) -> AD s (On (Forward (Tower a)))) -> a -> [a] Source #
The extremumNoEq
function behaves the same as extremum
except that it
doesn't truncate the list once the results become constant. This means it
can be used with types without an Eq
instance.