1 | // |
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2 | // Lol Engine |
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3 | // |
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4 | // Copyright: (c) 2010-2011 Sam Hocevar <sam@hocevar.net> |
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5 | // This program is free software; you can redistribute it and/or |
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6 | // modify it under the terms of the Do What The Fuck You Want To |
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7 | // Public License, Version 2, as published by Sam Hocevar. See |
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8 | // http://sam.zoy.org/projects/COPYING.WTFPL for more details. |
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9 | // |
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10 | |
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11 | // |
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12 | // The Remez class |
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13 | // --------------- |
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14 | // |
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15 | |
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16 | #if !defined __LOL_MATH_REMEZ_H__ |
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17 | #define __LOL_MATH_REMEZ_H__ |
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18 | |
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19 | namespace lol |
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20 | { |
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21 | |
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22 | template<int ORDER, typename T> class RemezSolver |
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23 | { |
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24 | public: |
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25 | typedef T RealFunc(T const &x); |
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26 | |
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27 | RemezSolver() |
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28 | { |
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29 | } |
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30 | |
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31 | void Run(T a, T b, RealFunc *func, RealFunc *weight, int steps) |
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32 | { |
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33 | m_func = func; |
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34 | m_weight = weight; |
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35 | m_k1 = (b + a) >> 1; |
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36 | m_k2 = (b - a) >> 1; |
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37 | m_invk2 = re(m_k2); |
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38 | m_invk1 = -m_k1 * m_invk2; |
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39 | |
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40 | Init(); |
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41 | |
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42 | PrintPoly(); |
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43 | |
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44 | for (int n = 0; n < steps; n++) |
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45 | { |
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46 | FindExtrema(); |
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47 | Step(); |
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48 | |
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49 | PrintPoly(); |
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50 | |
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51 | FindZeroes(); |
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52 | } |
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53 | |
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54 | FindExtrema(); |
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55 | Step(); |
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56 | |
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57 | PrintPoly(); |
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58 | } |
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59 | |
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60 | T ChebyEval(T const &x) |
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61 | { |
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62 | T ret = 0.0, xn = 1.0; |
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63 | |
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64 | for (int i = 0; i < ORDER + 1; i++) |
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65 | { |
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66 | T mul = 0; |
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67 | for (int j = 0; j < ORDER + 1; j++) |
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68 | mul += coeff[j] * (T)Cheby(j, i); |
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69 | ret += mul * xn; |
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70 | xn *= x; |
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71 | } |
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72 | |
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73 | return ret; |
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74 | } |
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75 | |
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76 | void Init() |
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77 | { |
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78 | /* Pick up x_i where error will be 0 and compute f(x_i) */ |
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79 | T fxn[ORDER + 1]; |
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80 | for (int i = 0; i < ORDER + 1; i++) |
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81 | { |
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82 | zeroes[i] = (T)(2 * i - ORDER) / (T)(ORDER + 1); |
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83 | fxn[i] = Value(zeroes[i]); |
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84 | } |
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85 | |
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86 | /* We build a matrix of Chebishev evaluations: row i contains the |
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87 | * evaluations of x_i for polynomial order n = 0, 1, ... */ |
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88 | lol::Mat<ORDER + 1, T> mat; |
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89 | for (int i = 0; i < ORDER + 1; i++) |
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90 | { |
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91 | /* Compute the powers of x_i */ |
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92 | T powers[ORDER + 1]; |
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93 | powers[0] = 1.0; |
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94 | for (int n = 1; n < ORDER + 1; n++) |
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95 | powers[n] = powers[n - 1] * zeroes[i]; |
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96 | |
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97 | /* Compute the Chebishev evaluations at x_i */ |
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98 | for (int n = 0; n < ORDER + 1; n++) |
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99 | { |
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100 | T sum = 0.0; |
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101 | for (int k = 0; k < ORDER + 1; k++) |
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102 | sum += (T)Cheby(n, k) * powers[k]; |
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103 | mat.m[i][n] = sum; |
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104 | } |
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105 | } |
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106 | |
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107 | /* Solve the system */ |
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108 | mat = mat.inv(); |
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109 | |
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110 | /* Compute interpolation coefficients */ |
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111 | for (int j = 0; j < ORDER + 1; j++) |
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112 | { |
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113 | coeff[j] = 0; |
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114 | for (int i = 0; i < ORDER + 1; i++) |
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115 | coeff[j] += mat.m[j][i] * fxn[i]; |
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116 | } |
