{-# LANGUAGE RebindableSyntax #-} {- Complex translated and modulated Gaussian bell curve. It could be extended to chirps using a complex valued quadratic term with (real c >= 0). This allows for a new test: Express the Fourier transform in terms of a convolution with a chirp. -} module MathObj.Gaussian.Bell where import qualified MathObj.Polynomial as Poly import qualified Number.Complex as Complex import qualified Algebra.Transcendental as Trans import qualified Algebra.Field as Field import qualified Algebra.Absolute as Absolute import qualified Algebra.Ring as Ring import qualified Algebra.Additive as Additive import Number.Complex ((+:), ) import Test.QuickCheck (Arbitrary, arbitrary, ) import Control.Monad (liftM4, ) import NumericPrelude.Numeric import NumericPrelude.Base hiding (reverse, ) {- $setup >>> import qualified MathObj.Gaussian.Bell as G >>> import qualified Algebra.ZeroTestable as ZeroTestable >>> import qualified Algebra.Laws as Laws >>> import qualified Number.Complex as Complex >>> import Number.Complex ((+:)) >>> import NumericPrelude.Base as P >>> import NumericPrelude.Numeric as NP >>> import Prelude () >>> import qualified Test.QuickCheck as QC >>> import Data.Function.HT (Id, nest) >>> >>> asRational :: Id (G.T Rational) >>> asRational = id >>> >>> withRational :: Id (G.T Rational -> a) >>> withRational = id >>> >>> isConstant :: ZeroTestable.C a => G.T a -> Bool >>> isConstant (G.Cons _amp _a b c) = isZero b && isZero c -} data T a = Cons {amp :: a, c0, c1 :: Complex.T a, c2 :: a} deriving (Eq, Show) instance (Absolute.C a, Arbitrary a) => Arbitrary (T a) where arbitrary = liftM4 (\k a b c -> Cons (abs k) a b (1 + abs c)) arbitrary arbitrary arbitrary arbitrary constant :: Ring.C a => T a constant = Cons one zero zero zero {- | eigenfunction of 'fourier' -} unit :: Ring.C a => T a unit = Cons one zero zero one {-# INLINE evaluate #-} evaluate :: (Trans.C a) => T a -> a -> Complex.T a evaluate f x = Complex.scale (sqrt (amp f)) (Complex.exp $ Complex.scale (-pi) $ c0 f + Complex.scale x (c1 f) + Complex.fromReal (c2 f * x^2)) evaluateSqRt :: (Trans.C a) => T a -> a -> Complex.T a evaluateSqRt f x0 = Complex.scale (sqrt (amp f)) (let x = sqrt pi * x0 in Complex.exp $ negate $ c0 f + Complex.scale x (c1 f) + Complex.fromReal (c2 f * x^2)) exponentPolynomial :: (Additive.C a) => T a -> Poly.T (Complex.T a) exponentPolynomial f = Poly.fromCoeffs [c0 f, c1 f, Complex.fromReal (c2 f)] {- norm functions depend on interpretation and would have to return both a rational and transcendental part expressed as @exp a@. -} variance :: (Trans.C a) => T a -> a variance f = recip $ c2 f * 2*pi {- | prop> Laws.identity G.multiply G.constant . asRational prop> Laws.commutative G.multiply . asRational prop> Laws.associative G.multiply . asRational -} multiply :: (Ring.C a) => T a -> T a -> T a multiply f g = Cons (amp f * amp g) (c0 f + c0 g) (c1 f + c1 g) (c2 f + c2 g) powerRing :: (Trans.C a) => Integer -> T a -> T a powerRing p f = let pa = fromInteger p in Cons (amp f ^ p) (pa * c0 f) (pa * c1 f) (fromInteger p * c2 f) {- powerField does not makes sense, since the reciprocal of a Gaussian diverges. -} powerAlgebraic :: (Trans.C a) => Rational -> T a -> T a powerAlgebraic p f = let pa = fromRational' p in