org.apache.commons.math3.analysis.polynomials.PolynomialsUtils Maven / Gradle / Ivy
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/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.math3.analysis.polynomials;
import java.util.ArrayList;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
import org.apache.commons.math3.fraction.BigFraction;
import org.apache.commons.math3.util.CombinatoricsUtils;
import org.apache.commons.math3.util.FastMath;
/**
* A collection of static methods that operate on or return polynomials.
*
* @since 2.0
*/
public class PolynomialsUtils {
/** Coefficients for Chebyshev polynomials. */
private static final List CHEBYSHEV_COEFFICIENTS;
/** Coefficients for Hermite polynomials. */
private static final List HERMITE_COEFFICIENTS;
/** Coefficients for Laguerre polynomials. */
private static final List LAGUERRE_COEFFICIENTS;
/** Coefficients for Legendre polynomials. */
private static final List LEGENDRE_COEFFICIENTS;
/** Coefficients for Jacobi polynomials. */
private static final Map> JACOBI_COEFFICIENTS;
static {
// initialize recurrence for Chebyshev polynomials
// T0(X) = 1, T1(X) = 0 + 1 * X
CHEBYSHEV_COEFFICIENTS = new ArrayList();
CHEBYSHEV_COEFFICIENTS.add(BigFraction.ONE);
CHEBYSHEV_COEFFICIENTS.add(BigFraction.ZERO);
CHEBYSHEV_COEFFICIENTS.add(BigFraction.ONE);
// initialize recurrence for Hermite polynomials
// H0(X) = 1, H1(X) = 0 + 2 * X
HERMITE_COEFFICIENTS = new ArrayList();
HERMITE_COEFFICIENTS.add(BigFraction.ONE);
HERMITE_COEFFICIENTS.add(BigFraction.ZERO);
HERMITE_COEFFICIENTS.add(BigFraction.TWO);
// initialize recurrence for Laguerre polynomials
// L0(X) = 1, L1(X) = 1 - 1 * X
LAGUERRE_COEFFICIENTS = new ArrayList();
LAGUERRE_COEFFICIENTS.add(BigFraction.ONE);
LAGUERRE_COEFFICIENTS.add(BigFraction.ONE);
LAGUERRE_COEFFICIENTS.add(BigFraction.MINUS_ONE);
// initialize recurrence for Legendre polynomials
// P0(X) = 1, P1(X) = 0 + 1 * X
LEGENDRE_COEFFICIENTS = new ArrayList();
LEGENDRE_COEFFICIENTS.add(BigFraction.ONE);
LEGENDRE_COEFFICIENTS.add(BigFraction.ZERO);
LEGENDRE_COEFFICIENTS.add(BigFraction.ONE);
// initialize map for Jacobi polynomials
JACOBI_COEFFICIENTS = new HashMap>();
}
/**
* Private constructor, to prevent instantiation.
*/
private PolynomialsUtils() {
}
/**
* Create a Chebyshev polynomial of the first kind.
* Chebyshev
* polynomials of the first kind are orthogonal polynomials.
* They can be defined by the following recurrence relations:
* \(
* T_0(x) = 1 \\
* T_1(x) = x \\
* T_{k+1}(x) = 2x T_k(x) - T_{k-1}(x)
* \)
*
* @param degree degree of the polynomial
* @return Chebyshev polynomial of specified degree
*/
public static PolynomialFunction createChebyshevPolynomial(final int degree) {
return buildPolynomial(degree, CHEBYSHEV_COEFFICIENTS,
new RecurrenceCoefficientsGenerator() {
/** Fixed recurrence coefficients. */
private final BigFraction[] coeffs = { BigFraction.ZERO, BigFraction.TWO, BigFraction.ONE };
/** {@inheritDoc} */
public BigFraction[] generate(int k) {
return coeffs;
}
});
}
/**
* Create a Hermite polynomial.
* Hermite
* polynomials are orthogonal polynomials.
* They can be defined by the following recurrence relations:
* \(
* H_0(x) = 1 \\
* H_1(x) = 2x \\
* H_{k+1}(x) = 2x H_k(X) - 2k H_{k-1}(x)
* \)
*
* @param degree degree of the polynomial
* @return Hermite polynomial of specified degree
*/
public static PolynomialFunction createHermitePolynomial(final int degree) {
return buildPolynomial(degree, HERMITE_COEFFICIENTS,
new RecurrenceCoefficientsGenerator() {
/** {@inheritDoc} */
public BigFraction[] generate(int k) {
return new BigFraction[] {
BigFraction.ZERO,
BigFraction.TWO,
new BigFraction(2 * k)};
}
});
}
/**
* Create a Laguerre polynomial.
* Laguerre
* polynomials are orthogonal polynomials.