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117 | } |
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118 | |
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119 | void FindZeroes() |
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120 | { |
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121 | /* Find ORDER + 1 zeroes of the error function. No need to |
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122 | * compute the relative error: its zeroes are at the same |
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123 | * place as the absolute error! */ |
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124 | for (int i = 0; i < ORDER + 1; i++) |
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125 | { |
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126 | struct { T value, error; } left, right, mid; |
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127 | |
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128 | left.value = control[i]; |
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129 | left.error = ChebyEval(left.value) - Value(left.value); |
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130 | right.value = control[i + 1]; |
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131 | right.error = ChebyEval(right.value) - Value(right.value); |
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132 | |
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133 | static T limit = (T)1 >> 500; |
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134 | static T zero = (T)0; |
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135 | while (fabs(left.value - right.value) > limit) |
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136 | { |
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137 | mid.value = (left.value + right.value) >> 1; |
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138 | mid.error = ChebyEval(mid.value) - Value(mid.value); |
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139 | |
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140 | if ((left.error < zero && mid.error < zero) |
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141 | || (left.error > zero && mid.error > zero)) |
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142 | left = mid; |
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143 | else |
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144 | right = mid; |
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145 | } |
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146 | |
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147 | zeroes[i] = mid.value; |
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148 | } |
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149 | } |
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150 | |
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151 | void FindExtrema() |
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152 | { |
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153 | using std::printf; |
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154 | |
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155 | /* Find ORDER + 2 extrema of the error function. We need to |
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156 | * compute the relative error, since its extrema are at slightly |
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157 | * different locations than the absolute error’s. */ |
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158 | T final = 0; |
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159 | |
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160 | for (int i = 0; i < ORDER + 2; i++) |
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161 | { |
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162 | T a = -1, b = 1; |
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163 | if (i > 0) |
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164 | a = zeroes[i - 1]; |
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165 | if (i < ORDER + 1) |
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166 | b = zeroes[i]; |
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167 | |
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168 | for (;;) |
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169 | { |
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170 | T c = a, delta = (b - a) >> 3; |
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171 | T maxerror = 0; |
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172 | T maxweight = 0; |
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173 | int best = -1; |
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174 | for (int k = 1; k <= 7; k++) |
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175 | { |
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176 | T error = ChebyEval(c) - Value(c); |
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177 | T weight = Weight(c); |
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178 | if (fabs(error * maxweight) >= fabs(maxerror * weight)) |
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179 | { |
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180 | maxerror = error; |
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181 | maxweight = weight; |
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182 | best = k; |
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183 | } |
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184 | c += delta; |
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185 | } |
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186 | |
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187 | b = a + (T)(best + 1) * delta; |
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188 | a = a + (T)(best - 1) * delta; |
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189 | |
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190 | if (b - a < (T)1e-18) |
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191 | { |
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192 | T e = maxerror / maxweight; |
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193 | if (e > final) |
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194 | final = e; |
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195 | control[i] = (a + b) >> 1; |
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196 | break; |
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197 | } |
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198 | } |
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199 | } |
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200 | |
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201 | printf("Final error: "); |
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202 | final.print(40); |
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203 | } |
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204 | |
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205 | void Step() |
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206 | { |
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207 | /* Pick up x_i where error will be 0 and compute f(x_i) */ |
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208 | T fxn[ORDER + 2]; |
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209 | for (int i = 0; i < ORDER + 2; i++) |
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210 | fxn[i] = Value(control[i]); |
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211 | |
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212 | /* We build a matrix of Chebishev evaluations: row i contains the |
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213 | * evaluations of x_i for polynomial order n = 0, 1, ... */ |
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214 | lol::Mat<ORDER + 2, T> mat; |
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215 | for (int i = 0; i < ORDER + 2; i++) |
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216 | { |
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217 | /* Compute the powers of x_i */ |
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218 | T powers[ORDER + 1]; |
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219 | powers[0] = 1.0; |
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220 | for (int n = 1; n < ORDER + 1; n++) |
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221 | powers[n] = powers[n - 1] * control[i]; |
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222 | |
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223 | /* Compute the Chebishev evaluations at x_i */ |
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224 | for (int n = 0; n < ORDER + 1; n++) |
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225 | { |
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226 | T sum = 0.0; |
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227 | for (int k = 0; k < ORDER + 1; k++) |
