Files
Upsilon/poincare/src/integral.cpp
2019-04-12 15:16:52 +02:00

242 lines
10 KiB
C++

#include <poincare/integral.h>
#include <poincare/complex.h>
#include <poincare/integral_layout.h>
#include <poincare/parametered_expression_helper.h>
#include <poincare/serialization_helper.h>
#include <poincare/symbol.h>
#include <poincare/undefined.h>
#include <poincare/variable_context.h>
#include <cmath>
#include <float.h>
#include <stdlib.h>
namespace Poincare {
constexpr Expression::FunctionHelper Integral::s_functionHelper;
int IntegralNode::numberOfChildren() const { return Integral::s_functionHelper.numberOfChildren(); }
int IntegralNode::polynomialDegree(Context & context, const char * symbolName) const {
if (childAtIndex(0)->polynomialDegree(context, symbolName) == 0
&& childAtIndex(1)->polynomialDegree(context, symbolName) == 0
&& childAtIndex(2)->polynomialDegree(context, symbolName) == 0
&& childAtIndex(3)->polynomialDegree(context, symbolName) == 0)
{
// If no child depends on the symbol, the polynomial degree is 0.
return 0;
}
return ExpressionNode::polynomialDegree(context, symbolName);
}
Expression IntegralNode::replaceUnknown(const Symbol & symbol, const Symbol & unknownSymbol) {
return ParameteredExpressionHelper::ReplaceUnknownInExpression(Integral(this), symbol, unknownSymbol);
}
Layout IntegralNode::createLayout(Preferences::PrintFloatMode floatDisplayMode, int numberOfSignificantDigits) const {
return IntegralLayout::Builder(
childAtIndex(0)->createLayout(floatDisplayMode, numberOfSignificantDigits),
childAtIndex(1)->createLayout(floatDisplayMode, numberOfSignificantDigits),
childAtIndex(2)->createLayout(floatDisplayMode, numberOfSignificantDigits),
childAtIndex(3)->createLayout(floatDisplayMode, numberOfSignificantDigits));
}
int IntegralNode::serialize(char * buffer, int bufferSize, Preferences::PrintFloatMode floatDisplayMode, int numberOfSignificantDigits) const {
return SerializationHelper::Prefix(this, buffer, bufferSize, floatDisplayMode, numberOfSignificantDigits, Integral::s_functionHelper.name());
}
Expression IntegralNode::shallowReduce(Context & context, Preferences::ComplexFormat complexFormat, Preferences::AngleUnit angleUnit, ReductionTarget target) {
return Integral(this).shallowReduce();
}
template<typename T>
Evaluation<T> IntegralNode::templatedApproximate(Context & context, Preferences::ComplexFormat complexFormat, Preferences::AngleUnit angleUnit) const {
Evaluation<T> aInput = childAtIndex(2)->approximate(T(), context, complexFormat, angleUnit);
Evaluation<T> bInput = childAtIndex(3)->approximate(T(), context, complexFormat, angleUnit);
T a = aInput.toScalar();
T b = bInput.toScalar();
if (std::isnan(a) || std::isnan(b)) {
return Complex<T>::Undefined();
}
#ifdef LAGRANGE_METHOD
T result = lagrangeGaussQuadrature<T>(a, b, context, complexFormat, angleUnit);
#else
T result = adaptiveQuadrature<T>(a, b, 0.1, k_maxNumberOfIterations, context, complexFormat, angleUnit);
#endif
return Complex<T>::Builder(result);
}
template<typename T>
T IntegralNode::functionValueAtAbscissa(T x, Context & context, Preferences::ComplexFormat complexFormat, Preferences::AngleUnit angleUnit) const {
// Here we cannot use Expression::approximateWithValueForSymbol which would reset the sApproximationEncounteredComplex flag
assert(childAtIndex(1)->type() == Type::Symbol);
VariableContext variableContext = VariableContext(static_cast<SymbolNode *>(childAtIndex(1))->name(), &context);