* They can be defined by the following recurrence relations:
* \(
* L_0(x) = 1 \\
* L_1(x) = 1 - x \\
* (k+1) L_{k+1}(x) = (2k + 1 - x) L_k(x) - k L_{k-1}(x)
* \)
*
* @param degree degree of the polynomial
* @return Laguerre polynomial of specified degree
*/
public static PolynomialFunction createLaguerrePolynomial(final int degree) {
return buildPolynomial(degree, LAGUERRE_COEFFICIENTS,
new RecurrenceCoefficientsGenerator() {
/** {@inheritDoc} */
public BigFraction[] generate(int k) {
final int kP1 = k + 1;
return new BigFraction[] {
new BigFraction(2 * k + 1, kP1),
new BigFraction(-1, kP1),
new BigFraction(k, kP1)};
}
});
}
/**
* Create a Legendre polynomial.
* Legendre
* polynomials are orthogonal polynomials.
* They can be defined by the following recurrence relations:
* \(
* P_0(x) = 1 \\
* P_1(x) = x \\
* (k+1) P_{k+1}(x) = (2k+1) x P_k(x) - k P_{k-1}(x)
* \)
*
* @param degree degree of the polynomial
* @return Legendre polynomial of specified degree
*/
public static PolynomialFunction createLegendrePolynomial(final int degree) {
return buildPolynomial(degree, LEGENDRE_COEFFICIENTS,
new RecurrenceCoefficientsGenerator() {
/** {@inheritDoc} */
public BigFraction[] generate(int k) {
final int kP1 = k + 1;
return new BigFraction[] {
BigFraction.ZERO,
new BigFraction(k + kP1, kP1),
new BigFraction(k, kP1)};
}
});
}
/**
* Create a Jacobi polynomial.
* Jacobi
* polynomials are orthogonal polynomials.
* They can be defined by the following recurrence relations:
* \(
* P_0^{vw}(x) = 1 \\
* P_{-1}^{vw}(x) = 0 \\
* 2k(k + v + w)(2k + v + w - 2) P_k^{vw}(x) = \\
* (2k + v + w - 1)[(2k + v + w)(2k + v + w - 2) x + v^2 - w^2] P_{k-1}^{vw}(x) \\
* - 2(k + v - 1)(k + w - 1)(2k + v + w) P_{k-2}^{vw}(x)
* \)
*
* @param degree degree of the polynomial
* @param v first exponent
* @param w second exponent
* @return Jacobi polynomial of specified degree
*/
public static PolynomialFunction createJacobiPolynomial(final int degree, final int v, final int w) {
// select the appropriate list
final JacobiKey key = new JacobiKey(v, w);
if (!JACOBI_COEFFICIENTS.containsKey(key)) {
// allocate a new list for v, w
final List list = new ArrayList();
JACOBI_COEFFICIENTS.put(key, list);
// Pv,w,0(x) = 1;
list.add(BigFraction.ONE);
// P1(x) = (v - w) / 2 + (2 + v + w) * X / 2
list.add(new BigFraction(v - w, 2));
list.add(new BigFraction(2 + v + w, 2));
}
return buildPolynomial(degree, JACOBI_COEFFICIENTS.get(key),
new RecurrenceCoefficientsGenerator() {
/** {@inheritDoc} */
public BigFraction[] generate(int k) {
k++;
final int kvw = k + v + w;
final int twoKvw = kvw + k;
final int twoKvwM1 = twoKvw - 1;
final int twoKvwM2 = twoKvw - 2;
final int den = 2 * k * kvw * twoKvwM2;
return new BigFraction[] {
new BigFraction(twoKvwM1 * (v * v - w * w), den),
new BigFraction(twoKvwM1 * twoKvw * twoKvwM2, den),
new BigFraction(2 * (k + v - 1) * (k + w - 1) * twoKvw, den)
};
}
});
}
/** Inner class for Jacobi polynomials keys. */
private static class JacobiKey {
/** First exponent. */
private final int v;
/** Second exponent. */
private final int w;
/** Simple constructor.
* @param v first exponent
* @param w second exponent
*/
JacobiKey(final int v, final int w) {
this.v = v;
this.w = w;
}
/** Get hash code.
* @return hash code
*/
@Override
public int hashCode() {
return (v << 16) ^ w;
}
/** Check if the instance represent the same key as another instance.
* @param key other key
* @return true if the instance and the other key refer to the same polynomial
*/
@Override
public boolean equals(final Object key) {
if ((key == null) || !(key instanceof JacobiKey)) {
return false;
}
final JacobiKey otherK = (JacobiKey) key;
return (v == otherK.v) && (w == otherK.w);
}
}
/**
* Compute the coefficients of the polynomial \(P_s(x)\)
* whose values at point {@code x} will be the same as the those from the
* original polynomial \(P(x)\) when computed at {@code x + shift}.
