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Statistical sampling library for use in virtdata libraries, based on apache commons math 4

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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.math4.analysis.polynomials;

import java.util.ArrayList;
import java.util.HashMap;
import java.util.List;
import java.util.Map;

import org.apache.commons.math4.fraction.BigFraction;
import org.apache.commons.numbers.combinatorics.BinomialCoefficient;
import org.apache.commons.math4.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} */ @Override 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} */ @Override 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} */ @Override 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} */ @Override 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} */ @Override 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) BinomialCoefficient.value(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); } }





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