Lagrange Interpolating Polynomial

Discussion in 'Perl Misc' started by Brian Troutwine, Oct 12, 2004.

  1. Here's my finished Lagrange polynomial finder. It runs, and unless a
    stress test suggests otherwise (to be performed overnight), works
    excellently, but merely is really slow. Any suggestions to get it running
    faster?

    #!/usr/bin/perl
    use diagnostics;
    use strict;
    use Getopt::Std;
    use Math::BigRat;

    #Variables
    #zork is a common array to allow for different input sources
    #The starting zero allows us to use this algorithm for as few
    #as two input values. Hopefully the next version will allow
    #for one term, but that's trivial to do by hand.
    my @zork = (0);
    our @equation = (0);
    our @poly1 = ("");
    our @poly2 = ("");
    our $opt_f = "";
    getopt("f");

    #Opens pipe if no -f used
    if($opt_f eq ""){
    foreach my $foo (<>){
    push @zork, Math::BigRat->new($foo);
    }}

    #Opens file specified by -f
    else{
    open(FOO, "<$opt_f") || die("File does not exist.");
    my @bar=<FOO>;
    close(FOO);
    foreach my $bar (@bar){
    push @zork, Math::BigRat->new($bar);
    }}

    chomp @zork;

    #$i represents the number of the term we're working with.
    for( my $i = 0; $i <= $#zork; $i++){
    my $thisy = Math::BigRat->new($zork[$i]);

    #Creates denominator for each term.
    my $denominator = Math::BigRat->new('1/1');
    for( my $j = 0; $j <= $#zork; $j++){
    if ($j != $i){
    $denominator *= ($i - $j);
    }}

    #Makes array of n's in (x-n) where n is
    #all integers from 0 to $#zork except
    #$i.
    my @numerator;
    for( my $k = 0; $k <= $#zork; $k++){
    if ($k != $i){
    push @numerator,(-$k);
    }}

    #Computes numerator as polynomial
    for(my $l = 0; $l<=$#numerator; $l++){

    #The polynomials will be arrays in which any position
    #will hold the coefficient of the corresponding power
    #of x. For example, the first position (0) will hold
    #the constant (the coefficient for x^0).
    if($l == 0){
    @poly1 = (0,1);
    $l++;
    }

    @poly2 = ($numerator[$l],1);

    my @neweq = (0);

    #To multiply our polynomials, we take each of the
    #terms of the first polynomial, and multiply them
    #by each of the terms of the second, and add the
    #resulting coefficient to the sum of their positions
    for(my $m=0; $m<=$#poly1; $m++){
    for(my $n=0; $n<=$#poly2; $n++){
    $neweq[$m+$n] += Math::BigRat->new($poly1[$m] * $poly2[$n]);
    }}

    #Set poly1 to the new equation for the next loop through
    @poly1 = @neweq;
    }

    #To avoid decimals, we've used fractions to multiply
    #each of our terms by.
    for(my $o=0; $o<=$#poly1; $o++){
    $poly1[$o] *= $thisy / $denominator;
    }

    #Adding up our polynomials, because we want to simplify
    for(my $p=0; $p<=$#poly1; $p++){
    $equation[$p] += $poly1[$p];
    }
    }

    my $flag = 0;

    #Output
    for(my $q = $#equation; $q >= 0; $q--){

    #Doesn't output zero terms
    unless($equation[$q] == 0){

    #No plus if it's first or negative, it just makes sense
    if (($flag != 0) && ($equation[$q] > 0)){
    print "+";
    }
    print $equation[$q];

    #Prints x except for on constant, and power except for
    #first power
    unless($q == 0){
    print "x";
    }
    if($q > 1){
    print "^$q";
    }
    print "\n\n";
    $flag++;
    }}

    #In case somebody happens to only input zeroes, we don't want
    #to leave that poor bastard with no output.
    if ($flag == 0){
    print "0\n";
    }


    Thanks.
     
    Brian Troutwine, Oct 12, 2004
    #1
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  2. Brian Troutwine

    John Bokma Guest

    [ snip ]
    $_ *= $thisy / $denominator for @poly1;

    ?

    I see a lot of indexed looping, probably can be rewritten as the one above.
     