Cons (amp f ^/ p) (pa * c0 f) (pa * c1 f) (fromRational' p * c2 f) powerTranscendental :: (Trans.C a) => a -> T a -> T a powerTranscendental p f = Cons (amp f ^? p) (Complex.scale p $ c0 f) (Complex.scale p $ c1 f) (p * c2 f) {- | >>> let x=G.Cons 2 (1+:3) (4+:5) (7::Rational); y=G.Cons 7 (1+:4) (3+:2) (5::Rational) in G.convolve x y Cons {amp = 7 % 6, c0 = 13 % 6 +: 55 % 8, c1 = 41 % 12 +: 13 % 4, c2 = 35 % 12} prop> Laws.commutative G.convolve . asRational prop> Laws.associative G.convolve . asRational Would be nice to have something like: > Laws.identity G.convolve G.dirac but we cannot represent @G.dirac@. prop> isConstant . G.convolve G.constant . asRational Using a @G.norm1@ we could exactly compute the amplitude of the resulting constant function. But that would require transcendent operations. -} convolve :: (Field.C a) => T a -> T a -> T a convolve f g = let s = c2 f + c2 g {- fd = f1/(2*f2) gd = g1/(2*g2) c = f2*g2/(f2+g2) c*(fd+gd) = (f1*g2+f2*g1)/(2*(f2+g2)) = b/2 c*(fd+gd)^2 - fd^2*f2 - gd^2*g2 = f2*g2*(fd+gd)^2/(f2 + g2) - (fd^2*f2 + gd^2*g2) = (f2*g2*(fd+gd)^2 - (f2+g2)*(fd^2*f2+gd^2*g2)) / (f2 + g2) = (2*f2*g2*fd*gd - (fd^2*f2^2+gd^2*g2^2)) / (f2 + g2) = (2*f1*g1 - (f1^2+g1^2)) / (4*(f2 + g2)) = -(f1 - g1)^2/(4*(f2 + g2)) -} in Cons (amp f * amp g / s) (c0 f + c0 g - Complex.scale (recip (4*s)) ((c1 f - c1 g)^2)) (Complex.scale (c2 g / s) (c1 f) + Complex.scale (c2 f / s) (c1 g)) (c2 f * c2 g / s) -- recip $ recip (c2 f) + recip (c2 g) {- Cons (c0 f + c0 g) (c1 f + c1 g) (recip $ recip (c2 f) + recip (c2 g)) -} {- | prop> withRational $ \x y -> G.convolve x y == G.convolveByTranslation x y -} convolveByTranslation :: (Field.C a) => T a -> T a -> T a convolveByTranslation f0 g0 = let fd = Complex.scale (recip (2 * c2 f0)) $ c1 f0 gd = Complex.scale (recip (2 * c2 g0)) $ c1 g0 f1 = translateComplex fd f0 g1 = translateComplex gd g0 s = c2 f1 + c2 g1 in translateComplex (negate $ fd + gd) $ Cons (amp f1 * amp g1 / s) (c0 f1 + c0 g1) zero (c2 f1 * c2 g1 / s) {- | prop> withRational $ \x y -> G.convolve x y == G.convolveByFourier x y -} convolveByFourier :: (Field.C a) => T a -> T a -> T a convolveByFourier f g = reverse $ fourier $ multiply (fourier f) (fourier g) {- | prop> withRational $ \x y -> G.fourier (G.convolve x y) == G.multiply (G.fourier x) (G.fourier y) prop> withRational $ \x -> nest 2 G.fourier x == G.reverse x prop> G.fourier G.unit == (asRational G.unit) prop> withRational $ \x a -> G.fourier (G.translate a x) == G.modulate a (G.fourier x) prop> withRational $ \x (QC.Positive a) -> G.fourier (G.dilate a x) == G.amplify a (G.shrink a (G.fourier x)) -} fourier :: (Field.C a) => T a -> T a fourier f = let a = c0 f b = c1 f rc = recip $ c2 f in Cons (amp f * rc) (Complex.scale (rc/4) (-b^2) + a) (Complex.scale rc $ Complex.quarterRight b) rc {- | prop> withRational $ \x -> G.fourier x == G.fourierByTranslation x -} fourierByTranslation :: (Field.C a) => T a -> T a fourierByTranslation f = translateComplex (Complex.scale (1/2) $ Complex.quarterLeft $ c1 f) $ Cons (amp f / c2 f) (c0 f) zero (recip $ c2 f) {- a + b*x + c*x^2 = c*(a/c + b/c*x + x^2) = c*((x-b/(2*c))^2 + (4*a*c+b^2)/(4*c^2)) = c*(x-b/(2*c))^2 + (4*a*c+b^2)/(4*c) fourier -> x^2/c - i*b/c*x + (4*a*c+b^2)/(4*c) fourier (x -> exp(-pi*c*(x-t)^2)) = fourier $ translate t $ shrink (sqrt c) $ x -> exp(-pi*x^2) = modulate t $ dilate (sqrt c) $ fourier $ x -> exp(-pi*x^2) = modulate t $ dilate (sqrt c) $ x -> exp(-pi*x^2) = modulate t $ x -> exp(-pi*x^2/c) = x -> exp(-pi*x^2/c) * exp(-2*pi*i*x*t) = x -> exp(-pi*(x^2/c - 2*i*x*t)) -} {- b*x + c*x^2 = c*(b/c*x + x^2) = c*((x-br/(2*c))^2 + i*x*bi/c - br^2/(4*c^2)) = c*(x-br/(2*c))^2 + i*x*bi - br^2/(4*c) fourier -> (x+bi/2)^2/c - i*br/c*(x+bi/2) - br^2/(4*c) = (1/c) * ((x+bi/2)^2 - i*br*(x+bi/2) + (br/2)^2) = (1/c) * (x^2 - i*b*x + -(br/2)^2 + (bi/2)^2 - i*br*bi/2) = (1/c) * (x^2 - i*b*x - (br^2-bi^2+2*br*bi*i)^2 /4) = (1/c) * (x^2 - i*b*x - b^2 / 4) = (1/c) * (x^2 - i*b*x + (i*b/2)^2) = (1/c) * (x - i*b/2)^2 Example: (x-b)^2 = b^2 - 2*b*x + x^2 -> (- i*2*b*x + x^2) fourier (x -> exp(-pi*(c*(x-t)^2 + 2*i*m*x))) = fourier $ modulate m $ translate t $ shrink (sqrt c) $ x -> exp(-pi*x^2) = translate (-m) $ modulate t $ dilate (sqrt c) $ fourier $ x -> exp(-pi*x^2) = translate (-m) $ modulate t $ dilate (sqrt c) $ x -> exp(-pi*x^2) = translate (-m) $ modulate t $ x -> exp(-pi*x^2/c) = translate (-m) $ x -> exp(-pi*x^2/c) * exp(-2*pi*i*x*t) = x -> exp(-pi*(x+m)^2/c) * exp(-2*pi*i*(x+m)*t) = x -> exp(-pi*((x+m)^2/c - 2*i*(x+m)*t)) -} {- fourier (Cons a 0 0) = Cons a 0 infinity fourier (Cons 0 0 c) = Cons 0 0 (recip c) fourier (Cons 0 b 1) = Cons 0 (i*b) 1 -} {- | prop> withRational $ \x a b -> G.translate a (G.translate b x) == G.translate (a+b) x -} translate :: Ring.C a => a -> T a -> T a translate d f = let a = c0 f b = c1 f c = c2 f in Cons (amp f) (Complex.fromReal (c*d^2) - Complex.scale d b + a) (Complex.fromReal (-2*c*d) + b) c {- | prop> withRational $ \x a b -> G.translateComplex a (G.translateComplex b x) == G.translateComplex (a+b) x prop> withRational $ \x a -> G.translateComplex (Complex.fromReal a) x == G.translate a x -} translateComplex :: Ring.C a => Complex.T a -> T a -> T a translateComplex d f = let a = c0 f b = c1 f c = c2 f in Cons (amp f) (Complex.scale c (d^2) - b*d + a) (Complex.scale (-2*c) d + b) c {- | prop> withRational $ \x a b -> G.modulate a (G.modulate b x) == G.modulate (a+b) x prop> withRational $ \x a b -> G.modulate b (G.translate a x) == G.turn (a*b) (G.translate a (G.modulate b x)) -} modulate :: Ring.C a => a -> T a -> T a modulate d f = Cons (amp f) (c0 f) (c1 f + (zero +: 2*d)) (c2 f) turn :: Ring.C a => a -> T a -> T a turn d f = Cons (amp f) (c0 f + (zero +: 2*d)) (c1 f) (c2 f) {- | prop> withRational $ \x -> nest 2 G.reverse x == x -} reverse :: Additive.C a => T a -> T a reverse f = f{c1 = negate $ c1 f} {- | prop> withRational $ \x (QC.Positive a) (QC.Positive b) -> G.dilate a (G.dilate b x) == G.dilate (a*b) x prop> withRational $ \x (QC.Positive a) -> G.shrink a x == G.dilate (recip a) x -} dilate :: Field.C a => a -> T a -> T a dilate k f = Cons (amp f) (c0 f) (Complex.scale (recip k) $ c1 f) (c2 f / k^2) {- | prop> withRational $ \x (QC.Positive a) -> G.dilate a (G.shrink a x) == x prop> withRational $ \x (QC.Positive a) -> G.shrink a (G.dilate a x) == x -} shrink :: Ring.C a => a -> T a -> T a shrink k f = Cons (amp f) (c0 f) (Complex.scale k $ c1 f) (c2 f * k^2) amplify :: (Ring.C a) => a -> T a -> T a amplify k f = Cons (k^2 * amp f) (c0 f) (c1 f) (c2 f)