variableContext.setApproximationForVariable<T>(x);
return childAtIndex(0)->approximate(T(), variableContext, complexFormat, angleUnit).toScalar();
}
#ifdef LAGRANGE_METHOD
template<typename T>
T IntegralNode::lagrangeGaussQuadrature(T a, T b, Context & context, Preferences::ComplexFormat complexFormat, Preferences::AngleUnit angleUnit) const {
/* We here use Gauss-Legendre quadrature with n = 5
* Gauss-Legendre abscissae and weights can be found in
* C/C++ library source code. */
const static T x[10]={0.0765265211334973337546404, 0.2277858511416450780804962, 0.3737060887154195606725482, 0.5108670019508270980043641,
0.6360536807265150254528367, 0.7463319064601507926143051, 0.8391169718222188233945291, 0.9122344282513259058677524,
0.9639719272779137912676661, 0.9931285991850949247861224};
const static T w[10]={0.1527533871307258506980843, 0.1491729864726037467878287, 0.1420961093183820513292983, 0.1316886384491766268984945, 0.1181945319615184173123774,
0.1019301198172404350367501, 0.0832767415767047487247581, 0.0626720483341090635695065, 0.0406014298003869413310400, 0.0176140071391521183118620};
T xm = 0.5*(a+b);
T xr = 0.5*(b-a);
T result = 0;
for (int j = 0; j < 10; j++) {
T dx = xr * x[j];
T evaluationAfterX = functionValueAtAbscissa(xm+dx, context, complexFormat, angleUnit);
if (std::isnan(evaluationAfterX)) {
return NAN;
}
T evaluationBeforeX = functionValueAtAbscissa(xm-dx, context, complexFormat, angleUnit);
if (std::isnan(evaluationBeforeX)) {
return NAN;
}
result += w[j]*(evaluationAfterX + evaluationBeforeX);
}
result *= xr;
return result;
}
#else
template<typename T>
IntegralNode::DetailedResult<T> IntegralNode::kronrodGaussQuadrature(T a, T b, Context & context, Preferences::ComplexFormat complexFormat, Preferences::AngleUnit angleUnit) const {
static T epsilon = sizeof(T) == sizeof(double) ? DBL_EPSILON : FLT_EPSILON;
static T max = sizeof(T) == sizeof(double) ? DBL_MAX : FLT_MAX;
/* We here use Kronrod-Legendre quadrature with n = 21
* The abscissa and weights are taken from QUADPACK library. */
// Abscissae for the gauss (odd weights) and kronrod rules (all weights)
const static T x[11]= {0.995657163025808080735527280689003, 0.973906528517171720077964012084452,
0.930157491355708226001207180059508, 0.865063366688984510732096688423493, 0.780817726586416897063717578345042,
0.679409568299024406234327365114874, 0.562757134668604683339000099272694, 0.433395394129247190799265943165784,
0.294392862701460198131126603103866, 0.148874338981631210884826001129720, 0.000000000000000000000000000000000};
// Weights for the gauss integral
const static T wGauss[5]= {0.066671344308688137593568809893332, 0.149451349150580593145776339657697,
0.219086362515982043995534934228163, 0.269266719309996355091226921569469, 0.295524224714752870173892994651338};
// Weights for the kronrod rule
const static T wKronrod[11]= {0.011694638867371874278064396062192, 0.032558162307964727478818972459390,
0.054755896574351996031381300244580, 0.075039674810919952767043140916190, 0.093125454583697605535065465083366,
0.109387158802297641899210590325805, 0.123491976262065851077958109831074, 0.134709217311473325928054001771707,
0.142775938577060080797094273138717, 0.147739104901338491374841515972068, 0.149445554002916905664936468389821};
T fv1[10];
T fv2[10];
T center = 0.5 * (a+b);
T halfLength = 0.5 * (b-a);
T absHalfLength = std::fabs(halfLength);
DetailedResult<T> errorResult;