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228 | sum += (T)Cheby(n, k) * powers[k]; |
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229 | mat.m[i][n] = sum; |
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230 | } |
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231 | if (i & 1) |
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232 | mat.m[i][ORDER + 1] = fabs(Weight(control[i])); |
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233 | else |
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234 | mat.m[i][ORDER + 1] = -fabs(Weight(control[i])); |
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235 | } |
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236 | |
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237 | /* Solve the system */ |
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238 | mat = mat.inv(); |
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239 | |
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240 | /* Compute interpolation coefficients */ |
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241 | for (int j = 0; j < ORDER + 1; j++) |
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242 | { |
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243 | coeff[j] = 0; |
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244 | for (int i = 0; i < ORDER + 2; i++) |
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245 | coeff[j] += mat.m[j][i] * fxn[i]; |
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246 | } |
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247 | |
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248 | /* Compute the error */ |
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249 | T error = 0; |
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250 | for (int i = 0; i < ORDER + 2; i++) |
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251 | error += mat.m[ORDER + 1][i] * fxn[i]; |
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252 | } |
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253 | |
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254 | int Cheby(int n, int k) |
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255 | { |
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256 | if (k > n || k < 0) |
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257 | return 0; |
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258 | if (n <= 1) |
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259 | return (n ^ k ^ 1) & 1; |
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260 | return 2 * Cheby(n - 1, k - 1) - Cheby(n - 2, k); |
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261 | } |
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262 | |
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263 | int Comb(int n, int k) |
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264 | { |
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265 | if (k == 0 || k == n) |
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266 | return 1; |
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267 | return Comb(n - 1, k - 1) + Comb(n - 1, k); |
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268 | } |
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269 | |
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270 | void PrintPoly() |
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271 | { |
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272 | using std::printf; |
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273 | |
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274 | /* Transform Chebyshev polynomial weights into powers of X^i |
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275 | * in the [-1..1] range. */ |
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276 | T bn[ORDER + 1]; |
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277 | |
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278 | for (int i = 0; i < ORDER + 1; i++) |
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279 | { |
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280 | bn[i] = 0; |
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281 | for (int j = 0; j < ORDER + 1; j++) |
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282 | bn[i] += coeff[j] * (T)Cheby(j, i); |
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283 | } |
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284 | |
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285 | /* Transform a polynomial in the [-1..1] range into a polynomial |
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286 | * in the [a..b] range. */ |
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287 | T k1p[ORDER + 1], k2p[ORDER + 1]; |
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288 | T an[ORDER + 1]; |
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289 | |
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290 | for (int i = 0; i < ORDER + 1; i++) |
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291 | { |
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292 | k1p[i] = i ? k1p[i - 1] * m_invk1 : (T)1; |
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293 | k2p[i] = i ? k2p[i - 1] * m_invk2 : (T)1; |
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294 | } |
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295 | |
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296 | for (int i = 0; i < ORDER + 1; i++) |
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297 | { |
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298 | an[i] = 0; |
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299 | for (int j = i; j < ORDER + 1; j++) |
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300 | an[i] += (T)Comb(j, i) * k1p[j - i] * bn[j]; |
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301 | an[i] *= k2p[i]; |
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302 | } |
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303 | |
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304 | printf("Polynomial estimate:\n"); |
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305 | for (int j = 0; j < ORDER + 1; j++) |
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306 | { |
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307 | if (j) |
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308 | printf("+"); |
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309 | printf("x**%i*", j); |
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310 | an[j].print(40); |
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311 | } |
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312 | printf("\n"); |
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313 | } |
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314 | |
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315 | T Value(T const &x) |
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316 | { |
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317 | return m_func(x * m_k2 + m_k1); |
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318 | } |
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319 | |
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320 | T Weight(T const &x) |
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321 | { |
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322 | return m_weight(x * m_k2 + m_k1); |
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323 | } |
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324 | |
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325 | /* ORDER + 1 Chebyshev coefficients and 1 error value */ |
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326 | T coeff[ORDER + 2]; |
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327 | /* ORDER + 1 zeroes of the error function */ |
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328 | T zeroes[ORDER + 1]; |
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329 | /* ORDER + 2 control points */ |
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330 | T control[ORDER + 2]; |
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331 | |
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332 | private: |
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333 | RealFunc *m_func, *m_weight; |
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334 | T m_k1, m_k2, m_invk1, m_invk2; |
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335 | }; |
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336 | |
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337 | } /* namespace lol */ |
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338 | |
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339 | #endif /* __LOL_MATH_REMEZ_H__ */ |
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340 | |
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