    John Bokma, Oct 12, 2004
    #2
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  3. Brian Troutwine

    Anno Siegel Guest

    Not significantly. You have a few unnecessary calls to
    Math::BigRat->new, but otherwise you seem to do what must be done.
    No warnings?
    It is preferable to declare variables immediately before their first
    use.
    @zork is an array of BigRat's. Chomping makes no sense.
    $zork[ $i] is already a BigRat object. No need for ->new.
    The for-loop can be written:

    $denominator *= ( $i - $_) for grep $_ != $i, 0 .. $#zork;
    Similarly:

    my @numerator = map -$_, grep $_ != $i, 0 .. $#zork;
    Doing this inside the loop is awkward. Initialize $poly1 before
    the loop, and start at $l = 1.
    You are using a full-fledged multiplication routine (which, in a
    greater scheme of things, would deserve to be a subroutine). But
    all you do is multiply a polynomial with a linear expression (x - a).
    That could be done in an ad-hoc manner thusly:

    my @neweq = map $_ * $numerator[ $l], @poly1;
    $neweq[ $_ + 1] += $poly1[ $_] for 0 .. $#poly1;
    $_ *= $thisy / $denominator for @poly1;
    $equation[ $_] += $poly1[ $_] for 0 .. $#poly1;
    That belongs to the output routine and should be below the
    comment.
    I'd use an auxiliary routine to format one term for the output.
    Quite generally, your code could gain a lot if you used more
    subroutines to factor out common operations.
    # collect non-zero terms
    my @terms = grep $_->[ 0], map [ $equation[ $_], $_], 0 .. $#equation;

    my $str = '';
    $str .= term_to_str( @$_) for reverse @terms;
    $str =~ s/^\+//;
    print $str || '0';

    sub term_to_str {
    my ( $fac, $exp) = @_;
    my $power = '';
    $power .= 'x' if $exp;
    $power .= "^$exp" if $exp != 1;
    $fac = "+$fac" unless $fac < 0;
    "$fac$power\n\n";
    }

    Anno
     
    Anno Siegel, Oct 12, 2004
    #3
  4. Brian Troutwine

    Ben Morrow Guest

    I'm not competent to comment on the algorithm (and anyway Anno already
    has) but I would suspect the default BigRat implementation is the
    slowest. You could try changing to ::GMP or something to see if it makes
    a difference.

    Ben
     
    Ben Morrow, Oct 12, 2004
    #4
  5. He's got use diagnostics. Use warnings would be redundant.

    --
    Christopher Mattern

    "Which one you figure tracked us?"
    "The ugly one, sir."
    "...Could you be more specific?"
     
    Chris Mattern, Oct 12, 2004
    #5
  6. Brian Troutwine

    Anno Siegel Guest

    Oh, right. Well, that adds some sluggishness too.

    Anno
     
    Anno Siegel, Oct 12, 2004
    #6
  7. Unfortunately, I need rational number support, and since Math::Fraction
    doesn't work particularly well, BigRat seems my best option. Do you know
    of any better? (I looked into ::GMP, but that seemed to be large numbers
    and not large rationals numbers.)
     
    Brian Troutwine, Oct 13, 2004
    #7
  8. Brian Troutwine

    Bidek Guest

    Brian,
    Have you tries the Newton's method instead, here's a suggestion.

    The following Perl program estimates the roots of a polynomial using
    Newton's method and Horner's rule.

    #################################################

    #!/opt/perl/5.8.0/bin/perl -w

    use Data::Dumper;

    use constant EPSILON => 10 ** -10;
    use constant { DEBUG => 0, OUTPUT => 1 };

    my @polynomial = qw( 4 -44 165 -224 49 );

    print_poly (@polynomial);
    @roots = NewtonMethod (@polynomial);
    print_roots (@roots);

    exit 0;

    sub NewtonMethod {

    local (@P) = @_;
    local (@Q, @PP, @QP, @results) = @P;
    local ($count) = ($#P);

    # calculate the derivative of the polynomial
    for ($i=1; $i <= $count; $i++) {
    $QP[$i - 1] = $PP[$i - 1] = $i * $P[$i];
    }

    do {
    # initialize the root with a "small" random number
    $x = rand(); # INIT_X;
    $val = HornerRule ($count - 1, $x, @Q);

    $iteration = 0;

    print "=" x 40, "\n" if OUTPUT;

    LOOP:
    $iteration ++;

    my $dx = $val / HornerRule ($count - 1, $x, @QP);

    if (abs($dx) > EPSILON) {
    for ($c = 0; $c < 40; $c++) {
    $y = $x - $dx;
    $tmp_val = HornerRule($count, $y, @Q);

    printf "I: %3d X: %13.10f Px: %13.10f\n", $iteration, $y, $tmp_val if OUTPUT;

    if ($tmp_val ** 2 < $val ** 2) {
    $x = $y, $val = $tmp_val;
    goto LOOP;
    }
    $dx /= 4.0;
    }
    }

    # evaluate the polynomial and its derivative
    $Px = HornerRule($#P, $x, @P);
    $PPx = HornerRule($#P - 1, $x, @PP);

    # apply Newton's formula
    if ($PPx != 0.0) {
    $x -= $Px / $PPx;
    $Px = HornerRule($#P, $x, @P);
    $PPx = HornerRule($#P - 1, $x, @PP);