errorResult.integral = NAN;
errorResult.absoluteError = 0;
T gaussIntegral = 0;
T fCenter = functionValueAtAbscissa(center, context, complexFormat, angleUnit);
if (std::isnan(fCenter)) {
return errorResult;
}
T kronrodIntegral = wKronrod[10] * fCenter;
T absKronrodIntegral = std::fabs(kronrodIntegral);
for (int j = 0; j < 10; j++) {
T xDelta = halfLength * x[j];
T fval1 = functionValueAtAbscissa(center - xDelta, context, complexFormat, angleUnit);
if (std::isnan(fval1)) {
return errorResult;
}
T fval2 = functionValueAtAbscissa(center + xDelta, context, complexFormat, angleUnit);
if (std::isnan(fval2)) {
return errorResult;
}
fv1[j] = fval1;
fv2[j] = fval2;
T fsum = fval1 + fval2;
if (j % 2 == 1) {
gaussIntegral += wGauss[j/2] * fsum;
}
kronrodIntegral += wKronrod[j] * fsum;
absKronrodIntegral += wKronrod[j] * (std::fabs(fval1) + std::fabs(fval2));
}
T halfKronrodIntegral = 0.5 * kronrodIntegral;
T kronrodIntegralDifference = wKronrod[10] * std::fabs(fCenter - halfKronrodIntegral);
for (int j = 0; j < 10; j++) {
kronrodIntegralDifference += wKronrod[j] * (std::fabs(fv1[j] - halfKronrodIntegral) + std::fabs(fv2[j] - halfKronrodIntegral));
}
T integral = kronrodIntegral * halfLength;
absKronrodIntegral = absKronrodIntegral * absHalfLength;
kronrodIntegralDifference = kronrodIntegralDifference * absHalfLength;
T absError = std::fabs((kronrodIntegral - gaussIntegral) * halfLength);
if (kronrodIntegralDifference != 0 && absError != 0) {
T errorCoefficient = std::pow((T)(200*absError/kronrodIntegralDifference), (T)1.5);
absError = 1 > errorCoefficient ? kronrodIntegralDifference * errorCoefficient : kronrodIntegralDifference;
}
if (absKronrodIntegral > max/(50.0 * epsilon)) {
T minError = epsilon * 50 * absKronrodIntegral;
absError = absError > minError ? absError : minError;
}
DetailedResult<T> result;
result.integral = integral;
result.absoluteError = absError;
return result;
}
template<typename T>
T IntegralNode::adaptiveQuadrature(T a, T b, T eps, int numberOfIterations, Context & context, Preferences::ComplexFormat complexFormat, Preferences::AngleUnit angleUnit) const {
if (Expression::ShouldStopProcessing()) {
return NAN;
}
DetailedResult<T> quadKG = kronrodGaussQuadrature(a, b, context, complexFormat, angleUnit);
T result = quadKG.integral;
if (quadKG.absoluteError <= eps) {
return result;
} else if (--numberOfIterations > 0) {
T m = (a+b)/2;
return adaptiveQuadrature<T>(a, m, eps/2, numberOfIterations, context, complexFormat, angleUnit) + adaptiveQuadrature<T>(m, b, eps/2, numberOfIterations, context, complexFormat, angleUnit);
} else {
return NAN;
}
}
#endif
Expression Integral::UntypedBuilder(Expression children) {
assert(children.type() == ExpressionNode::Type::Matrix);
if (children.childAtIndex(1).type() != ExpressionNode::Type::Symbol) {
// Second parameter must be a Symbol.
return Expression();
}
return Builder(children.childAtIndex(0), children.childAtIndex(1).convert<Symbol>(), children.childAtIndex(2), children.childAtIndex(3));
}
Expression Integral::shallowReduce() {
{
Expression e = Expression::defaultShallowReduce();
if (e.isUndefined()) {
return e;
}
}
#if MATRIX_EXACT_REDUCING
if (childAtIndex(0).type() == ExpressionNode::Type::Matrix
|| childAtIndex(1).type() == ExpressionNode::Type::Matrix
|| childAtIndex(2).type() == ExpressionNode::Type::Matrix
|| childAtIndex(3).type() == ExpressionNode::Type::Matrix)
{
return Undefined::Builder();
}
#endif
return *this;
}
}