// // 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() { ChebyInit(); } void Run(RealFunc *func, RealFunc *error, int steps) { m_func = func; m_error = error; Init(); ChebyCoeff(); for (int j = 0; j < ORDER + 1; j++) printf("%s%14.12gx^%i", j && (bn[j] >= real::R_0) ? "+" : "", (double)bn[j], j); printf("\n"); for (int n = 0; n < steps; n++) { FindError(); Step(); ChebyCoeff(); for (int j = 0; j < ORDER + 1; j++) printf("%s%14.12gx^%i", j && (bn[j] >= real::R_0) ? "+" : "", (double)bn[j], j); printf("\n"); FindZeroes(); } FindError(); Step(); ChebyCoeff(); for (int j = 0; j < ORDER + 1; j++) printf("%s%14.12gx^%i", j && (bn[j] >= real::R_0) ? "+" : "", (double)bn[j], j); printf("\n"); } /* Fill the Chebyshev tables */ void ChebyInit() { memset(cheby, 0, sizeof(cheby)); cheby[0][0] = 1; cheby[1][1] = 1; for (int i = 2; i < ORDER + 1; i++) { cheby[i][0] = -cheby[i - 2][0]; for (int j = 1; j < ORDER + 1; j++) cheby[i][j] = 2 * cheby[i - 1][j - 1] - cheby[i - 2][j]; } } void ChebyCoeff() { for (int i = 0; i < ORDER + 1; i++) { bn[i] = 0; for (int j = 0; j < ORDER + 1; j++) if (cheby[j][i]) bn[i] += coeff[j] * (real)cheby[j][i]; } } 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++) if (cheby[j][i]) 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] = m_func(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++) if (cheby[n][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() { for (int i = 0; i < ORDER + 1; i++) { real a = control[i]; real ea = ChebyEval(a) - m_func(a); real b = control[i + 1]; real eb = ChebyEval(b) - m_func(b); while (fabs(a - b) > (real)1e-140) { real c = (a + b) * (real)0.5; real ec = ChebyEval(c) - m_func(c); if ((ea < (real)0 && ec < (real)0) || (ea > (real)0 && ec > (real)0)) { a = c; ea = ec; } else { b = c; eb = ec; } } zeroes[i] = a; } } void FindError() { 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]; printf("Error for [%g..%g]: ", (double)a, (double)b); for (;;) { real c = a, delta = (b - a) / (real)10.0; real maxerror = 0; int best = -1; for (int k = 0; k <= 10; k++) { real e = fabs(ChebyEval(c) - m_func(c)); if (e > maxerror) { maxerror = e; best = k; } c += delta; } if (best == 0) best = 1; if (best == 10) best = 9; b = a + (real)(best + 1) * delta; a = a + (real)(best - 1) * delta; if (b - a < (real)1e-15) { if (maxerror > final) final = maxerror; control[i] = (a + b) * (real)0.5; printf("%g (at %g)\n", (double)maxerror, (double)control[i]); break; } } } printf("Final error: %g\n", (double)final); } 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] = m_func(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++) if (cheby[n][k]) sum += (real)cheby[n][k] * powers[k]; mat.m[i][n] = sum; } if (i & 1) mat.m[i][ORDER + 1] = fabs(m_error(control[i])); else mat.m[i][ORDER + 1] = -fabs(m_error(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[ORDER + 1][ORDER + 1]; /* 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]; real bn[ORDER + 1]; private: RealFunc *m_func; RealFunc *m_error; }; #endif /* __REMEZ_SOLVER_H__ */