// // Lol Engine - Sample math program: Chebyshev polynomials // // Copyright: (c) 2005-2011 Sam Hocevar // This program is free software; you can redistribute it and/or // modify it under the terms of the Do What The Fuck You Want To // Public License, Version 2, as published by Sam Hocevar. See // http://sam.zoy.org/projects/COPYING.WTFPL for more details. // #if !defined __REMEZ_SOLVER_H__ #define __REMEZ_SOLVER_H__ template class RemezSolver { public: typedef real RealFunc(real const &x); RemezSolver() { } void Run(real a, real b, RealFunc *func, RealFunc *weight, int steps) { m_func = func; m_weight = weight; m_k1 = (b + a) >> 1; m_k2 = (b - a) >> 1; m_invk2 = re(m_k2); m_invk1 = -m_k1 * m_invk2; Init(); PrintPoly(); for (int n = 0; n < steps; n++) { FindExtrema(); Step(); PrintPoly(); FindZeroes(); } FindExtrema(); Step(); PrintPoly(); } real ChebyEval(real const &x) { real ret = 0.0, xn = 1.0; for (int i = 0; i < ORDER + 1; i++) { real mul = 0; for (int j = 0; j < ORDER + 1; j++) mul += coeff[j] * (real)Cheby(j, i); ret += mul * xn; xn *= x; } return ret; } void Init() { /* Pick up x_i where error will be 0 and compute f(x_i) */ real fxn[ORDER + 1]; for (int i = 0; i < ORDER + 1; i++) { zeroes[i] = (real)(2 * i - ORDER) / (real)(ORDER + 1); fxn[i] = Value(zeroes[i]); } /* We build a matrix of Chebishev evaluations: row i contains the * evaluations of x_i for polynomial order n = 0, 1, ... */ Matrix mat; for (int i = 0; i < ORDER + 1; i++) { /* Compute the powers of x_i */ real powers[ORDER + 1]; powers[0] = 1.0; for (int n = 1; n < ORDER + 1; n++) powers[n] = powers[n - 1] * zeroes[i]; /* Compute the Chebishev evaluations at x_i */ for (int n = 0; n < ORDER + 1; n++) { real sum = 0.0; for (int k = 0; k < ORDER + 1; k++) sum += (real)Cheby(n, k) * powers[k]; mat.m[i][n] = sum; } } /* Solve the system */ mat = mat.inv(); /* Compute interpolation coefficients */ for (int j = 0; j < ORDER + 1; j++) { coeff[j] = 0; for (int i = 0; i < ORDER + 1; i++) coeff[j] += mat.m[j][i] * fxn[i]; } } void FindZeroes() { /* Find ORDER + 1 zeroes of the error function. No need to * compute the relative error: its zeroes are at the same * place as the absolute error! */ for (int i = 0; i < ORDER + 1; i++) { struct { real value, error; } left, right, mid; left.value = control[i]; left.error = ChebyEval(left.value) - Value(left.value); right.value = control[i + 1]; right.error = ChebyEval(right.value) - Value(right.value); static real limit = real::R_1 >> 500; while (fabs(left.value - right.value) > limit) { mid.value = (left.value + right.value) >> 1; mid.error = ChebyEval(mid.value) - Value(mid.value); if ((left.error < real::R_0 && mid.error < real::R_0) || (left.error > real::R_0 && mid.error > real::R_0)) left = mid; else right = mid; } zeroes[i] = mid.value; } } void FindExtrema() { /* Find ORDER + 2 extrema of the error function. We need to * compute the relative error, since its extrema are at slightly * different locations than the absolute error’s. */ real final = 0; for (int i = 0; i < ORDER + 2; i++) { real a = -1, b = 1; if (i > 0) a = zeroes[i - 1]; if (i < ORDER + 1) b = zeroes[i]; for (;;) { real c = a, delta = (b - a) >> 3; real maxerror = 0; real maxweight = 0; int best = -1; for (int k = 1; k <= 7; k++) { real error = ChebyEval(c) - Value(c); real weight = Weight(c); if (fabs(error * maxweight) >= fabs(maxerror * weight)) { maxerror = error; maxweight = weight; best = k; } c += delta; } b = a + (real)(best + 1) * delta; a = a + (real)(best - 1) * delta; if (b - a < (real)1e-18) { real e = maxerror / maxweight; if (e > final) final = e; control[i] = (a + b) >> 1; break; } } } printf("Final error: "); final.print(40); } void Step() { /* Pick up x_i where error will be 0 and compute f(x_i) */ real fxn[ORDER + 2]; for (int i = 0; i < ORDER + 2; i++) fxn[i] = Value(control[i]); /* We build a matrix of Chebishev evaluations: row i contains the * evaluations of x_i for polynomial order n = 0, 1, ... */ Matrix mat; for (int i = 0; i < ORDER + 2; i++) { /* Compute the powers of x_i */ real powers[ORDER + 1]; powers[0] = 1.0; for (int n = 1; n < ORDER + 1; n++) powers[n] = powers[n - 1] * control[i]; /* Compute the Chebishev evaluations at x_i */ for (int n = 0; n < ORDER + 1; n++) { real sum = 0.0; for (int k = 0; k < ORDER + 1; k++) sum += (real)Cheby(n, k) * powers[k]; mat.m[i][n] = sum; } if (i & 1) mat.m[i][ORDER + 1] = fabs(Weight(control[i])); else mat.m[i][ORDER + 1] = -fabs(Weight(control[i])); } /* Solve the system */ mat = mat.inv(); /* Compute interpolation coefficients */ for (int j = 0; j < ORDER + 1; j++) { coeff[j] = 0; for (int i = 0; i < ORDER + 2; i++) coeff[j] += mat.m[j][i] * fxn[i]; } /* Compute the error */ real error = 0; for (int i = 0; i < ORDER + 2; i++) error += mat.m[ORDER + 1][i] * fxn[i]; } int Cheby(int n, int k) { if (k > n || k < 0) return 0; if (n <= 1) return (n ^ k ^ 1) & 1; return 2 * Cheby(n - 1, k - 1) - Cheby(n - 2, k); } int Comb(int n, int k) { if (k == 0 || k == n) return 1; return Comb(n - 1, k - 1) + Comb(n - 1, k); } void PrintPoly() { /* Transform Chebyshev polynomial weights into powers of X^i * in the [-1..1] range. */ real bn[ORDER + 1]; for (int i = 0; i < ORDER + 1; i++) { bn[i] = 0; for (int j = 0; j < ORDER + 1; j++) bn[i] += coeff[j] * (real)Cheby(j, i); } /* Transform a polynomial in the [-1..1] range into a polynomial * in the [a..b] range. */ real k1p[ORDER + 1], k2p[ORDER + 1]; real an[ORDER + 1]; for (int i = 0; i < ORDER + 1; i++) { k1p[i] = i ? k1p[i - 1] * m_invk1 : real::R_1; k2p[i] = i ? k2p[i - 1] * m_invk2 : real::R_1; } for (int i = 0; i < ORDER + 1; i++) { an[i] = 0; for (int j = i; j < ORDER + 1; j++) an[i] += (real)Comb(j, i) * k1p[j - i] * bn[j]; an[i] *= k2p[i]; } printf("Polynomial estimate:\n"); for (int j = 0; j < ORDER + 1; j++) { if (j) printf("+"); printf("x^%i*", j); an[j].print(40); } printf("\n"); } real Value(real const &x) { return m_func(x * m_k2 + m_k1); } real Weight(real const &x) { return m_weight(x * m_k2 + m_k1); } /* ORDER + 1 Chebyshev coefficients and 1 error value */ real coeff[ORDER + 2]; /* ORDER + 1 zeroes of the error function */ real zeroes[ORDER + 1]; /* ORDER + 2 control points */ real control[ORDER + 2]; private: RealFunc *m_func, *m_weight; real m_k1, m_k2, m_invk1, m_invk2; }; #endif /* __REMEZ_SOLVER_H__ */