*
* More precisely, let \(\Delta = \) {@code shift} and let
* \(P_s(x) = P(x + \Delta)\). The returned array
* consists of the coefficients of \(P_s\). So if \(a_0, ..., a_{n-1}\)
* are the coefficients of \(P\), then the returned array
* \(b_0, ..., b_{n-1}\) satisfies the identity
* \(\sum_{i=0}^{n-1} b_i x^i = \sum_{i=0}^{n-1} a_i (x + \Delta)^i\) for all \(x\).
*
* @param coefficients Coefficients of the original polynomial.
* @param shift Shift value.
* @return the coefficients \(b_i\) of the shifted
* polynomial.
*/
public static double[] shift(final double[] coefficients,
final double shift) {
final int dp1 = coefficients.length;
final double[] newCoefficients = new double[dp1];
// Pascal triangle.
final int[][] coeff = new int[dp1][dp1];
for (int i = 0; i < dp1; i++){
for(int j = 0; j <= i; j++){
coeff[i][j] = (int) CombinatoricsUtils.binomialCoefficient(i, j);
}
}
// First polynomial coefficient.
for (int i = 0; i < dp1; i++){
newCoefficients[0] += coefficients[i] * FastMath.pow(shift, i);
}
// Superior order.
final int d = dp1 - 1;
for (int i = 0; i < d; i++) {
for (int j = i; j < d; j++){
newCoefficients[i + 1] += coeff[j + 1][j - i] *
coefficients[j + 1] * FastMath.pow(shift, j - i);
}
}
return newCoefficients;
}
/** Get the coefficients array for a given degree.
* @param degree degree of the polynomial
* @param coefficients list where the computed coefficients are stored
* @param generator recurrence coefficients generator
* @return coefficients array
*/
private static PolynomialFunction buildPolynomial(final int degree,
final List coefficients,
final RecurrenceCoefficientsGenerator generator) {
synchronized (coefficients) {
final int maxDegree = (int) FastMath.floor(FastMath.sqrt(2 * coefficients.size())) - 1;
if (degree > maxDegree) {
computeUpToDegree(degree, maxDegree, generator, coefficients);
}
}
// coefficient for polynomial 0 is l [0]
// coefficients for polynomial 1 are l [1] ... l [2] (degrees 0 ... 1)
// coefficients for polynomial 2 are l [3] ... l [5] (degrees 0 ... 2)
// coefficients for polynomial 3 are l [6] ... l [9] (degrees 0 ... 3)
// coefficients for polynomial 4 are l[10] ... l[14] (degrees 0 ... 4)
// coefficients for polynomial 5 are l[15] ... l[20] (degrees 0 ... 5)
// coefficients for polynomial 6 are l[21] ... l[27] (degrees 0 ... 6)
// ...
final int start = degree * (degree + 1) / 2;
final double[] a = new double[degree + 1];
for (int i = 0; i <= degree; ++i) {
a[i] = coefficients.get(start + i).doubleValue();
}
// build the polynomial
return new PolynomialFunction(a);
}
/** Compute polynomial coefficients up to a given degree.
* @param degree maximal degree
* @param maxDegree current maximal degree
* @param generator recurrence coefficients generator
* @param coefficients list where the computed coefficients should be appended
*/
private static void computeUpToDegree(final int degree, final int maxDegree,
final RecurrenceCoefficientsGenerator generator,
final List coefficients) {
int startK = (maxDegree - 1) * maxDegree / 2;
for (int k = maxDegree; k < degree; ++k) {
// start indices of two previous polynomials Pk(X) and Pk-1(X)
int startKm1 = startK;
startK += k;
// Pk+1(X) = (a[0] + a[1] X) Pk(X) - a[2] Pk-1(X)
BigFraction[] ai = generator.generate(k);
BigFraction ck = coefficients.get(startK);
BigFraction ckm1 = coefficients.get(startKm1);
// degree 0 coefficient
coefficients.add(ck.multiply(ai[0]).subtract(ckm1.multiply(ai[2])));
// degree 1 to degree k-1 coefficients
for (int i = 1; i < k; ++i) {
final BigFraction ckPrev = ck;
ck = coefficients.get(startK + i);
ckm1 = coefficients.get(startKm1 + i);
coefficients.add(ck.multiply(ai[0]).add(ckPrev.multiply(ai[1])).subtract(ckm1.multiply(ai[2])));
}
// degree k coefficient
final BigFraction ckPrev = ck;
ck = coefficients.get(startK + k);
coefficients.add(ck.multiply(ai[0]).add(ckPrev.multiply(ai[1])));
// degree k+1 coefficient
coefficients.add(ck.multiply(ai[1]));
}
}
/** Interface for recurrence coefficients generation. */
private interface RecurrenceCoefficientsGenerator {
/**
* Generate recurrence coefficients.
* @param k highest degree of the polynomials used in the recurrence
* @return an array of three coefficients such that
* \( P_{k+1}(x) = (a[0] + a[1] x) P_k(x) - a[2] P_{k-1}(x) \)
*/
BigFraction[] generate(int k);
}
}