    # apply Newton's formula a second time
    $x -= $Px / $PPx if $PPx;
    }

    if (abs($x) > EPSILON) {

    push @results, $x;

    # deflate the polynomial by a linear factor
    $A[$count - 1] = $Q[$count];
    for ($i = $count - 1; $i >= 1; $i--) {
    $A[$i - 1] = $Q[$i] + $x * $A[$i];
    }
    $count--;
    @Q = @A;
    }

    # calculate the derivative of Q(x)
    for ($i = 1; $i <= $count; $i++) {
    $QP[$i - 1] = $i * $Q[$i];
    }

    } while $count > 0;

    print Dumper @results if DEBUG;

    @results;
    }

    sub HornerRule {

    local ($n, $x, @P) = @_;

    local ($result) = $P[$n];

    print "=" x 20,"\n", Dumper $n, $x, @P if DEBUG;

    for ($i=$n-1; $i >= 0; $i--) {
    $result = $result * $x + $P[$i];
    }

    $result;
    }

    sub print_roots {

    local (@R) = @_;

    print "\nThe roots are: \n" , '-' x 20, "\n";
    for ($i=0; $i<=$#R; $i++) {
    printf "%d = %16.13f\n", $i+1, $R[$i];
    }
    print "-" x 20,"\n";
    }

    sub print_poly {

    local (@P) = @_;

    print "-" x 20,"\n";
    print "The polynomial is: \n", '-' x 20, "\n";
    for ($i = $#P; $i>0; $i--) {
    printf "%5d + 0.0x * X^%d + \n", $P[$i], $i;
    }

    printf "%5d + 0.0x\n", $P[0], $i;
    print "-" x 20,"\n";

    return 0;
    }
     
    Bidek, Oct 13, 2004
    #8
  9. Brian Troutwine

    Anno Siegel Guest

    [code snipped]

    That's zero-finding, not interpolation -- an entirely different
    problem.

    There *is* a Newtonian method (different from Lagrange's) for polynomial
    interpolation, but that doesn't seem to be what you are talking about.

    Anno
     
    Anno Siegel, Oct 13, 2004
    #9
  10. On 13 Oct 2004 07:36:19 GMT, -berlin.de (Anno
    Siegel) wrote:

    Since we're taliking about mathematics now, by any chance do you
    happen to be a relative to C.L. Siegel?

    (I would have sent you an e-mail, but I don't know if you accept
    unsolicited correspondence.)
    </OT>


    Michele
    --
    No, no, it was programmed in Forth. See Genesis 1:12:
    "And the earth brought Forth ..."
    - Robert Israel in sci.math, thread "Why numbers?"
     
    Michele Dondi, Oct 13, 2004
    #10
  11. Thanks, but I'm not looking for roots, I'm fitting a curve to a set of
    points. I've got my algorithm down, I'm just trying to speed things up a
    bit (using BigRat really kills the time).

    On the other hand, I'll probably end up writing more pattern finding
    programs, and if I need roots, I'll give yours a shot.

    Thanks again.
     
    Brian Troutwine, Oct 13, 2004
    #11
  12. Brian Troutwine

    Anno Siegel Guest

    No, I'm not.

    Anno
     
    Anno Siegel, Oct 13, 2004
    #12
  13. Brian Troutwine

    Ben Morrow Guest

    I know only what it says in the Math::BigRat (0.10) perldoc, which
    implies that Math::BigRat uses Math::BigInt ('s internals) to do all its
    calculations, and that

    use Math::BigRat lib => 'GMP';

    will use Math::BigInt::GMP to do your BigRat stuff (if it's installed).

    Ben
     
    Ben Morrow, Oct 13, 2004
    #13
  14. Status report:

    Well, It would appear that I have it since diagnostics doesn't spit me out
    any warning, but any speed advantage it has is negligible, I've tested
    multiple times, sometimes with yours coming out faster, sometimes with the
    original.

    Thanks anyway.
     
    Brian Troutwine, Oct 14, 2004
    #14
  15. Brian Troutwine

    Ben Morrow Guest

    That's (maybe) because you don't have it :)

    Try perl -MMath::BigInt::GMP -e1. If that succeeds, then you *do* have
    it. Math::BigRat will automatically and silently fall back to the
    pure-perl implementation if the one you ask for doesn't exist.

    Ben
     
    Ben Morrow, Oct 14, 2004
    #15
  16. Well, you could say your cds are Siegel discs, anyway! ;-)


    Michele
     
    Michele Dondi, Oct 14, 2004
    #16
  17. [A complimentary Cc of this posting was sent to
    Brian Troutwine
    Did you try Math::pari? It may even have interpolation builtin...
    Right, it is polint()...

    Hope this helps,
    Ilya
     
    Ilya Zakharevich, Oct 14, 2004
    #17
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